PREVIEW / futures_5min / 2014-08-19

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-08-19.parquet
  size:    192 KB
  rows:    13,459

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
2014-08-19 00:00:00	ES	Futures	2053.12	2053.38	2052.86	2053.12	97.0
2014-08-19 00:05:00	ES	Futures	2053.12	2053.38	2053.12	2053.12	76.0
2014-08-19 00:10:00	ES	Futures	2053.12	2053.38	2053.12	2053.12	70.0
2014-08-19 00:15:00	ES	Futures	2053.12	2053.38	2053.12	2053.12	147.0
2014-08-19 00:20:00	ES	Futures	2053.12	2053.38	2053.12	2053.12	40.0
2014-08-19 00:25:00	ES	Futures	2053.12	2053.38	2053.12	2053.12	27.0
2014-08-19 00:30:00	ES	Futures	2053.38	2053.38	2053.12	2053.38	126.0
2014-08-19 00:35:00	ES	Futures	2053.38	2053.64	2053.12	2053.38	145.0
2014-08-19 00:40:00	ES	Futures	2053.64	2054.16	2053.64	2054.16	1075.0
2014-08-19 00:45:00	ES	Futures	2054.16	2054.16	2053.9	2053.9	144.0
2014-08-19 00:50:00	ES	Futures	2054.16	2054.16	2053.9	2053.9	34.0
2014-08-19 00:55:00	ES	Futures	2053.9	2054.16	2053.9	2053.9	63.0
2014-08-19 01:00:00	ES	Futures	2054.16	2054.16	2053.9	2054.16	156.0
2014-08-19 01:05:00	ES	Futures	2054.16	2054.94	2053.9	2054.68	1507.0
2014-08-19 01:10:00	ES	Futures	2054.68	2054.68	2054.16	2054.16	384.0
2014-08-19 01:15:00	ES	Futures	2054.16	2054.42	2053.64	2053.9	252.0
2014-08-19 01:20:00	ES	Futures	2053.9	2054.42	2053.9	2054.42	360.0
2014-08-19 01:25:00	ES	Futures	2054.42	2054.68	2054.16	2054.42	191.0
2014-08-19 01:30:00	ES	Futures	2054.42	2054.68	2054.16	2054.42	335.0
2014-08-19 01:35:00	ES	Futures	2054.42	2054.94	2054.16	2054.68	418.0
2014-08-19 01:40:00	ES	Futures	2054.68	2054.68	2054.42	2054.68	93.0
2014-08-19 01:45:00	ES	Futures	2054.68	2054.94	2054.42	2054.94	275.0
2014-08-19 01:50:00	ES	Futures	2054.68	2055.2	2054.68	2054.68	309.0
2014-08-19 01:55:00	ES	Futures	2054.94	2054.94	2054.42	2054.42	866.0
2014-08-19 02:00:00	ES	Futures	2054.42	2054.94	2054.16	2054.16	1107.0
2014-08-19 02:05:00	ES	Futures	2054.42	2054.42	2053.64	2053.9	579.0
2014-08-19 02:10:00	ES	Futures	2053.9	2054.16	2053.64	2054.16	288.0
2014-08-19 02:15:00	ES	Futures	2053.9	2054.42	2053.9	2054.16	843.0
2014-08-19 02:20:00	ES	Futures	2054.16	2054.42	2054.16	2054.16	163.0
2014-08-19 02:25:00	ES	Futures	2054.16	2055.2	2054.16	2054.94	801.0
2014-08-19 02:30:00	ES	Futures	2054.94	2055.2	2054.68	2054.94	413.0
2014-08-19 02:35:00	ES	Futures	2054.94	2054.94	2054.68	2054.94	115.0
2014-08-19 02:40:00	ES	Futures	2054.94	2055.2	2054.68	2054.94	231.0
2014-08-19 02:45:00	ES	Futures	2054.94	2054.94	2054.42	2054.94	238.0
2014-08-19 02:50:00	ES	Futures	2054.68	2054.94	2054.68	2054.94	316.0
2014-08-19 02:55:00	ES	Futures	2054.94	2055.46	2054.94	2055.46	1263.0
2014-08-19 03:00:00	ES	Futures	2055.46	2055.46	2054.42	2054.68	1910.0
2014-08-19 03:05:00	ES	Futures	2054.94	2055.46	2054.42	2055.46	2043.0
2014-08-19 03:10:00	ES	Futures	2055.46	2055.46	2054.94	2055.46	1910.0
2014-08-19 03:15:00	ES	Futures	2055.46	2057.29	2055.2	2056.77	5766.0
2014-08-19 03:20:00	ES	Futures	2057.03	2057.29	2056.24	2056.5	2424.0
2014-08-19 03:25:00	ES	Futures	2056.5	2056.77	2056.5	2056.77	802.0
2014-08-19 03:30:00	ES	Futures	2056.5	2056.77	2055.98	2056.24	1757.0
2014-08-19 03:35:00	ES	Futures	2056.24	2056.5	2056.24	2056.24	965.0
2014-08-19 03:40:00	ES	Futures	2056.24	2056.5	2056.24	2056.24	452.0
2014-08-19 03:45:00	ES	Futures	2056.24	2057.55	2056.24	2057.29	2397.0
2014-08-19 03:50:00	ES	Futures	2057.03	2057.55	2056.5	2056.77	1354.0
2014-08-19 03:55:00	ES	Futures	2056.5	2056.77	2055.46	2055.72	2603.0
2014-08-19 04:00:00	ES	Futures	2055.98	2056.24	2054.94	2055.2	1511.0
2014-08-19 04:05:00	ES	Futures	2054.94	2055.46	2054.68	2055.2	1120.0

> showing 50 of 13,459 rows — these rows as CSV

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