PREVIEW / futures_5min / 2014-03-24

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-03-24.parquet
  size:    227 KB
  rows:    14,238

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
2014-03-24 00:00:00	ES	Futures	1930.4	1930.4	1929.88	1929.88	138.0
2014-03-24 00:05:00	ES	Futures	1930.14	1930.4	1930.14	1930.14	226.0
2014-03-24 00:10:00	ES	Futures	1929.88	1930.66	1929.88	1930.14	180.0
2014-03-24 00:15:00	ES	Futures	1930.4	1930.4	1930.14	1930.14	87.0
2014-03-24 00:20:00	ES	Futures	1930.14	1930.66	1929.88	1930.14	113.0
2014-03-24 00:25:00	ES	Futures	1930.14	1930.14	1929.1	1929.36	500.0
2014-03-24 00:30:00	ES	Futures	1929.1	1929.62	1929.1	1929.36	252.0
2014-03-24 00:35:00	ES	Futures	1929.36	1929.36	1928.84	1929.1	113.0
2014-03-24 00:40:00	ES	Futures	1929.1	1929.1	1928.32	1928.58	612.0
2014-03-24 00:45:00	ES	Futures	1928.84	1928.84	1928.32	1928.84	182.0
2014-03-24 00:50:00	ES	Futures	1928.84	1929.1	1928.58	1928.84	319.0
2014-03-24 00:55:00	ES	Futures	1928.84	1928.84	1928.32	1928.84	281.0
2014-03-24 01:00:00	ES	Futures	1928.84	1929.62	1928.58	1929.36	382.0
2014-03-24 01:05:00	ES	Futures	1929.62	1929.62	1929.1	1929.1	440.0
2014-03-24 01:10:00	ES	Futures	1929.1	1929.1	1928.58	1928.84	395.0
2014-03-24 01:15:00	ES	Futures	1928.58	1929.1	1928.32	1929.1	722.0
2014-03-24 01:20:00	ES	Futures	1928.84	1929.1	1928.58	1929.1	321.0
2014-03-24 01:25:00	ES	Futures	1929.1	1929.36	1928.84	1929.1	241.0
2014-03-24 01:30:00	ES	Futures	1929.1	1929.1	1928.32	1928.58	225.0
2014-03-24 01:35:00	ES	Futures	1928.32	1929.1	1928.32	1928.84	376.0
2014-03-24 01:40:00	ES	Futures	1928.84	1929.36	1928.58	1929.1	345.0
2014-03-24 01:45:00	ES	Futures	1929.36	1929.36	1928.32	1928.58	561.0
2014-03-24 01:50:00	ES	Futures	1928.58	1928.84	1928.06	1928.58	580.0
2014-03-24 01:55:00	ES	Futures	1928.58	1928.84	1928.32	1928.58	687.0
2014-03-24 02:00:00	ES	Futures	1928.58	1928.84	1928.06	1928.58	395.0
2014-03-24 02:05:00	ES	Futures	1928.58	1929.36	1928.58	1929.36	286.0
2014-03-24 02:10:00	ES	Futures	1929.36	1930.4	1929.1	1930.4	597.0
2014-03-24 02:15:00	ES	Futures	1930.4	1931.69	1930.14	1931.43	1914.0
2014-03-24 02:20:00	ES	Futures	1931.69	1931.69	1931.43	1931.69	152.0
2014-03-24 02:25:00	ES	Futures	1931.69	1931.95	1931.43	1931.95	640.0
2014-03-24 02:30:00	ES	Futures	1931.95	1932.73	1931.69	1932.47	832.0
2014-03-24 02:35:00	ES	Futures	1932.47	1932.73	1932.21	1932.47	438.0
2014-03-24 02:40:00	ES	Futures	1932.47	1932.47	1932.21	1932.47	169.0
2014-03-24 02:45:00	ES	Futures	1932.21	1933.25	1932.21	1933.25	956.0
2014-03-24 02:50:00	ES	Futures	1932.99	1933.51	1932.73	1932.99	391.0
2014-03-24 02:55:00	ES	Futures	1932.99	1933.77	1932.73	1933.77	716.0
2014-03-24 03:00:00	ES	Futures	1933.77	1934.81	1933.51	1934.81	2371.0
2014-03-24 03:05:00	ES	Futures	1934.81	1934.81	1933.51	1933.77	609.0
2014-03-24 03:10:00	ES	Futures	1933.51	1934.03	1933.51	1934.03	598.0
2014-03-24 03:15:00	ES	Futures	1933.77	1934.29	1933.51	1933.77	549.0
2014-03-24 03:20:00	ES	Futures	1933.77	1933.77	1932.99	1933.25	1200.0
2014-03-24 03:25:00	ES	Futures	1932.99	1934.03	1932.99	1933.77	741.0
2014-03-24 03:30:00	ES	Futures	1933.77	1934.29	1933.51	1934.03	448.0
2014-03-24 03:35:00	ES	Futures	1934.29	1935.33	1934.03	1935.07	1937.0
2014-03-24 03:40:00	ES	Futures	1935.33	1935.85	1935.07	1935.59	1620.0
2014-03-24 03:45:00	ES	Futures	1935.59	1935.85	1934.81	1935.07	1482.0
2014-03-24 03:50:00	ES	Futures	1934.81	1935.33	1934.55	1935.07	1295.0
2014-03-24 03:55:00	ES	Futures	1935.07	1935.07	1934.29	1934.81	1086.0
2014-03-24 04:00:00	ES	Futures	1934.81	1936.11	1934.55	1936.11	6110.0
2014-03-24 04:05:00	ES	Futures	1936.11	1936.63	1935.59	1935.59	2541.0

> showing 50 of 14,238 rows — these rows as CSV

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