PREVIEW / futures_5min / 2014-08-04

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-08-04.parquet
  size:    194 KB
  rows:    13,476

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
2014-08-04 00:00:00	ES	Futures	2006.73	2006.73	2006.47	2006.73	212.0
2014-08-04 00:05:00	ES	Futures	2006.99	2007.25	2006.47	2006.73	296.0
2014-08-04 00:10:00	ES	Futures	2006.73	2006.73	2006.21	2006.47	92.0
2014-08-04 00:15:00	ES	Futures	2006.21	2006.73	2006.21	2006.73	200.0
2014-08-04 00:20:00	ES	Futures	2006.73	2006.73	2006.21	2006.21	138.0
2014-08-04 00:25:00	ES	Futures	2006.21	2006.47	2006.21	2006.21	84.0
2014-08-04 00:30:00	ES	Futures	2006.21	2006.73	2005.95	2006.73	219.0
2014-08-04 00:35:00	ES	Futures	2006.73	2006.73	2006.47	2006.73	110.0
2014-08-04 00:40:00	ES	Futures	2006.47	2006.73	2006.47	2006.73	14.0
2014-08-04 00:45:00	ES	Futures	2006.73	2006.99	2006.47	2006.99	525.0
2014-08-04 00:50:00	ES	Futures	2006.99	2006.99	2006.73	2006.99	104.0
2014-08-04 00:55:00	ES	Futures	2006.99	2007.25	2006.99	2006.99	271.0
2014-08-04 01:00:00	ES	Futures	2006.73	2007.25	2006.73	2006.99	342.0
2014-08-04 01:05:00	ES	Futures	2006.99	2007.25	2006.47	2006.47	423.0
2014-08-04 01:10:00	ES	Futures	2006.47	2006.73	2006.21	2006.73	248.0
2014-08-04 01:15:00	ES	Futures	2006.73	2006.99	2006.47	2006.99	161.0
2014-08-04 01:20:00	ES	Futures	2006.99	2006.99	2006.47	2006.47	252.0
2014-08-04 01:25:00	ES	Futures	2006.47	2006.73	2006.47	2006.47	117.0
2014-08-04 01:30:00	ES	Futures	2006.47	2006.99	2006.47	2006.99	272.0
2014-08-04 01:35:00	ES	Futures	2006.99	2006.99	2006.73	2006.73	245.0
2014-08-04 01:40:00	ES	Futures	2006.73	2007.25	2006.73	2006.99	246.0
2014-08-04 01:45:00	ES	Futures	2006.99	2007.77	2006.99	2007.51	755.0
2014-08-04 01:50:00	ES	Futures	2007.77	2007.77	2007.25	2007.51	301.0
2014-08-04 01:55:00	ES	Futures	2007.25	2007.25	2006.99	2006.99	428.0
2014-08-04 02:00:00	ES	Futures	2007.25	2007.77	2006.99	2007.25	1560.0
2014-08-04 02:05:00	ES	Futures	2007.25	2007.51	2007.25	2007.25	415.0
2014-08-04 02:10:00	ES	Futures	2007.51	2008.03	2007.25	2008.03	1249.0
2014-08-04 02:15:00	ES	Futures	2008.03	2008.03	2007.51	2008.03	1966.0
2014-08-04 02:20:00	ES	Futures	2008.03	2008.55	2007.77	2008.03	1914.0
2014-08-04 02:25:00	ES	Futures	2008.03	2008.55	2008.03	2008.55	547.0
2014-08-04 02:30:00	ES	Futures	2008.55	2008.55	2008.03	2008.29	470.0
2014-08-04 02:35:00	ES	Futures	2008.29	2008.29	2008.03	2008.29	460.0
2014-08-04 02:40:00	ES	Futures	2008.03	2008.03	2007.51	2007.77	515.0
2014-08-04 02:45:00	ES	Futures	2008.03	2008.29	2007.77	2008.03	304.0
2014-08-04 02:50:00	ES	Futures	2008.03	2008.03	2007.51	2007.77	656.0
2014-08-04 02:55:00	ES	Futures	2008.03	2008.29	2007.77	2008.29	396.0
2014-08-04 03:00:00	ES	Futures	2008.03	2008.03	2006.21	2006.73	5050.0
2014-08-04 03:05:00	ES	Futures	2006.73	2008.55	2006.47	2008.03	4846.0
2014-08-04 03:10:00	ES	Futures	2008.03	2008.81	2008.03	2008.29	2806.0
2014-08-04 03:15:00	ES	Futures	2008.03	2008.55	2007.77	2008.03	2608.0
2014-08-04 03:20:00	ES	Futures	2008.03	2008.29	2006.47	2006.73	3203.0
2014-08-04 03:25:00	ES	Futures	2006.99	2007.25	2006.21	2006.73	2226.0
2014-08-04 03:30:00	ES	Futures	2006.73	2007.77	2006.73	2007.51	2678.0
2014-08-04 03:35:00	ES	Futures	2007.25	2007.77	2006.99	2007.51	1955.0
2014-08-04 03:40:00	ES	Futures	2007.25	2008.03	2006.99	2007.77	1758.0
2014-08-04 03:45:00	ES	Futures	2007.77	2007.77	2006.99	2007.77	1684.0
2014-08-04 03:50:00	ES	Futures	2007.77	2008.03	2006.99	2007.25	2043.0
2014-08-04 03:55:00	ES	Futures	2007.25	2007.51	2006.21	2006.47	1838.0
2014-08-04 04:00:00	ES	Futures	2006.21	2006.99	2005.95	2006.21	3393.0
2014-08-04 04:05:00	ES	Futures	2005.95	2006.47	2004.9	2005.69	2993.0

> showing 50 of 13,476 rows — these rows as CSV

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