PREVIEW / futures_5min / 2014-09-18

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-09-18.parquet
  size:    231 KB
  rows:    14,314

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
2014-09-18 00:00:00	ES	Futures	2090.24	2090.24	2089.98	2090.24	34.0
2014-09-18 00:05:00	ES	Futures	2089.98	2090.24	2089.71	2089.98	165.0
2014-09-18 00:10:00	ES	Futures	2089.71	2090.24	2089.71	2090.24	199.0
2014-09-18 00:15:00	ES	Futures	2089.98	2090.24	2089.98	2090.24	123.0
2014-09-18 00:20:00	ES	Futures	2090.24	2090.24	2089.98	2090.24	44.0
2014-09-18 00:25:00	ES	Futures	2089.98	2090.24	2089.98	2090.24	180.0
2014-09-18 00:30:00	ES	Futures	2090.24	2090.24	2089.98	2090.24	133.0
2014-09-18 00:35:00	ES	Futures	2090.24	2090.24	2089.98	2089.98	245.0
2014-09-18 00:40:00	ES	Futures	2089.98	2090.24	2089.98	2090.24	558.0
2014-09-18 00:45:00	ES	Futures	2090.24	2090.24	2090.24	2090.24	303.0
2014-09-18 00:50:00	ES	Futures	2090.24	2090.24	2089.98	2090.24	58.0
2014-09-18 00:55:00	ES	Futures	2089.98	2089.98	2089.98	2089.98	1.0
2014-09-18 01:00:00	ES	Futures	2090.24	2090.5	2089.98	2090.5	262.0
2014-09-18 01:05:00	ES	Futures	2090.24	2090.5	2090.24	2090.24	72.0
2014-09-18 01:10:00	ES	Futures	2090.5	2090.5	2090.24	2090.24	25.0
2014-09-18 01:15:00	ES	Futures	2090.24	2090.5	2090.24	2090.24	140.0
2014-09-18 01:20:00	ES	Futures	2090.24	2090.5	2089.98	2089.98	385.0
2014-09-18 01:25:00	ES	Futures	2089.98	2090.76	2089.98	2090.24	815.0
2014-09-18 01:30:00	ES	Futures	2090.5	2090.5	2090.24	2090.24	181.0
2014-09-18 01:35:00	ES	Futures	2090.5	2090.5	2090.24	2090.24	79.0
2014-09-18 01:40:00	ES	Futures	2090.5	2090.5	2089.98	2089.98	99.0
2014-09-18 01:45:00	ES	Futures	2090.24	2090.24	2089.98	2090.24	159.0
2014-09-18 01:50:00	ES	Futures	2089.98	2090.24	2089.98	2089.98	169.0
2014-09-18 01:55:00	ES	Futures	2089.98	2090.24	2089.71	2089.98	190.0
2014-09-18 02:00:00	ES	Futures	2089.98	2090.5	2089.71	2089.98	874.0
2014-09-18 02:05:00	ES	Futures	2089.98	2090.24	2089.71	2089.98	657.0
2014-09-18 02:10:00	ES	Futures	2089.98	2089.98	2089.45	2089.71	520.0
2014-09-18 02:15:00	ES	Futures	2089.98	2090.5	2089.71	2089.71	698.0
2014-09-18 02:20:00	ES	Futures	2089.71	2089.98	2089.71	2089.71	63.0
2014-09-18 02:25:00	ES	Futures	2089.98	2089.98	2089.45	2089.71	318.0
2014-09-18 02:30:00	ES	Futures	2089.45	2089.98	2089.45	2089.98	732.0
2014-09-18 02:35:00	ES	Futures	2089.98	2089.98	2089.45	2089.71	283.0
2014-09-18 02:40:00	ES	Futures	2089.71	2089.71	2089.19	2089.19	470.0
2014-09-18 02:45:00	ES	Futures	2089.45	2089.45	2089.19	2089.19	237.0
2014-09-18 02:50:00	ES	Futures	2089.45	2089.45	2089.19	2089.45	1320.0
2014-09-18 02:55:00	ES	Futures	2089.45	2089.45	2089.19	2089.19	252.0
2014-09-18 03:00:00	ES	Futures	2089.45	2089.98	2088.93	2089.45	2249.0
2014-09-18 03:05:00	ES	Futures	2089.45	2089.71	2088.93	2089.45	1507.0
2014-09-18 03:10:00	ES	Futures	2089.19	2089.45	2088.93	2089.19	1011.0
2014-09-18 03:15:00	ES	Futures	2089.45	2089.71	2088.93	2089.19	2062.0
2014-09-18 03:20:00	ES	Futures	2089.19	2089.45	2088.93	2089.45	1466.0
2014-09-18 03:25:00	ES	Futures	2089.19	2089.45	2089.19	2089.19	746.0
2014-09-18 03:30:00	ES	Futures	2089.45	2089.71	2089.19	2089.45	514.0
2014-09-18 03:35:00	ES	Futures	2089.45	2089.98	2089.45	2089.71	936.0
2014-09-18 03:40:00	ES	Futures	2089.71	2090.24	2089.45	2090.24	1204.0
2014-09-18 03:45:00	ES	Futures	2089.98	2090.5	2089.98	2090.24	687.0
2014-09-18 03:50:00	ES	Futures	2090.24	2090.76	2089.98	2090.24	1395.0
2014-09-18 03:55:00	ES	Futures	2089.98	2090.5	2089.98	2090.24	876.0
2014-09-18 04:00:00	ES	Futures	2090.24	2091.02	2090.24	2091.02	1325.0
2014-09-18 04:05:00	ES	Futures	2091.29	2092.33	2091.29	2092.07	3978.0

> showing 50 of 14,314 rows — these rows as CSV

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