PREVIEW / futures_5min / 2014-08-15

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-08-15.parquet
  size:    189 KB
  rows:    11,415

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
2014-08-15 00:00:00	ES	Futures	2036.7	2036.7	2036.44	2036.7	24.0
2014-08-15 00:05:00	ES	Futures	2036.7	2036.96	2036.44	2036.44	187.0
2014-08-15 00:10:00	ES	Futures	2036.7	2036.7	2036.44	2036.7	71.0
2014-08-15 00:15:00	ES	Futures	2036.7	2036.96	2036.7	2036.7	25.0
2014-08-15 00:20:00	ES	Futures	2036.96	2036.96	2036.7	2036.7	29.0
2014-08-15 00:25:00	ES	Futures	2036.7	2036.96	2036.7	2036.7	82.0
2014-08-15 00:30:00	ES	Futures	2036.7	2036.96	2036.7	2036.7	25.0
2014-08-15 00:35:00	ES	Futures	2036.7	2036.7	2036.44	2036.44	211.0
2014-08-15 00:40:00	ES	Futures	2036.7	2036.96	2036.44	2036.44	305.0
2014-08-15 00:45:00	ES	Futures	2036.7	2036.7	2036.44	2036.7	52.0
2014-08-15 00:50:00	ES	Futures	2036.44	2036.7	2036.18	2036.18	97.0
2014-08-15 00:55:00	ES	Futures	2036.18	2036.44	2035.92	2035.92	269.0
2014-08-15 01:00:00	ES	Futures	2035.92	2036.18	2035.92	2036.18	23.0
2014-08-15 01:05:00	ES	Futures	2036.18	2036.44	2036.18	2036.44	338.0
2014-08-15 01:10:00	ES	Futures	2036.18	2036.44	2036.18	2036.18	36.0
2014-08-15 01:15:00	ES	Futures	2036.44	2036.44	2036.18	2036.18	189.0
2014-08-15 01:20:00	ES	Futures	2036.18	2036.44	2036.18	2036.44	140.0
2014-08-15 01:25:00	ES	Futures	2036.18	2036.44	2035.92	2035.92	369.0
2014-08-15 01:30:00	ES	Futures	2035.92	2036.18	2035.92	2035.92	125.0
2014-08-15 01:35:00	ES	Futures	2035.92	2036.18	2035.92	2035.92	56.0
2014-08-15 01:40:00	ES	Futures	2035.92	2036.18	2035.66	2035.92	62.0
2014-08-15 01:45:00	ES	Futures	2035.92	2036.18	2035.92	2035.92	158.0
2014-08-15 01:50:00	ES	Futures	2035.92	2035.92	2035.66	2035.92	118.0
2014-08-15 01:55:00	ES	Futures	2035.92	2036.18	2035.66	2035.66	144.0
2014-08-15 02:00:00	ES	Futures	2035.92	2036.44	2035.66	2036.18	945.0
2014-08-15 02:05:00	ES	Futures	2036.18	2036.7	2035.92	2036.7	609.0
2014-08-15 02:10:00	ES	Futures	2036.44	2036.7	2036.18	2036.18	447.0
2014-08-15 02:15:00	ES	Futures	2036.44	2036.44	2036.18	2036.44	65.0
2014-08-15 02:20:00	ES	Futures	2036.44	2036.44	2036.18	2036.18	61.0
2014-08-15 02:25:00	ES	Futures	2036.44	2036.44	2035.92	2036.18	356.0
2014-08-15 02:30:00	ES	Futures	2035.92	2036.7	2035.92	2036.7	641.0
2014-08-15 02:35:00	ES	Futures	2036.44	2036.44	2035.92	2035.92	439.0
2014-08-15 02:40:00	ES	Futures	2035.92	2036.44	2035.92	2036.18	420.0
2014-08-15 02:45:00	ES	Futures	2035.92	2036.44	2035.66	2036.44	337.0
2014-08-15 02:50:00	ES	Futures	2036.18	2036.44	2035.92	2036.44	259.0
2014-08-15 02:55:00	ES	Futures	2036.44	2036.7	2036.18	2036.44	602.0
2014-08-15 03:00:00	ES	Futures	2036.18	2036.7	2035.66	2036.18	2610.0
2014-08-15 03:05:00	ES	Futures	2036.18	2037.22	2036.18	2036.18	2776.0
2014-08-15 03:10:00	ES	Futures	2036.18	2037.74	2036.18	2037.48	3664.0
2014-08-15 03:15:00	ES	Futures	2037.22	2038.0	2037.22	2037.48	1789.0
2014-08-15 03:20:00	ES	Futures	2037.74	2038.52	2037.48	2038.26	3094.0
2014-08-15 03:25:00	ES	Futures	2038.26	2038.26	2037.74	2037.74	709.0
2014-08-15 03:30:00	ES	Futures	2037.74	2038.26	2037.74	2038.26	961.0
2014-08-15 03:35:00	ES	Futures	2038.0	2038.26	2037.74	2037.74	779.0
2014-08-15 03:40:00	ES	Futures	2037.74	2038.0	2037.22	2037.48	1206.0
2014-08-15 03:45:00	ES	Futures	2037.48	2037.74	2037.22	2037.48	909.0
2014-08-15 03:50:00	ES	Futures	2037.48	2037.74	2037.48	2037.48	396.0
2014-08-15 03:55:00	ES	Futures	2037.48	2038.0	2037.48	2037.74	495.0
2014-08-15 04:00:00	ES	Futures	2037.74	2038.0	2037.74	2037.74	224.0
2014-08-15 04:05:00	ES	Futures	2037.74	2038.52	2037.74	2038.26	1190.0

> showing 50 of 11,415 rows — these rows as CSV

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