PREVIEW / futures_5min / 2014-09-19

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-09-19.parquet
  size:    199 KB
  rows:    11,950

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
2014-09-19 00:00:00	ES	Futures	2109.1	2109.62	2108.84	2109.1	624.0
2014-09-19 00:05:00	ES	Futures	2109.1	2109.62	2108.84	2109.36	486.0
2014-09-19 00:10:00	ES	Futures	2109.36	2109.62	2109.36	2109.62	231.0
2014-09-19 00:15:00	ES	Futures	2109.62	2110.93	2109.36	2110.93	2905.0
2014-09-19 00:20:00	ES	Futures	2110.67	2110.67	2109.89	2110.15	1017.0
2014-09-19 00:25:00	ES	Futures	2110.15	2110.41	2109.89	2109.89	295.0
2014-09-19 00:30:00	ES	Futures	2110.15	2110.93	2109.89	2110.67	555.0
2014-09-19 00:35:00	ES	Futures	2110.67	2110.67	2110.15	2110.41	318.0
2014-09-19 00:40:00	ES	Futures	2110.67	2110.67	2109.36	2109.36	888.0
2014-09-19 00:45:00	ES	Futures	2109.36	2109.89	2109.36	2109.62	396.0
2014-09-19 00:50:00	ES	Futures	2109.62	2109.62	2109.1	2109.1	270.0
2014-09-19 00:55:00	ES	Futures	2109.1	2109.62	2109.1	2109.62	157.0
2014-09-19 01:00:00	ES	Futures	2109.36	2109.62	2109.1	2109.36	373.0
2014-09-19 01:05:00	ES	Futures	2109.36	2109.89	2109.1	2109.36	488.0
2014-09-19 01:10:00	ES	Futures	2109.36	2109.62	2109.1	2109.1	99.0
2014-09-19 01:15:00	ES	Futures	2109.36	2109.62	2108.84	2109.1	232.0
2014-09-19 01:20:00	ES	Futures	2109.1	2109.1	2108.84	2109.1	92.0
2014-09-19 01:25:00	ES	Futures	2109.1	2109.1	2108.58	2108.84	348.0
2014-09-19 01:30:00	ES	Futures	2108.84	2108.84	2107.79	2108.31	1298.0
2014-09-19 01:35:00	ES	Futures	2108.31	2108.58	2107.79	2108.58	424.0
2014-09-19 01:40:00	ES	Futures	2108.58	2108.58	2108.05	2108.31	434.0
2014-09-19 01:45:00	ES	Futures	2108.31	2108.31	2108.05	2108.05	912.0
2014-09-19 01:50:00	ES	Futures	2107.79	2108.05	2107.53	2107.53	578.0
2014-09-19 01:55:00	ES	Futures	2107.53	2108.05	2107.53	2107.53	653.0
2014-09-19 02:00:00	ES	Futures	2107.53	2108.31	2107.0	2108.31	2720.0
2014-09-19 02:05:00	ES	Futures	2108.05	2108.58	2108.05	2108.31	1161.0
2014-09-19 02:10:00	ES	Futures	2108.31	2108.31	2107.79	2108.05	920.0
2014-09-19 02:15:00	ES	Futures	2107.79	2108.31	2107.79	2107.79	683.0
2014-09-19 02:20:00	ES	Futures	2108.05	2108.58	2108.05	2108.31	680.0
2014-09-19 02:25:00	ES	Futures	2108.31	2108.31	2107.79	2107.79	1373.0
2014-09-19 02:30:00	ES	Futures	2108.05	2108.31	2107.79	2108.05	793.0
2014-09-19 02:35:00	ES	Futures	2108.05	2108.31	2107.79	2107.79	338.0
2014-09-19 02:40:00	ES	Futures	2107.79	2108.05	2107.53	2107.79	297.0
2014-09-19 02:45:00	ES	Futures	2108.05	2108.31	2107.79	2108.05	522.0
2014-09-19 02:50:00	ES	Futures	2108.05	2108.58	2107.53	2108.58	1059.0
2014-09-19 02:55:00	ES	Futures	2108.31	2108.58	2107.79	2108.58	986.0
2014-09-19 03:00:00	ES	Futures	2108.31	2108.58	2107.27	2107.53	2613.0
2014-09-19 03:05:00	ES	Futures	2107.27	2107.53	2106.74	2107.27	3046.0
2014-09-19 03:10:00	ES	Futures	2107.27	2107.53	2106.74	2107.27	2551.0
2014-09-19 03:15:00	ES	Futures	2107.27	2107.79	2105.43	2106.22	4382.0
2014-09-19 03:20:00	ES	Futures	2106.22	2106.22	2105.69	2105.69	2166.0
2014-09-19 03:25:00	ES	Futures	2105.96	2106.22	2105.69	2105.96	1172.0
2014-09-19 03:30:00	ES	Futures	2105.96	2106.74	2105.96	2105.96	1960.0
2014-09-19 03:35:00	ES	Futures	2106.22	2106.48	2105.96	2106.22	1171.0
2014-09-19 03:40:00	ES	Futures	2106.22	2106.22	2105.69	2105.96	1568.0
2014-09-19 03:45:00	ES	Futures	2105.96	2106.22	2105.69	2106.22	789.0
2014-09-19 03:50:00	ES	Futures	2105.96	2106.74	2105.96	2106.22	817.0
2014-09-19 03:55:00	ES	Futures	2106.48	2106.48	2105.69	2106.22	1172.0
2014-09-19 04:00:00	ES	Futures	2105.96	2106.48	2105.96	2106.22	782.0
2014-09-19 04:05:00	ES	Futures	2106.22	2106.48	2105.96	2106.48	519.0

> showing 50 of 11,950 rows — these rows as CSV

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