PREVIEW / futures_5min / 2014-05-27

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-05-27.parquet
  size:    193 KB
  rows:    13,664

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
2014-05-27 00:00:00	ES	Futures	1976.62	1976.88	1976.62	1976.88	43.0
2014-05-27 00:05:00	ES	Futures	1976.88	1976.88	1976.62	1976.62	20.0
2014-05-27 00:10:00	ES	Futures	1976.62	1976.88	1976.62	1976.62	158.0
2014-05-27 00:15:00	ES	Futures	1976.62	1976.62	1976.62	1976.62	102.0
2014-05-27 00:20:00	ES	Futures	1976.88	1976.88	1976.62	1976.62	26.0
2014-05-27 00:25:00	ES	Futures	1976.62	1976.88	1976.62	1976.62	24.0
2014-05-27 00:30:00	ES	Futures	1976.88	1976.88	1976.62	1976.62	47.0
2014-05-27 00:35:00	ES	Futures	1976.62	1976.88	1976.62	1976.88	106.0
2014-05-27 00:40:00	ES	Futures	1976.62	1976.88	1976.36	1976.62	129.0
2014-05-27 00:45:00	ES	Futures	1976.62	1976.88	1976.36	1976.88	80.0
2014-05-27 00:50:00	ES	Futures	1976.88	1976.88	1976.62	1976.88	57.0
2014-05-27 00:55:00	ES	Futures	1976.88	1977.14	1976.62	1976.88	160.0
2014-05-27 01:00:00	ES	Futures	1976.88	1977.14	1976.88	1976.88	47.0
2014-05-27 01:05:00	ES	Futures	1977.14	1977.14	1976.88	1977.14	50.0
2014-05-27 01:10:00	ES	Futures	1977.14	1977.14	1976.88	1977.14	44.0
2014-05-27 01:15:00	ES	Futures	1976.88	1977.14	1976.88	1977.14	265.0
2014-05-27 01:20:00	ES	Futures	1977.14	1977.4	1976.88	1977.14	150.0
2014-05-27 01:25:00	ES	Futures	1977.14	1977.4	1977.14	1977.4	148.0
2014-05-27 01:30:00	ES	Futures	1977.14	1977.4	1977.14	1977.14	134.0
2014-05-27 01:35:00	ES	Futures	1977.14	1977.4	1977.14	1977.14	31.0
2014-05-27 01:40:00	ES	Futures	1977.14	1977.4	1976.88	1976.88	154.0
2014-05-27 01:45:00	ES	Futures	1976.88	1977.14	1976.88	1976.88	42.0
2014-05-27 01:50:00	ES	Futures	1977.14	1977.14	1976.88	1976.88	67.0
2014-05-27 01:55:00	ES	Futures	1976.88	1977.4	1976.88	1976.88	864.0
2014-05-27 02:00:00	ES	Futures	1976.88	1977.4	1976.62	1977.14	564.0
2014-05-27 02:05:00	ES	Futures	1977.14	1977.14	1976.36	1976.36	784.0
2014-05-27 02:10:00	ES	Futures	1976.36	1976.62	1976.1	1976.36	772.0
2014-05-27 02:15:00	ES	Futures	1976.62	1976.62	1975.84	1975.84	927.0
2014-05-27 02:20:00	ES	Futures	1975.84	1976.1	1975.58	1975.84	744.0
2014-05-27 02:25:00	ES	Futures	1975.84	1976.1	1975.84	1975.84	51.0
2014-05-27 02:30:00	ES	Futures	1975.84	1976.1	1975.84	1975.84	427.0
2014-05-27 02:35:00	ES	Futures	1975.84	1976.36	1975.84	1976.1	255.0
2014-05-27 02:40:00	ES	Futures	1976.1	1976.62	1976.1	1976.36	402.0
2014-05-27 02:45:00	ES	Futures	1976.36	1976.62	1976.1	1976.36	216.0
2014-05-27 02:50:00	ES	Futures	1976.36	1976.36	1976.1	1976.36	162.0
2014-05-27 02:55:00	ES	Futures	1976.1	1976.36	1975.84	1975.84	242.0
2014-05-27 03:00:00	ES	Futures	1976.1	1976.62	1975.84	1975.84	2658.0
2014-05-27 03:05:00	ES	Futures	1975.84	1977.4	1975.84	1976.88	2407.0
2014-05-27 03:10:00	ES	Futures	1976.88	1977.14	1976.36	1976.88	1698.0
2014-05-27 03:15:00	ES	Futures	1977.14	1977.14	1976.36	1976.62	853.0
2014-05-27 03:20:00	ES	Futures	1976.62	1976.62	1976.36	1976.36	456.0
2014-05-27 03:25:00	ES	Futures	1976.62	1976.62	1975.84	1976.1	1541.0
2014-05-27 03:30:00	ES	Futures	1976.36	1976.36	1975.84	1976.36	756.0
2014-05-27 03:35:00	ES	Futures	1976.36	1976.62	1976.1	1976.36	1414.0
2014-05-27 03:40:00	ES	Futures	1976.1	1976.62	1976.1	1976.36	696.0
2014-05-27 03:45:00	ES	Futures	1976.1	1976.62	1976.1	1976.62	383.0
2014-05-27 03:50:00	ES	Futures	1976.36	1976.88	1976.36	1976.88	555.0
2014-05-27 03:55:00	ES	Futures	1976.62	1977.4	1976.62	1977.4	558.0
2014-05-27 04:00:00	ES	Futures	1977.14	1977.4	1976.62	1976.88	679.0
2014-05-27 04:05:00	ES	Futures	1976.88	1977.66	1976.62	1977.66	882.0

> showing 50 of 13,664 rows — these rows as CSV

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