PREVIEW / futures_5min / 2014-06-20

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-06-20.parquet
  size:    175 KB
  rows:    11,575

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
2014-06-20 00:00:00	ES	Futures	2032.53	2032.53	2032.27	2032.53	99.0
2014-06-20 00:05:00	ES	Futures	2032.27	2032.53	2032.27	2032.53	78.0
2014-06-20 00:10:00	ES	Futures	2032.27	2032.53	2032.01	2032.01	304.0
2014-06-20 00:15:00	ES	Futures	2032.27	2032.27	2032.01	2032.27	430.0
2014-06-20 00:20:00	ES	Futures	2032.27	2032.27	2032.01	2032.27	54.0
2014-06-20 00:25:00	ES	Futures	2032.27	2032.79	2032.01	2032.53	112.0
2014-06-20 00:30:00	ES	Futures	2032.53	2032.79	2032.27	2032.53	168.0
2014-06-20 00:35:00	ES	Futures	2032.53	2032.53	2032.27	2032.53	40.0
2014-06-20 00:40:00	ES	Futures	2032.53	2032.53	2032.27	2032.53	174.0
2014-06-20 00:45:00	ES	Futures	2032.53	2032.53	2032.27	2032.53	82.0
2014-06-20 00:50:00	ES	Futures	2032.53	2032.53	2032.27	2032.27	55.0
2014-06-20 00:55:00	ES	Futures	2032.53	2032.79	2032.53	2032.79	207.0
2014-06-20 01:00:00	ES	Futures	2032.79	2033.05	2032.53	2032.79	155.0
2014-06-20 01:05:00	ES	Futures	2032.79	2032.79	2032.27	2032.53	346.0
2014-06-20 01:10:00	ES	Futures	2032.27	2032.79	2032.01	2032.27	375.0
2014-06-20 01:15:00	ES	Futures	2032.27	2032.53	2032.01	2032.27	373.0
2014-06-20 01:20:00	ES	Futures	2032.27	2032.53	2032.01	2032.27	144.0
2014-06-20 01:25:00	ES	Futures	2032.53	2032.53	2032.01	2032.01	82.0
2014-06-20 01:30:00	ES	Futures	2032.01	2032.27	2032.01	2032.27	70.0
2014-06-20 01:35:00	ES	Futures	2032.27	2032.53	2032.01	2032.27	171.0
2014-06-20 01:40:00	ES	Futures	2032.27	2032.27	2032.01	2032.27	148.0
2014-06-20 01:45:00	ES	Futures	2032.27	2032.53	2032.01	2032.01	32.0
2014-06-20 01:50:00	ES	Futures	2032.01	2032.27	2032.01	2032.01	36.0
2014-06-20 01:55:00	ES	Futures	2032.27	2032.27	2032.01	2032.01	182.0
2014-06-20 02:00:00	ES	Futures	2032.27	2032.53	2032.01	2032.01	641.0
2014-06-20 02:05:00	ES	Futures	2032.01	2032.53	2032.01	2032.01	454.0
2014-06-20 02:10:00	ES	Futures	2032.27	2032.27	2032.01	2032.01	213.0
2014-06-20 02:15:00	ES	Futures	2032.01	2032.27	2031.75	2031.75	521.0
2014-06-20 02:20:00	ES	Futures	2032.01	2032.01	2031.75	2032.01	283.0
2014-06-20 02:25:00	ES	Futures	2032.01	2032.01	2031.49	2031.75	1194.0
2014-06-20 02:30:00	ES	Futures	2031.49	2031.75	2031.49	2031.75	597.0
2014-06-20 02:35:00	ES	Futures	2031.49	2031.75	2031.23	2031.49	617.0
2014-06-20 02:40:00	ES	Futures	2031.75	2032.01	2031.49	2031.75	408.0
2014-06-20 02:45:00	ES	Futures	2031.49	2031.75	2031.23	2031.75	498.0
2014-06-20 02:50:00	ES	Futures	2031.49	2031.75	2031.23	2031.49	344.0
2014-06-20 02:55:00	ES	Futures	2031.49	2031.49	2031.23	2031.49	600.0
2014-06-20 03:00:00	ES	Futures	2031.75	2032.01	2030.96	2031.75	1068.0
2014-06-20 03:05:00	ES	Futures	2032.01	2032.53	2031.49	2031.75	2486.0
2014-06-20 03:10:00	ES	Futures	2031.75	2032.01	2031.49	2032.01	1569.0
2014-06-20 03:15:00	ES	Futures	2031.75	2032.27	2031.49	2032.01	848.0
2014-06-20 03:20:00	ES	Futures	2032.27	2032.53	2031.75	2032.01	1527.0
2014-06-20 03:25:00	ES	Futures	2031.75	2032.53	2031.75	2032.01	1032.0
2014-06-20 03:30:00	ES	Futures	2032.01	2032.53	2032.01	2032.27	1275.0
2014-06-20 03:35:00	ES	Futures	2032.27	2032.53	2032.01	2032.27	1014.0
2014-06-20 03:40:00	ES	Futures	2032.27	2032.53	2031.75	2031.75	852.0
2014-06-20 03:45:00	ES	Futures	2032.01	2032.27	2031.75	2032.01	456.0
2014-06-20 03:50:00	ES	Futures	2032.27	2032.53	2032.01	2032.01	712.0
2014-06-20 03:55:00	ES	Futures	2032.01	2032.27	2031.75	2032.01	707.0
2014-06-20 04:00:00	ES	Futures	2031.75	2032.01	2031.75	2032.01	930.0
2014-06-20 04:05:00	ES	Futures	2031.75	2032.27	2031.75	2032.01	488.0

> showing 50 of 11,575 rows — these rows as CSV

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