PREVIEW / futures_5min / 2014-05-15

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-05-15.parquet
  size:    234 KB
  rows:    14,413

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
2014-05-15 00:00:00	ES	Futures	1957.92	1957.92	1957.66	1957.92	230.0
2014-05-15 00:05:00	ES	Futures	1957.92	1957.92	1957.66	1957.92	169.0
2014-05-15 00:10:00	ES	Futures	1957.92	1958.18	1957.92	1958.18	136.0
2014-05-15 00:15:00	ES	Futures	1958.18	1958.18	1957.66	1957.66	121.0
2014-05-15 00:20:00	ES	Futures	1957.92	1958.18	1957.92	1958.18	90.0
2014-05-15 00:25:00	ES	Futures	1958.18	1958.44	1957.92	1958.44	230.0
2014-05-15 00:30:00	ES	Futures	1958.44	1958.44	1958.18	1958.44	81.0
2014-05-15 00:35:00	ES	Futures	1958.44	1958.7	1958.44	1958.44	165.0
2014-05-15 00:40:00	ES	Futures	1958.44	1958.44	1957.92	1957.92	220.0
2014-05-15 00:45:00	ES	Futures	1957.66	1957.92	1957.66	1957.92	125.0
2014-05-15 00:50:00	ES	Futures	1957.92	1958.18	1957.92	1958.18	79.0
2014-05-15 00:55:00	ES	Futures	1958.18	1958.44	1957.92	1957.92	97.0
2014-05-15 01:00:00	ES	Futures	1957.92	1958.44	1957.92	1958.44	87.0
2014-05-15 01:05:00	ES	Futures	1958.44	1958.44	1957.92	1957.92	307.0
2014-05-15 01:10:00	ES	Futures	1957.92	1958.44	1957.92	1958.18	236.0
2014-05-15 01:15:00	ES	Futures	1958.18	1958.44	1958.18	1958.44	31.0
2014-05-15 01:20:00	ES	Futures	1958.44	1958.44	1958.18	1958.18	170.0
2014-05-15 01:25:00	ES	Futures	1958.18	1958.44	1957.92	1958.44	352.0
2014-05-15 01:30:00	ES	Futures	1958.18	1958.44	1957.92	1958.18	210.0
2014-05-15 01:35:00	ES	Futures	1958.18	1958.44	1958.18	1958.44	154.0
2014-05-15 01:40:00	ES	Futures	1958.44	1958.44	1958.18	1958.18	121.0
2014-05-15 01:45:00	ES	Futures	1958.44	1958.44	1958.18	1958.18	170.0
2014-05-15 01:50:00	ES	Futures	1958.44	1958.44	1958.18	1958.44	108.0
2014-05-15 01:55:00	ES	Futures	1958.44	1958.96	1958.44	1958.96	660.0
2014-05-15 02:00:00	ES	Futures	1958.7	1959.22	1958.44	1958.96	807.0
2014-05-15 02:05:00	ES	Futures	1958.7	1959.22	1958.7	1959.22	552.0
2014-05-15 02:10:00	ES	Futures	1959.22	1959.48	1958.7	1959.48	483.0
2014-05-15 02:15:00	ES	Futures	1959.48	1959.48	1958.96	1958.96	557.0
2014-05-15 02:20:00	ES	Futures	1959.22	1959.48	1958.7	1958.96	451.0
2014-05-15 02:25:00	ES	Futures	1959.22	1959.48	1958.96	1958.96	354.0
2014-05-15 02:30:00	ES	Futures	1958.96	1959.22	1958.18	1958.18	705.0
2014-05-15 02:35:00	ES	Futures	1958.18	1958.7	1958.18	1958.18	365.0
2014-05-15 02:40:00	ES	Futures	1958.18	1958.7	1958.18	1958.44	138.0
2014-05-15 02:45:00	ES	Futures	1958.44	1958.7	1958.44	1958.7	281.0
2014-05-15 02:50:00	ES	Futures	1958.7	1958.7	1958.44	1958.44	374.0
2014-05-15 02:55:00	ES	Futures	1958.44	1958.96	1958.44	1958.96	248.0
2014-05-15 03:00:00	ES	Futures	1958.96	1959.22	1958.44	1958.7	1561.0
2014-05-15 03:05:00	ES	Futures	1958.96	1958.96	1958.44	1958.7	1277.0
2014-05-15 03:10:00	ES	Futures	1958.96	1959.74	1958.7	1959.48	2997.0
2014-05-15 03:15:00	ES	Futures	1959.74	1960.78	1959.48	1960.78	4774.0
2014-05-15 03:20:00	ES	Futures	1960.78	1961.56	1960.52	1960.78	8030.0
2014-05-15 03:25:00	ES	Futures	1960.78	1961.04	1960.52	1960.78	1840.0
2014-05-15 03:30:00	ES	Futures	1960.78	1961.04	1960.0	1960.26	2016.0
2014-05-15 03:35:00	ES	Futures	1960.26	1960.26	1959.74	1959.74	945.0
2014-05-15 03:40:00	ES	Futures	1960.0	1960.0	1959.48	1960.0	875.0
2014-05-15 03:45:00	ES	Futures	1960.0	1960.0	1959.74	1960.0	965.0
2014-05-15 03:50:00	ES	Futures	1960.0	1960.26	1959.74	1959.74	1414.0
2014-05-15 03:55:00	ES	Futures	1960.0	1960.26	1959.74	1960.0	629.0
2014-05-15 04:00:00	ES	Futures	1960.0	1960.26	1959.22	1959.48	1141.0
2014-05-15 04:05:00	ES	Futures	1959.48	1959.74	1958.18	1958.18	2758.0

> showing 50 of 14,413 rows — these rows as CSV

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