PREVIEW / futures_5min / 2014-04-10

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-04-10.parquet
  size:    233 KB
  rows:    14,388

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
2014-04-10 00:00:00	ES	Futures	1935.33	1937.15	1935.07	1936.89	1091.0
2014-04-10 00:05:00	ES	Futures	1936.63	1936.89	1936.37	1936.63	263.0
2014-04-10 00:10:00	ES	Futures	1936.63	1936.89	1936.37	1936.63	122.0
2014-04-10 00:15:00	ES	Futures	1936.63	1936.63	1936.11	1936.11	288.0
2014-04-10 00:20:00	ES	Futures	1935.85	1936.37	1935.85	1936.11	192.0
2014-04-10 00:25:00	ES	Futures	1936.37	1936.37	1935.59	1935.85	146.0
2014-04-10 00:30:00	ES	Futures	1936.11	1936.11	1935.59	1935.59	123.0
2014-04-10 00:35:00	ES	Futures	1935.59	1936.11	1935.59	1935.59	220.0
2014-04-10 00:40:00	ES	Futures	1935.33	1935.59	1935.33	1935.59	78.0
2014-04-10 00:45:00	ES	Futures	1935.59	1936.37	1935.59	1935.85	458.0
2014-04-10 00:50:00	ES	Futures	1935.85	1936.37	1935.59	1936.11	330.0
2014-04-10 00:55:00	ES	Futures	1936.37	1936.63	1936.37	1936.37	139.0
2014-04-10 01:00:00	ES	Futures	1936.37	1937.41	1936.37	1937.41	432.0
2014-04-10 01:05:00	ES	Futures	1937.41	1937.93	1937.41	1937.67	710.0
2014-04-10 01:10:00	ES	Futures	1937.41	1937.93	1937.41	1937.93	247.0
2014-04-10 01:15:00	ES	Futures	1937.67	1937.93	1937.41	1937.67	323.0
2014-04-10 01:20:00	ES	Futures	1937.67	1937.67	1937.41	1937.41	91.0
2014-04-10 01:25:00	ES	Futures	1937.67	1937.67	1936.63	1936.63	336.0
2014-04-10 01:30:00	ES	Futures	1936.63	1936.89	1936.37	1936.89	252.0
2014-04-10 01:35:00	ES	Futures	1936.89	1937.41	1936.63	1937.15	338.0
2014-04-10 01:40:00	ES	Futures	1937.15	1937.41	1936.89	1937.15	535.0
2014-04-10 01:45:00	ES	Futures	1937.15	1937.67	1937.15	1937.15	201.0
2014-04-10 01:50:00	ES	Futures	1937.15	1937.67	1937.15	1937.41	186.0
2014-04-10 01:55:00	ES	Futures	1937.67	1937.93	1937.15	1937.41	1053.0
2014-04-10 02:00:00	ES	Futures	1937.15	1937.41	1936.37	1937.41	1856.0
2014-04-10 02:05:00	ES	Futures	1937.41	1937.41	1936.63	1937.41	845.0
2014-04-10 02:10:00	ES	Futures	1937.41	1937.67	1936.89	1936.89	1246.0
2014-04-10 02:15:00	ES	Futures	1937.15	1937.15	1936.63	1936.89	954.0
2014-04-10 02:20:00	ES	Futures	1936.89	1937.15	1936.89	1936.89	206.0
2014-04-10 02:25:00	ES	Futures	1936.89	1937.67	1936.89	1937.67	686.0
2014-04-10 02:30:00	ES	Futures	1937.41	1937.93	1937.15	1937.67	1310.0
2014-04-10 02:35:00	ES	Futures	1937.67	1937.67	1937.15	1937.15	518.0
2014-04-10 02:40:00	ES	Futures	1937.15	1937.15	1936.63	1937.15	554.0
2014-04-10 02:45:00	ES	Futures	1937.15	1937.15	1936.63	1936.89	661.0
2014-04-10 02:50:00	ES	Futures	1936.89	1937.15	1936.63	1937.15	838.0
2014-04-10 02:55:00	ES	Futures	1937.41	1938.19	1937.41	1938.19	1125.0
2014-04-10 03:00:00	ES	Futures	1937.93	1938.71	1937.41	1938.45	3324.0
2014-04-10 03:05:00	ES	Futures	1938.45	1938.45	1937.41	1937.67	2236.0
2014-04-10 03:10:00	ES	Futures	1937.67	1937.93	1936.63	1937.67	2629.0
2014-04-10 03:15:00	ES	Futures	1937.67	1938.45	1937.15	1938.19	1790.0
2014-04-10 03:20:00	ES	Futures	1938.19	1938.96	1937.93	1938.96	2330.0
2014-04-10 03:25:00	ES	Futures	1938.96	1939.48	1938.71	1939.22	3248.0
2014-04-10 03:30:00	ES	Futures	1939.22	1939.48	1938.96	1938.96	2261.0
2014-04-10 03:35:00	ES	Futures	1938.96	1939.74	1938.71	1938.71	1272.0
2014-04-10 03:40:00	ES	Futures	1938.96	1939.22	1938.45	1938.96	1163.0
2014-04-10 03:45:00	ES	Futures	1938.71	1938.96	1938.45	1938.96	884.0
2014-04-10 03:50:00	ES	Futures	1938.96	1939.22	1938.19	1938.71	1144.0
2014-04-10 03:55:00	ES	Futures	1938.71	1938.71	1938.19	1938.71	389.0
2014-04-10 04:00:00	ES	Futures	1938.71	1939.22	1938.45	1938.96	1057.0
2014-04-10 04:05:00	ES	Futures	1939.22	1939.22	1938.45	1938.71	517.0

> showing 50 of 14,388 rows — these rows as CSV

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