PREVIEW / futures_5min / 2014-07-24

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-07-24.parquet
  size:    205 KB
  rows:    13,764

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
2014-07-24 00:00:00	ES	Futures	2062.5	2062.76	2062.24	2062.5	245.0
2014-07-24 00:05:00	ES	Futures	2062.5	2062.5	2062.5	2062.5	99.0
2014-07-24 00:10:00	ES	Futures	2062.76	2062.76	2062.5	2062.76	70.0
2014-07-24 00:15:00	ES	Futures	2062.76	2063.02	2062.5	2062.76	175.0
2014-07-24 00:20:00	ES	Futures	2062.76	2063.02	2062.76	2063.02	106.0
2014-07-24 00:25:00	ES	Futures	2062.76	2063.02	2062.5	2062.76	41.0
2014-07-24 00:30:00	ES	Futures	2062.76	2062.76	2062.5	2062.76	51.0
2014-07-24 00:35:00	ES	Futures	2062.5	2062.76	2062.5	2062.5	134.0
2014-07-24 00:40:00	ES	Futures	2062.5	2062.76	2062.5	2062.76	40.0
2014-07-24 00:45:00	ES	Futures	2062.5	2062.76	2062.5	2062.5	52.0
2014-07-24 00:50:00	ES	Futures	2062.76	2062.76	2062.76	2062.76	74.0
2014-07-24 00:55:00	ES	Futures	2062.76	2063.02	2062.76	2062.76	208.0
2014-07-24 01:00:00	ES	Futures	2063.02	2063.54	2062.76	2063.02	296.0
2014-07-24 01:05:00	ES	Futures	2063.28	2063.54	2063.02	2063.28	252.0
2014-07-24 01:10:00	ES	Futures	2063.28	2063.54	2063.28	2063.28	79.0
2014-07-24 01:15:00	ES	Futures	2063.28	2063.54	2063.28	2063.28	79.0
2014-07-24 01:20:00	ES	Futures	2063.28	2063.54	2063.28	2063.28	68.0
2014-07-24 01:25:00	ES	Futures	2063.28	2063.54	2063.02	2063.02	308.0
2014-07-24 01:30:00	ES	Futures	2063.02	2063.28	2063.02	2063.02	112.0
2014-07-24 01:35:00	ES	Futures	2063.02	2063.28	2062.76	2063.02	231.0
2014-07-24 01:40:00	ES	Futures	2063.02	2063.28	2063.02	2063.28	123.0
2014-07-24 01:45:00	ES	Futures	2063.28	2063.28	2062.5	2062.76	465.0
2014-07-24 01:50:00	ES	Futures	2062.76	2063.02	2062.5	2063.02	175.0
2014-07-24 01:55:00	ES	Futures	2062.76	2063.02	2062.76	2062.76	140.0
2014-07-24 02:00:00	ES	Futures	2063.02	2064.32	2062.76	2064.32	1104.0
2014-07-24 02:05:00	ES	Futures	2064.06	2064.32	2063.8	2063.8	438.0
2014-07-24 02:10:00	ES	Futures	2063.8	2064.06	2063.28	2063.54	496.0
2014-07-24 02:15:00	ES	Futures	2063.8	2063.8	2063.28	2063.28	222.0
2014-07-24 02:20:00	ES	Futures	2063.28	2063.54	2063.02	2063.28	324.0
2014-07-24 02:25:00	ES	Futures	2063.28	2063.28	2063.02	2063.28	352.0
2014-07-24 02:30:00	ES	Futures	2063.28	2063.54	2063.02	2063.28	277.0
2014-07-24 02:35:00	ES	Futures	2063.02	2063.28	2062.76	2063.02	186.0
2014-07-24 02:40:00	ES	Futures	2062.76	2063.02	2062.5	2062.76	751.0
2014-07-24 02:45:00	ES	Futures	2062.76	2063.28	2062.76	2063.02	395.0
2014-07-24 02:50:00	ES	Futures	2063.28	2063.8	2063.28	2063.54	1096.0
2014-07-24 02:55:00	ES	Futures	2063.54	2064.06	2063.54	2063.8	525.0
2014-07-24 03:00:00	ES	Futures	2063.8	2064.84	2063.54	2063.8	3427.0
2014-07-24 03:05:00	ES	Futures	2063.8	2063.8	2060.94	2061.72	9072.0
2014-07-24 03:10:00	ES	Futures	2061.72	2062.5	2060.67	2062.24	5806.0
2014-07-24 03:15:00	ES	Futures	2061.98	2062.76	2061.46	2062.24	4604.0
2014-07-24 03:20:00	ES	Futures	2061.98	2062.24	2061.46	2061.98	2624.0
2014-07-24 03:25:00	ES	Futures	2062.24	2062.76	2061.72	2062.5	1249.0
2014-07-24 03:30:00	ES	Futures	2062.5	2063.54	2062.5	2063.54	3304.0
2014-07-24 03:35:00	ES	Futures	2063.54	2063.54	2061.98	2062.5	1862.0
2014-07-24 03:40:00	ES	Futures	2062.24	2063.28	2062.24	2063.02	1347.0
2014-07-24 03:45:00	ES	Futures	2063.02	2063.28	2062.5	2062.76	1229.0
2014-07-24 03:50:00	ES	Futures	2062.5	2063.02	2062.24	2062.76	1330.0
2014-07-24 03:55:00	ES	Futures	2062.76	2063.02	2062.24	2062.5	1405.0
2014-07-24 04:00:00	ES	Futures	2062.5	2064.06	2062.5	2063.8	2864.0
2014-07-24 04:05:00	ES	Futures	2063.8	2066.41	2063.54	2065.63	5725.0

> showing 50 of 13,764 rows — these rows as CSV

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