PREVIEW / futures_5min / 2014-03-23

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-03-23.parquet
  size:    43 KB
  rows:    2,336

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
2014-03-23 18:00:00	ES	Futures	1927.28	1929.62	1926.76	1929.36	3186.0
2014-03-23 18:05:00	ES	Futures	1929.36	1929.36	1928.32	1928.84	654.0
2014-03-23 18:10:00	ES	Futures	1928.84	1929.88	1928.84	1929.62	450.0
2014-03-23 18:15:00	ES	Futures	1929.88	1930.66	1929.62	1930.14	451.0
2014-03-23 18:20:00	ES	Futures	1930.14	1930.4	1929.62	1929.88	158.0
2014-03-23 18:25:00	ES	Futures	1929.88	1930.14	1929.62	1929.62	63.0
2014-03-23 18:30:00	ES	Futures	1929.88	1930.14	1929.62	1930.14	132.0
2014-03-23 18:35:00	ES	Futures	1930.14	1930.14	1929.62	1929.88	132.0
2014-03-23 18:40:00	ES	Futures	1929.88	1929.88	1929.62	1929.88	84.0
2014-03-23 18:45:00	ES	Futures	1929.88	1929.88	1929.36	1929.36	146.0
2014-03-23 18:50:00	ES	Futures	1929.62	1929.88	1929.36	1929.62	330.0
2014-03-23 18:55:00	ES	Futures	1929.62	1929.88	1929.36	1929.88	206.0
2014-03-23 19:00:00	ES	Futures	1929.88	1930.66	1929.62	1930.66	403.0
2014-03-23 19:05:00	ES	Futures	1930.66	1930.66	1929.62	1930.14	328.0
2014-03-23 19:10:00	ES	Futures	1929.88	1930.4	1929.62	1930.4	106.0
2014-03-23 19:15:00	ES	Futures	1930.14	1930.66	1930.14	1930.14	104.0
2014-03-23 19:20:00	ES	Futures	1930.4	1931.17	1930.14	1930.4	437.0
2014-03-23 19:25:00	ES	Futures	1930.66	1930.91	1930.14	1930.66	234.0
2014-03-23 19:30:00	ES	Futures	1930.91	1931.17	1930.66	1930.91	197.0
2014-03-23 19:35:00	ES	Futures	1930.91	1930.91	1930.4	1930.66	84.0
2014-03-23 19:40:00	ES	Futures	1930.4	1930.66	1930.14	1930.66	147.0
2014-03-23 19:45:00	ES	Futures	1930.4	1930.66	1930.14	1930.14	65.0
2014-03-23 19:50:00	ES	Futures	1930.14	1930.4	1929.88	1930.14	237.0
2014-03-23 19:55:00	ES	Futures	1930.14	1930.4	1929.36	1929.62	466.0
2014-03-23 20:00:00	ES	Futures	1929.62	1930.14	1929.36	1929.88	1195.0
2014-03-23 20:05:00	ES	Futures	1929.88	1929.88	1929.36	1929.36	488.0
2014-03-23 20:10:00	ES	Futures	1929.36	1929.88	1929.36	1929.88	526.0
2014-03-23 20:15:00	ES	Futures	1929.62	1930.66	1929.62	1929.88	934.0
2014-03-23 20:20:00	ES	Futures	1929.62	1929.88	1929.36	1929.88	372.0
2014-03-23 20:25:00	ES	Futures	1929.88	1930.14	1929.62	1929.88	298.0
2014-03-23 20:30:00	ES	Futures	1929.88	1929.88	1929.36	1929.88	202.0
2014-03-23 20:35:00	ES	Futures	1929.62	1929.88	1929.62	1929.88	86.0
2014-03-23 20:40:00	ES	Futures	1929.62	1929.88	1929.62	1929.88	223.0
2014-03-23 20:45:00	ES	Futures	1929.62	1929.88	1929.62	1929.62	118.0
2014-03-23 20:50:00	ES	Futures	1929.62	1929.88	1929.36	1929.36	172.0
2014-03-23 20:55:00	ES	Futures	1929.62	1929.88	1929.36	1929.88	133.0
2014-03-23 21:00:00	ES	Futures	1929.88	1930.14	1929.62	1929.88	608.0
2014-03-23 21:05:00	ES	Futures	1930.14	1930.66	1929.88	1930.4	1023.0
2014-03-23 21:10:00	ES	Futures	1930.4	1930.66	1930.14	1930.4	487.0
2014-03-23 21:15:00	ES	Futures	1930.14	1930.14	1929.62	1929.88	340.0
2014-03-23 21:20:00	ES	Futures	1929.62	1930.14	1929.62	1930.14	235.0
2014-03-23 21:25:00	ES	Futures	1930.14	1930.14	1928.84	1928.84	600.0
2014-03-23 21:30:00	ES	Futures	1928.84	1929.62	1928.84	1929.62	218.0
2014-03-23 21:35:00	ES	Futures	1929.62	1929.88	1929.36	1929.36	228.0
2014-03-23 21:40:00	ES	Futures	1929.36	1930.91	1929.36	1930.91	1575.0
2014-03-23 21:45:00	ES	Futures	1930.91	1930.91	1927.02	1928.58	9539.0
2014-03-23 21:50:00	ES	Futures	1928.84	1930.91	1928.58	1930.91	1916.0
2014-03-23 21:55:00	ES	Futures	1930.66	1931.95	1930.4	1931.17	2412.0
2014-03-23 22:00:00	ES	Futures	1931.43	1931.69	1931.17	1931.43	1059.0
2014-03-23 22:05:00	ES	Futures	1931.43	1933.51	1931.43	1932.73	2287.0

> showing 50 of 2,336 rows — these rows as CSV

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