PREVIEW / futures_5min / 2014-05-21

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-05-21.parquet
  size:    213 KB
  rows:    14,117

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
2014-05-21 00:00:00	ES	Futures	1939.74	1939.74	1939.48	1939.74	182.0
2014-05-21 00:05:00	ES	Futures	1939.48	1939.74	1939.22	1939.22	305.0
2014-05-21 00:10:00	ES	Futures	1939.48	1939.74	1939.48	1939.74	219.0
2014-05-21 00:15:00	ES	Futures	1940.0	1940.0	1939.74	1940.0	25.0
2014-05-21 00:20:00	ES	Futures	1940.0	1940.26	1940.0	1940.0	40.0
2014-05-21 00:25:00	ES	Futures	1940.26	1940.26	1940.0	1940.0	173.0
2014-05-21 00:30:00	ES	Futures	1940.26	1940.52	1940.0	1940.52	479.0
2014-05-21 00:35:00	ES	Futures	1940.52	1940.52	1940.0	1940.52	285.0
2014-05-21 00:40:00	ES	Futures	1940.78	1940.78	1940.52	1940.78	125.0
2014-05-21 00:45:00	ES	Futures	1940.78	1940.78	1940.52	1940.78	85.0
2014-05-21 00:50:00	ES	Futures	1940.78	1940.78	1940.52	1940.78	50.0
2014-05-21 00:55:00	ES	Futures	1940.52	1940.78	1940.0	1940.26	280.0
2014-05-21 01:00:00	ES	Futures	1940.26	1940.78	1940.0	1940.78	332.0
2014-05-21 01:05:00	ES	Futures	1940.78	1941.56	1940.78	1941.56	379.0
2014-05-21 01:10:00	ES	Futures	1941.56	1941.56	1941.04	1941.56	310.0
2014-05-21 01:15:00	ES	Futures	1941.3	1941.82	1941.3	1941.3	787.0
2014-05-21 01:20:00	ES	Futures	1941.3	1941.3	1941.04	1941.3	117.0
2014-05-21 01:25:00	ES	Futures	1941.04	1941.04	1940.52	1941.04	203.0
2014-05-21 01:30:00	ES	Futures	1941.04	1941.3	1940.78	1941.04	150.0
2014-05-21 01:35:00	ES	Futures	1941.3	1941.82	1941.04	1941.3	122.0
2014-05-21 01:40:00	ES	Futures	1941.56	1942.08	1941.3	1941.82	288.0
2014-05-21 01:45:00	ES	Futures	1941.82	1941.82	1941.3	1941.3	173.0
2014-05-21 01:50:00	ES	Futures	1941.3	1941.56	1941.04	1941.3	194.0
2014-05-21 01:55:00	ES	Futures	1941.56	1941.82	1941.3	1941.82	292.0
2014-05-21 02:00:00	ES	Futures	1942.08	1942.08	1941.56	1941.82	707.0
2014-05-21 02:05:00	ES	Futures	1941.82	1941.82	1940.78	1941.56	686.0
2014-05-21 02:10:00	ES	Futures	1941.56	1942.6	1941.3	1942.34	1903.0
2014-05-21 02:15:00	ES	Futures	1942.34	1942.86	1942.08	1942.86	985.0
2014-05-21 02:20:00	ES	Futures	1942.6	1943.12	1942.34	1943.12	606.0
2014-05-21 02:25:00	ES	Futures	1942.86	1943.9	1942.86	1943.9	2638.0
2014-05-21 02:30:00	ES	Futures	1943.9	1943.9	1942.86	1942.86	649.0
2014-05-21 02:35:00	ES	Futures	1942.86	1942.86	1941.82	1942.08	809.0
2014-05-21 02:40:00	ES	Futures	1942.08	1942.34	1941.56	1941.56	736.0
2014-05-21 02:45:00	ES	Futures	1941.56	1941.56	1940.26	1941.3	1758.0
2014-05-21 02:50:00	ES	Futures	1941.3	1941.82	1941.04	1941.82	960.0
2014-05-21 02:55:00	ES	Futures	1941.56	1942.08	1941.56	1941.82	1048.0
2014-05-21 03:00:00	ES	Futures	1941.82	1942.08	1941.04	1941.3	2233.0
2014-05-21 03:05:00	ES	Futures	1941.04	1941.82	1940.78	1941.3	2991.0
2014-05-21 03:10:00	ES	Futures	1941.3	1941.56	1940.26	1940.52	3408.0
2014-05-21 03:15:00	ES	Futures	1940.52	1940.52	1939.74	1940.0	3110.0
2014-05-21 03:20:00	ES	Futures	1939.74	1940.52	1939.74	1940.26	2535.0
2014-05-21 03:25:00	ES	Futures	1940.52	1940.78	1939.74	1940.78	2265.0
2014-05-21 03:30:00	ES	Futures	1940.78	1941.82	1940.78	1941.04	1969.0
2014-05-21 03:35:00	ES	Futures	1941.3	1942.6	1941.04	1942.34	3082.0
2014-05-21 03:40:00	ES	Futures	1942.6	1942.86	1942.34	1942.34	2153.0
2014-05-21 03:45:00	ES	Futures	1942.34	1944.94	1942.34	1944.68	4371.0
2014-05-21 03:50:00	ES	Futures	1944.68	1945.46	1944.16	1944.42	2890.0
2014-05-21 03:55:00	ES	Futures	1944.42	1944.42	1943.64	1943.9	1912.0
2014-05-21 04:00:00	ES	Futures	1943.9	1944.42	1943.64	1943.9	748.0
2014-05-21 04:05:00	ES	Futures	1943.9	1944.42	1943.64	1944.16	1125.0

> showing 50 of 14,117 rows — these rows as CSV

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