PREVIEW / futures_5min / 2014-03-13

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-03-13.parquet
  size:    237 KB
  rows:    14,075

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
2014-03-13 00:00:00	ES	Futures	1937.83	1938.09	1937.57	1937.83	147.0
2014-03-13 00:05:00	ES	Futures	1937.83	1937.83	1937.05	1937.31	460.0
2014-03-13 00:10:00	ES	Futures	1937.31	1937.31	1937.05	1937.31	131.0
2014-03-13 00:15:00	ES	Futures	1937.05	1937.83	1937.05	1937.57	157.0
2014-03-13 00:20:00	ES	Futures	1937.83	1937.83	1937.57	1937.57	70.0
2014-03-13 00:25:00	ES	Futures	1937.83	1937.83	1937.31	1937.57	66.0
2014-03-13 00:30:00	ES	Futures	1937.57	1937.83	1937.05	1937.83	297.0
2014-03-13 00:35:00	ES	Futures	1937.83	1937.83	1937.57	1937.57	131.0
2014-03-13 00:40:00	ES	Futures	1937.57	1937.83	1937.57	1937.83	235.0
2014-03-13 00:45:00	ES	Futures	1937.83	1937.83	1937.57	1937.57	57.0
2014-03-13 00:50:00	ES	Futures	1937.57	1937.83	1937.31	1937.83	178.0
2014-03-13 00:55:00	ES	Futures	1938.09	1938.61	1938.09	1938.35	478.0
2014-03-13 01:00:00	ES	Futures	1938.09	1938.61	1937.83	1938.35	228.0
2014-03-13 01:05:00	ES	Futures	1938.61	1939.38	1938.61	1939.38	545.0
2014-03-13 01:10:00	ES	Futures	1939.12	1939.38	1938.86	1938.86	168.0
2014-03-13 01:15:00	ES	Futures	1938.86	1939.12	1938.86	1939.12	372.0
2014-03-13 01:20:00	ES	Futures	1938.86	1939.12	1938.86	1939.12	492.0
2014-03-13 01:25:00	ES	Futures	1939.12	1939.38	1938.35	1938.86	431.0
2014-03-13 01:30:00	ES	Futures	1938.61	1938.86	1938.61	1938.86	116.0
2014-03-13 01:35:00	ES	Futures	1938.61	1938.61	1937.83	1938.09	438.0
2014-03-13 01:40:00	ES	Futures	1938.09	1938.35	1937.83	1938.35	430.0
2014-03-13 01:45:00	ES	Futures	1938.35	1938.35	1935.5	1935.5	1944.0
2014-03-13 01:50:00	ES	Futures	1935.24	1936.54	1935.24	1936.54	1267.0
2014-03-13 01:55:00	ES	Futures	1936.54	1937.83	1936.54	1937.31	791.0
2014-03-13 02:00:00	ES	Futures	1937.31	1937.57	1936.02	1936.02	708.0
2014-03-13 02:05:00	ES	Futures	1936.28	1936.54	1935.5	1936.54	801.0
2014-03-13 02:10:00	ES	Futures	1936.54	1936.54	1935.76	1936.02	270.0
2014-03-13 02:15:00	ES	Futures	1935.76	1936.02	1934.99	1935.24	796.0
2014-03-13 02:20:00	ES	Futures	1935.24	1936.02	1934.99	1935.5	725.0
2014-03-13 02:25:00	ES	Futures	1935.76	1936.8	1935.24	1936.8	768.0
2014-03-13 02:30:00	ES	Futures	1936.8	1937.31	1936.54	1936.54	392.0
2014-03-13 02:35:00	ES	Futures	1936.54	1936.54	1935.5	1935.5	339.0
2014-03-13 02:40:00	ES	Futures	1935.5	1935.76	1935.5	1935.5	250.0
2014-03-13 02:45:00	ES	Futures	1935.5	1935.5	1935.24	1935.5	177.0
2014-03-13 02:50:00	ES	Futures	1935.5	1935.5	1935.24	1935.24	405.0
2014-03-13 02:55:00	ES	Futures	1935.24	1935.5	1934.99	1935.24	471.0
2014-03-13 03:00:00	ES	Futures	1935.24	1935.5	1934.21	1934.47	1619.0
2014-03-13 03:05:00	ES	Futures	1934.47	1934.47	1933.69	1933.95	1140.0
2014-03-13 03:10:00	ES	Futures	1933.95	1934.47	1933.95	1934.47	526.0
2014-03-13 03:15:00	ES	Futures	1934.47	1935.24	1934.47	1935.24	771.0
2014-03-13 03:20:00	ES	Futures	1935.24	1935.5	1934.73	1935.5	803.0
2014-03-13 03:25:00	ES	Futures	1935.76	1936.02	1935.24	1935.24	550.0
2014-03-13 03:30:00	ES	Futures	1935.5	1936.02	1935.24	1935.76	483.0
2014-03-13 03:35:00	ES	Futures	1935.76	1936.28	1935.5	1936.02	574.0
2014-03-13 03:40:00	ES	Futures	1936.02	1936.8	1935.76	1936.54	1150.0
2014-03-13 03:45:00	ES	Futures	1936.8	1937.05	1935.5	1935.5	1829.0
2014-03-13 03:50:00	ES	Futures	1935.5	1935.76	1934.73	1935.76	1140.0
2014-03-13 03:55:00	ES	Futures	1935.5	1936.28	1935.24	1936.02	863.0
2014-03-13 04:00:00	ES	Futures	1936.02	1936.02	1934.47	1935.76	2315.0
2014-03-13 04:05:00	ES	Futures	1936.02	1936.28	1935.24	1935.5	2874.0

> showing 50 of 14,075 rows — these rows as CSV

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