PREVIEW / futures_5min / 2014-05-09

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-05-09.parquet
  size:    182 KB
  rows:    11,703

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
2014-05-09 00:00:00	ES	Futures	1943.64	1943.64	1943.38	1943.38	47.0
2014-05-09 00:05:00	ES	Futures	1943.38	1943.64	1943.38	1943.64	14.0
2014-05-09 00:10:00	ES	Futures	1943.38	1943.64	1943.38	1943.38	29.0
2014-05-09 00:15:00	ES	Futures	1943.38	1943.64	1943.38	1943.38	17.0
2014-05-09 00:20:00	ES	Futures	1943.38	1943.64	1943.38	1943.38	44.0
2014-05-09 00:25:00	ES	Futures	1943.64	1943.64	1943.12	1943.12	162.0
2014-05-09 00:30:00	ES	Futures	1943.12	1943.38	1943.12	1943.12	10.0
2014-05-09 00:35:00	ES	Futures	1943.12	1943.64	1943.12	1943.38	92.0
2014-05-09 00:40:00	ES	Futures	1943.38	1943.9	1943.38	1943.64	76.0
2014-05-09 00:45:00	ES	Futures	1943.64	1943.9	1943.64	1943.9	28.0
2014-05-09 00:50:00	ES	Futures	1943.64	1943.9	1943.38	1943.64	233.0
2014-05-09 00:55:00	ES	Futures	1943.64	1943.9	1943.64	1943.9	9.0
2014-05-09 01:00:00	ES	Futures	1943.64	1943.9	1943.12	1943.12	456.0
2014-05-09 01:05:00	ES	Futures	1943.12	1943.64	1943.12	1943.12	154.0
2014-05-09 01:10:00	ES	Futures	1943.38	1943.64	1943.38	1943.38	81.0
2014-05-09 01:15:00	ES	Futures	1943.64	1943.9	1943.64	1943.9	61.0
2014-05-09 01:20:00	ES	Futures	1943.9	1943.9	1943.64	1943.9	126.0
2014-05-09 01:25:00	ES	Futures	1943.9	1943.9	1943.64	1943.9	164.0
2014-05-09 01:30:00	ES	Futures	1943.64	1944.16	1943.64	1944.16	213.0
2014-05-09 01:35:00	ES	Futures	1944.16	1944.16	1943.9	1943.9	58.0
2014-05-09 01:40:00	ES	Futures	1944.16	1944.42	1943.9	1944.16	564.0
2014-05-09 01:45:00	ES	Futures	1944.16	1944.16	1943.64	1943.64	232.0
2014-05-09 01:50:00	ES	Futures	1943.9	1943.9	1943.64	1943.9	153.0
2014-05-09 01:55:00	ES	Futures	1943.9	1944.16	1943.64	1944.16	89.0
2014-05-09 02:00:00	ES	Futures	1944.16	1944.42	1943.64	1943.64	1050.0
2014-05-09 02:05:00	ES	Futures	1943.64	1944.42	1943.38	1944.16	1007.0
2014-05-09 02:10:00	ES	Futures	1944.16	1944.42	1943.64	1944.16	728.0
2014-05-09 02:15:00	ES	Futures	1944.16	1944.42	1943.9	1944.16	491.0
2014-05-09 02:20:00	ES	Futures	1944.16	1944.16	1943.9	1944.16	211.0
2014-05-09 02:25:00	ES	Futures	1944.16	1944.42	1943.9	1944.16	189.0
2014-05-09 02:30:00	ES	Futures	1943.9	1944.16	1943.64	1943.9	444.0
2014-05-09 02:35:00	ES	Futures	1943.9	1944.16	1943.64	1943.9	250.0
2014-05-09 02:40:00	ES	Futures	1944.16	1944.42	1943.9	1944.16	237.0
2014-05-09 02:45:00	ES	Futures	1943.9	1944.42	1943.9	1944.16	149.0
2014-05-09 02:50:00	ES	Futures	1944.16	1944.68	1943.9	1944.16	618.0
2014-05-09 02:55:00	ES	Futures	1944.42	1944.68	1943.9	1944.42	498.0
2014-05-09 03:00:00	ES	Futures	1944.68	1945.2	1943.64	1944.16	2818.0
2014-05-09 03:05:00	ES	Futures	1944.16	1944.94	1943.9	1944.42	2314.0
2014-05-09 03:10:00	ES	Futures	1944.42	1944.68	1942.86	1943.12	2843.0
2014-05-09 03:15:00	ES	Futures	1943.12	1943.9	1942.86	1943.38	1916.0
2014-05-09 03:20:00	ES	Futures	1943.38	1943.38	1942.6	1942.86	1699.0
2014-05-09 03:25:00	ES	Futures	1942.6	1943.12	1942.08	1942.86	1283.0
2014-05-09 03:30:00	ES	Futures	1942.86	1943.38	1942.34	1942.86	1212.0
2014-05-09 03:35:00	ES	Futures	1943.12	1943.38	1942.86	1942.86	971.0
2014-05-09 03:40:00	ES	Futures	1942.86	1943.12	1942.6	1942.86	964.0
2014-05-09 03:45:00	ES	Futures	1943.12	1943.38	1942.6	1943.12	929.0
2014-05-09 03:50:00	ES	Futures	1943.12	1943.12	1942.86	1942.86	1045.0
2014-05-09 03:55:00	ES	Futures	1942.86	1943.12	1942.6	1942.6	856.0
2014-05-09 04:00:00	ES	Futures	1942.86	1943.12	1942.08	1942.86	1432.0
2014-05-09 04:05:00	ES	Futures	1942.86	1942.86	1942.08	1942.08	756.0

> showing 50 of 11,703 rows — these rows as CSV

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