PREVIEW / futures_5min / 2014-03-05

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-03-05.parquet
  size:    205 KB
  rows:    13,793

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2014-03-05 00:00:00	ES	Futures	1935.76	1936.02	1935.5	1935.5	81.0
2014-03-05 00:05:00	ES	Futures	1935.5	1935.76	1934.99	1934.99	143.0
2014-03-05 00:10:00	ES	Futures	1934.99	1935.5	1934.99	1935.24	284.0
2014-03-05 00:15:00	ES	Futures	1935.5	1935.5	1934.73	1934.73	254.0
2014-03-05 00:20:00	ES	Futures	1934.73	1935.24	1934.73	1934.99	197.0
2014-03-05 00:25:00	ES	Futures	1935.24	1935.5	1934.99	1935.24	225.0
2014-03-05 00:30:00	ES	Futures	1935.24	1935.5	1935.24	1935.24	52.0
2014-03-05 00:35:00	ES	Futures	1935.24	1935.5	1935.24	1935.24	139.0
2014-03-05 00:40:00	ES	Futures	1935.24	1935.5	1935.24	1935.5	20.0
2014-03-05 00:45:00	ES	Futures	1935.24	1935.5	1935.24	1935.24	19.0
2014-03-05 00:50:00	ES	Futures	1935.24	1935.24	1934.73	1934.99	324.0
2014-03-05 00:55:00	ES	Futures	1934.99	1934.99	1934.73	1934.73	121.0
2014-03-05 01:00:00	ES	Futures	1934.99	1935.5	1934.73	1935.24	179.0
2014-03-05 01:05:00	ES	Futures	1935.24	1935.24	1934.73	1934.99	280.0
2014-03-05 01:10:00	ES	Futures	1934.73	1934.99	1933.69	1934.21	980.0
2014-03-05 01:15:00	ES	Futures	1933.95	1934.21	1933.95	1933.95	158.0
2014-03-05 01:20:00	ES	Futures	1934.21	1934.21	1933.95	1933.95	55.0
2014-03-05 01:25:00	ES	Futures	1934.21	1934.21	1933.69	1933.69	235.0
2014-03-05 01:30:00	ES	Futures	1933.69	1933.95	1932.92	1932.92	1333.0
2014-03-05 01:35:00	ES	Futures	1932.92	1933.17	1932.4	1932.66	1001.0
2014-03-05 01:40:00	ES	Futures	1932.66	1932.92	1932.4	1932.66	383.0
2014-03-05 01:45:00	ES	Futures	1932.92	1933.43	1932.66	1933.17	193.0
2014-03-05 01:50:00	ES	Futures	1933.43	1933.43	1933.17	1933.43	46.0
2014-03-05 01:55:00	ES	Futures	1933.43	1933.69	1933.17	1933.69	126.0
2014-03-05 02:00:00	ES	Futures	1933.43	1934.21	1933.43	1933.43	1057.0
2014-03-05 02:05:00	ES	Futures	1933.43	1933.95	1933.17	1933.69	339.0
2014-03-05 02:10:00	ES	Futures	1933.43	1934.21	1933.43	1933.69	275.0
2014-03-05 02:15:00	ES	Futures	1933.69	1934.21	1933.69	1934.21	346.0
2014-03-05 02:20:00	ES	Futures	1934.21	1934.21	1933.69	1933.95	306.0
2014-03-05 02:25:00	ES	Futures	1933.95	1934.47	1933.95	1934.21	1094.0
2014-03-05 02:30:00	ES	Futures	1934.21	1934.47	1933.95	1934.21	781.0
2014-03-05 02:35:00	ES	Futures	1934.21	1934.47	1933.95	1933.95	314.0
2014-03-05 02:40:00	ES	Futures	1933.95	1934.21	1933.69	1933.95	242.0
2014-03-05 02:45:00	ES	Futures	1933.69	1934.21	1933.69	1933.95	829.0
2014-03-05 02:50:00	ES	Futures	1933.95	1934.21	1933.69	1933.95	368.0
2014-03-05 02:55:00	ES	Futures	1933.95	1934.73	1933.95	1934.73	548.0
2014-03-05 03:00:00	ES	Futures	1934.73	1935.5	1933.43	1935.24	4670.0
2014-03-05 03:05:00	ES	Futures	1935.5	1936.02	1934.73	1935.5	3294.0
2014-03-05 03:10:00	ES	Futures	1935.5	1936.28	1934.99	1936.28	2002.0
2014-03-05 03:15:00	ES	Futures	1936.28	1937.05	1936.02	1936.8	3108.0
2014-03-05 03:20:00	ES	Futures	1936.8	1937.31	1936.28	1937.05	3092.0
2014-03-05 03:25:00	ES	Futures	1937.05	1937.05	1936.28	1936.8	912.0
2014-03-05 03:30:00	ES	Futures	1936.54	1936.8	1935.24	1935.24	1741.0
2014-03-05 03:35:00	ES	Futures	1935.24	1936.02	1935.24	1935.76	874.0
2014-03-05 03:40:00	ES	Futures	1935.5	1936.54	1934.99	1936.54	2257.0
2014-03-05 03:45:00	ES	Futures	1936.54	1937.05	1936.02	1937.05	1793.0
2014-03-05 03:50:00	ES	Futures	1936.8	1938.09	1936.54	1937.57	3102.0
2014-03-05 03:55:00	ES	Futures	1937.57	1937.83	1937.05	1937.83	1213.0
2014-03-05 04:00:00	ES	Futures	1937.57	1937.57	1936.28	1937.05	3641.0
2014-03-05 04:05:00	ES	Futures	1936.8	1937.05	1936.02	1936.54	2061.0

> showing 50 of 13,793 rows — these rows as CSV

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