PREVIEW / futures_5min / 2014-03-11

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-03-11.parquet
  size:    194 KB
  rows:    12,530

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
2014-03-11 00:00:00	ES	Futures	1941.45	1941.45	1941.19	1941.19	114.0
2014-03-11 00:05:00	ES	Futures	1941.19	1941.71	1940.93	1941.45	251.0
2014-03-11 00:10:00	ES	Futures	1941.45	1941.71	1941.19	1941.45	277.0
2014-03-11 00:15:00	ES	Futures	1941.45	1941.71	1941.45	1941.71	63.0
2014-03-11 00:20:00	ES	Futures	1941.45	1941.45	1940.93	1941.19	306.0
2014-03-11 00:25:00	ES	Futures	1941.45	1941.45	1941.19	1941.45	322.0
2014-03-11 00:30:00	ES	Futures	1941.19	1941.19	1941.19	1941.19	44.0
2014-03-11 00:35:00	ES	Futures	1941.19	1941.45	1940.93	1940.93	147.0
2014-03-11 00:40:00	ES	Futures	1940.93	1941.19	1940.93	1941.19	218.0
2014-03-11 00:45:00	ES	Futures	1941.19	1941.45	1940.16	1940.42	814.0
2014-03-11 00:50:00	ES	Futures	1940.42	1940.68	1940.42	1940.42	128.0
2014-03-11 00:55:00	ES	Futures	1940.42	1940.68	1940.16	1940.42	197.0
2014-03-11 01:00:00	ES	Futures	1940.42	1940.68	1939.9	1940.16	269.0
2014-03-11 01:05:00	ES	Futures	1939.9	1940.68	1939.9	1940.42	399.0
2014-03-11 01:10:00	ES	Futures	1940.42	1940.93	1940.42	1940.68	183.0
2014-03-11 01:15:00	ES	Futures	1940.68	1940.93	1940.68	1940.68	42.0
2014-03-11 01:20:00	ES	Futures	1940.93	1940.93	1940.42	1940.68	272.0
2014-03-11 01:25:00	ES	Futures	1940.93	1940.93	1940.42	1940.42	62.0
2014-03-11 01:30:00	ES	Futures	1940.68	1940.93	1940.68	1940.93	212.0
2014-03-11 01:35:00	ES	Futures	1940.93	1940.93	1940.68	1940.68	128.0
2014-03-11 01:40:00	ES	Futures	1940.68	1940.68	1940.42	1940.68	98.0
2014-03-11 01:45:00	ES	Futures	1940.68	1940.68	1940.42	1940.68	55.0
2014-03-11 01:50:00	ES	Futures	1940.93	1940.93	1940.42	1940.68	65.0
2014-03-11 01:55:00	ES	Futures	1940.93	1940.93	1940.42	1940.68	93.0
2014-03-11 02:00:00	ES	Futures	1940.68	1940.68	1940.42	1940.42	150.0
2014-03-11 02:05:00	ES	Futures	1940.42	1940.93	1940.42	1940.93	250.0
2014-03-11 02:10:00	ES	Futures	1940.93	1941.19	1940.93	1941.19	71.0
2014-03-11 02:15:00	ES	Futures	1941.19	1941.19	1940.93	1940.93	60.0
2014-03-11 02:20:00	ES	Futures	1941.19	1941.45	1940.93	1941.45	176.0
2014-03-11 02:25:00	ES	Futures	1941.45	1941.45	1941.19	1941.45	50.0
2014-03-11 02:30:00	ES	Futures	1941.45	1941.71	1941.19	1941.45	145.0
2014-03-11 02:35:00	ES	Futures	1941.45	1941.71	1941.19	1941.71	51.0
2014-03-11 02:40:00	ES	Futures	1941.71	1941.97	1941.45	1941.97	139.0
2014-03-11 02:45:00	ES	Futures	1941.71	1942.23	1941.71	1942.23	566.0
2014-03-11 02:50:00	ES	Futures	1942.23	1942.49	1941.97	1941.97	381.0
2014-03-11 02:55:00	ES	Futures	1942.23	1942.23	1941.45	1941.71	277.0
2014-03-11 03:00:00	ES	Futures	1941.71	1943.26	1941.45	1943.0	2073.0
2014-03-11 03:05:00	ES	Futures	1943.0	1943.26	1942.49	1942.49	581.0
2014-03-11 03:10:00	ES	Futures	1942.49	1942.49	1942.23	1942.49	178.0
2014-03-11 03:15:00	ES	Futures	1942.49	1942.49	1941.97	1942.23	208.0
2014-03-11 03:20:00	ES	Futures	1942.23	1943.0	1942.23	1942.74	678.0
2014-03-11 03:25:00	ES	Futures	1942.49	1942.74	1941.71	1942.23	631.0
2014-03-11 03:30:00	ES	Futures	1942.23	1942.49	1941.71	1941.97	712.0
2014-03-11 03:35:00	ES	Futures	1942.23	1942.23	1941.71	1941.97	410.0
2014-03-11 03:40:00	ES	Futures	1941.97	1942.23	1941.71	1942.23	439.0
2014-03-11 03:45:00	ES	Futures	1941.97	1942.23	1941.97	1942.23	325.0
2014-03-11 03:50:00	ES	Futures	1941.97	1942.23	1941.71	1941.97	164.0
2014-03-11 03:55:00	ES	Futures	1941.97	1941.97	1940.93	1941.71	621.0
2014-03-11 04:00:00	ES	Futures	1941.45	1942.23	1941.19	1941.19	1993.0
2014-03-11 04:05:00	ES	Futures	1941.19	1941.97	1940.68	1940.93	3071.0

> showing 50 of 12,530 rows — these rows as CSV

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