PREVIEW / futures_5min / 2014-08-10

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-08-10.parquet
  size:    40 KB
  rows:    2,301

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
2014-08-10 18:00:00	ES	Futures	2005.16	2010.12	2004.9	2009.07	5568.0
2014-08-10 18:05:00	ES	Futures	2009.07	2011.42	2008.81	2010.64	2644.0
2014-08-10 18:10:00	ES	Futures	2010.64	2010.64	2009.59	2010.12	1095.0
2014-08-10 18:15:00	ES	Futures	2010.12	2010.38	2009.86	2010.12	373.0
2014-08-10 18:20:00	ES	Futures	2010.12	2010.64	2010.12	2010.12	293.0
2014-08-10 18:25:00	ES	Futures	2010.38	2010.64	2009.59	2009.59	690.0
2014-08-10 18:30:00	ES	Futures	2009.59	2010.12	2008.81	2009.33	1140.0
2014-08-10 18:35:00	ES	Futures	2009.33	2009.33	2008.29	2008.29	623.0
2014-08-10 18:40:00	ES	Futures	2008.29	2008.81	2008.29	2008.81	212.0
2014-08-10 18:45:00	ES	Futures	2008.81	2008.81	2008.03	2008.55	471.0
2014-08-10 18:50:00	ES	Futures	2008.55	2008.81	2008.29	2008.81	160.0
2014-08-10 18:55:00	ES	Futures	2008.81	2008.81	2008.29	2008.55	78.0
2014-08-10 19:00:00	ES	Futures	2008.55	2008.55	2008.03	2008.55	193.0
2014-08-10 19:05:00	ES	Futures	2008.55	2008.81	2008.55	2008.55	108.0
2014-08-10 19:10:00	ES	Futures	2008.81	2008.81	2008.55	2008.55	103.0
2014-08-10 19:15:00	ES	Futures	2008.55	2009.33	2008.29	2009.33	527.0
2014-08-10 19:20:00	ES	Futures	2009.33	2009.33	2008.29	2009.33	692.0
2014-08-10 19:25:00	ES	Futures	2009.33	2009.59	2009.07	2009.33	296.0
2014-08-10 19:30:00	ES	Futures	2009.33	2009.33	2008.81	2009.33	152.0
2014-08-10 19:35:00	ES	Futures	2009.07	2009.59	2008.81	2008.81	174.0
2014-08-10 19:40:00	ES	Futures	2009.07	2009.33	2008.81	2009.33	384.0
2014-08-10 19:45:00	ES	Futures	2009.33	2009.59	2009.33	2009.33	174.0
2014-08-10 19:50:00	ES	Futures	2009.33	2009.33	2008.81	2009.33	111.0
2014-08-10 19:55:00	ES	Futures	2009.33	2009.59	2009.33	2009.33	117.0
2014-08-10 20:00:00	ES	Futures	2009.33	2009.33	2008.29	2009.07	701.0
2014-08-10 20:05:00	ES	Futures	2008.81	2008.81	2008.03	2008.29	1021.0
2014-08-10 20:10:00	ES	Futures	2008.29	2008.55	2008.03	2008.29	375.0
2014-08-10 20:15:00	ES	Futures	2008.29	2008.55	2008.03	2008.29	318.0
2014-08-10 20:20:00	ES	Futures	2008.29	2008.81	2008.29	2008.55	442.0
2014-08-10 20:25:00	ES	Futures	2008.29	2008.55	2008.29	2008.55	253.0
2014-08-10 20:30:00	ES	Futures	2008.29	2008.55	2007.77	2008.29	677.0
2014-08-10 20:35:00	ES	Futures	2008.55	2008.55	2008.29	2008.29	132.0
2014-08-10 20:40:00	ES	Futures	2008.29	2008.55	2008.29	2008.55	56.0
2014-08-10 20:45:00	ES	Futures	2008.55	2008.81	2008.29	2008.55	1016.0
2014-08-10 20:50:00	ES	Futures	2008.55	2009.07	2008.55	2008.81	452.0
2014-08-10 20:55:00	ES	Futures	2008.81	2009.07	2008.55	2008.81	178.0
2014-08-10 21:00:00	ES	Futures	2008.81	2009.33	2008.55	2008.55	417.0
2014-08-10 21:05:00	ES	Futures	2008.81	2008.81	2007.77	2008.03	1074.0
2014-08-10 21:10:00	ES	Futures	2007.77	2008.03	2006.47	2006.99	1446.0
2014-08-10 21:15:00	ES	Futures	2006.73	2006.99	2006.47	2006.73	334.0
2014-08-10 21:20:00	ES	Futures	2006.73	2006.99	2005.95	2006.21	754.0
2014-08-10 21:25:00	ES	Futures	2006.21	2006.47	2005.95	2006.21	420.0
2014-08-10 21:30:00	ES	Futures	2006.47	2006.73	2006.21	2006.47	334.0
2014-08-10 21:35:00	ES	Futures	2006.47	2008.55	2006.47	2008.29	1846.0
2014-08-10 21:40:00	ES	Futures	2008.29	2008.55	2006.99	2007.51	1105.0
2014-08-10 21:45:00	ES	Futures	2007.51	2007.77	2007.25	2007.51	161.0
2014-08-10 21:50:00	ES	Futures	2007.77	2008.55	2007.77	2008.29	414.0
2014-08-10 21:55:00	ES	Futures	2008.03	2008.81	2008.03	2008.55	265.0
2014-08-10 22:00:00	ES	Futures	2008.81	2009.33	2008.55	2008.55	772.0
2014-08-10 22:05:00	ES	Futures	2008.55	2008.81	2008.29	2008.55	389.0

> showing 50 of 2,301 rows — these rows as CSV

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