PREVIEW / futures_5min / 2014-06-29

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-06-29.parquet
  size:    34 KB
  rows:    2,028

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
2014-06-29 18:00:00	ES	Futures	2034.61	2035.4	2033.83	2035.4	1464.0
2014-06-29 18:05:00	ES	Futures	2035.4	2036.7	2035.4	2036.18	828.0
2014-06-29 18:10:00	ES	Futures	2036.18	2036.44	2036.18	2036.44	127.0
2014-06-29 18:15:00	ES	Futures	2036.18	2036.44	2035.4	2035.4	358.0
2014-06-29 18:20:00	ES	Futures	2035.4	2035.66	2035.4	2035.4	78.0
2014-06-29 18:25:00	ES	Futures	2035.4	2035.66	2035.4	2035.66	113.0
2014-06-29 18:30:00	ES	Futures	2035.66	2035.66	2035.4	2035.4	41.0
2014-06-29 18:35:00	ES	Futures	2035.4	2035.66	2035.4	2035.4	20.0
2014-06-29 18:40:00	ES	Futures	2035.4	2035.66	2035.4	2035.66	27.0
2014-06-29 18:45:00	ES	Futures	2035.66	2035.92	2035.66	2035.66	272.0
2014-06-29 18:50:00	ES	Futures	2035.66	2035.92	2035.4	2035.92	194.0
2014-06-29 18:55:00	ES	Futures	2035.92	2036.18	2035.4	2035.4	108.0
2014-06-29 19:00:00	ES	Futures	2035.66	2035.66	2035.13	2035.4	106.0
2014-06-29 19:05:00	ES	Futures	2035.4	2035.66	2035.4	2035.4	25.0
2014-06-29 19:10:00	ES	Futures	2035.4	2035.66	2035.4	2035.4	51.0
2014-06-29 19:15:00	ES	Futures	2035.4	2035.66	2035.4	2035.66	14.0
2014-06-29 19:20:00	ES	Futures	2035.66	2035.66	2035.66	2035.66	2.0
2014-06-29 19:25:00	ES	Futures	2035.4	2035.4	2035.4	2035.4	11.0
2014-06-29 19:30:00	ES	Futures	2035.4	2035.66	2035.13	2035.13	101.0
2014-06-29 19:35:00	ES	Futures	2035.4	2035.4	2035.13	2035.4	17.0
2014-06-29 19:40:00	ES	Futures	2035.13	2035.4	2035.13	2035.4	84.0
2014-06-29 19:45:00	ES	Futures	2035.4	2035.92	2035.13	2035.66	207.0
2014-06-29 19:50:00	ES	Futures	2035.66	2035.92	2035.4	2035.4	47.0
2014-06-29 19:55:00	ES	Futures	2035.4	2036.18	2035.4	2036.18	417.0
2014-06-29 20:00:00	ES	Futures	2036.44	2036.44	2035.92	2035.92	515.0
2014-06-29 20:05:00	ES	Futures	2036.18	2036.18	2035.66	2035.66	206.0
2014-06-29 20:10:00	ES	Futures	2035.66	2035.92	2035.4	2035.66	196.0
2014-06-29 20:15:00	ES	Futures	2035.4	2035.66	2035.13	2035.4	134.0
2014-06-29 20:20:00	ES	Futures	2035.13	2035.4	2034.87	2035.13	456.0
2014-06-29 20:25:00	ES	Futures	2035.13	2035.4	2035.13	2035.13	228.0
2014-06-29 20:30:00	ES	Futures	2035.13	2035.4	2035.13	2035.4	157.0
2014-06-29 20:35:00	ES	Futures	2035.66	2035.66	2035.13	2035.4	208.0
2014-06-29 20:40:00	ES	Futures	2035.13	2035.4	2034.35	2034.87	934.0
2014-06-29 20:45:00	ES	Futures	2034.61	2035.13	2034.35	2034.61	662.0
2014-06-29 20:50:00	ES	Futures	2034.61	2034.87	2034.09	2034.09	564.0
2014-06-29 20:55:00	ES	Futures	2034.09	2034.61	2034.09	2034.35	204.0
2014-06-29 21:00:00	ES	Futures	2034.61	2034.87	2034.35	2034.61	221.0
2014-06-29 21:05:00	ES	Futures	2034.61	2034.61	2034.35	2034.61	55.0
2014-06-29 21:10:00	ES	Futures	2034.61	2034.87	2034.61	2034.61	495.0
2014-06-29 21:15:00	ES	Futures	2034.61	2034.87	2033.83	2033.83	1279.0
2014-06-29 21:20:00	ES	Futures	2034.09	2034.35	2033.83	2034.35	117.0
2014-06-29 21:25:00	ES	Futures	2034.35	2034.35	2034.09	2034.35	344.0
2014-06-29 21:30:00	ES	Futures	2034.09	2034.35	2033.83	2034.09	272.0
2014-06-29 21:35:00	ES	Futures	2034.09	2034.35	2033.57	2034.35	1336.0
2014-06-29 21:40:00	ES	Futures	2034.35	2034.87	2033.83	2034.09	707.0
2014-06-29 21:45:00	ES	Futures	2034.09	2034.35	2034.09	2034.09	153.0
2014-06-29 21:50:00	ES	Futures	2034.09	2034.35	2033.57	2033.83	526.0
2014-06-29 21:55:00	ES	Futures	2033.57	2034.09	2033.57	2034.09	422.0
2014-06-29 22:00:00	ES	Futures	2034.09	2034.35	2034.09	2034.35	225.0
2014-06-29 22:05:00	ES	Futures	2034.35	2034.61	2034.35	2034.35	111.0

> showing 50 of 2,028 rows — these rows as CSV

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