PREVIEW / futures_5min / 2014-08-06

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-08-06.parquet
  size:    215 KB
  rows:    14,142

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
2014-08-06 00:00:00	ES	Futures	1995.0	1995.0	1994.48	1994.74	120.0
2014-08-06 00:05:00	ES	Futures	1994.74	1994.74	1993.96	1993.96	337.0
2014-08-06 00:10:00	ES	Futures	1993.96	1993.96	1993.7	1993.96	222.0
2014-08-06 00:15:00	ES	Futures	1993.96	1994.22	1993.7	1994.22	74.0
2014-08-06 00:20:00	ES	Futures	1994.22	1994.22	1993.96	1993.96	46.0
2014-08-06 00:25:00	ES	Futures	1994.22	1994.22	1993.44	1993.7	280.0
2014-08-06 00:30:00	ES	Futures	1993.7	1993.96	1993.7	1993.96	57.0
2014-08-06 00:35:00	ES	Futures	1993.96	1994.22	1993.7	1994.22	129.0
2014-08-06 00:40:00	ES	Futures	1993.96	1994.48	1993.96	1994.48	107.0
2014-08-06 00:45:00	ES	Futures	1994.48	1994.74	1994.22	1994.48	88.0
2014-08-06 00:50:00	ES	Futures	1994.22	1994.48	1994.22	1994.48	29.0
2014-08-06 00:55:00	ES	Futures	1994.74	1995.26	1994.74	1995.26	138.0
2014-08-06 01:00:00	ES	Futures	1995.26	1995.26	1993.96	1994.22	703.0
2014-08-06 01:05:00	ES	Futures	1994.22	1994.74	1994.22	1994.74	220.0
2014-08-06 01:10:00	ES	Futures	1994.48	1994.74	1994.22	1994.74	174.0
2014-08-06 01:15:00	ES	Futures	1994.74	1995.52	1994.74	1995.26	488.0
2014-08-06 01:20:00	ES	Futures	1995.26	1995.78	1995.26	1995.26	408.0
2014-08-06 01:25:00	ES	Futures	1995.0	1995.52	1995.0	1995.26	282.0
2014-08-06 01:30:00	ES	Futures	1995.0	1996.04	1995.0	1995.78	456.0
2014-08-06 01:35:00	ES	Futures	1995.78	1996.56	1995.78	1996.3	518.0
2014-08-06 01:40:00	ES	Futures	1996.56	1996.56	1996.04	1996.04	142.0
2014-08-06 01:45:00	ES	Futures	1995.78	1996.3	1995.78	1996.04	335.0
2014-08-06 01:50:00	ES	Futures	1996.04	1996.56	1996.04	1996.3	278.0
2014-08-06 01:55:00	ES	Futures	1996.3	1996.82	1996.3	1996.56	361.0
2014-08-06 02:00:00	ES	Futures	1996.56	1997.08	1996.04	1996.3	1384.0
2014-08-06 02:05:00	ES	Futures	1996.3	1996.56	1995.78	1996.56	720.0
2014-08-06 02:10:00	ES	Futures	1996.3	1996.82	1996.04	1996.82	1252.0
2014-08-06 02:15:00	ES	Futures	1996.82	1997.08	1996.3	1996.82	765.0
2014-08-06 02:20:00	ES	Futures	1996.56	1997.08	1996.56	1996.82	561.0
2014-08-06 02:25:00	ES	Futures	1997.08	1997.08	1996.04	1996.3	1510.0
2014-08-06 02:30:00	ES	Futures	1996.04	1996.3	1995.52	1996.04	982.0
2014-08-06 02:35:00	ES	Futures	1995.78	1996.3	1995.78	1996.3	460.0
2014-08-06 02:40:00	ES	Futures	1996.04	1996.3	1995.52	1996.04	574.0
2014-08-06 02:45:00	ES	Futures	1996.04	1996.3	1995.52	1996.04	385.0
2014-08-06 02:50:00	ES	Futures	1996.04	1996.82	1996.04	1996.56	468.0
2014-08-06 02:55:00	ES	Futures	1996.56	1997.35	1996.3	1997.08	724.0
2014-08-06 03:00:00	ES	Futures	1997.08	1997.35	1995.78	1996.82	3322.0
2014-08-06 03:05:00	ES	Futures	1996.82	1997.35	1995.26	1997.08	7903.0
2014-08-06 03:10:00	ES	Futures	1997.08	1997.87	1996.82	1997.61	3266.0
2014-08-06 03:15:00	ES	Futures	1997.61	1998.91	1997.35	1998.13	4802.0
2014-08-06 03:20:00	ES	Futures	1998.13	1999.17	1998.13	1999.17	3408.0
2014-08-06 03:25:00	ES	Futures	1998.91	1999.43	1998.39	1998.65	2965.0
2014-08-06 03:30:00	ES	Futures	1998.65	1999.69	1998.65	1999.17	2657.0
2014-08-06 03:35:00	ES	Futures	1999.43	1999.43	1998.13	1998.39	1851.0
2014-08-06 03:40:00	ES	Futures	1998.39	1998.65	1997.61	1998.13	2542.0
2014-08-06 03:45:00	ES	Futures	1998.39	1998.65	1997.61	1997.87	1115.0
2014-08-06 03:50:00	ES	Futures	1997.61	1997.87	1997.08	1997.61	1522.0
2014-08-06 03:55:00	ES	Futures	1997.61	1998.65	1997.35	1998.39	1368.0
2014-08-06 04:00:00	ES	Futures	1998.13	1998.91	1998.13	1998.39	1414.0
2014-08-06 04:05:00	ES	Futures	1998.39	1998.65	1997.87	1997.87	1068.0

> showing 50 of 14,142 rows — these rows as CSV

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