PREVIEW / futures_5min / 2014-03-30

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-03-30.parquet
  size:    40 KB
  rows:    2,234

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
2014-03-30 18:00:00	ES	Futures	1926.76	1929.62	1926.76	1928.32	6948.0
2014-03-30 18:05:00	ES	Futures	1928.32	1928.58	1927.28	1927.54	1478.0
2014-03-30 18:10:00	ES	Futures	1927.54	1927.8	1926.76	1927.8	1679.0
2014-03-30 18:15:00	ES	Futures	1927.8	1928.32	1927.28	1928.06	1030.0
2014-03-30 18:20:00	ES	Futures	1928.06	1928.32	1927.8	1927.8	399.0
2014-03-30 18:25:00	ES	Futures	1927.8	1928.06	1927.8	1928.06	181.0
2014-03-30 18:30:00	ES	Futures	1928.06	1928.32	1928.06	1928.32	178.0
2014-03-30 18:35:00	ES	Futures	1928.32	1928.58	1928.32	1928.32	160.0
2014-03-30 18:40:00	ES	Futures	1928.58	1928.58	1927.8	1928.32	496.0
2014-03-30 18:45:00	ES	Futures	1928.32	1928.58	1927.54	1928.32	482.0
2014-03-30 18:50:00	ES	Futures	1928.32	1928.84	1928.32	1928.58	861.0
2014-03-30 18:55:00	ES	Futures	1928.58	1928.84	1928.06	1928.32	212.0
2014-03-30 19:00:00	ES	Futures	1928.06	1928.58	1927.8	1928.32	256.0
2014-03-30 19:05:00	ES	Futures	1928.06	1928.58	1928.06	1928.32	130.0
2014-03-30 19:10:00	ES	Futures	1928.32	1928.58	1928.06	1928.58	58.0
2014-03-30 19:15:00	ES	Futures	1928.58	1928.58	1928.06	1928.32	190.0
2014-03-30 19:20:00	ES	Futures	1928.06	1928.32	1927.8	1928.32	137.0
2014-03-30 19:25:00	ES	Futures	1928.06	1928.06	1927.8	1928.06	71.0
2014-03-30 19:30:00	ES	Futures	1928.06	1928.58	1927.8	1928.58	733.0
2014-03-30 19:35:00	ES	Futures	1928.58	1929.1	1928.32	1928.84	526.0
2014-03-30 19:40:00	ES	Futures	1928.84	1929.88	1928.84	1929.36	794.0
2014-03-30 19:45:00	ES	Futures	1929.1	1929.62	1929.1	1929.36	402.0
2014-03-30 19:50:00	ES	Futures	1929.62	1929.62	1929.1	1929.36	237.0
2014-03-30 19:55:00	ES	Futures	1929.36	1929.88	1929.36	1929.62	427.0
2014-03-30 20:00:00	ES	Futures	1929.36	1929.62	1928.84	1928.84	683.0
2014-03-30 20:05:00	ES	Futures	1928.84	1929.36	1928.58	1929.1	301.0
2014-03-30 20:10:00	ES	Futures	1929.1	1929.62	1929.1	1929.36	255.0
2014-03-30 20:15:00	ES	Futures	1929.62	1929.88	1929.36	1929.62	566.0
2014-03-30 20:20:00	ES	Futures	1929.88	1929.88	1928.84	1929.1	564.0
2014-03-30 20:25:00	ES	Futures	1929.1	1929.62	1928.84	1929.62	972.0
2014-03-30 20:30:00	ES	Futures	1929.62	1929.88	1929.36	1929.62	297.0
2014-03-30 20:35:00	ES	Futures	1929.62	1929.88	1929.36	1929.62	169.0
2014-03-30 20:40:00	ES	Futures	1929.62	1930.66	1929.62	1930.14	1592.0
2014-03-30 20:45:00	ES	Futures	1930.14	1930.14	1929.62	1929.88	384.0
2014-03-30 20:50:00	ES	Futures	1930.14	1930.14	1929.88	1929.88	216.0
2014-03-30 20:55:00	ES	Futures	1929.88	1929.88	1929.62	1929.88	128.0
2014-03-30 21:00:00	ES	Futures	1929.88	1930.14	1929.62	1929.62	159.0
2014-03-30 21:05:00	ES	Futures	1929.62	1929.88	1929.62	1929.62	67.0
2014-03-30 21:10:00	ES	Futures	1929.88	1929.88	1929.62	1929.88	97.0
2014-03-30 21:15:00	ES	Futures	1929.62	1929.88	1929.36	1929.36	214.0
2014-03-30 21:20:00	ES	Futures	1929.36	1929.36	1928.84	1929.1	297.0
2014-03-30 21:25:00	ES	Futures	1929.1	1929.36	1929.1	1929.36	32.0
2014-03-30 21:30:00	ES	Futures	1929.1	1929.36	1929.1	1929.1	55.0
2014-03-30 21:35:00	ES	Futures	1929.1	1929.36	1928.58	1928.84	429.0
2014-03-30 21:40:00	ES	Futures	1928.84	1929.1	1928.84	1928.84	163.0
2014-03-30 21:45:00	ES	Futures	1928.84	1928.84	1927.02	1927.28	2005.0
2014-03-30 21:50:00	ES	Futures	1927.28	1928.06	1927.02	1927.8	1142.0
2014-03-30 21:55:00	ES	Futures	1927.8	1928.58	1927.8	1928.58	531.0
2014-03-30 22:00:00	ES	Futures	1928.84	1928.84	1928.32	1928.32	146.0
2014-03-30 22:05:00	ES	Futures	1928.32	1928.32	1928.06	1928.06	466.0

> showing 50 of 2,234 rows — these rows as CSV

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