PREVIEW / futures_5min / 2014-03-09

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-03-09.parquet
  size:    45 KB
  rows:    2,309

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
2014-03-09 18:00:00	ES	Futures	1940.42	1940.93	1939.64	1940.16	2823.0
2014-03-09 18:05:00	ES	Futures	1940.42	1940.42	1939.9	1940.16	598.0
2014-03-09 18:10:00	ES	Futures	1940.16	1940.42	1940.16	1940.16	416.0
2014-03-09 18:15:00	ES	Futures	1940.42	1940.42	1939.64	1939.64	498.0
2014-03-09 18:20:00	ES	Futures	1939.64	1940.16	1939.38	1939.9	459.0
2014-03-09 18:25:00	ES	Futures	1939.9	1940.16	1939.9	1940.16	462.0
2014-03-09 18:30:00	ES	Futures	1940.16	1940.42	1939.64	1939.64	197.0
2014-03-09 18:35:00	ES	Futures	1939.9	1939.9	1939.64	1939.9	14.0
2014-03-09 18:40:00	ES	Futures	1939.64	1939.9	1938.86	1939.12	675.0
2014-03-09 18:45:00	ES	Futures	1939.12	1939.38	1938.86	1938.86	375.0
2014-03-09 18:50:00	ES	Futures	1938.86	1939.38	1938.61	1938.86	519.0
2014-03-09 18:55:00	ES	Futures	1938.86	1939.64	1938.61	1939.12	415.0
2014-03-09 19:00:00	ES	Futures	1939.64	1939.64	1939.12	1939.12	310.0
2014-03-09 19:05:00	ES	Futures	1939.12	1939.38	1939.12	1939.12	118.0
2014-03-09 19:10:00	ES	Futures	1939.38	1939.38	1939.12	1939.38	288.0
2014-03-09 19:15:00	ES	Futures	1939.38	1941.19	1939.38	1940.42	1909.0
2014-03-09 19:20:00	ES	Futures	1940.68	1940.68	1939.64	1939.9	397.0
2014-03-09 19:25:00	ES	Futures	1939.9	1940.16	1939.38	1939.9	312.0
2014-03-09 19:30:00	ES	Futures	1939.9	1940.68	1939.64	1940.42	380.0
2014-03-09 19:35:00	ES	Futures	1940.16	1940.42	1939.64	1939.9	154.0
2014-03-09 19:40:00	ES	Futures	1939.9	1940.68	1939.64	1939.64	286.0
2014-03-09 19:45:00	ES	Futures	1939.64	1940.42	1939.64	1939.9	408.0
2014-03-09 19:50:00	ES	Futures	1939.9	1940.16	1939.38	1939.38	300.0
2014-03-09 19:55:00	ES	Futures	1939.38	1939.9	1938.86	1938.86	437.0
2014-03-09 20:00:00	ES	Futures	1939.12	1940.42	1939.12	1940.42	813.0
2014-03-09 20:05:00	ES	Futures	1940.16	1940.68	1940.16	1940.42	312.0
2014-03-09 20:10:00	ES	Futures	1940.42	1941.45	1940.16	1941.45	1266.0
2014-03-09 20:15:00	ES	Futures	1941.19	1941.19	1940.16	1940.42	441.0
2014-03-09 20:20:00	ES	Futures	1940.16	1940.42	1938.61	1939.12	950.0
2014-03-09 20:25:00	ES	Futures	1939.12	1939.38	1938.86	1939.12	342.0
2014-03-09 20:30:00	ES	Futures	1939.38	1939.64	1939.12	1939.12	316.0
2014-03-09 20:35:00	ES	Futures	1939.38	1939.38	1938.86	1939.38	136.0
2014-03-09 20:40:00	ES	Futures	1939.12	1939.64	1939.12	1939.64	97.0
2014-03-09 20:45:00	ES	Futures	1939.38	1940.16	1939.38	1939.64	413.0
2014-03-09 20:50:00	ES	Futures	1939.64	1940.16	1939.64	1940.16	191.0
2014-03-09 20:55:00	ES	Futures	1940.16	1940.16	1939.38	1939.38	328.0
2014-03-09 21:00:00	ES	Futures	1939.64	1939.64	1938.86	1939.38	261.0
2014-03-09 21:05:00	ES	Futures	1939.38	1939.38	1938.35	1938.61	1036.0
2014-03-09 21:10:00	ES	Futures	1938.86	1939.64	1938.61	1939.38	239.0
2014-03-09 21:15:00	ES	Futures	1939.12	1939.12	1938.09	1938.86	1292.0
2014-03-09 21:20:00	ES	Futures	1938.61	1938.61	1937.05	1937.83	2189.0
2014-03-09 21:25:00	ES	Futures	1937.83	1938.09	1937.83	1937.83	217.0
2014-03-09 21:30:00	ES	Futures	1938.09	1939.38	1937.83	1939.38	597.0
2014-03-09 21:35:00	ES	Futures	1939.38	1939.38	1938.35	1938.35	274.0
2014-03-09 21:40:00	ES	Futures	1938.35	1938.35	1938.09	1938.09	327.0
2014-03-09 21:45:00	ES	Futures	1938.09	1938.86	1937.31	1938.09	1123.0
2014-03-09 21:50:00	ES	Futures	1938.09	1938.35	1937.05	1937.31	1143.0
2014-03-09 21:55:00	ES	Futures	1937.31	1938.35	1936.8	1937.31	1266.0
2014-03-09 22:00:00	ES	Futures	1937.31	1938.35	1937.31	1938.09	465.0
2014-03-09 22:05:00	ES	Futures	1938.09	1938.09	1937.57	1937.57	217.0

> showing 50 of 2,309 rows — these rows as CSV

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