PREVIEW / futures_5min / 2014-07-31

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-07-31.parquet
  size:    227 KB
  rows:    14,082

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
2014-07-31 00:00:00	ES	Futures	2045.82	2046.34	2045.82	2046.34	131.0
2014-07-31 00:05:00	ES	Futures	2046.34	2046.34	2045.82	2045.82	120.0
2014-07-31 00:10:00	ES	Futures	2045.56	2045.82	2045.3	2045.56	292.0
2014-07-31 00:15:00	ES	Futures	2045.56	2045.82	2045.3	2045.56	263.0
2014-07-31 00:20:00	ES	Futures	2045.3	2045.56	2045.3	2045.56	76.0
2014-07-31 00:25:00	ES	Futures	2045.3	2045.56	2045.3	2045.3	287.0
2014-07-31 00:30:00	ES	Futures	2045.04	2045.04	2044.78	2044.78	436.0
2014-07-31 00:35:00	ES	Futures	2044.78	2045.82	2044.78	2045.04	310.0
2014-07-31 00:40:00	ES	Futures	2045.04	2045.82	2045.04	2045.56	344.0
2014-07-31 00:45:00	ES	Futures	2045.56	2045.82	2045.56	2045.56	66.0
2014-07-31 00:50:00	ES	Futures	2045.56	2046.08	2045.56	2045.82	180.0
2014-07-31 00:55:00	ES	Futures	2045.82	2046.08	2045.82	2045.82	75.0
2014-07-31 01:00:00	ES	Futures	2046.08	2046.08	2045.82	2045.82	79.0
2014-07-31 01:05:00	ES	Futures	2045.82	2045.82	2045.82	2045.82	77.0
2014-07-31 01:10:00	ES	Futures	2045.82	2046.08	2045.82	2045.82	289.0
2014-07-31 01:15:00	ES	Futures	2045.82	2046.08	2045.82	2046.08	155.0
2014-07-31 01:20:00	ES	Futures	2045.82	2046.6	2045.82	2046.34	506.0
2014-07-31 01:25:00	ES	Futures	2046.08	2046.34	2045.82	2046.34	439.0
2014-07-31 01:30:00	ES	Futures	2046.08	2046.34	2045.56	2045.82	225.0
2014-07-31 01:35:00	ES	Futures	2045.82	2046.08	2045.3	2045.56	402.0
2014-07-31 01:40:00	ES	Futures	2045.56	2045.82	2045.3	2045.56	739.0
2014-07-31 01:45:00	ES	Futures	2045.3	2046.08	2045.3	2045.56	816.0
2014-07-31 01:50:00	ES	Futures	2045.56	2046.08	2045.56	2045.82	147.0
2014-07-31 01:55:00	ES	Futures	2045.82	2045.82	2045.56	2045.56	365.0
2014-07-31 02:00:00	ES	Futures	2045.82	2046.34	2045.04	2046.34	1155.0
2014-07-31 02:05:00	ES	Futures	2046.34	2046.34	2045.82	2046.08	424.0
2014-07-31 02:10:00	ES	Futures	2046.08	2046.34	2045.82	2046.08	564.0
2014-07-31 02:15:00	ES	Futures	2045.82	2046.08	2045.3	2045.3	634.0
2014-07-31 02:20:00	ES	Futures	2045.3	2046.08	2045.3	2045.82	598.0
2014-07-31 02:25:00	ES	Futures	2045.56	2046.08	2045.56	2045.82	349.0
2014-07-31 02:30:00	ES	Futures	2045.82	2045.82	2045.56	2045.56	138.0
2014-07-31 02:35:00	ES	Futures	2045.56	2046.08	2045.56	2046.08	201.0
2014-07-31 02:40:00	ES	Futures	2045.82	2046.08	2045.56	2045.82	166.0
2014-07-31 02:45:00	ES	Futures	2046.08	2046.08	2045.56	2045.56	130.0
2014-07-31 02:50:00	ES	Futures	2045.56	2045.82	2045.3	2045.3	194.0
2014-07-31 02:55:00	ES	Futures	2045.56	2045.56	2045.3	2045.56	590.0
2014-07-31 03:00:00	ES	Futures	2045.56	2045.82	2044.26	2045.3	4446.0
2014-07-31 03:05:00	ES	Futures	2045.04	2045.56	2044.52	2045.56	4153.0
2014-07-31 03:10:00	ES	Futures	2045.56	2046.6	2045.04	2046.08	3250.0
2014-07-31 03:15:00	ES	Futures	2046.08	2046.34	2044.78	2044.78	2727.0
2014-07-31 03:20:00	ES	Futures	2044.52	2045.56	2044.26	2044.52	3902.0
2014-07-31 03:25:00	ES	Futures	2044.52	2044.52	2042.95	2043.73	7358.0
2014-07-31 03:30:00	ES	Futures	2043.73	2044.0	2042.69	2042.95	5863.0
2014-07-31 03:35:00	ES	Futures	2042.69	2044.0	2042.69	2043.47	2561.0
2014-07-31 03:40:00	ES	Futures	2043.47	2044.52	2043.47	2044.26	1892.0
2014-07-31 03:45:00	ES	Futures	2044.0	2044.26	2042.95	2043.21	2538.0
2014-07-31 03:50:00	ES	Futures	2043.21	2043.21	2041.65	2041.65	3163.0
2014-07-31 03:55:00	ES	Futures	2041.65	2041.65	2038.26	2038.52	12049.0
2014-07-31 04:00:00	ES	Futures	2038.26	2038.78	2036.96	2037.48	10936.0
2014-07-31 04:05:00	ES	Futures	2037.48	2038.52	2037.22	2038.26	5263.0

> showing 50 of 14,082 rows — these rows as CSV

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