PREVIEW / futures_5min / 2014-06-13

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-06-13.parquet
  size:    179 KB
  rows:    11,476

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
2014-06-13 00:00:00	ES	Futures	2004.66	2004.66	2004.14	2004.4	211.0
2014-06-13 00:05:00	ES	Futures	2004.4	2004.92	2004.14	2004.4	82.0
2014-06-13 00:10:00	ES	Futures	2004.66	2004.92	2004.66	2004.66	47.0
2014-06-13 00:15:00	ES	Futures	2004.66	2005.18	2004.66	2005.18	266.0
2014-06-13 00:20:00	ES	Futures	2005.18	2005.96	2004.92	2005.44	953.0
2014-06-13 00:25:00	ES	Futures	2005.44	2005.7	2005.44	2005.44	102.0
2014-06-13 00:30:00	ES	Futures	2005.7	2006.22	2005.44	2006.22	228.0
2014-06-13 00:35:00	ES	Futures	2005.96	2006.22	2005.96	2006.22	221.0
2014-06-13 00:40:00	ES	Futures	2006.22	2006.22	2005.7	2005.96	241.0
2014-06-13 00:45:00	ES	Futures	2005.96	2006.22	2005.96	2005.96	97.0
2014-06-13 00:50:00	ES	Futures	2006.22	2006.22	2006.22	2006.22	124.0
2014-06-13 00:55:00	ES	Futures	2006.22	2007.52	2005.96	2007.26	1165.0
2014-06-13 01:00:00	ES	Futures	2007.26	2007.52	2006.74	2007.26	452.0
2014-06-13 01:05:00	ES	Futures	2007.26	2007.52	2007.0	2007.26	124.0
2014-06-13 01:10:00	ES	Futures	2007.52	2007.52	2007.26	2007.26	103.0
2014-06-13 01:15:00	ES	Futures	2007.26	2007.78	2007.0	2007.0	466.0
2014-06-13 01:20:00	ES	Futures	2007.0	2007.0	2006.74	2006.74	110.0
2014-06-13 01:25:00	ES	Futures	2007.0	2007.0	2006.74	2007.0	179.0
2014-06-13 01:30:00	ES	Futures	2006.74	2007.26	2006.74	2007.0	173.0
2014-06-13 01:35:00	ES	Futures	2007.0	2007.52	2006.74	2007.52	263.0
2014-06-13 01:40:00	ES	Futures	2007.52	2008.56	2007.52	2008.3	1289.0
2014-06-13 01:45:00	ES	Futures	2008.3	2008.56	2008.04	2008.56	365.0
2014-06-13 01:50:00	ES	Futures	2008.56	2008.82	2008.3	2008.56	518.0
2014-06-13 01:55:00	ES	Futures	2008.56	2008.82	2008.3	2008.3	479.0
2014-06-13 02:00:00	ES	Futures	2008.56	2008.56	2008.04	2008.3	679.0
2014-06-13 02:05:00	ES	Futures	2008.04	2008.04	2007.78	2008.04	557.0
2014-06-13 02:10:00	ES	Futures	2008.04	2008.3	2007.78	2008.04	449.0
2014-06-13 02:15:00	ES	Futures	2008.04	2008.3	2008.04	2008.3	304.0
2014-06-13 02:20:00	ES	Futures	2008.3	2008.82	2008.3	2008.56	280.0
2014-06-13 02:25:00	ES	Futures	2008.56	2008.82	2008.3	2008.82	267.0
2014-06-13 02:30:00	ES	Futures	2008.56	2008.82	2008.3	2008.56	575.0
2014-06-13 02:35:00	ES	Futures	2008.3	2008.56	2007.78	2008.04	731.0
2014-06-13 02:40:00	ES	Futures	2007.78	2008.3	2007.52	2008.3	593.0
2014-06-13 02:45:00	ES	Futures	2008.04	2008.3	2007.78	2008.04	635.0
2014-06-13 02:50:00	ES	Futures	2008.04	2008.04	2007.78	2008.04	284.0
2014-06-13 02:55:00	ES	Futures	2008.04	2008.56	2007.78	2008.04	408.0
2014-06-13 03:00:00	ES	Futures	2008.3	2008.3	2007.52	2008.04	435.0
2014-06-13 03:05:00	ES	Futures	2008.04	2008.04	2006.48	2006.74	1169.0
2014-06-13 03:10:00	ES	Futures	2007.0	2007.26	2006.48	2006.74	682.0
2014-06-13 03:15:00	ES	Futures	2006.74	2007.0	2005.96	2005.96	1664.0
2014-06-13 03:20:00	ES	Futures	2005.96	2007.26	2005.96	2007.0	785.0
2014-06-13 03:25:00	ES	Futures	2006.74	2007.26	2006.74	2007.0	445.0
2014-06-13 03:30:00	ES	Futures	2007.0	2007.0	2005.7	2005.96	975.0
2014-06-13 03:35:00	ES	Futures	2005.96	2006.48	2005.7	2006.22	666.0
2014-06-13 03:40:00	ES	Futures	2005.96	2006.22	2005.7	2005.96	753.0
2014-06-13 03:45:00	ES	Futures	2005.96	2005.96	2004.4	2004.4	1166.0
2014-06-13 03:50:00	ES	Futures	2004.4	2004.66	2003.88	2004.4	1004.0
2014-06-13 03:55:00	ES	Futures	2004.4	2004.66	2003.88	2004.4	617.0
2014-06-13 04:00:00	ES	Futures	2004.4	2005.18	2004.14	2004.92	946.0
2014-06-13 04:05:00	ES	Futures	2004.92	2006.22	2004.92	2006.22	1731.0

> showing 50 of 11,476 rows — these rows as CSV

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