PREVIEW / futures_5min / 2014-08-01

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-08-01.parquet
  size:    210 KB
  rows:    12,003

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
2014-08-01 00:00:00	ES	Futures	2012.2	2012.2	2011.68	2011.68	251.0
2014-08-01 00:05:00	ES	Futures	2011.68	2011.68	2011.42	2011.68	44.0
2014-08-01 00:10:00	ES	Futures	2011.68	2011.94	2011.68	2011.94	151.0
2014-08-01 00:15:00	ES	Futures	2011.94	2011.94	2011.42	2011.94	257.0
2014-08-01 00:20:00	ES	Futures	2011.94	2012.2	2011.68	2011.94	183.0
2014-08-01 00:25:00	ES	Futures	2012.2	2012.46	2011.94	2012.2	106.0
2014-08-01 00:30:00	ES	Futures	2012.46	2012.46	2011.94	2012.46	170.0
2014-08-01 00:35:00	ES	Futures	2012.46	2012.72	2012.2	2012.46	543.0
2014-08-01 00:40:00	ES	Futures	2012.46	2012.46	2012.2	2012.46	107.0
2014-08-01 00:45:00	ES	Futures	2012.46	2012.46	2012.2	2012.2	117.0
2014-08-01 00:50:00	ES	Futures	2012.46	2012.46	2011.68	2011.68	533.0
2014-08-01 00:55:00	ES	Futures	2011.94	2011.94	2011.68	2011.94	184.0
2014-08-01 01:00:00	ES	Futures	2011.94	2012.2	2011.42	2011.68	281.0
2014-08-01 01:05:00	ES	Futures	2011.42	2011.68	2010.9	2011.16	961.0
2014-08-01 01:10:00	ES	Futures	2011.16	2011.42	2010.9	2011.42	234.0
2014-08-01 01:15:00	ES	Futures	2011.16	2011.42	2011.16	2011.16	228.0
2014-08-01 01:20:00	ES	Futures	2011.16	2011.16	2010.38	2010.64	474.0
2014-08-01 01:25:00	ES	Futures	2010.9	2010.9	2010.38	2010.38	525.0
2014-08-01 01:30:00	ES	Futures	2010.38	2010.64	2010.12	2010.38	72.0
2014-08-01 01:35:00	ES	Futures	2010.38	2010.38	2009.33	2009.86	1311.0
2014-08-01 01:40:00	ES	Futures	2009.86	2009.86	2009.59	2009.86	322.0
2014-08-01 01:45:00	ES	Futures	2009.59	2010.12	2009.59	2009.59	599.0
2014-08-01 01:50:00	ES	Futures	2009.59	2009.59	2009.07	2009.33	450.0
2014-08-01 01:55:00	ES	Futures	2009.33	2010.38	2009.33	2010.38	646.0
2014-08-01 02:00:00	ES	Futures	2010.38	2011.42	2010.12	2011.16	1557.0
2014-08-01 02:05:00	ES	Futures	2011.16	2011.42	2010.9	2011.16	1074.0
2014-08-01 02:10:00	ES	Futures	2011.16	2011.16	2010.12	2010.9	1099.0
2014-08-01 02:15:00	ES	Futures	2010.64	2010.9	2010.12	2010.12	936.0
2014-08-01 02:20:00	ES	Futures	2010.38	2010.9	2010.12	2010.64	1166.0
2014-08-01 02:25:00	ES	Futures	2010.9	2010.9	2010.38	2010.64	638.0
2014-08-01 02:30:00	ES	Futures	2010.64	2010.64	2009.59	2009.86	915.0
2014-08-01 02:35:00	ES	Futures	2009.59	2009.86	2009.59	2009.86	700.0
2014-08-01 02:40:00	ES	Futures	2009.86	2009.86	2009.59	2009.86	461.0
2014-08-01 02:45:00	ES	Futures	2009.59	2010.38	2009.59	2009.86	712.0
2014-08-01 02:50:00	ES	Futures	2010.12	2010.12	2008.55	2008.55	1415.0
2014-08-01 02:55:00	ES	Futures	2008.55	2009.33	2008.55	2009.07	700.0
2014-08-01 03:00:00	ES	Futures	2009.07	2010.64	2008.55	2010.64	3930.0
2014-08-01 03:05:00	ES	Futures	2010.64	2010.64	2009.59	2010.38	3769.0
2014-08-01 03:10:00	ES	Futures	2010.38	2010.64	2009.33	2009.86	4820.0
2014-08-01 03:15:00	ES	Futures	2009.86	2010.38	2008.81	2008.81	4070.0
2014-08-01 03:20:00	ES	Futures	2008.81	2009.33	2008.55	2009.07	2268.0
2014-08-01 03:25:00	ES	Futures	2009.07	2009.33	2006.21	2006.47	7461.0
2014-08-01 03:30:00	ES	Futures	2006.73	2007.51	2005.95	2006.47	4350.0
2014-08-01 03:35:00	ES	Futures	2006.73	2006.73	2004.9	2004.9	5244.0
2014-08-01 03:40:00	ES	Futures	2004.9	2005.95	2004.9	2005.69	4320.0
2014-08-01 03:45:00	ES	Futures	2005.69	2006.73	2005.16	2006.47	3363.0
2014-08-01 03:50:00	ES	Futures	2006.21	2006.99	2005.95	2006.47	3149.0
2014-08-01 03:55:00	ES	Futures	2006.47	2007.25	2006.47	2006.47	2774.0
2014-08-01 04:00:00	ES	Futures	2006.47	2007.25	2005.95	2006.73	2541.0
2014-08-01 04:05:00	ES	Futures	2006.47	2006.73	2004.9	2004.9	4429.0

> showing 50 of 12,003 rows — these rows as CSV

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