PREVIEW / futures_5min / 2014-03-19

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-03-19.parquet
  size:    233 KB
  rows:    14,403

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
2014-03-19 00:00:00	ES	Futures	1933.51	1933.77	1933.25	1933.25	266.0
2014-03-19 00:05:00	ES	Futures	1933.25	1933.77	1933.25	1933.77	148.0
2014-03-19 00:10:00	ES	Futures	1933.51	1933.77	1933.25	1933.51	188.0
2014-03-19 00:15:00	ES	Futures	1933.51	1933.77	1933.51	1933.77	177.0
2014-03-19 00:20:00	ES	Futures	1933.77	1934.29	1933.25	1934.03	474.0
2014-03-19 00:25:00	ES	Futures	1934.29	1935.33	1934.03	1935.07	530.0
2014-03-19 00:30:00	ES	Futures	1935.33	1936.11	1935.07	1936.11	751.0
2014-03-19 00:35:00	ES	Futures	1935.85	1935.85	1935.59	1935.59	162.0
2014-03-19 00:40:00	ES	Futures	1935.85	1935.85	1935.07	1935.33	390.0
2014-03-19 00:45:00	ES	Futures	1935.59	1935.85	1935.33	1935.85	67.0
2014-03-19 00:50:00	ES	Futures	1935.85	1936.63	1935.85	1936.63	491.0
2014-03-19 00:55:00	ES	Futures	1936.37	1936.89	1936.11	1936.37	726.0
2014-03-19 01:00:00	ES	Futures	1936.37	1937.41	1936.37	1937.41	479.0
2014-03-19 01:05:00	ES	Futures	1937.41	1937.41	1936.11	1936.37	366.0
2014-03-19 01:10:00	ES	Futures	1936.37	1936.89	1936.37	1936.37	407.0
2014-03-19 01:15:00	ES	Futures	1936.11	1936.37	1935.85	1935.85	83.0
2014-03-19 01:20:00	ES	Futures	1935.85	1935.85	1935.59	1935.85	124.0
2014-03-19 01:25:00	ES	Futures	1935.85	1935.85	1935.07	1935.59	670.0
2014-03-19 01:30:00	ES	Futures	1935.85	1935.85	1934.29	1934.29	559.0
2014-03-19 01:35:00	ES	Futures	1934.29	1934.55	1934.29	1934.55	350.0
2014-03-19 01:40:00	ES	Futures	1934.55	1935.07	1934.29	1934.55	176.0
2014-03-19 01:45:00	ES	Futures	1934.81	1935.07	1934.81	1934.81	121.0
2014-03-19 01:50:00	ES	Futures	1934.55	1934.55	1934.29	1934.29	219.0
2014-03-19 01:55:00	ES	Futures	1934.29	1934.81	1934.29	1934.55	211.0
2014-03-19 02:00:00	ES	Futures	1934.29	1934.55	1934.03	1934.55	736.0
2014-03-19 02:05:00	ES	Futures	1934.55	1935.07	1934.55	1934.81	171.0
2014-03-19 02:10:00	ES	Futures	1935.07	1935.33	1934.81	1935.07	225.0
2014-03-19 02:15:00	ES	Futures	1935.07	1935.33	1934.81	1935.33	217.0
2014-03-19 02:20:00	ES	Futures	1935.33	1935.59	1935.07	1935.59	170.0
2014-03-19 02:25:00	ES	Futures	1935.59	1936.37	1935.59	1935.85	670.0
2014-03-19 02:30:00	ES	Futures	1935.85	1936.11	1935.59	1935.85	213.0
2014-03-19 02:35:00	ES	Futures	1935.59	1936.11	1935.59	1936.11	166.0
2014-03-19 02:40:00	ES	Futures	1936.11	1936.37	1935.85	1936.37	179.0
2014-03-19 02:45:00	ES	Futures	1936.37	1936.37	1935.85	1935.85	235.0
2014-03-19 02:50:00	ES	Futures	1935.85	1936.37	1935.85	1936.37	307.0
2014-03-19 02:55:00	ES	Futures	1936.37	1936.63	1936.11	1936.37	503.0
2014-03-19 03:00:00	ES	Futures	1936.37	1936.63	1935.59	1935.85	624.0
2014-03-19 03:05:00	ES	Futures	1935.59	1936.11	1935.59	1935.85	396.0
2014-03-19 03:10:00	ES	Futures	1936.11	1936.63	1935.85	1936.37	516.0
2014-03-19 03:15:00	ES	Futures	1936.63	1936.63	1936.11	1936.37	726.0
2014-03-19 03:20:00	ES	Futures	1936.11	1936.11	1935.85	1935.85	153.0
2014-03-19 03:25:00	ES	Futures	1936.11	1936.37	1935.85	1936.11	301.0
2014-03-19 03:30:00	ES	Futures	1936.37	1937.41	1936.11	1937.15	770.0
2014-03-19 03:35:00	ES	Futures	1936.89	1937.15	1936.63	1936.63	589.0
2014-03-19 03:40:00	ES	Futures	1936.63	1937.15	1936.63	1937.15	347.0
2014-03-19 03:45:00	ES	Futures	1937.15	1937.15	1936.63	1936.89	490.0
2014-03-19 03:50:00	ES	Futures	1936.89	1937.15	1936.63	1937.15	534.0
2014-03-19 03:55:00	ES	Futures	1937.15	1937.93	1936.89	1937.93	1138.0
2014-03-19 04:00:00	ES	Futures	1937.67	1937.67	1936.63	1937.41	2507.0
2014-03-19 04:05:00	ES	Futures	1937.41	1937.67	1936.37	1936.63	3178.0

> showing 50 of 14,403 rows — these rows as CSV

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