PREVIEW / futures_5min / 2014-08-05

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-08-05.parquet
  size:    221 KB
  rows:    14,017

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
2014-08-05 00:00:00	ES	Futures	2011.68	2011.68	2011.42	2011.42	274.0
2014-08-05 00:05:00	ES	Futures	2011.42	2011.68	2011.42	2011.68	129.0
2014-08-05 00:10:00	ES	Futures	2011.68	2011.94	2011.42	2011.68	178.0
2014-08-05 00:15:00	ES	Futures	2011.94	2011.94	2011.68	2011.94	188.0
2014-08-05 00:20:00	ES	Futures	2011.94	2011.94	2011.42	2011.94	166.0
2014-08-05 00:25:00	ES	Futures	2011.68	2011.94	2011.68	2011.68	113.0
2014-08-05 00:30:00	ES	Futures	2011.94	2012.2	2011.42	2011.94	299.0
2014-08-05 00:35:00	ES	Futures	2012.2	2012.46	2011.68	2012.2	264.0
2014-08-05 00:40:00	ES	Futures	2012.2	2012.2	2011.68	2012.2	221.0
2014-08-05 00:45:00	ES	Futures	2012.2	2012.46	2011.94	2012.46	83.0
2014-08-05 00:50:00	ES	Futures	2012.46	2012.46	2012.2	2012.2	50.0
2014-08-05 00:55:00	ES	Futures	2012.46	2012.46	2011.94	2012.2	91.0
2014-08-05 01:00:00	ES	Futures	2012.2	2012.2	2011.42	2011.94	437.0
2014-08-05 01:05:00	ES	Futures	2011.94	2012.2	2011.68	2011.68	364.0
2014-08-05 01:10:00	ES	Futures	2011.42	2011.68	2011.16	2011.16	1143.0
2014-08-05 01:15:00	ES	Futures	2011.16	2011.42	2010.64	2010.64	1417.0
2014-08-05 01:20:00	ES	Futures	2010.64	2011.16	2010.64	2010.9	598.0
2014-08-05 01:25:00	ES	Futures	2010.9	2011.16	2010.38	2010.38	911.0
2014-08-05 01:30:00	ES	Futures	2010.64	2010.9	2010.38	2010.38	1335.0
2014-08-05 01:35:00	ES	Futures	2010.38	2010.9	2010.12	2010.38	1036.0
2014-08-05 01:40:00	ES	Futures	2010.38	2010.64	2009.33	2009.86	2088.0
2014-08-05 01:45:00	ES	Futures	2010.12	2010.12	2009.86	2010.12	348.0
2014-08-05 01:50:00	ES	Futures	2010.12	2010.38	2009.59	2010.38	526.0
2014-08-05 01:55:00	ES	Futures	2010.38	2010.64	2010.12	2010.12	422.0
2014-08-05 02:00:00	ES	Futures	2010.38	2011.42	2010.12	2011.16	1643.0
2014-08-05 02:05:00	ES	Futures	2011.16	2011.16	2010.12	2010.9	1021.0
2014-08-05 02:10:00	ES	Futures	2010.9	2011.16	2010.64	2010.64	461.0
2014-08-05 02:15:00	ES	Futures	2010.64	2010.9	2010.38	2010.64	356.0
2014-08-05 02:20:00	ES	Futures	2010.64	2011.94	2010.38	2011.42	1423.0
2014-08-05 02:25:00	ES	Futures	2011.42	2011.68	2011.16	2011.42	645.0
2014-08-05 02:30:00	ES	Futures	2011.16	2011.68	2011.16	2011.68	807.0
2014-08-05 02:35:00	ES	Futures	2011.68	2011.94	2011.42	2011.94	460.0
2014-08-05 02:40:00	ES	Futures	2011.94	2012.46	2011.68	2012.2	1102.0
2014-08-05 02:45:00	ES	Futures	2012.46	2012.46	2011.68	2011.68	710.0
2014-08-05 02:50:00	ES	Futures	2011.68	2012.2	2011.42	2011.94	713.0
2014-08-05 02:55:00	ES	Futures	2012.2	2012.46	2011.94	2012.46	804.0
2014-08-05 03:00:00	ES	Futures	2012.2	2012.46	2010.64	2011.16	3386.0
2014-08-05 03:05:00	ES	Futures	2011.16	2012.2	2010.9	2011.68	3772.0
2014-08-05 03:10:00	ES	Futures	2011.94	2012.46	2011.16	2011.94	2766.0
2014-08-05 03:15:00	ES	Futures	2011.94	2012.46	2011.68	2012.2	2962.0
2014-08-05 03:20:00	ES	Futures	2012.46	2013.24	2012.2	2012.46	3185.0
2014-08-05 03:25:00	ES	Futures	2012.46	2012.72	2011.94	2012.2	2270.0
2014-08-05 03:30:00	ES	Futures	2012.2	2012.98	2012.2	2012.98	2353.0
2014-08-05 03:35:00	ES	Futures	2013.24	2013.76	2012.98	2013.76	3048.0
2014-08-05 03:40:00	ES	Futures	2013.76	2013.76	2012.46	2012.46	1687.0
2014-08-05 03:45:00	ES	Futures	2012.46	2012.72	2011.68	2012.2	2234.0
2014-08-05 03:50:00	ES	Futures	2012.2	2012.2	2011.16	2011.94	1797.0
2014-08-05 03:55:00	ES	Futures	2011.94	2012.46	2011.68	2011.68	1488.0
2014-08-05 04:00:00	ES	Futures	2011.94	2012.46	2011.94	2012.46	1124.0
2014-08-05 04:05:00	ES	Futures	2012.72	2012.98	2012.2	2012.72	2383.0

> showing 50 of 14,017 rows — these rows as CSV

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