PREVIEW / futures_5min / 2014-05-05

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-05-05.parquet
  size:    181 KB
  rows:    12,516

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
2014-05-05 00:00:00	ES	Futures	1944.68	1944.94	1944.16	1944.42	420.0
2014-05-05 00:05:00	ES	Futures	1944.42	1944.42	1944.16	1944.42	220.0
2014-05-05 00:10:00	ES	Futures	1944.16	1944.42	1944.16	1944.16	12.0
2014-05-05 00:15:00	ES	Futures	1944.42	1944.42	1944.16	1944.42	41.0
2014-05-05 00:20:00	ES	Futures	1944.42	1944.42	1944.16	1944.42	47.0
2014-05-05 00:25:00	ES	Futures	1944.42	1944.42	1944.42	1944.42	8.0
2014-05-05 00:30:00	ES	Futures	1944.42	1944.68	1944.42	1944.68	45.0
2014-05-05 00:35:00	ES	Futures	1944.42	1944.42	1944.16	1944.16	55.0
2014-05-05 00:40:00	ES	Futures	1944.42	1944.42	1944.16	1944.16	30.0
2014-05-05 00:45:00	ES	Futures	1944.42	1944.42	1944.16	1944.16	59.0
2014-05-05 00:50:00	ES	Futures	1944.42	1944.42	1944.16	1944.42	155.0
2014-05-05 00:55:00	ES	Futures	1944.42	1944.68	1944.42	1944.68	111.0
2014-05-05 01:00:00	ES	Futures	1944.68	1944.94	1944.42	1944.42	138.0
2014-05-05 01:05:00	ES	Futures	1944.42	1944.68	1944.42	1944.68	40.0
2014-05-05 01:10:00	ES	Futures	1944.68	1944.94	1944.68	1944.94	80.0
2014-05-05 01:15:00	ES	Futures	1944.94	1945.2	1944.94	1944.94	179.0
2014-05-05 01:20:00	ES	Futures	1945.2	1945.46	1944.94	1945.46	64.0
2014-05-05 01:25:00	ES	Futures	1945.46	1945.46	1944.68	1945.2	254.0
2014-05-05 01:30:00	ES	Futures	1944.94	1945.2	1944.94	1945.2	21.0
2014-05-05 01:35:00	ES	Futures	1945.2	1945.72	1945.2	1945.2	258.0
2014-05-05 01:40:00	ES	Futures	1945.46	1945.72	1945.46	1945.46	68.0
2014-05-05 01:45:00	ES	Futures	1945.46	1945.72	1945.46	1945.72	99.0
2014-05-05 01:50:00	ES	Futures	1945.72	1945.98	1945.72	1945.72	62.0
2014-05-05 01:55:00	ES	Futures	1945.72	1945.98	1945.46	1945.72	228.0
2014-05-05 02:00:00	ES	Futures	1945.72	1946.24	1945.46	1945.72	700.0
2014-05-05 02:05:00	ES	Futures	1945.98	1946.24	1945.72	1946.24	448.0
2014-05-05 02:10:00	ES	Futures	1945.98	1946.24	1945.72	1946.24	544.0
2014-05-05 02:15:00	ES	Futures	1946.24	1946.5	1945.98	1946.24	566.0
2014-05-05 02:20:00	ES	Futures	1946.24	1946.5	1945.98	1946.5	346.0
2014-05-05 02:25:00	ES	Futures	1946.5	1946.75	1946.24	1946.75	518.0
2014-05-05 02:30:00	ES	Futures	1946.5	1946.75	1946.5	1946.5	482.0
2014-05-05 02:35:00	ES	Futures	1946.5	1946.75	1946.24	1946.5	460.0
2014-05-05 02:40:00	ES	Futures	1946.5	1946.75	1945.98	1946.24	250.0
2014-05-05 02:45:00	ES	Futures	1946.24	1946.5	1945.98	1946.24	405.0
2014-05-05 02:50:00	ES	Futures	1945.98	1946.5	1945.98	1946.5	631.0
2014-05-05 02:55:00	ES	Futures	1946.24	1946.75	1946.24	1946.75	170.0
2014-05-05 03:00:00	ES	Futures	1946.5	1946.75	1945.98	1946.24	1040.0
2014-05-05 03:05:00	ES	Futures	1946.24	1946.75	1946.24	1946.5	482.0
2014-05-05 03:10:00	ES	Futures	1946.5	1947.01	1946.24	1946.75	881.0
2014-05-05 03:15:00	ES	Futures	1946.75	1947.01	1946.75	1946.75	1006.0
2014-05-05 03:20:00	ES	Futures	1947.01	1947.79	1946.75	1947.53	1735.0
2014-05-05 03:25:00	ES	Futures	1947.53	1947.79	1947.01	1947.27	766.0
2014-05-05 03:30:00	ES	Futures	1947.27	1947.27	1946.5	1947.01	1272.0
2014-05-05 03:35:00	ES	Futures	1947.27	1947.27	1946.75	1946.75	590.0
2014-05-05 03:40:00	ES	Futures	1947.01	1947.27	1946.75	1947.27	772.0
2014-05-05 03:45:00	ES	Futures	1947.27	1947.53	1946.75	1947.27	572.0
2014-05-05 03:50:00	ES	Futures	1947.27	1947.53	1946.75	1947.01	907.0
2014-05-05 03:55:00	ES	Futures	1947.01	1947.27	1946.75	1946.75	507.0
2014-05-05 04:00:00	ES	Futures	1947.01	1947.01	1946.24	1946.24	393.0
2014-05-05 04:05:00	ES	Futures	1946.5	1946.75	1946.24	1946.75	424.0

> showing 50 of 12,516 rows — these rows as CSV

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