PREVIEW / futures_5min / 2014-03-20

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-03-20.parquet
  size:    224 KB
  rows:    14,225

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
2014-03-20 00:00:00	ES	Futures	1917.93	1918.19	1917.67	1917.93	140.0
2014-03-20 00:05:00	ES	Futures	1917.67	1917.93	1917.15	1917.41	452.0
2014-03-20 00:10:00	ES	Futures	1917.15	1918.19	1917.15	1918.19	781.0
2014-03-20 00:15:00	ES	Futures	1918.19	1918.97	1918.19	1918.71	643.0
2014-03-20 00:20:00	ES	Futures	1918.71	1918.71	1918.19	1918.45	103.0
2014-03-20 00:25:00	ES	Futures	1918.45	1918.45	1917.93	1917.93	384.0
2014-03-20 00:30:00	ES	Futures	1917.93	1918.19	1917.41	1917.67	311.0
2014-03-20 00:35:00	ES	Futures	1917.67	1918.19	1917.41	1917.93	395.0
2014-03-20 00:40:00	ES	Futures	1917.93	1918.97	1917.67	1918.97	379.0
2014-03-20 00:45:00	ES	Futures	1919.23	1920.79	1918.97	1920.01	1138.0
2014-03-20 00:50:00	ES	Futures	1920.27	1920.53	1919.23	1920.53	523.0
2014-03-20 00:55:00	ES	Futures	1920.27	1920.79	1920.27	1920.79	258.0
2014-03-20 01:00:00	ES	Futures	1920.79	1920.79	1919.75	1920.01	379.0
2014-03-20 01:05:00	ES	Futures	1919.75	1919.75	1918.97	1919.23	429.0
2014-03-20 01:10:00	ES	Futures	1919.23	1920.27	1919.23	1920.01	407.0
2014-03-20 01:15:00	ES	Futures	1920.01	1920.27	1919.49	1920.01	420.0
2014-03-20 01:20:00	ES	Futures	1920.01	1921.05	1919.75	1920.53	486.0
2014-03-20 01:25:00	ES	Futures	1920.79	1921.57	1920.27	1920.53	1410.0
2014-03-20 01:30:00	ES	Futures	1920.53	1920.53	1919.49	1920.53	479.0
2014-03-20 01:35:00	ES	Futures	1920.27	1920.53	1920.01	1920.01	217.0
2014-03-20 01:40:00	ES	Futures	1920.27	1921.05	1919.23	1920.01	687.0
2014-03-20 01:45:00	ES	Futures	1920.27	1920.79	1920.01	1920.79	109.0
2014-03-20 01:50:00	ES	Futures	1920.53	1920.53	1919.75	1920.27	223.0
2014-03-20 01:55:00	ES	Futures	1920.27	1920.27	1919.49	1919.75	193.0
2014-03-20 02:00:00	ES	Futures	1919.75	1921.05	1919.75	1920.27	608.0
2014-03-20 02:05:00	ES	Futures	1920.27	1920.53	1919.75	1919.75	568.0
2014-03-20 02:10:00	ES	Futures	1919.75	1920.01	1919.23	1919.23	285.0
2014-03-20 02:15:00	ES	Futures	1919.23	1920.27	1918.97	1920.27	700.0
2014-03-20 02:20:00	ES	Futures	1920.27	1920.53	1918.97	1918.97	458.0
2014-03-20 02:25:00	ES	Futures	1918.97	1919.23	1917.93	1918.71	785.0
2014-03-20 02:30:00	ES	Futures	1918.71	1918.71	1917.93	1918.45	413.0
2014-03-20 02:35:00	ES	Futures	1918.45	1918.71	1917.93	1917.93	451.0
2014-03-20 02:40:00	ES	Futures	1917.67	1918.71	1917.67	1918.45	320.0
2014-03-20 02:45:00	ES	Futures	1918.45	1918.71	1918.45	1918.45	251.0
2014-03-20 02:50:00	ES	Futures	1918.45	1918.97	1918.45	1918.97	154.0
2014-03-20 02:55:00	ES	Futures	1918.97	1920.01	1918.71	1919.49	696.0
2014-03-20 03:00:00	ES	Futures	1919.49	1920.01	1918.19	1918.71	1985.0
2014-03-20 03:05:00	ES	Futures	1918.71	1918.97	1917.93	1918.71	1122.0
2014-03-20 03:10:00	ES	Futures	1918.97	1919.75	1918.71	1919.49	1261.0
2014-03-20 03:15:00	ES	Futures	1919.49	1919.49	1918.97	1918.97	608.0
2014-03-20 03:20:00	ES	Futures	1918.97	1920.27	1918.97	1920.27	766.0
2014-03-20 03:25:00	ES	Futures	1920.01	1920.53	1919.75	1919.75	875.0
2014-03-20 03:30:00	ES	Futures	1920.01	1920.27	1919.49	1920.01	794.0
2014-03-20 03:35:00	ES	Futures	1920.27	1921.05	1920.01	1921.05	884.0
2014-03-20 03:40:00	ES	Futures	1921.05	1921.31	1920.53	1920.53	1370.0
2014-03-20 03:45:00	ES	Futures	1920.53	1921.05	1920.27	1920.79	689.0
2014-03-20 03:50:00	ES	Futures	1921.05	1921.57	1920.79	1921.57	944.0
2014-03-20 03:55:00	ES	Futures	1921.57	1921.83	1921.31	1921.83	1693.0
2014-03-20 04:00:00	ES	Futures	1922.09	1922.87	1921.31	1922.35	4613.0
2014-03-20 04:05:00	ES	Futures	1922.35	1923.12	1921.83	1922.87	4415.0

> showing 50 of 14,225 rows — these rows as CSV

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