PREVIEW / futures_5min / 2014-07-21

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-07-21.parquet
  size:    190 KB
  rows:    13,522

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
2014-07-21 00:00:00	ES	Futures	2054.16	2054.16	2054.16	2054.16	4.0
2014-07-21 00:05:00	ES	Futures	2054.16	2054.16	2053.9	2054.16	33.0
2014-07-21 00:10:00	ES	Futures	2053.9	2053.9	2053.64	2053.64	621.0
2014-07-21 00:15:00	ES	Futures	2053.9	2054.16	2053.9	2054.16	133.0
2014-07-21 00:20:00	ES	Futures	2054.16	2054.16	2053.9	2054.16	18.0
2014-07-21 00:25:00	ES	Futures	2054.16	2054.16	2053.64	2053.64	199.0
2014-07-21 00:30:00	ES	Futures	2053.64	2054.16	2053.64	2054.16	120.0
2014-07-21 00:35:00	ES	Futures	2054.16	2054.42	2054.16	2054.42	112.0
2014-07-21 00:40:00	ES	Futures	2054.42	2054.42	2053.9	2054.16	172.0
2014-07-21 00:45:00	ES	Futures	2054.16	2054.42	2054.16	2054.42	129.0
2014-07-21 00:50:00	ES	Futures	2054.16	2054.16	2054.16	2054.16	3.0
2014-07-21 00:55:00	ES	Futures	2054.16	2054.16	2054.16	2054.16	34.0
2014-07-21 01:00:00	ES	Futures	2054.16	2054.16	2053.64	2053.64	102.0
2014-07-21 01:05:00	ES	Futures	2053.64	2053.9	2053.64	2053.64	22.0
2014-07-21 01:10:00	ES	Futures	2053.64	2053.9	2053.38	2053.9	403.0
2014-07-21 01:15:00	ES	Futures	2053.9	2053.9	2053.64	2053.64	51.0
2014-07-21 01:20:00	ES	Futures	2053.64	2053.64	2053.38	2053.38	86.0
2014-07-21 01:25:00	ES	Futures	2053.64	2053.9	2053.38	2053.64	181.0
2014-07-21 01:30:00	ES	Futures	2053.64	2053.64	2053.38	2053.38	92.0
2014-07-21 01:35:00	ES	Futures	2053.64	2053.64	2053.38	2053.64	37.0
2014-07-21 01:40:00	ES	Futures	2053.64	2053.9	2053.38	2053.38	219.0
2014-07-21 01:45:00	ES	Futures	2053.38	2053.64	2053.38	2053.64	71.0
2014-07-21 01:50:00	ES	Futures	2053.38	2053.64	2053.38	2053.64	239.0
2014-07-21 01:55:00	ES	Futures	2053.64	2053.9	2053.64	2053.9	49.0
2014-07-21 02:00:00	ES	Futures	2053.64	2054.16	2053.64	2053.64	1117.0
2014-07-21 02:05:00	ES	Futures	2053.64	2054.16	2053.64	2053.9	824.0
2014-07-21 02:10:00	ES	Futures	2054.16	2054.16	2053.64	2053.9	575.0
2014-07-21 02:15:00	ES	Futures	2053.64	2054.16	2053.64	2054.16	215.0
2014-07-21 02:20:00	ES	Futures	2054.16	2054.16	2053.64	2053.9	426.0
2014-07-21 02:25:00	ES	Futures	2053.9	2054.42	2053.64	2054.16	376.0
2014-07-21 02:30:00	ES	Futures	2054.16	2054.42	2053.9	2053.9	443.0
2014-07-21 02:35:00	ES	Futures	2054.16	2054.16	2053.64	2053.9	651.0
2014-07-21 02:40:00	ES	Futures	2053.64	2054.16	2053.38	2053.9	445.0
2014-07-21 02:45:00	ES	Futures	2054.16	2054.42	2053.9	2053.9	597.0
2014-07-21 02:50:00	ES	Futures	2054.16	2054.16	2053.64	2054.16	448.0
2014-07-21 02:55:00	ES	Futures	2053.9	2054.16	2053.38	2053.64	409.0
2014-07-21 03:00:00	ES	Futures	2053.38	2053.64	2051.55	2052.6	5846.0
2014-07-21 03:05:00	ES	Futures	2052.34	2053.12	2051.55	2052.86	3826.0
2014-07-21 03:10:00	ES	Futures	2052.86	2053.38	2052.07	2052.86	3299.0
2014-07-21 03:15:00	ES	Futures	2052.86	2052.86	2051.55	2052.34	4616.0
2014-07-21 03:20:00	ES	Futures	2052.34	2052.86	2051.81	2051.81	2592.0
2014-07-21 03:25:00	ES	Futures	2051.81	2052.6	2051.81	2052.34	2862.0
2014-07-21 03:30:00	ES	Futures	2052.34	2053.12	2052.07	2052.86	1610.0
2014-07-21 03:35:00	ES	Futures	2052.86	2053.12	2052.34	2052.86	1607.0
2014-07-21 03:40:00	ES	Futures	2052.86	2053.12	2051.81	2052.07	1865.0
2014-07-21 03:45:00	ES	Futures	2052.07	2052.07	2049.99	2051.29	7378.0
2014-07-21 03:50:00	ES	Futures	2051.29	2051.55	2050.77	2051.03	1839.0
2014-07-21 03:55:00	ES	Futures	2050.77	2051.03	2050.51	2050.77	2450.0
2014-07-21 04:00:00	ES	Futures	2050.77	2051.03	2049.73	2049.99	5420.0
2014-07-21 04:05:00	ES	Futures	2049.99	2049.99	2048.95	2049.21	6098.0

> showing 50 of 13,522 rows — these rows as CSV

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