PREVIEW / futures_5min / 2014-04-29

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-04-29.parquet
  size:    206 KB
  rows:    13,928

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
2014-04-29 00:00:00	ES	Futures	1941.3	1941.3	1940.78	1940.78	192.0
2014-04-29 00:05:00	ES	Futures	1940.78	1940.78	1940.78	1940.78	27.0
2014-04-29 00:10:00	ES	Futures	1940.78	1941.04	1940.78	1940.78	79.0
2014-04-29 00:15:00	ES	Futures	1940.78	1940.78	1940.52	1940.52	82.0
2014-04-29 00:20:00	ES	Futures	1940.78	1940.78	1940.52	1940.78	16.0
2014-04-29 00:25:00	ES	Futures	1940.52	1940.78	1940.52	1940.52	136.0
2014-04-29 00:30:00	ES	Futures	1940.52	1940.78	1940.52	1940.52	17.0
2014-04-29 00:35:00	ES	Futures	1940.78	1940.78	1940.52	1940.52	39.0
2014-04-29 00:40:00	ES	Futures	1940.52	1940.78	1940.52	1940.78	23.0
2014-04-29 00:45:00	ES	Futures	1940.78	1940.78	1940.52	1940.78	13.0
2014-04-29 00:50:00	ES	Futures	1940.78	1941.56	1940.78	1941.3	509.0
2014-04-29 00:55:00	ES	Futures	1941.3	1941.56	1941.3	1941.3	56.0
2014-04-29 01:00:00	ES	Futures	1941.3	1941.82	1941.3	1941.56	335.0
2014-04-29 01:05:00	ES	Futures	1941.56	1941.56	1941.04	1941.04	799.0
2014-04-29 01:10:00	ES	Futures	1941.04	1941.3	1940.78	1940.78	168.0
2014-04-29 01:15:00	ES	Futures	1940.78	1941.04	1940.52	1940.52	235.0
2014-04-29 01:20:00	ES	Futures	1940.52	1941.04	1940.0	1940.26	914.0
2014-04-29 01:25:00	ES	Futures	1940.26	1940.26	1939.74	1940.0	169.0
2014-04-29 01:30:00	ES	Futures	1940.0	1940.26	1939.74	1940.0	168.0
2014-04-29 01:35:00	ES	Futures	1939.74	1940.0	1939.74	1939.74	125.0
2014-04-29 01:40:00	ES	Futures	1940.0	1940.26	1939.74	1940.0	97.0
2014-04-29 01:45:00	ES	Futures	1940.26	1940.26	1940.0	1940.26	38.0
2014-04-29 01:50:00	ES	Futures	1940.26	1940.78	1940.26	1940.52	392.0
2014-04-29 01:55:00	ES	Futures	1940.52	1940.78	1940.26	1940.78	96.0
2014-04-29 02:00:00	ES	Futures	1940.78	1941.56	1940.26	1941.56	1058.0
2014-04-29 02:05:00	ES	Futures	1941.56	1941.82	1940.78	1941.3	875.0
2014-04-29 02:10:00	ES	Futures	1941.3	1941.82	1941.04	1941.56	1018.0
2014-04-29 02:15:00	ES	Futures	1941.3	1941.82	1941.3	1941.82	617.0
2014-04-29 02:20:00	ES	Futures	1941.82	1941.82	1941.3	1941.56	255.0
2014-04-29 02:25:00	ES	Futures	1941.3	1941.56	1941.04	1941.3	483.0
2014-04-29 02:30:00	ES	Futures	1941.04	1941.82	1941.04	1941.3	858.0
2014-04-29 02:35:00	ES	Futures	1941.3	1941.3	1940.78	1940.78	593.0
2014-04-29 02:40:00	ES	Futures	1941.04	1941.3	1940.78	1941.04	589.0
2014-04-29 02:45:00	ES	Futures	1941.3	1941.82	1941.04	1941.3	404.0
2014-04-29 02:50:00	ES	Futures	1941.3	1941.82	1941.3	1941.3	442.0
2014-04-29 02:55:00	ES	Futures	1941.3	1941.56	1941.3	1941.3	50.0
2014-04-29 03:00:00	ES	Futures	1941.56	1942.6	1941.3	1942.34	3805.0
2014-04-29 03:05:00	ES	Futures	1942.34	1943.12	1942.08	1942.08	4301.0
2014-04-29 03:10:00	ES	Futures	1942.08	1942.6	1941.82	1942.34	2367.0
2014-04-29 03:15:00	ES	Futures	1942.34	1942.6	1941.56	1942.34	2841.0
2014-04-29 03:20:00	ES	Futures	1942.34	1943.12	1941.82	1942.86	1966.0
2014-04-29 03:25:00	ES	Futures	1942.86	1943.12	1942.34	1943.12	1143.0
2014-04-29 03:30:00	ES	Futures	1943.12	1943.38	1942.6	1942.86	1588.0
2014-04-29 03:35:00	ES	Futures	1943.12	1943.9	1942.86	1943.38	1733.0
2014-04-29 03:40:00	ES	Futures	1943.38	1943.64	1942.6	1942.6	1462.0
2014-04-29 03:45:00	ES	Futures	1942.86	1942.86	1942.08	1942.86	1810.0
2014-04-29 03:50:00	ES	Futures	1942.86	1943.12	1942.6	1942.86	1571.0
2014-04-29 03:55:00	ES	Futures	1943.12	1943.12	1941.56	1942.08	2473.0
2014-04-29 04:00:00	ES	Futures	1941.82	1942.86	1941.56	1942.6	2112.0
2014-04-29 04:05:00	ES	Futures	1942.6	1942.6	1941.82	1942.6	1940.0

> showing 50 of 13,928 rows — these rows as CSV

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