PREVIEW / futures_5min / 2014-04-15

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-04-15.parquet
  size:    237 KB
  rows:    14,336

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
2014-04-15 00:00:00	ES	Futures	1895.86	1896.12	1895.6	1896.12	253.0
2014-04-15 00:05:00	ES	Futures	1895.86	1896.38	1895.86	1896.12	206.0
2014-04-15 00:10:00	ES	Futures	1895.86	1896.38	1895.86	1895.86	446.0
2014-04-15 00:15:00	ES	Futures	1895.86	1896.38	1895.6	1896.12	475.0
2014-04-15 00:20:00	ES	Futures	1896.12	1896.38	1896.12	1896.12	239.0
2014-04-15 00:25:00	ES	Futures	1895.86	1896.38	1895.86	1896.12	269.0
2014-04-15 00:30:00	ES	Futures	1896.12	1896.12	1895.86	1895.86	128.0
2014-04-15 00:35:00	ES	Futures	1895.86	1896.38	1895.86	1896.12	214.0
2014-04-15 00:40:00	ES	Futures	1895.86	1896.12	1895.86	1895.86	20.0
2014-04-15 00:45:00	ES	Futures	1895.86	1896.12	1895.86	1896.12	62.0
2014-04-15 00:50:00	ES	Futures	1896.12	1896.38	1896.12	1896.12	144.0
2014-04-15 00:55:00	ES	Futures	1895.86	1896.12	1895.86	1896.12	36.0
2014-04-15 01:00:00	ES	Futures	1895.86	1896.12	1895.86	1895.86	41.0
2014-04-15 01:05:00	ES	Futures	1895.86	1896.12	1895.6	1895.6	247.0
2014-04-15 01:10:00	ES	Futures	1895.6	1895.86	1895.34	1895.34	316.0
2014-04-15 01:15:00	ES	Futures	1895.34	1895.6	1895.08	1895.34	274.0
2014-04-15 01:20:00	ES	Futures	1895.08	1895.86	1895.08	1895.6	344.0
2014-04-15 01:25:00	ES	Futures	1895.86	1895.86	1895.34	1895.34	181.0
2014-04-15 01:30:00	ES	Futures	1895.34	1895.86	1895.34	1895.86	637.0
2014-04-15 01:35:00	ES	Futures	1896.12	1896.12	1895.86	1896.12	640.0
2014-04-15 01:40:00	ES	Futures	1896.12	1896.38	1895.86	1896.38	380.0
2014-04-15 01:45:00	ES	Futures	1896.38	1896.38	1895.86	1896.12	205.0
2014-04-15 01:50:00	ES	Futures	1895.86	1896.12	1895.6	1895.6	118.0
2014-04-15 01:55:00	ES	Futures	1895.6	1895.86	1895.6	1895.86	365.0
2014-04-15 02:00:00	ES	Futures	1895.86	1896.64	1895.6	1896.64	1080.0
2014-04-15 02:05:00	ES	Futures	1896.64	1897.42	1896.38	1896.9	1636.0
2014-04-15 02:10:00	ES	Futures	1897.16	1897.16	1896.9	1897.16	248.0
2014-04-15 02:15:00	ES	Futures	1897.16	1897.42	1896.9	1897.16	1041.0
2014-04-15 02:20:00	ES	Futures	1896.9	1897.16	1896.64	1896.64	288.0
2014-04-15 02:25:00	ES	Futures	1896.64	1896.9	1896.64	1896.64	333.0
2014-04-15 02:30:00	ES	Futures	1896.64	1896.9	1896.64	1896.9	73.0
2014-04-15 02:35:00	ES	Futures	1896.9	1897.42	1896.9	1897.16	432.0
2014-04-15 02:40:00	ES	Futures	1897.16	1897.16	1896.64	1896.9	238.0
2014-04-15 02:45:00	ES	Futures	1896.9	1896.9	1896.38	1896.38	975.0
2014-04-15 02:50:00	ES	Futures	1896.38	1896.64	1895.6	1895.6	659.0
2014-04-15 02:55:00	ES	Futures	1895.86	1895.86	1895.08	1895.86	1183.0
2014-04-15 03:00:00	ES	Futures	1895.6	1896.12	1895.34	1895.86	2344.0
2014-04-15 03:05:00	ES	Futures	1895.6	1897.16	1895.6	1896.64	4111.0
2014-04-15 03:10:00	ES	Futures	1896.64	1896.64	1895.08	1895.6	2653.0
2014-04-15 03:15:00	ES	Futures	1895.86	1896.12	1895.08	1895.08	1696.0
2014-04-15 03:20:00	ES	Futures	1895.34	1895.34	1893.78	1894.04	4077.0
2014-04-15 03:25:00	ES	Futures	1894.04	1895.08	1894.04	1894.56	2121.0
2014-04-15 03:30:00	ES	Futures	1894.82	1895.34	1894.3	1894.56	1375.0
2014-04-15 03:35:00	ES	Futures	1894.82	1895.6	1894.3	1895.34	2378.0
2014-04-15 03:40:00	ES	Futures	1895.34	1896.12	1895.08	1895.86	2112.0
2014-04-15 03:45:00	ES	Futures	1896.12	1896.12	1895.6	1895.86	2204.0
2014-04-15 03:50:00	ES	Futures	1895.86	1896.12	1895.34	1895.6	1845.0
2014-04-15 03:55:00	ES	Futures	1895.6	1895.86	1894.82	1895.34	2146.0
2014-04-15 04:00:00	ES	Futures	1895.6	1895.6	1894.3	1895.08	2016.0
2014-04-15 04:05:00	ES	Futures	1895.08	1895.08	1893.78	1894.04	2678.0

> showing 50 of 14,336 rows — these rows as CSV

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