PREVIEW / futures_5min / 2014-08-07

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-08-07.parquet
  size:    235 KB
  rows:    14,199

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
2014-08-07 00:00:00	ES	Futures	1997.87	1998.13	1997.87	1997.87	142.0
2014-08-07 00:05:00	ES	Futures	1997.87	1998.13	1997.87	1997.87	51.0
2014-08-07 00:10:00	ES	Futures	1997.87	1998.13	1997.87	1997.87	59.0
2014-08-07 00:15:00	ES	Futures	1997.87	1998.13	1997.61	1997.87	173.0
2014-08-07 00:20:00	ES	Futures	1998.13	1998.13	1997.61	1997.87	236.0
2014-08-07 00:25:00	ES	Futures	1997.61	1997.87	1997.35	1997.87	561.0
2014-08-07 00:30:00	ES	Futures	1997.87	1997.87	1997.08	1997.35	161.0
2014-08-07 00:35:00	ES	Futures	1997.35	1997.87	1997.35	1997.61	189.0
2014-08-07 00:40:00	ES	Futures	1997.87	1998.13	1997.61	1997.87	192.0
2014-08-07 00:45:00	ES	Futures	1997.87	1998.13	1997.35	1998.13	494.0
2014-08-07 00:50:00	ES	Futures	1998.13	1998.13	1997.61	1997.61	86.0
2014-08-07 00:55:00	ES	Futures	1997.87	1998.13	1997.61	1998.13	76.0
2014-08-07 01:00:00	ES	Futures	1998.13	1998.39	1998.13	1998.13	165.0
2014-08-07 01:05:00	ES	Futures	1998.39	1998.65	1998.13	1998.13	357.0
2014-08-07 01:10:00	ES	Futures	1998.39	1998.91	1998.39	1998.39	743.0
2014-08-07 01:15:00	ES	Futures	1998.39	1999.43	1998.13	1999.43	1195.0
2014-08-07 01:20:00	ES	Futures	1999.43	2000.47	1999.43	2000.21	1740.0
2014-08-07 01:25:00	ES	Futures	2000.47	2000.99	1999.95	2000.47	1361.0
2014-08-07 01:30:00	ES	Futures	2000.73	2000.99	2000.47	2000.47	501.0
2014-08-07 01:35:00	ES	Futures	2000.47	2000.73	1999.95	2000.73	848.0
2014-08-07 01:40:00	ES	Futures	2000.73	2000.73	2000.21	2000.47	683.0
2014-08-07 01:45:00	ES	Futures	2000.47	2000.47	1999.95	2000.47	486.0
2014-08-07 01:50:00	ES	Futures	2000.73	2000.73	1999.69	1999.69	389.0
2014-08-07 01:55:00	ES	Futures	1999.95	1999.95	1999.17	1999.43	731.0
2014-08-07 02:00:00	ES	Futures	1999.43	2000.21	1999.17	1999.95	929.0
2014-08-07 02:05:00	ES	Futures	2000.21	2000.73	1999.95	2000.21	1395.0
2014-08-07 02:10:00	ES	Futures	1999.95	2000.21	1999.95	2000.21	1168.0
2014-08-07 02:15:00	ES	Futures	2000.21	2000.21	1998.91	1998.91	440.0
2014-08-07 02:20:00	ES	Futures	1998.91	1999.43	1998.91	1999.17	581.0
2014-08-07 02:25:00	ES	Futures	1998.91	1999.43	1998.13	1998.13	554.0
2014-08-07 02:30:00	ES	Futures	1998.39	1998.65	1998.13	1998.39	430.0
2014-08-07 02:35:00	ES	Futures	1998.39	1998.91	1998.39	1998.91	589.0
2014-08-07 02:40:00	ES	Futures	1998.91	1999.17	1998.13	1998.39	634.0
2014-08-07 02:45:00	ES	Futures	1998.39	1998.65	1998.13	1998.13	863.0
2014-08-07 02:50:00	ES	Futures	1998.39	1999.17	1998.13	1998.65	1218.0
2014-08-07 02:55:00	ES	Futures	1998.91	1999.69	1998.91	1999.17	716.0
2014-08-07 03:00:00	ES	Futures	1999.17	1999.43	1996.04	1997.08	8090.0
2014-08-07 03:05:00	ES	Futures	1997.08	1998.13	1996.56	1997.35	4699.0
2014-08-07 03:10:00	ES	Futures	1997.08	1998.65	1996.82	1997.87	4003.0
2014-08-07 03:15:00	ES	Futures	1997.87	1998.39	1997.08	1997.87	2183.0
2014-08-07 03:20:00	ES	Futures	1997.61	1997.87	1996.04	1996.56	3156.0
2014-08-07 03:25:00	ES	Futures	1996.56	1996.82	1995.78	1996.82	3389.0
2014-08-07 03:30:00	ES	Futures	1996.56	1997.61	1996.56	1997.08	1135.0
2014-08-07 03:35:00	ES	Futures	1997.08	1997.08	1995.78	1996.04	2397.0
2014-08-07 03:40:00	ES	Futures	1996.3	1997.08	1996.04	1996.56	1831.0
2014-08-07 03:45:00	ES	Futures	1996.56	1996.82	1996.04	1996.3	964.0
2014-08-07 03:50:00	ES	Futures	1996.56	1997.61	1996.3	1997.35	1220.0
2014-08-07 03:55:00	ES	Futures	1997.35	1998.91	1997.35	1998.65	3023.0
2014-08-07 04:00:00	ES	Futures	1998.65	1999.95	1998.13	1999.95	3250.0
2014-08-07 04:05:00	ES	Futures	1999.95	2000.99	1999.69	2000.73	4968.0

> showing 50 of 14,199 rows — these rows as CSV

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