PREVIEW / futures_5min / 2014-04-13

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-04-13.parquet
  size:    45 KB
  rows:    2,428

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
2014-04-13 18:00:00	ES	Futures	1875.86	1878.2	1875.09	1877.94	6500.0
2014-04-13 18:05:00	ES	Futures	1878.2	1878.2	1876.38	1877.16	2443.0
2014-04-13 18:10:00	ES	Futures	1877.16	1878.2	1876.38	1877.68	1421.0
2014-04-13 18:15:00	ES	Futures	1877.94	1877.94	1875.86	1875.86	1748.0
2014-04-13 18:20:00	ES	Futures	1875.86	1876.38	1874.05	1874.31	2884.0
2014-04-13 18:25:00	ES	Futures	1874.31	1874.57	1873.79	1874.05	1795.0
2014-04-13 18:30:00	ES	Futures	1874.05	1875.09	1874.05	1874.57	1045.0
2014-04-13 18:35:00	ES	Futures	1874.57	1875.09	1874.31	1874.57	674.0
2014-04-13 18:40:00	ES	Futures	1874.57	1874.83	1874.31	1874.31	346.0
2014-04-13 18:45:00	ES	Futures	1874.31	1874.31	1873.53	1873.79	1037.0
2014-04-13 18:50:00	ES	Futures	1873.79	1874.57	1873.01	1874.57	1172.0
2014-04-13 18:55:00	ES	Futures	1874.57	1875.6	1874.05	1875.35	828.0
2014-04-13 19:00:00	ES	Futures	1875.6	1875.6	1875.09	1875.09	266.0
2014-04-13 19:05:00	ES	Futures	1875.09	1875.86	1875.09	1875.86	579.0
2014-04-13 19:10:00	ES	Futures	1875.86	1876.38	1875.6	1876.12	627.0
2014-04-13 19:15:00	ES	Futures	1876.12	1876.64	1875.6	1875.6	782.0
2014-04-13 19:20:00	ES	Futures	1875.6	1875.86	1875.35	1875.35	261.0
2014-04-13 19:25:00	ES	Futures	1875.35	1875.6	1874.83	1875.35	200.0
2014-04-13 19:30:00	ES	Futures	1875.6	1877.16	1875.35	1876.9	878.0
2014-04-13 19:35:00	ES	Futures	1876.9	1877.16	1876.64	1876.9	383.0
2014-04-13 19:40:00	ES	Futures	1876.9	1877.42	1876.64	1876.64	653.0
2014-04-13 19:45:00	ES	Futures	1876.64	1876.64	1875.35	1875.86	556.0
2014-04-13 19:50:00	ES	Futures	1875.86	1877.16	1875.6	1876.9	361.0
2014-04-13 19:55:00	ES	Futures	1876.9	1877.68	1876.9	1877.42	612.0
2014-04-13 20:00:00	ES	Futures	1877.16	1879.5	1877.16	1879.24	2365.0
2014-04-13 20:05:00	ES	Futures	1879.24	1880.28	1878.98	1879.24	1250.0
2014-04-13 20:10:00	ES	Futures	1878.98	1880.02	1878.98	1879.76	1075.0
2014-04-13 20:15:00	ES	Futures	1879.76	1881.06	1879.24	1879.5	2100.0
2014-04-13 20:20:00	ES	Futures	1879.5	1879.76	1878.98	1879.24	502.0
2014-04-13 20:25:00	ES	Futures	1879.5	1879.76	1878.98	1879.76	555.0
2014-04-13 20:30:00	ES	Futures	1879.76	1879.76	1879.24	1879.5	247.0
2014-04-13 20:35:00	ES	Futures	1879.5	1880.54	1879.5	1880.28	937.0
2014-04-13 20:40:00	ES	Futures	1880.02	1880.54	1879.5	1879.76	1122.0
2014-04-13 20:45:00	ES	Futures	1879.76	1880.02	1879.24	1879.76	420.0
2014-04-13 20:50:00	ES	Futures	1879.76	1879.76	1877.42	1878.2	1066.0
2014-04-13 20:55:00	ES	Futures	1878.2	1878.2	1876.9	1877.16	890.0
2014-04-13 21:00:00	ES	Futures	1877.16	1878.2	1877.16	1877.94	442.0
2014-04-13 21:05:00	ES	Futures	1878.2	1878.46	1877.94	1878.2	415.0
2014-04-13 21:10:00	ES	Futures	1878.2	1878.2	1876.64	1877.16	705.0
2014-04-13 21:15:00	ES	Futures	1876.9	1877.94	1876.9	1877.42	388.0
2014-04-13 21:20:00	ES	Futures	1877.42	1878.72	1877.16	1878.72	465.0
2014-04-13 21:25:00	ES	Futures	1878.72	1878.98	1878.2	1878.46	521.0
2014-04-13 21:30:00	ES	Futures	1878.46	1878.46	1877.68	1877.94	553.0
2014-04-13 21:35:00	ES	Futures	1877.94	1879.24	1877.94	1878.98	1104.0
2014-04-13 21:40:00	ES	Futures	1879.24	1879.5	1878.72	1879.24	406.0
2014-04-13 21:45:00	ES	Futures	1878.98	1879.76	1878.98	1879.24	654.0
2014-04-13 21:50:00	ES	Futures	1879.24	1880.54	1878.98	1880.28	1172.0
2014-04-13 21:55:00	ES	Futures	1880.28	1881.06	1880.28	1880.54	541.0
2014-04-13 22:00:00	ES	Futures	1880.54	1881.06	1879.76	1880.28	874.0
2014-04-13 22:05:00	ES	Futures	1880.02	1880.8	1880.02	1880.54	442.0

> showing 50 of 2,428 rows — these rows as CSV

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