PREVIEW / futures_5min / 2014-06-24

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-06-24.parquet
  size:    204 KB
  rows:    13,685

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
2014-06-24 00:00:00	ES	Futures	2033.05	2033.31	2033.05	2033.31	462.0
2014-06-24 00:05:00	ES	Futures	2033.31	2033.57	2033.05	2033.57	113.0
2014-06-24 00:10:00	ES	Futures	2033.31	2033.31	2033.31	2033.31	19.0
2014-06-24 00:15:00	ES	Futures	2033.57	2033.57	2033.31	2033.31	59.0
2014-06-24 00:20:00	ES	Futures	2033.57	2033.83	2033.57	2033.83	248.0
2014-06-24 00:25:00	ES	Futures	2033.83	2033.83	2033.57	2033.57	20.0
2014-06-24 00:30:00	ES	Futures	2033.83	2033.83	2033.57	2033.57	273.0
2014-06-24 00:35:00	ES	Futures	2033.57	2033.83	2033.57	2033.83	36.0
2014-06-24 00:40:00	ES	Futures	2033.83	2033.83	2033.57	2033.57	5.0
2014-06-24 00:45:00	ES	Futures	2033.83	2033.83	2033.57	2033.83	502.0
2014-06-24 00:50:00	ES	Futures	2033.83	2033.83	2033.57	2033.83	148.0
2014-06-24 00:55:00	ES	Futures	2033.83	2034.09	2033.83	2033.83	42.0
2014-06-24 01:00:00	ES	Futures	2034.09	2034.09	2033.83	2034.09	293.0
2014-06-24 01:05:00	ES	Futures	2034.09	2034.09	2033.83	2034.09	19.0
2014-06-24 01:10:00	ES	Futures	2034.09	2034.09	2034.09	2034.09	14.0
2014-06-24 01:15:00	ES	Futures	2034.09	2034.09	2033.31	2033.57	358.0
2014-06-24 01:20:00	ES	Futures	2033.57	2033.83	2033.57	2033.83	130.0
2014-06-24 01:25:00	ES	Futures	2033.83	2034.35	2033.83	2034.09	441.0
2014-06-24 01:30:00	ES	Futures	2033.83	2033.83	2033.31	2033.57	343.0
2014-06-24 01:35:00	ES	Futures	2033.31	2033.83	2033.31	2033.83	266.0
2014-06-24 01:40:00	ES	Futures	2033.83	2034.09	2033.31	2033.31	315.0
2014-06-24 01:45:00	ES	Futures	2033.57	2033.57	2033.31	2033.31	200.0
2014-06-24 01:50:00	ES	Futures	2033.57	2033.83	2033.57	2033.83	141.0
2014-06-24 01:55:00	ES	Futures	2033.83	2033.83	2033.31	2033.57	258.0
2014-06-24 02:00:00	ES	Futures	2033.57	2034.61	2033.31	2034.35	1174.0
2014-06-24 02:05:00	ES	Futures	2034.35	2034.61	2034.09	2034.61	259.0
2014-06-24 02:10:00	ES	Futures	2034.61	2035.4	2034.35	2035.13	1369.0
2014-06-24 02:15:00	ES	Futures	2035.13	2035.4	2034.87	2035.13	1336.0
2014-06-24 02:20:00	ES	Futures	2035.13	2035.13	2034.87	2035.13	44.0
2014-06-24 02:25:00	ES	Futures	2035.13	2035.4	2034.87	2035.13	564.0
2014-06-24 02:30:00	ES	Futures	2035.13	2035.66	2035.13	2035.4	710.0
2014-06-24 02:35:00	ES	Futures	2035.4	2035.66	2035.13	2035.4	388.0
2014-06-24 02:40:00	ES	Futures	2035.66	2035.66	2035.4	2035.66	85.0
2014-06-24 02:45:00	ES	Futures	2035.66	2035.66	2035.4	2035.66	91.0
2014-06-24 02:50:00	ES	Futures	2035.4	2035.4	2034.87	2035.13	437.0
2014-06-24 02:55:00	ES	Futures	2035.13	2035.92	2035.13	2035.92	1180.0
2014-06-24 03:00:00	ES	Futures	2035.66	2036.18	2035.13	2035.4	2479.0
2014-06-24 03:05:00	ES	Futures	2035.66	2036.18	2035.4	2035.92	2046.0
2014-06-24 03:10:00	ES	Futures	2035.66	2036.18	2035.4	2035.66	2589.0
2014-06-24 03:15:00	ES	Futures	2035.4	2035.92	2034.87	2035.13	2044.0
2014-06-24 03:20:00	ES	Futures	2035.13	2035.4	2034.87	2035.4	1242.0
2014-06-24 03:25:00	ES	Futures	2035.4	2035.66	2034.87	2034.87	1516.0
2014-06-24 03:30:00	ES	Futures	2035.13	2035.4	2034.61	2035.13	1965.0
2014-06-24 03:35:00	ES	Futures	2034.87	2035.4	2034.61	2034.61	817.0
2014-06-24 03:40:00	ES	Futures	2034.61	2034.87	2034.09	2034.09	2451.0
2014-06-24 03:45:00	ES	Futures	2034.09	2035.13	2034.09	2035.13	1033.0
2014-06-24 03:50:00	ES	Futures	2034.87	2035.13	2034.87	2034.87	633.0
2014-06-24 03:55:00	ES	Futures	2034.87	2035.13	2034.61	2034.61	550.0
2014-06-24 04:00:00	ES	Futures	2034.61	2034.87	2033.83	2034.09	4108.0
2014-06-24 04:05:00	ES	Futures	2034.09	2034.61	2033.57	2034.61	2235.0

> showing 50 of 13,685 rows — these rows as CSV

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