PREVIEW / futures_5min / 2014-07-09

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-07-09.parquet
  size:    201 KB
  rows:    13,826

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
2014-07-09 00:00:00	ES	Futures	2044.26	2044.52	2044.26	2044.26	23.0
2014-07-09 00:05:00	ES	Futures	2044.26	2044.52	2044.0	2044.0	99.0
2014-07-09 00:10:00	ES	Futures	2044.0	2044.0	2043.47	2043.47	283.0
2014-07-09 00:15:00	ES	Futures	2043.73	2044.0	2043.73	2043.73	305.0
2014-07-09 00:20:00	ES	Futures	2043.73	2043.73	2043.47	2043.47	240.0
2014-07-09 00:25:00	ES	Futures	2043.47	2043.73	2043.47	2043.73	225.0
2014-07-09 00:30:00	ES	Futures	2044.0	2044.0	2043.73	2043.73	45.0
2014-07-09 00:35:00	ES	Futures	2044.0	2044.0	2043.47	2043.73	131.0
2014-07-09 00:40:00	ES	Futures	2043.73	2043.73	2043.47	2043.47	29.0
2014-07-09 00:45:00	ES	Futures	2043.47	2043.73	2043.47	2043.47	28.0
2014-07-09 00:50:00	ES	Futures	2043.73	2043.73	2043.47	2043.73	88.0
2014-07-09 00:55:00	ES	Futures	2043.73	2043.73	2043.73	2043.73	27.0
2014-07-09 01:00:00	ES	Futures	2043.73	2044.0	2043.73	2044.0	149.0
2014-07-09 01:05:00	ES	Futures	2044.0	2044.0	2043.73	2043.73	44.0
2014-07-09 01:10:00	ES	Futures	2043.73	2043.73	2043.73	2043.73	26.0
2014-07-09 01:15:00	ES	Futures	2044.0	2044.26	2043.73	2044.26	494.0
2014-07-09 01:20:00	ES	Futures	2044.26	2044.52	2044.26	2044.52	147.0
2014-07-09 01:25:00	ES	Futures	2044.26	2044.52	2044.26	2044.52	117.0
2014-07-09 01:30:00	ES	Futures	2044.52	2045.04	2044.26	2045.04	1046.0
2014-07-09 01:35:00	ES	Futures	2045.04	2045.56	2044.78	2044.78	703.0
2014-07-09 01:40:00	ES	Futures	2045.04	2045.3	2044.78	2044.78	495.0
2014-07-09 01:45:00	ES	Futures	2044.78	2045.04	2044.52	2044.52	280.0
2014-07-09 01:50:00	ES	Futures	2044.52	2044.78	2044.52	2044.78	644.0
2014-07-09 01:55:00	ES	Futures	2044.78	2044.78	2044.52	2044.52	549.0
2014-07-09 02:00:00	ES	Futures	2044.52	2044.52	2043.73	2044.26	1389.0
2014-07-09 02:05:00	ES	Futures	2044.0	2044.52	2043.73	2044.0	714.0
2014-07-09 02:10:00	ES	Futures	2044.0	2044.78	2044.0	2044.78	1003.0
2014-07-09 02:15:00	ES	Futures	2044.52	2044.78	2044.52	2044.78	87.0
2014-07-09 02:20:00	ES	Futures	2044.52	2044.78	2044.26	2044.52	265.0
2014-07-09 02:25:00	ES	Futures	2044.26	2044.78	2044.26	2044.52	527.0
2014-07-09 02:30:00	ES	Futures	2044.26	2044.26	2043.73	2044.0	681.0
2014-07-09 02:35:00	ES	Futures	2044.26	2044.26	2044.0	2044.26	196.0
2014-07-09 02:40:00	ES	Futures	2044.0	2044.52	2044.0	2044.26	329.0
2014-07-09 02:45:00	ES	Futures	2044.26	2044.78	2044.26	2044.52	910.0
2014-07-09 02:50:00	ES	Futures	2044.78	2045.04	2044.78	2045.04	843.0
2014-07-09 02:55:00	ES	Futures	2045.04	2045.04	2044.52	2044.78	328.0
2014-07-09 03:00:00	ES	Futures	2045.04	2045.04	2043.47	2043.73	1842.0
2014-07-09 03:05:00	ES	Futures	2044.0	2044.78	2043.47	2044.78	3471.0
2014-07-09 03:10:00	ES	Futures	2044.52	2045.3	2044.26	2044.26	3353.0
2014-07-09 03:15:00	ES	Futures	2044.26	2044.52	2043.73	2044.0	1135.0
2014-07-09 03:20:00	ES	Futures	2044.0	2044.52	2043.73	2044.26	1023.0
2014-07-09 03:25:00	ES	Futures	2044.52	2044.52	2043.73	2043.73	1474.0
2014-07-09 03:30:00	ES	Futures	2044.0	2044.0	2043.47	2043.47	1552.0
2014-07-09 03:35:00	ES	Futures	2043.47	2044.26	2043.47	2044.0	1731.0
2014-07-09 03:40:00	ES	Futures	2044.0	2044.26	2043.73	2043.73	874.0
2014-07-09 03:45:00	ES	Futures	2044.0	2044.52	2043.73	2044.26	1009.0
2014-07-09 03:50:00	ES	Futures	2044.26	2044.26	2043.47	2043.47	1267.0
2014-07-09 03:55:00	ES	Futures	2043.47	2043.73	2043.21	2043.21	1320.0
2014-07-09 04:00:00	ES	Futures	2043.47	2043.73	2042.69	2042.95	2297.0
2014-07-09 04:05:00	ES	Futures	2043.21	2043.73	2042.95	2043.47	1964.0

> showing 50 of 13,826 rows — these rows as CSV

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