PREVIEW / futures_5min / 2014-09-21

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-09-21.parquet
  size:    51 KB
  rows:    2,473

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
2014-09-21 18:00:00	ES	Futures	2097.83	2098.88	2096.26	2096.26	3405.0
2014-09-21 18:05:00	ES	Futures	2096.26	2097.31	2096.0	2097.05	779.0
2014-09-21 18:10:00	ES	Futures	2097.05	2097.31	2097.05	2097.05	185.0
2014-09-21 18:15:00	ES	Futures	2097.31	2097.31	2096.79	2096.79	291.0
2014-09-21 18:20:00	ES	Futures	2097.05	2097.05	2096.52	2096.79	301.0
2014-09-21 18:25:00	ES	Futures	2096.79	2096.79	2096.52	2096.52	101.0
2014-09-21 18:30:00	ES	Futures	2096.79	2097.31	2096.26	2097.31	376.0
2014-09-21 18:35:00	ES	Futures	2097.31	2097.57	2096.79	2097.57	185.0
2014-09-21 18:40:00	ES	Futures	2097.57	2097.83	2097.31	2097.57	113.0
2014-09-21 18:45:00	ES	Futures	2097.57	2097.83	2097.57	2097.57	78.0
2014-09-21 18:50:00	ES	Futures	2097.57	2098.1	2097.57	2098.1	362.0
2014-09-21 18:55:00	ES	Futures	2098.1	2098.62	2098.1	2098.36	304.0
2014-09-21 19:00:00	ES	Futures	2098.62	2098.62	2098.1	2098.1	125.0
2014-09-21 19:05:00	ES	Futures	2098.1	2098.36	2098.1	2098.36	217.0
2014-09-21 19:10:00	ES	Futures	2098.36	2098.36	2097.83	2098.1	125.0
2014-09-21 19:15:00	ES	Futures	2097.83	2098.1	2097.57	2097.83	175.0
2014-09-21 19:20:00	ES	Futures	2098.1	2098.1	2097.83	2098.1	38.0
2014-09-21 19:25:00	ES	Futures	2097.83	2098.1	2097.83	2098.1	69.0
2014-09-21 19:30:00	ES	Futures	2098.1	2098.36	2098.1	2098.36	100.0
2014-09-21 19:35:00	ES	Futures	2098.62	2098.62	2098.36	2098.62	41.0
2014-09-21 19:40:00	ES	Futures	2098.36	2098.62	2098.1	2098.62	184.0
2014-09-21 19:45:00	ES	Futures	2098.62	2098.88	2098.62	2098.88	100.0
2014-09-21 19:50:00	ES	Futures	2098.88	2098.88	2098.36	2098.36	303.0
2014-09-21 19:55:00	ES	Futures	2098.36	2098.88	2098.36	2098.62	135.0
2014-09-21 20:00:00	ES	Futures	2098.62	2098.88	2098.36	2098.62	456.0
2014-09-21 20:05:00	ES	Futures	2098.36	2098.62	2098.1	2098.36	432.0
2014-09-21 20:10:00	ES	Futures	2098.36	2098.62	2097.83	2098.1	254.0
2014-09-21 20:15:00	ES	Futures	2098.1	2098.1	2097.05	2097.31	380.0
2014-09-21 20:20:00	ES	Futures	2097.57	2097.83	2097.31	2097.83	163.0
2014-09-21 20:25:00	ES	Futures	2097.57	2098.1	2097.31	2098.1	410.0
2014-09-21 20:30:00	ES	Futures	2098.1	2098.1	2097.57	2097.83	320.0
2014-09-21 20:35:00	ES	Futures	2097.83	2097.83	2097.57	2097.83	77.0
2014-09-21 20:40:00	ES	Futures	2097.83	2097.83	2097.31	2097.57	289.0
2014-09-21 20:45:00	ES	Futures	2097.31	2097.57	2097.05	2097.57	114.0
2014-09-21 20:50:00	ES	Futures	2097.57	2097.57	2097.31	2097.31	40.0
2014-09-21 20:55:00	ES	Futures	2097.31	2097.31	2096.79	2097.05	415.0
2014-09-21 21:00:00	ES	Futures	2097.31	2097.31	2096.79	2096.79	498.0
2014-09-21 21:05:00	ES	Futures	2096.79	2097.05	2096.52	2096.52	302.0
2014-09-21 21:10:00	ES	Futures	2096.79	2097.05	2096.52	2096.79	528.0
2014-09-21 21:15:00	ES	Futures	2097.05	2097.05	2096.26	2096.52	611.0
2014-09-21 21:20:00	ES	Futures	2096.52	2096.79	2096.26	2096.52	243.0
2014-09-21 21:25:00	ES	Futures	2096.52	2096.79	2096.26	2096.26	241.0
2014-09-21 21:30:00	ES	Futures	2096.52	2096.52	2095.22	2095.22	1869.0
2014-09-21 21:35:00	ES	Futures	2095.22	2095.74	2093.91	2094.43	2207.0
2014-09-21 21:40:00	ES	Futures	2094.69	2094.69	2091.55	2092.86	3981.0
2014-09-21 21:45:00	ES	Futures	2092.86	2093.64	2092.33	2093.38	1133.0
2014-09-21 21:50:00	ES	Futures	2093.12	2093.38	2092.6	2092.86	1009.0
2014-09-21 21:55:00	ES	Futures	2092.86	2093.38	2092.6	2093.38	571.0
2014-09-21 22:00:00	ES	Futures	2093.38	2093.64	2092.33	2092.86	994.0
2014-09-21 22:05:00	ES	Futures	2093.12	2093.38	2092.86	2092.86	488.0

> showing 50 of 2,473 rows — these rows as CSV

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