PREVIEW / futures_5min / 2014-04-16

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-04-16.parquet
  size:    207 KB
  rows:    14,079

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
2014-04-16 00:00:00	ES	Futures	1916.37	1916.63	1916.11	1916.37	110.0
2014-04-16 00:05:00	ES	Futures	1916.11	1916.37	1916.11	1916.37	288.0
2014-04-16 00:10:00	ES	Futures	1916.11	1916.37	1916.11	1916.11	62.0
2014-04-16 00:15:00	ES	Futures	1916.11	1916.63	1916.11	1916.37	95.0
2014-04-16 00:20:00	ES	Futures	1916.63	1916.63	1916.11	1916.11	152.0
2014-04-16 00:25:00	ES	Futures	1916.11	1916.63	1916.11	1916.37	160.0
2014-04-16 00:30:00	ES	Futures	1916.63	1916.89	1916.37	1916.89	169.0
2014-04-16 00:35:00	ES	Futures	1916.89	1916.89	1916.63	1916.89	93.0
2014-04-16 00:40:00	ES	Futures	1916.89	1916.89	1916.63	1916.89	33.0
2014-04-16 00:45:00	ES	Futures	1916.89	1917.15	1916.37	1916.63	209.0
2014-04-16 00:50:00	ES	Futures	1916.63	1916.89	1916.63	1916.89	56.0
2014-04-16 00:55:00	ES	Futures	1917.15	1917.67	1916.89	1917.41	594.0
2014-04-16 01:00:00	ES	Futures	1917.15	1917.15	1916.63	1916.63	260.0
2014-04-16 01:05:00	ES	Futures	1916.89	1916.89	1916.63	1916.63	232.0
2014-04-16 01:10:00	ES	Futures	1916.89	1916.89	1915.85	1915.85	377.0
2014-04-16 01:15:00	ES	Futures	1915.85	1916.37	1915.85	1916.37	154.0
2014-04-16 01:20:00	ES	Futures	1916.11	1916.37	1915.85	1916.11	318.0
2014-04-16 01:25:00	ES	Futures	1916.11	1916.37	1916.11	1916.37	96.0
2014-04-16 01:30:00	ES	Futures	1916.37	1916.37	1915.85	1916.11	345.0
2014-04-16 01:35:00	ES	Futures	1916.11	1916.89	1916.11	1916.63	297.0
2014-04-16 01:40:00	ES	Futures	1916.37	1917.15	1916.37	1917.15	244.0
2014-04-16 01:45:00	ES	Futures	1916.89	1918.71	1916.89	1917.93	1948.0
2014-04-16 01:50:00	ES	Futures	1917.93	1918.45	1917.67	1918.45	714.0
2014-04-16 01:55:00	ES	Futures	1918.45	1918.71	1917.93	1917.93	823.0
2014-04-16 02:00:00	ES	Futures	1917.93	1918.97	1917.67	1918.45	2925.0
2014-04-16 02:05:00	ES	Futures	1918.45	1920.79	1918.45	1920.27	6296.0
2014-04-16 02:10:00	ES	Futures	1920.53	1920.53	1919.75	1920.01	2749.0
2014-04-16 02:15:00	ES	Futures	1920.01	1920.27	1919.49	1920.01	864.0
2014-04-16 02:20:00	ES	Futures	1920.01	1920.27	1919.49	1919.49	1018.0
2014-04-16 02:25:00	ES	Futures	1919.49	1919.49	1918.19	1918.19	1846.0
2014-04-16 02:30:00	ES	Futures	1918.45	1919.23	1918.19	1918.45	1495.0
2014-04-16 02:35:00	ES	Futures	1918.71	1918.71	1918.19	1918.45	516.0
2014-04-16 02:40:00	ES	Futures	1918.45	1918.71	1918.19	1918.19	428.0
2014-04-16 02:45:00	ES	Futures	1918.19	1918.97	1918.19	1918.45	607.0
2014-04-16 02:50:00	ES	Futures	1918.71	1919.23	1918.45	1919.23	782.0
2014-04-16 02:55:00	ES	Futures	1919.49	1919.49	1918.19	1918.45	1203.0
2014-04-16 03:00:00	ES	Futures	1918.19	1918.97	1917.67	1918.71	3744.0
2014-04-16 03:05:00	ES	Futures	1918.45	1918.71	1917.15	1917.41	5333.0
2014-04-16 03:10:00	ES	Futures	1917.41	1918.45	1917.15	1918.45	4479.0
2014-04-16 03:15:00	ES	Futures	1918.45	1919.49	1918.19	1919.23	3472.0
2014-04-16 03:20:00	ES	Futures	1918.97	1919.23	1917.93	1918.97	2455.0
2014-04-16 03:25:00	ES	Futures	1918.97	1919.23	1918.19	1918.45	2461.0
2014-04-16 03:30:00	ES	Futures	1918.71	1919.23	1918.19	1918.97	4234.0
2014-04-16 03:35:00	ES	Futures	1918.97	1919.49	1918.71	1919.23	2936.0
2014-04-16 03:40:00	ES	Futures	1919.23	1919.49	1917.93	1918.19	6939.0
2014-04-16 03:45:00	ES	Futures	1918.19	1918.97	1917.67	1918.19	3966.0
2014-04-16 03:50:00	ES	Futures	1918.19	1918.45	1917.15	1917.41	3463.0
2014-04-16 03:55:00	ES	Futures	1917.41	1918.71	1917.15	1918.71	3786.0
2014-04-16 04:00:00	ES	Futures	1918.45	1919.23	1918.45	1918.97	3055.0
2014-04-16 04:05:00	ES	Futures	1918.97	1918.97	1918.19	1918.19	1574.0

> showing 50 of 14,079 rows — these rows as CSV

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