PREVIEW / futures_5min / 2014-06-15

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-06-15.parquet
  size:    42 KB
  rows:    2,257

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
2014-06-15 18:00:00	ES	Futures	2009.86	2009.86	2008.81	2008.81	1884.0
2014-06-15 18:05:00	ES	Futures	2009.07	2010.12	2008.55	2009.86	753.0
2014-06-15 18:10:00	ES	Futures	2009.86	2009.86	2009.33	2009.33	260.0
2014-06-15 18:15:00	ES	Futures	2009.59	2009.59	2009.33	2009.59	35.0
2014-06-15 18:20:00	ES	Futures	2009.33	2009.59	2009.33	2009.33	102.0
2014-06-15 18:25:00	ES	Futures	2009.33	2009.59	2009.33	2009.33	113.0
2014-06-15 18:30:00	ES	Futures	2009.33	2009.33	2009.07	2009.33	83.0
2014-06-15 18:35:00	ES	Futures	2009.07	2009.07	2008.81	2008.81	105.0
2014-06-15 18:40:00	ES	Futures	2008.81	2008.81	2008.55	2008.55	185.0
2014-06-15 18:45:00	ES	Futures	2008.55	2009.07	2008.29	2008.55	184.0
2014-06-15 18:50:00	ES	Futures	2008.55	2008.55	2008.29	2008.55	91.0
2014-06-15 18:55:00	ES	Futures	2008.29	2008.29	2007.51	2007.77	539.0
2014-06-15 19:00:00	ES	Futures	2007.51	2007.77	2006.99	2007.51	604.0
2014-06-15 19:05:00	ES	Futures	2007.51	2007.77	2007.51	2007.77	55.0
2014-06-15 19:10:00	ES	Futures	2007.51	2007.51	2007.25	2007.51	32.0
2014-06-15 19:15:00	ES	Futures	2007.51	2007.51	2007.25	2007.51	207.0
2014-06-15 19:20:00	ES	Futures	2007.51	2007.51	2007.25	2007.25	108.0
2014-06-15 19:25:00	ES	Futures	2007.25	2007.25	2006.99	2006.99	85.0
2014-06-15 19:30:00	ES	Futures	2007.25	2007.51	2006.47	2006.73	887.0
2014-06-15 19:35:00	ES	Futures	2006.73	2006.73	2005.95	2006.21	679.0
2014-06-15 19:40:00	ES	Futures	2005.95	2005.95	2003.08	2004.12	4075.0
2014-06-15 19:45:00	ES	Futures	2004.12	2004.12	2003.08	2003.34	1389.0
2014-06-15 19:50:00	ES	Futures	2003.34	2004.64	2003.34	2004.64	1075.0
2014-06-15 19:55:00	ES	Futures	2004.64	2004.64	2004.38	2004.64	286.0
2014-06-15 20:00:00	ES	Futures	2004.64	2004.64	2003.34	2003.6	1068.0
2014-06-15 20:05:00	ES	Futures	2003.86	2003.86	2003.34	2003.6	1184.0
2014-06-15 20:10:00	ES	Futures	2003.34	2003.6	2003.34	2003.6	384.0
2014-06-15 20:15:00	ES	Futures	2003.6	2004.12	2002.04	2002.04	2115.0
2014-06-15 20:20:00	ES	Futures	2002.3	2002.3	2000.47	2002.04	2769.0
2014-06-15 20:25:00	ES	Futures	2002.04	2002.56	2001.78	2002.3	850.0
2014-06-15 20:30:00	ES	Futures	2002.3	2002.3	2000.99	2001.78	558.0
2014-06-15 20:35:00	ES	Futures	2002.04	2002.56	2001.52	2002.56	846.0
2014-06-15 20:40:00	ES	Futures	2002.56	2003.08	2002.3	2002.56	591.0
2014-06-15 20:45:00	ES	Futures	2002.3	2003.6	2002.3	2003.6	652.0
2014-06-15 20:50:00	ES	Futures	2003.6	2003.6	2002.82	2003.34	325.0
2014-06-15 20:55:00	ES	Futures	2003.08	2003.6	2003.08	2003.6	163.0
2014-06-15 21:00:00	ES	Futures	2003.6	2003.86	2003.08	2003.34	587.0
2014-06-15 21:05:00	ES	Futures	2003.08	2003.34	2002.56	2002.56	442.0
2014-06-15 21:10:00	ES	Futures	2002.82	2003.08	2002.56	2002.56	374.0
2014-06-15 21:15:00	ES	Futures	2002.56	2002.82	2002.56	2002.82	241.0
2014-06-15 21:20:00	ES	Futures	2002.56	2002.82	2002.56	2002.82	183.0
2014-06-15 21:25:00	ES	Futures	2002.56	2002.56	2001.25	2001.52	2568.0
2014-06-15 21:30:00	ES	Futures	2001.78	2002.3	2001.25	2002.3	665.0
2014-06-15 21:35:00	ES	Futures	2002.3	2002.82	2002.04	2002.04	509.0
2014-06-15 21:40:00	ES	Futures	2002.04	2002.3	2002.04	2002.3	78.0
2014-06-15 21:45:00	ES	Futures	2002.3	2002.56	2002.04	2002.56	304.0
2014-06-15 21:50:00	ES	Futures	2002.56	2003.34	2002.3	2003.34	296.0
2014-06-15 21:55:00	ES	Futures	2003.34	2003.86	2003.08	2003.86	472.0
2014-06-15 22:00:00	ES	Futures	2003.86	2003.86	2003.34	2003.6	599.0
2014-06-15 22:05:00	ES	Futures	2003.34	2003.86	2003.08	2003.86	494.0

> showing 50 of 2,257 rows — these rows as CSV

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