PREVIEW / futures_5min / 2014-06-16

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-06-16.parquet
  size:    191 KB
  rows:    13,476

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
2014-06-16 00:00:00	ES	Futures	2003.08	2003.08	2002.82	2002.82	87.0
2014-06-16 00:05:00	ES	Futures	2002.82	2003.08	2002.56	2003.08	78.0
2014-06-16 00:10:00	ES	Futures	2003.08	2003.34	2002.82	2003.08	185.0
2014-06-16 00:15:00	ES	Futures	2002.82	2003.08	2002.82	2003.08	40.0
2014-06-16 00:20:00	ES	Futures	2003.08	2003.08	2002.82	2003.08	49.0
2014-06-16 00:25:00	ES	Futures	2003.08	2003.08	2002.82	2003.08	67.0
2014-06-16 00:30:00	ES	Futures	2003.08	2003.08	2002.82	2003.08	26.0
2014-06-16 00:35:00	ES	Futures	2003.08	2003.08	2002.82	2003.08	51.0
2014-06-16 00:40:00	ES	Futures	2003.08	2003.08	2002.82	2003.08	221.0
2014-06-16 00:45:00	ES	Futures	2002.82	2003.34	2002.82	2003.34	106.0
2014-06-16 00:50:00	ES	Futures	2003.08	2003.34	2003.08	2003.34	82.0
2014-06-16 00:55:00	ES	Futures	2003.34	2003.34	2002.56	2002.82	314.0
2014-06-16 01:00:00	ES	Futures	2002.82	2003.86	2002.04	2003.86	979.0
2014-06-16 01:05:00	ES	Futures	2003.86	2003.86	2003.6	2003.86	61.0
2014-06-16 01:10:00	ES	Futures	2003.86	2003.86	2003.6	2003.86	108.0
2014-06-16 01:15:00	ES	Futures	2004.12	2004.12	2003.86	2004.12	375.0
2014-06-16 01:20:00	ES	Futures	2003.86	2004.12	2003.6	2004.12	400.0
2014-06-16 01:25:00	ES	Futures	2004.12	2004.12	2003.86	2003.86	244.0
2014-06-16 01:30:00	ES	Futures	2003.86	2004.38	2003.6	2004.12	570.0
2014-06-16 01:35:00	ES	Futures	2004.38	2004.38	2004.12	2004.12	243.0
2014-06-16 01:40:00	ES	Futures	2004.12	2004.64	2004.12	2004.12	524.0
2014-06-16 01:45:00	ES	Futures	2004.12	2004.38	2004.12	2004.38	196.0
2014-06-16 01:50:00	ES	Futures	2004.38	2004.64	2004.38	2004.64	129.0
2014-06-16 01:55:00	ES	Futures	2004.64	2005.42	2004.38	2005.42	664.0
2014-06-16 02:00:00	ES	Futures	2005.16	2005.69	2005.16	2005.69	1194.0
2014-06-16 02:05:00	ES	Futures	2005.42	2005.95	2005.42	2005.42	641.0
2014-06-16 02:10:00	ES	Futures	2005.69	2005.69	2005.42	2005.69	457.0
2014-06-16 02:15:00	ES	Futures	2005.42	2005.95	2005.42	2005.69	279.0
2014-06-16 02:20:00	ES	Futures	2005.42	2005.69	2005.16	2005.42	547.0
2014-06-16 02:25:00	ES	Futures	2005.69	2005.95	2005.42	2005.69	241.0
2014-06-16 02:30:00	ES	Futures	2005.42	2005.69	2005.16	2005.42	455.0
2014-06-16 02:35:00	ES	Futures	2005.42	2005.42	2005.16	2005.42	103.0
2014-06-16 02:40:00	ES	Futures	2005.16	2005.42	2004.9	2005.16	75.0
2014-06-16 02:45:00	ES	Futures	2004.9	2005.16	2004.38	2004.38	342.0
2014-06-16 02:50:00	ES	Futures	2004.64	2004.64	2004.38	2004.64	56.0
2014-06-16 02:55:00	ES	Futures	2004.64	2004.64	2003.6	2004.12	1191.0
2014-06-16 03:00:00	ES	Futures	2003.86	2004.64	2003.86	2004.12	2000.0
2014-06-16 03:05:00	ES	Futures	2004.12	2005.69	2003.86	2005.69	1344.0
2014-06-16 03:10:00	ES	Futures	2005.69	2005.95	2004.9	2005.42	1325.0
2014-06-16 03:15:00	ES	Futures	2005.69	2006.21	2005.42	2005.69	1532.0
2014-06-16 03:20:00	ES	Futures	2005.95	2006.73	2005.42	2006.47	1747.0
2014-06-16 03:25:00	ES	Futures	2006.47	2006.99	2005.95	2005.95	1219.0
2014-06-16 03:30:00	ES	Futures	2005.95	2006.47	2005.69	2005.95	1202.0
2014-06-16 03:35:00	ES	Futures	2006.21	2006.21	2005.69	2005.95	999.0
2014-06-16 03:40:00	ES	Futures	2005.69	2006.47	2005.69	2005.95	516.0
2014-06-16 03:45:00	ES	Futures	2006.21	2006.47	2006.21	2006.47	984.0
2014-06-16 03:50:00	ES	Futures	2006.21	2006.73	2005.69	2005.95	713.0
2014-06-16 03:55:00	ES	Futures	2005.95	2006.21	2005.69	2005.95	861.0
2014-06-16 04:00:00	ES	Futures	2005.95	2006.47	2005.42	2005.42	1191.0
2014-06-16 04:05:00	ES	Futures	2005.42	2005.69	2004.9	2004.9	1597.0

> showing 50 of 13,476 rows — these rows as CSV

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