PREVIEW / futures_5min / 2014-05-04

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-05-04.parquet
  size:    42 KB
  rows:    2,245

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
2014-05-04 18:00:00	ES	Futures	1948.05	1948.05	1946.5	1947.01	2805.0
2014-05-04 18:05:00	ES	Futures	1947.01	1947.01	1946.24	1946.24	868.0
2014-05-04 18:10:00	ES	Futures	1946.24	1946.5	1945.46	1946.24	1340.0
2014-05-04 18:15:00	ES	Futures	1946.24	1947.01	1946.24	1947.01	620.0
2014-05-04 18:20:00	ES	Futures	1946.75	1947.01	1946.5	1946.5	72.0
2014-05-04 18:25:00	ES	Futures	1946.5	1947.01	1946.5	1947.01	210.0
2014-05-04 18:30:00	ES	Futures	1946.75	1947.01	1946.75	1947.01	128.0
2014-05-04 18:35:00	ES	Futures	1947.01	1947.01	1946.75	1947.01	40.0
2014-05-04 18:40:00	ES	Futures	1947.01	1947.01	1946.75	1947.01	29.0
2014-05-04 18:45:00	ES	Futures	1947.01	1947.53	1946.75	1947.53	308.0
2014-05-04 18:50:00	ES	Futures	1947.27	1947.79	1947.27	1947.27	255.0
2014-05-04 18:55:00	ES	Futures	1947.27	1948.05	1947.27	1948.05	185.0
2014-05-04 19:00:00	ES	Futures	1947.79	1948.57	1947.79	1948.31	455.0
2014-05-04 19:05:00	ES	Futures	1948.31	1948.57	1947.79	1948.05	212.0
2014-05-04 19:10:00	ES	Futures	1947.79	1948.31	1947.79	1948.31	79.0
2014-05-04 19:15:00	ES	Futures	1948.05	1948.57	1948.05	1948.31	196.0
2014-05-04 19:20:00	ES	Futures	1948.05	1948.57	1948.05	1948.31	53.0
2014-05-04 19:25:00	ES	Futures	1948.05	1948.31	1948.05	1948.31	30.0
2014-05-04 19:30:00	ES	Futures	1948.05	1948.31	1947.53	1947.53	296.0
2014-05-04 19:35:00	ES	Futures	1947.53	1947.53	1947.27	1947.27	135.0
2014-05-04 19:40:00	ES	Futures	1947.27	1947.79	1947.27	1947.27	157.0
2014-05-04 19:45:00	ES	Futures	1947.53	1947.53	1947.27	1947.27	154.0
2014-05-04 19:50:00	ES	Futures	1947.53	1947.53	1947.01	1947.53	725.0
2014-05-04 19:55:00	ES	Futures	1947.53	1947.79	1947.27	1947.27	505.0
2014-05-04 20:00:00	ES	Futures	1947.53	1948.57	1947.53	1948.05	821.0
2014-05-04 20:05:00	ES	Futures	1948.05	1949.87	1948.05	1948.83	1604.0
2014-05-04 20:10:00	ES	Futures	1948.83	1949.09	1948.57	1948.57	293.0
2014-05-04 20:15:00	ES	Futures	1948.57	1949.09	1948.57	1948.57	95.0
2014-05-04 20:20:00	ES	Futures	1948.57	1949.09	1948.57	1948.83	153.0
2014-05-04 20:25:00	ES	Futures	1948.83	1949.09	1948.83	1949.09	37.0
2014-05-04 20:30:00	ES	Futures	1948.83	1949.09	1948.57	1948.57	107.0
2014-05-04 20:35:00	ES	Futures	1948.57	1948.83	1948.57	1948.57	66.0
2014-05-04 20:40:00	ES	Futures	1948.57	1948.57	1948.31	1948.57	61.0
2014-05-04 20:45:00	ES	Futures	1948.31	1948.31	1947.79	1947.79	493.0
2014-05-04 20:50:00	ES	Futures	1948.05	1948.05	1947.79	1947.79	108.0
2014-05-04 20:55:00	ES	Futures	1947.79	1948.05	1947.53	1947.53	604.0
2014-05-04 21:00:00	ES	Futures	1947.53	1947.79	1947.27	1947.53	617.0
2014-05-04 21:05:00	ES	Futures	1947.27	1947.53	1947.01	1947.53	137.0
2014-05-04 21:10:00	ES	Futures	1947.53	1947.53	1947.27	1947.27	232.0
2014-05-04 21:15:00	ES	Futures	1947.27	1947.27	1946.5	1946.75	501.0
2014-05-04 21:20:00	ES	Futures	1946.75	1947.53	1946.75	1947.01	163.0
2014-05-04 21:25:00	ES	Futures	1947.27	1947.27	1946.5	1946.75	316.0
2014-05-04 21:30:00	ES	Futures	1946.75	1947.01	1946.5	1946.5	208.0
2014-05-04 21:35:00	ES	Futures	1946.5	1947.01	1946.5	1946.75	71.0
2014-05-04 21:40:00	ES	Futures	1946.75	1947.01	1946.5	1946.75	64.0
2014-05-04 21:45:00	ES	Futures	1946.5	1946.5	1944.94	1945.46	1713.0
2014-05-04 21:50:00	ES	Futures	1945.46	1945.98	1945.2	1945.46	403.0
2014-05-04 21:55:00	ES	Futures	1945.46	1945.98	1945.2	1945.72	236.0
2014-05-04 22:00:00	ES	Futures	1945.72	1945.72	1945.2	1945.46	266.0
2014-05-04 22:05:00	ES	Futures	1945.2	1945.46	1944.68	1945.2	990.0

> showing 50 of 2,245 rows — these rows as CSV

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