PREVIEW / futures_5min / 2014-05-23

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-05-23.parquet
  size:    163 KB
  rows:    11,272

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
2014-05-23 00:00:00	ES	Futures	1964.41	1964.41	1964.15	1964.41	32.0
2014-05-23 00:05:00	ES	Futures	1964.15	1964.41	1964.15	1964.41	12.0
2014-05-23 00:10:00	ES	Futures	1964.41	1964.41	1964.15	1964.41	13.0
2014-05-23 00:15:00	ES	Futures	1964.41	1964.67	1964.15	1964.67	53.0
2014-05-23 00:20:00	ES	Futures	1964.67	1964.93	1964.41	1964.93	205.0
2014-05-23 00:25:00	ES	Futures	1964.93	1964.93	1964.67	1964.67	25.0
2014-05-23 00:30:00	ES	Futures	1964.93	1964.93	1964.67	1964.93	20.0
2014-05-23 00:35:00	ES	Futures	1964.67	1964.93	1964.67	1964.93	19.0
2014-05-23 00:40:00	ES	Futures	1964.67	1964.93	1964.41	1964.67	190.0
2014-05-23 00:45:00	ES	Futures	1964.67	1964.67	1964.41	1964.67	31.0
2014-05-23 00:50:00	ES	Futures	1964.67	1964.93	1964.41	1964.93	26.0
2014-05-23 00:55:00	ES	Futures	1964.93	1964.93	1964.67	1964.67	9.0
2014-05-23 01:00:00	ES	Futures	1964.67	1964.93	1964.67	1964.67	51.0
2014-05-23 01:05:00	ES	Futures	1964.93	1964.93	1964.67	1964.67	40.0
2014-05-23 01:10:00	ES	Futures	1964.67	1964.93	1964.41	1964.67	182.0
2014-05-23 01:15:00	ES	Futures	1964.93	1964.93	1964.67	1964.93	18.0
2014-05-23 01:20:00	ES	Futures	1964.67	1964.93	1964.67	1964.93	47.0
2014-05-23 01:25:00	ES	Futures	1964.93	1964.93	1964.67	1964.67	67.0
2014-05-23 01:30:00	ES	Futures	1964.93	1964.93	1964.67	1964.67	155.0
2014-05-23 01:35:00	ES	Futures	1964.67	1964.93	1964.41	1964.41	70.0
2014-05-23 01:40:00	ES	Futures	1964.67	1964.67	1964.41	1964.41	184.0
2014-05-23 01:45:00	ES	Futures	1964.41	1964.67	1964.41	1964.41	88.0
2014-05-23 01:50:00	ES	Futures	1964.41	1964.67	1964.41	1964.41	76.0
2014-05-23 01:55:00	ES	Futures	1964.41	1964.67	1964.15	1964.41	280.0
2014-05-23 02:00:00	ES	Futures	1964.41	1964.93	1964.41	1964.93	827.0
2014-05-23 02:05:00	ES	Futures	1964.93	1964.93	1963.89	1964.15	472.0
2014-05-23 02:10:00	ES	Futures	1964.15	1964.15	1963.63	1963.89	406.0
2014-05-23 02:15:00	ES	Futures	1963.89	1964.15	1963.63	1964.15	297.0
2014-05-23 02:20:00	ES	Futures	1964.15	1964.15	1964.15	1964.15	86.0
2014-05-23 02:25:00	ES	Futures	1964.15	1964.41	1963.89	1964.15	338.0
2014-05-23 02:30:00	ES	Futures	1964.15	1964.15	1963.89	1964.15	156.0
2014-05-23 02:35:00	ES	Futures	1964.15	1964.41	1963.89	1964.15	131.0
2014-05-23 02:40:00	ES	Futures	1964.15	1964.15	1964.15	1964.15	430.0
2014-05-23 02:45:00	ES	Futures	1964.15	1964.15	1963.89	1964.15	454.0
2014-05-23 02:50:00	ES	Futures	1964.15	1964.41	1963.89	1964.15	171.0
2014-05-23 02:55:00	ES	Futures	1964.15	1964.93	1964.15	1964.93	434.0
2014-05-23 03:00:00	ES	Futures	1964.93	1964.93	1964.15	1964.15	1205.0
2014-05-23 03:05:00	ES	Futures	1963.89	1964.93	1963.63	1964.41	2698.0
2014-05-23 03:10:00	ES	Futures	1964.41	1964.93	1964.15	1964.15	1501.0
2014-05-23 03:15:00	ES	Futures	1964.15	1964.41	1963.11	1963.37	2365.0
2014-05-23 03:20:00	ES	Futures	1963.37	1964.15	1963.37	1963.89	656.0
2014-05-23 03:25:00	ES	Futures	1963.89	1964.15	1963.37	1963.89	1080.0
2014-05-23 03:30:00	ES	Futures	1963.89	1963.89	1963.11	1963.11	1631.0
2014-05-23 03:35:00	ES	Futures	1963.37	1964.15	1962.85	1964.15	1608.0
2014-05-23 03:40:00	ES	Futures	1963.89	1964.15	1963.63	1964.15	1085.0
2014-05-23 03:45:00	ES	Futures	1963.89	1963.89	1963.37	1963.63	1041.0
2014-05-23 03:50:00	ES	Futures	1963.63	1964.67	1963.63	1964.15	1337.0
2014-05-23 03:55:00	ES	Futures	1964.41	1964.67	1963.89	1964.41	681.0
2014-05-23 04:00:00	ES	Futures	1964.41	1964.67	1963.63	1964.15	1833.0
2014-05-23 04:05:00	ES	Futures	1964.15	1964.15	1963.63	1963.63	800.0

> showing 50 of 11,272 rows — these rows as CSV

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