PREVIEW / futures_5min / 2014-09-15

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-09-15.parquet
  size:    194 KB
  rows:    13,287

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
2014-09-15 00:00:00	ES	Futures	2063.78	2063.78	2063.78	2063.78	257.0
2014-09-15 00:05:00	ES	Futures	2063.78	2064.04	2063.26	2063.52	383.0
2014-09-15 00:10:00	ES	Futures	2063.52	2063.52	2062.99	2063.26	928.0
2014-09-15 00:15:00	ES	Futures	2063.52	2063.78	2062.99	2063.52	232.0
2014-09-15 00:20:00	ES	Futures	2063.52	2063.52	2063.26	2063.52	86.0
2014-09-15 00:25:00	ES	Futures	2063.78	2063.78	2063.78	2063.78	58.0
2014-09-15 00:30:00	ES	Futures	2063.78	2064.3	2063.52	2064.3	634.0
2014-09-15 00:35:00	ES	Futures	2064.3	2064.3	2064.04	2064.04	37.0
2014-09-15 00:40:00	ES	Futures	2064.04	2064.3	2064.04	2064.3	148.0
2014-09-15 00:45:00	ES	Futures	2064.04	2064.04	2064.04	2064.04	165.0
2014-09-15 00:50:00	ES	Futures	2064.04	2064.3	2064.04	2064.3	12.0
2014-09-15 00:55:00	ES	Futures	2064.04	2064.04	2064.04	2064.04	47.0
2014-09-15 01:00:00	ES	Futures	2064.3	2064.3	2063.78	2064.04	217.0
2014-09-15 01:05:00	ES	Futures	2064.3	2064.3	2064.04	2064.04	15.0
2014-09-15 01:10:00	ES	Futures	2064.3	2064.3	2064.04	2064.3	307.0
2014-09-15 01:15:00	ES	Futures	2064.04	2064.3	2064.04	2064.04	293.0
2014-09-15 01:20:00	ES	Futures	2064.04	2064.3	2064.04	2064.3	16.0
2014-09-15 01:25:00	ES	Futures	2064.3	2064.3	2064.04	2064.3	185.0
2014-09-15 01:30:00	ES	Futures	2064.3	2064.56	2064.04	2064.3	680.0
2014-09-15 01:35:00	ES	Futures	2064.3	2064.3	2064.3	2064.3	286.0
2014-09-15 01:40:00	ES	Futures	2064.3	2064.3	2064.04	2064.04	51.0
2014-09-15 01:45:00	ES	Futures	2064.3	2064.3	2064.04	2064.04	569.0
2014-09-15 01:50:00	ES	Futures	2064.3	2064.3	2064.04	2064.04	11.0
2014-09-15 01:55:00	ES	Futures	2064.3	2064.56	2064.04	2064.04	784.0
2014-09-15 02:00:00	ES	Futures	2064.3	2065.09	2064.04	2065.09	890.0
2014-09-15 02:05:00	ES	Futures	2064.83	2065.09	2064.3	2064.56	394.0
2014-09-15 02:10:00	ES	Futures	2064.3	2064.83	2064.3	2064.56	280.0
2014-09-15 02:15:00	ES	Futures	2064.56	2064.83	2064.3	2064.83	365.0
2014-09-15 02:20:00	ES	Futures	2064.83	2064.83	2064.56	2064.56	56.0
2014-09-15 02:25:00	ES	Futures	2064.56	2065.35	2064.56	2065.09	346.0
2014-09-15 02:30:00	ES	Futures	2065.09	2065.35	2065.09	2065.35	813.0
2014-09-15 02:35:00	ES	Futures	2065.35	2065.35	2065.09	2065.09	77.0
2014-09-15 02:40:00	ES	Futures	2065.35	2065.35	2065.09	2065.35	280.0
2014-09-15 02:45:00	ES	Futures	2065.09	2065.35	2064.83	2065.09	598.0
2014-09-15 02:50:00	ES	Futures	2064.83	2065.35	2064.83	2065.35	277.0
2014-09-15 02:55:00	ES	Futures	2065.09	2065.09	2064.83	2065.09	218.0
2014-09-15 03:00:00	ES	Futures	2065.09	2065.09	2064.3	2064.83	1952.0
2014-09-15 03:05:00	ES	Futures	2064.56	2066.14	2064.3	2065.87	3843.0
2014-09-15 03:10:00	ES	Futures	2065.87	2066.14	2065.35	2065.87	1651.0
2014-09-15 03:15:00	ES	Futures	2065.87	2065.87	2065.09	2065.35	1462.0
2014-09-15 03:20:00	ES	Futures	2065.35	2065.87	2065.35	2065.35	651.0
2014-09-15 03:25:00	ES	Futures	2065.35	2065.87	2065.09	2065.09	1282.0
2014-09-15 03:30:00	ES	Futures	2065.09	2065.09	2064.56	2064.56	3055.0
2014-09-15 03:35:00	ES	Futures	2064.3	2065.35	2064.3	2065.09	1447.0
2014-09-15 03:40:00	ES	Futures	2065.09	2065.35	2064.83	2065.09	788.0
2014-09-15 03:45:00	ES	Futures	2064.83	2065.87	2064.83	2065.35	1434.0
2014-09-15 03:50:00	ES	Futures	2065.35	2065.61	2065.09	2065.35	561.0
2014-09-15 03:55:00	ES	Futures	2065.09	2065.61	2064.83	2065.61	950.0
2014-09-15 04:00:00	ES	Futures	2065.35	2065.61	2065.09	2065.61	1214.0
2014-09-15 04:05:00	ES	Futures	2065.61	2066.4	2065.35	2066.4	1070.0

> showing 50 of 13,287 rows — these rows as CSV

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