PREVIEW / futures_5min / 2014-03-16

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-03-16.parquet
  size:    44 KB
  rows:    2,376

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
2014-03-16 18:00:00	ES	Futures	1903.13	1905.21	1902.61	1904.69	3265.0
2014-03-16 18:05:00	ES	Futures	1904.69	1905.21	1903.13	1903.13	2050.0
2014-03-16 18:10:00	ES	Futures	1903.13	1904.69	1903.13	1904.43	1084.0
2014-03-16 18:15:00	ES	Futures	1904.43	1904.43	1904.17	1904.17	551.0
2014-03-16 18:20:00	ES	Futures	1904.43	1904.43	1903.39	1903.65	678.0
2014-03-16 18:25:00	ES	Futures	1903.91	1903.91	1901.05	1901.05	1850.0
2014-03-16 18:30:00	ES	Futures	1901.31	1901.31	1899.49	1900.79	1865.0
2014-03-16 18:35:00	ES	Futures	1900.53	1900.79	1899.24	1899.49	881.0
2014-03-16 18:40:00	ES	Futures	1899.24	1899.75	1897.94	1898.2	2228.0
2014-03-16 18:45:00	ES	Futures	1898.2	1898.72	1894.04	1896.9	5198.0
2014-03-16 18:50:00	ES	Futures	1896.9	1897.42	1895.86	1897.16	1073.0
2014-03-16 18:55:00	ES	Futures	1897.16	1898.46	1895.86	1898.2	1756.0
2014-03-16 19:00:00	ES	Futures	1898.46	1898.46	1897.68	1898.2	723.0
2014-03-16 19:05:00	ES	Futures	1898.2	1899.24	1898.2	1898.98	608.0
2014-03-16 19:10:00	ES	Futures	1898.98	1898.98	1898.46	1898.46	345.0
2014-03-16 19:15:00	ES	Futures	1898.46	1899.24	1898.46	1898.98	223.0
2014-03-16 19:20:00	ES	Futures	1898.98	1899.75	1898.72	1898.98	882.0
2014-03-16 19:25:00	ES	Futures	1898.98	1899.75	1898.72	1899.24	527.0
2014-03-16 19:30:00	ES	Futures	1899.49	1900.01	1899.24	1899.75	394.0
2014-03-16 19:35:00	ES	Futures	1899.75	1900.01	1899.24	1899.24	758.0
2014-03-16 19:40:00	ES	Futures	1899.49	1899.49	1899.24	1899.49	104.0
2014-03-16 19:45:00	ES	Futures	1899.24	1900.27	1899.24	1900.01	524.0
2014-03-16 19:50:00	ES	Futures	1900.01	1900.53	1900.01	1900.53	347.0
2014-03-16 19:55:00	ES	Futures	1900.27	1901.57	1900.27	1901.05	784.0
2014-03-16 20:00:00	ES	Futures	1901.31	1902.35	1901.05	1902.09	1452.0
2014-03-16 20:05:00	ES	Futures	1902.09	1902.35	1901.57	1901.83	1211.0
2014-03-16 20:10:00	ES	Futures	1901.83	1902.09	1901.05	1901.05	733.0
2014-03-16 20:15:00	ES	Futures	1901.05	1902.09	1901.05	1901.83	430.0
2014-03-16 20:20:00	ES	Futures	1902.09	1902.35	1901.05	1901.57	809.0
2014-03-16 20:25:00	ES	Futures	1901.31	1901.57	1900.27	1900.53	559.0
2014-03-16 20:30:00	ES	Futures	1900.53	1901.05	1900.27	1900.79	383.0
2014-03-16 20:35:00	ES	Futures	1901.05	1902.09	1900.79	1901.83	926.0
2014-03-16 20:40:00	ES	Futures	1901.83	1902.09	1901.57	1901.83	252.0
2014-03-16 20:45:00	ES	Futures	1901.83	1902.09	1901.31	1901.57	288.0
2014-03-16 20:50:00	ES	Futures	1901.57	1902.61	1901.57	1902.61	692.0
2014-03-16 20:55:00	ES	Futures	1902.61	1903.65	1901.83	1903.39	1228.0
2014-03-16 21:00:00	ES	Futures	1903.65	1903.65	1902.61	1902.87	1172.0
2014-03-16 21:05:00	ES	Futures	1902.61	1903.13	1901.83	1902.35	673.0
2014-03-16 21:10:00	ES	Futures	1902.61	1902.87	1902.09	1902.87	557.0
2014-03-16 21:15:00	ES	Futures	1902.87	1904.69	1902.61	1904.69	1976.0
2014-03-16 21:20:00	ES	Futures	1904.69	1904.95	1904.43	1904.69	624.0
2014-03-16 21:25:00	ES	Futures	1904.69	1904.95	1903.91	1904.17	684.0
2014-03-16 21:30:00	ES	Futures	1903.91	1904.17	1902.61	1903.39	1504.0
2014-03-16 21:35:00	ES	Futures	1903.39	1903.91	1903.13	1903.65	380.0
2014-03-16 21:40:00	ES	Futures	1903.39	1903.91	1902.35	1902.87	1127.0
2014-03-16 21:45:00	ES	Futures	1902.87	1903.13	1901.05	1902.09	1326.0
2014-03-16 21:50:00	ES	Futures	1902.09	1902.09	1901.31	1901.83	491.0
2014-03-16 21:55:00	ES	Futures	1902.09	1902.61	1901.83	1902.35	522.0
2014-03-16 22:00:00	ES	Futures	1902.35	1903.13	1901.83	1902.61	517.0
2014-03-16 22:05:00	ES	Futures	1902.87	1903.65	1902.61	1903.13	536.0

> showing 50 of 2,376 rows — these rows as CSV

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