PREVIEW / futures_5min / 2014-06-22

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-06-22.parquet
  size:    42 KB
  rows:    2,198

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
2014-06-22 18:00:00	ES	Futures	2035.66	2036.18	2035.4	2036.18	1065.0
2014-06-22 18:05:00	ES	Futures	2036.18	2036.7	2035.92	2036.7	296.0
2014-06-22 18:10:00	ES	Futures	2036.7	2036.7	2036.18	2036.18	113.0
2014-06-22 18:15:00	ES	Futures	2036.44	2036.7	2036.18	2036.44	79.0
2014-06-22 18:20:00	ES	Futures	2036.18	2036.18	2035.92	2036.18	165.0
2014-06-22 18:25:00	ES	Futures	2036.18	2036.44	2036.18	2036.44	66.0
2014-06-22 18:30:00	ES	Futures	2036.44	2036.44	2036.18	2036.18	83.0
2014-06-22 18:35:00	ES	Futures	2036.18	2036.18	2036.18	2036.18	44.0
2014-06-22 18:40:00	ES	Futures	2036.18	2036.18	2036.18	2036.18	25.0
2014-06-22 18:45:00	ES	Futures	2036.44	2036.44	2035.92	2035.92	140.0
2014-06-22 18:50:00	ES	Futures	2035.92	2036.44	2035.92	2036.44	58.0
2014-06-22 18:55:00	ES	Futures	2036.44	2036.44	2036.18	2036.18	29.0
2014-06-22 19:00:00	ES	Futures	2036.18	2036.44	2036.18	2036.18	61.0
2014-06-22 19:05:00	ES	Futures	2036.18	2036.44	2035.92	2036.18	96.0
2014-06-22 19:10:00	ES	Futures	2035.92	2036.44	2035.92	2036.18	70.0
2014-06-22 19:15:00	ES	Futures	2036.18	2036.44	2036.18	2036.44	62.0
2014-06-22 19:20:00	ES	Futures	2036.44	2036.44	2036.44	2036.44	20.0
2014-06-22 19:25:00	ES	Futures	2036.44	2036.7	2036.44	2036.44	55.0
2014-06-22 19:30:00	ES	Futures	2036.7	2036.7	2036.44	2036.44	28.0
2014-06-22 19:35:00	ES	Futures	2036.44	2036.7	2036.44	2036.7	52.0
2014-06-22 19:40:00	ES	Futures	2036.96	2037.22	2036.7	2036.96	255.0
2014-06-22 19:45:00	ES	Futures	2036.96	2037.22	2036.96	2036.96	65.0
2014-06-22 19:50:00	ES	Futures	2037.22	2037.22	2036.96	2037.22	59.0
2014-06-22 19:55:00	ES	Futures	2037.22	2037.22	2036.96	2036.96	99.0
2014-06-22 20:00:00	ES	Futures	2036.96	2037.48	2036.96	2037.48	158.0
2014-06-22 20:05:00	ES	Futures	2037.22	2037.48	2037.22	2037.22	238.0
2014-06-22 20:10:00	ES	Futures	2037.48	2037.74	2037.48	2037.74	538.0
2014-06-22 20:15:00	ES	Futures	2037.48	2038.26	2037.48	2037.74	787.0
2014-06-22 20:20:00	ES	Futures	2037.74	2038.0	2037.74	2038.0	168.0
2014-06-22 20:25:00	ES	Futures	2037.74	2038.0	2037.74	2038.0	486.0
2014-06-22 20:30:00	ES	Futures	2037.74	2038.52	2037.74	2038.26	944.0
2014-06-22 20:35:00	ES	Futures	2038.52	2038.52	2038.0	2038.0	463.0
2014-06-22 20:40:00	ES	Futures	2038.0	2038.26	2038.0	2038.0	250.0
2014-06-22 20:45:00	ES	Futures	2038.26	2038.26	2038.0	2038.0	93.0
2014-06-22 20:50:00	ES	Futures	2038.26	2038.52	2038.0	2038.52	358.0
2014-06-22 20:55:00	ES	Futures	2038.52	2038.52	2038.26	2038.52	391.0
2014-06-22 21:00:00	ES	Futures	2038.52	2038.52	2038.0	2038.0	160.0
2014-06-22 21:05:00	ES	Futures	2038.26	2038.26	2038.0	2038.0	313.0
2014-06-22 21:10:00	ES	Futures	2038.0	2039.04	2038.0	2038.78	916.0
2014-06-22 21:15:00	ES	Futures	2038.78	2039.57	2038.78	2039.57	1231.0
2014-06-22 21:20:00	ES	Futures	2039.57	2039.83	2039.04	2039.57	965.0
2014-06-22 21:25:00	ES	Futures	2039.83	2039.83	2039.3	2039.3	663.0
2014-06-22 21:30:00	ES	Futures	2039.3	2039.83	2039.3	2039.3	279.0
2014-06-22 21:35:00	ES	Futures	2039.57	2039.83	2039.3	2039.57	270.0
2014-06-22 21:40:00	ES	Futures	2039.57	2039.83	2039.3	2039.57	290.0
2014-06-22 21:45:00	ES	Futures	2039.83	2042.95	2039.83	2041.91	9616.0
2014-06-22 21:50:00	ES	Futures	2041.65	2041.91	2041.65	2041.91	402.0
2014-06-22 21:55:00	ES	Futures	2041.91	2041.91	2040.87	2041.13	1132.0
2014-06-22 22:00:00	ES	Futures	2040.87	2041.39	2040.87	2040.87	550.0
2014-06-22 22:05:00	ES	Futures	2040.87	2041.13	2040.35	2040.61	715.0

> showing 50 of 2,198 rows — these rows as CSV

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