PREVIEW / futures_5min / 2014-08-24

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-08-24.parquet
  size:    22 KB
  rows:    976

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
2014-08-24 22:00:00	ES	Futures	2074.49	2075.27	2073.18	2075.01	4392.0
2014-08-24 22:05:00	ES	Futures	2075.01	2076.83	2074.75	2076.05	3029.0
2014-08-24 22:10:00	ES	Futures	2076.05	2076.57	2075.53	2075.79	1054.0
2014-08-24 22:15:00	ES	Futures	2075.79	2076.05	2075.79	2076.05	105.0
2014-08-24 22:20:00	ES	Futures	2075.79	2076.05	2075.27	2075.27	654.0
2014-08-24 22:25:00	ES	Futures	2075.27	2075.53	2075.01	2075.27	171.0
2014-08-24 22:30:00	ES	Futures	2075.27	2075.27	2075.01	2075.27	439.0
2014-08-24 22:35:00	ES	Futures	2075.01	2075.53	2075.01	2075.27	247.0
2014-08-24 22:40:00	ES	Futures	2075.27	2075.27	2075.01	2075.27	280.0
2014-08-24 22:45:00	ES	Futures	2075.27	2075.53	2075.01	2075.27	227.0
2014-08-24 22:50:00	ES	Futures	2075.01	2075.79	2075.01	2075.79	523.0
2014-08-24 22:55:00	ES	Futures	2075.79	2076.31	2075.79	2076.31	230.0
2014-08-24 23:00:00	ES	Futures	2076.31	2077.61	2076.05	2077.35	1827.0
2014-08-24 23:05:00	ES	Futures	2077.35	2078.4	2077.09	2078.4	2174.0
2014-08-24 23:10:00	ES	Futures	2078.4	2079.18	2077.88	2078.4	1340.0
2014-08-24 23:15:00	ES	Futures	2078.4	2078.92	2077.88	2077.88	903.0
2014-08-24 23:20:00	ES	Futures	2078.14	2078.4	2077.88	2078.14	398.0
2014-08-24 23:25:00	ES	Futures	2078.4	2078.4	2078.14	2078.4	68.0
2014-08-24 23:30:00	ES	Futures	2078.14	2078.14	2077.88	2077.88	364.0
2014-08-24 23:35:00	ES	Futures	2077.88	2078.66	2077.88	2078.4	718.0
2014-08-24 23:40:00	ES	Futures	2078.66	2078.66	2078.4	2078.66	36.0
2014-08-24 23:45:00	ES	Futures	2078.66	2078.66	2078.4	2078.66	53.0
2014-08-24 23:50:00	ES	Futures	2078.66	2078.92	2078.4	2078.92	127.0
2014-08-24 23:55:00	ES	Futures	2078.92	2079.18	2078.66	2079.18	234.0
2014-08-24 22:00:00	NQ	Futures	4739.4	4746.41	4739.11	4745.24	781.0
2014-08-24 22:05:00	NQ	Futures	4745.53	4748.74	4744.65	4746.99	435.0
2014-08-24 22:10:00	NQ	Futures	4747.28	4747.87	4746.11	4746.99	118.0
2014-08-24 22:15:00	NQ	Futures	4746.99	4747.57	4746.41	4746.7	270.0
2014-08-24 22:20:00	NQ	Futures	4746.7	4746.7	4744.95	4745.24	154.0
2014-08-24 22:25:00	NQ	Futures	4745.24	4745.53	4744.36	4744.36	84.0
2014-08-24 22:30:00	NQ	Futures	4744.07	4744.65	4744.07	4744.65	33.0
2014-08-24 22:35:00	NQ	Futures	4744.36	4744.95	4744.07	4744.36	101.0
2014-08-24 22:40:00	NQ	Futures	4744.36	4744.65	4744.07	4744.36	67.0
2014-08-24 22:45:00	NQ	Futures	4744.65	4744.95	4743.78	4744.07	83.0
2014-08-24 22:50:00	NQ	Futures	4744.07	4745.82	4744.07	4745.82	34.0
2014-08-24 22:55:00	NQ	Futures	4745.53	4746.41	4745.24	4746.41	34.0
2014-08-24 23:00:00	NQ	Futures	4746.11	4749.33	4745.82	4749.03	236.0
2014-08-24 23:05:00	NQ	Futures	4748.74	4751.66	4748.16	4751.37	401.0
2014-08-24 23:10:00	NQ	Futures	4751.66	4754.0	4750.79	4752.54	439.0
2014-08-24 23:15:00	NQ	Futures	4752.54	4753.42	4751.95	4752.25	217.0
2014-08-24 23:20:00	NQ	Futures	4752.54	4752.83	4752.25	4752.54	102.0
2014-08-24 23:25:00	NQ	Futures	4752.54	4752.83	4752.54	4752.83	17.0
2014-08-24 23:30:00	NQ	Futures	4752.54	4752.54	4751.95	4752.25	149.0
2014-08-24 23:35:00	NQ	Futures	4752.54	4753.42	4752.25	4752.83	191.0
2014-08-24 23:40:00	NQ	Futures	4752.54	4752.83	4752.25	4752.83	22.0
2014-08-24 23:45:00	NQ	Futures	4752.54	4752.54	4752.25	4752.25	5.0
2014-08-24 23:50:00	NQ	Futures	4752.83	4753.42	4752.54	4752.83	15.0
2014-08-24 23:55:00	NQ	Futures	4753.12	4754.29	4752.83	4754.29	82.0
2014-08-24 22:00:00	YM	Futures	17590.7	17604.2	17586.6	17603.2	208.0
2014-08-24 22:05:00	YM	Futures	17603.2	17617.6	17602.1	17613.5	235.0

> showing 50 of 976 rows — these rows as CSV

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