PREVIEW / futures_5min / 2014-06-26

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-06-26.parquet
  size:    202 KB
  rows:    13,709

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
2014-06-26 00:00:00	ES	Futures	2032.27	2032.79	2032.27	2032.53	103.0
2014-06-26 00:05:00	ES	Futures	2032.53	2032.79	2032.53	2032.79	53.0
2014-06-26 00:10:00	ES	Futures	2032.79	2033.31	2032.79	2033.31	1069.0
2014-06-26 00:15:00	ES	Futures	2033.05	2033.05	2032.79	2033.05	328.0
2014-06-26 00:20:00	ES	Futures	2033.05	2033.05	2032.79	2032.79	158.0
2014-06-26 00:25:00	ES	Futures	2033.05	2033.05	2032.79	2032.79	9.0
2014-06-26 00:30:00	ES	Futures	2033.05	2033.05	2032.79	2033.05	141.0
2014-06-26 00:35:00	ES	Futures	2033.05	2033.05	2032.79	2033.05	20.0
2014-06-26 00:40:00	ES	Futures	2033.05	2033.05	2032.79	2032.79	377.0
2014-06-26 00:45:00	ES	Futures	2032.79	2032.79	2032.53	2032.53	12.0
2014-06-26 00:50:00	ES	Futures	2032.53	2033.05	2032.53	2033.05	64.0
2014-06-26 00:55:00	ES	Futures	2033.05	2033.05	2033.05	2033.05	22.0
2014-06-26 01:00:00	ES	Futures	2032.79	2032.79	2032.79	2032.79	5.0
2014-06-26 01:05:00	ES	Futures	2033.05	2033.31	2033.05	2033.05	152.0
2014-06-26 01:10:00	ES	Futures	2033.05	2033.05	2032.79	2033.05	149.0
2014-06-26 01:15:00	ES	Futures	2033.05	2033.31	2033.05	2033.05	47.0
2014-06-26 01:20:00	ES	Futures	2033.05	2033.57	2032.79	2033.31	1047.0
2014-06-26 01:25:00	ES	Futures	2033.31	2033.57	2033.05	2033.31	308.0
2014-06-26 01:30:00	ES	Futures	2033.57	2033.57	2033.05	2033.31	1072.0
2014-06-26 01:35:00	ES	Futures	2033.57	2033.57	2033.05	2033.05	207.0
2014-06-26 01:40:00	ES	Futures	2033.31	2033.57	2033.05	2033.31	195.0
2014-06-26 01:45:00	ES	Futures	2033.05	2033.57	2033.05	2033.31	472.0
2014-06-26 01:50:00	ES	Futures	2033.05	2033.31	2033.05	2033.31	212.0
2014-06-26 01:55:00	ES	Futures	2033.31	2033.31	2032.79	2032.79	432.0
2014-06-26 02:00:00	ES	Futures	2032.79	2033.57	2032.79	2033.57	769.0
2014-06-26 02:05:00	ES	Futures	2033.57	2033.57	2033.05	2033.31	466.0
2014-06-26 02:10:00	ES	Futures	2033.31	2033.31	2033.05	2033.31	127.0
2014-06-26 02:15:00	ES	Futures	2033.05	2033.57	2033.05	2033.05	386.0
2014-06-26 02:20:00	ES	Futures	2033.05	2033.57	2033.05	2033.05	600.0
2014-06-26 02:25:00	ES	Futures	2033.05	2033.31	2033.05	2033.05	225.0
2014-06-26 02:30:00	ES	Futures	2033.05	2033.31	2033.05	2033.05	152.0
2014-06-26 02:35:00	ES	Futures	2033.05	2033.31	2032.79	2032.79	202.0
2014-06-26 02:40:00	ES	Futures	2032.79	2033.05	2032.79	2032.79	947.0
2014-06-26 02:45:00	ES	Futures	2032.79	2033.05	2032.53	2032.79	246.0
2014-06-26 02:50:00	ES	Futures	2032.53	2032.79	2032.53	2032.79	473.0
2014-06-26 02:55:00	ES	Futures	2032.53	2032.53	2032.27	2032.27	304.0
2014-06-26 03:00:00	ES	Futures	2032.27	2032.53	2031.49	2031.75	2412.0
2014-06-26 03:05:00	ES	Futures	2031.75	2032.53	2031.75	2031.75	1731.0
2014-06-26 03:10:00	ES	Futures	2031.49	2032.01	2030.96	2031.75	2112.0
2014-06-26 03:15:00	ES	Futures	2031.75	2032.01	2031.49	2031.49	1145.0
2014-06-26 03:20:00	ES	Futures	2031.49	2032.27	2031.49	2032.27	1639.0
2014-06-26 03:25:00	ES	Futures	2032.27	2032.27	2031.49	2031.75	1203.0
2014-06-26 03:30:00	ES	Futures	2031.75	2032.01	2031.23	2031.49	1532.0
2014-06-26 03:35:00	ES	Futures	2031.75	2032.01	2031.49	2031.75	907.0
2014-06-26 03:40:00	ES	Futures	2032.01	2032.01	2031.23	2031.75	1244.0
2014-06-26 03:45:00	ES	Futures	2031.75	2032.01	2031.49	2032.01	1649.0
2014-06-26 03:50:00	ES	Futures	2031.75	2032.53	2031.75	2032.27	772.0
2014-06-26 03:55:00	ES	Futures	2032.27	2032.27	2032.01	2032.01	613.0
2014-06-26 04:00:00	ES	Futures	2032.01	2032.01	2030.96	2030.96	1361.0
2014-06-26 04:05:00	ES	Futures	2030.96	2031.75	2030.96	2031.49	921.0

> showing 50 of 13,709 rows — these rows as CSV

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