PREVIEW / futures_5min / 2014-06-19

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-06-19.parquet
  size:    206 KB
  rows:    14,079

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
2014-06-19 00:00:00	ES	Futures	2032.79	2032.79	2032.53	2032.79	66.0
2014-06-19 00:05:00	ES	Futures	2032.53	2032.79	2032.53	2032.79	66.0
2014-06-19 00:10:00	ES	Futures	2032.53	2032.79	2032.53	2032.53	32.0
2014-06-19 00:15:00	ES	Futures	2032.53	2032.79	2032.53	2032.53	16.0
2014-06-19 00:20:00	ES	Futures	2032.53	2032.53	2032.01	2032.27	316.0
2014-06-19 00:25:00	ES	Futures	2032.27	2032.27	2032.27	2032.27	49.0
2014-06-19 00:30:00	ES	Futures	2032.53	2032.79	2032.27	2032.53	126.0
2014-06-19 00:35:00	ES	Futures	2032.79	2032.79	2032.53	2032.53	60.0
2014-06-19 00:40:00	ES	Futures	2032.53	2032.79	2032.53	2032.53	14.0
2014-06-19 00:45:00	ES	Futures	2032.53	2032.79	2032.53	2032.53	73.0
2014-06-19 00:50:00	ES	Futures	2032.53	2032.79	2032.53	2032.79	36.0
2014-06-19 00:55:00	ES	Futures	2032.53	2032.79	2032.27	2032.53	76.0
2014-06-19 01:00:00	ES	Futures	2032.53	2032.79	2032.27	2032.27	126.0
2014-06-19 01:05:00	ES	Futures	2032.53	2032.79	2032.53	2032.53	84.0
2014-06-19 01:10:00	ES	Futures	2032.53	2032.79	2032.53	2032.53	62.0
2014-06-19 01:15:00	ES	Futures	2032.27	2032.53	2032.27	2032.53	69.0
2014-06-19 01:20:00	ES	Futures	2032.79	2032.79	2032.27	2032.53	561.0
2014-06-19 01:25:00	ES	Futures	2032.53	2032.53	2032.01	2032.27	390.0
2014-06-19 01:30:00	ES	Futures	2032.53	2032.79	2032.53	2032.53	201.0
2014-06-19 01:35:00	ES	Futures	2032.79	2032.79	2032.53	2032.79	188.0
2014-06-19 01:40:00	ES	Futures	2032.53	2032.79	2032.53	2032.79	33.0
2014-06-19 01:45:00	ES	Futures	2032.79	2032.79	2032.27	2032.79	72.0
2014-06-19 01:50:00	ES	Futures	2032.79	2033.05	2032.53	2033.05	204.0
2014-06-19 01:55:00	ES	Futures	2033.05	2033.05	2032.79	2032.79	315.0
2014-06-19 02:00:00	ES	Futures	2032.79	2033.05	2032.27	2032.53	966.0
2014-06-19 02:05:00	ES	Futures	2032.53	2032.79	2032.53	2032.79	423.0
2014-06-19 02:10:00	ES	Futures	2032.79	2033.57	2032.79	2033.57	1015.0
2014-06-19 02:15:00	ES	Futures	2033.57	2033.57	2033.05	2033.05	308.0
2014-06-19 02:20:00	ES	Futures	2033.05	2033.31	2033.05	2033.05	31.0
2014-06-19 02:25:00	ES	Futures	2033.05	2033.31	2033.05	2033.05	420.0
2014-06-19 02:30:00	ES	Futures	2033.05	2033.57	2033.05	2033.57	514.0
2014-06-19 02:35:00	ES	Futures	2033.57	2033.83	2033.31	2033.31	1133.0
2014-06-19 02:40:00	ES	Futures	2033.57	2033.83	2033.31	2033.57	412.0
2014-06-19 02:45:00	ES	Futures	2033.31	2033.57	2033.05	2033.05	625.0
2014-06-19 02:50:00	ES	Futures	2033.05	2033.57	2033.05	2033.31	1091.0
2014-06-19 02:55:00	ES	Futures	2033.05	2033.57	2033.05	2033.05	1270.0
2014-06-19 03:00:00	ES	Futures	2033.31	2033.31	2032.01	2032.27	2802.0
2014-06-19 03:05:00	ES	Futures	2032.27	2032.27	2031.75	2032.01	2958.0
2014-06-19 03:10:00	ES	Futures	2032.01	2032.01	2031.23	2031.23	2918.0
2014-06-19 03:15:00	ES	Futures	2031.49	2032.27	2031.23	2032.01	2946.0
2014-06-19 03:20:00	ES	Futures	2032.01	2032.27	2031.49	2031.49	867.0
2014-06-19 03:25:00	ES	Futures	2031.49	2032.01	2031.49	2031.49	890.0
2014-06-19 03:30:00	ES	Futures	2031.49	2031.75	2031.23	2031.49	2189.0
2014-06-19 03:35:00	ES	Futures	2031.49	2031.75	2031.23	2031.49	1034.0
2014-06-19 03:40:00	ES	Futures	2031.75	2031.75	2031.23	2031.49	745.0
2014-06-19 03:45:00	ES	Futures	2031.49	2031.49	2031.23	2031.23	415.0
2014-06-19 03:50:00	ES	Futures	2031.23	2031.75	2031.23	2031.49	899.0
2014-06-19 03:55:00	ES	Futures	2031.49	2032.01	2031.49	2031.75	1382.0
2014-06-19 04:00:00	ES	Futures	2031.75	2032.01	2031.49	2031.75	998.0
2014-06-19 04:05:00	ES	Futures	2031.75	2032.01	2031.75	2031.75	492.0

> showing 50 of 14,079 rows — these rows as CSV

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