PREVIEW / futures_5min / 2014-09-23

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-09-23.parquet
  size:    219 KB
  rows:    14,311

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
2014-09-23 00:00:00	ES	Futures	2082.64	2082.64	2082.38	2082.38	169.0
2014-09-23 00:05:00	ES	Futures	2082.38	2082.38	2081.85	2081.85	298.0
2014-09-23 00:10:00	ES	Futures	2081.85	2082.38	2081.85	2082.38	243.0
2014-09-23 00:15:00	ES	Futures	2082.12	2082.38	2082.12	2082.12	11.0
2014-09-23 00:20:00	ES	Futures	2082.12	2082.38	2082.12	2082.12	25.0
2014-09-23 00:25:00	ES	Futures	2082.38	2082.64	2082.12	2082.64	165.0
2014-09-23 00:30:00	ES	Futures	2082.38	2082.64	2082.38	2082.64	125.0
2014-09-23 00:35:00	ES	Futures	2082.38	2082.64	2082.38	2082.38	59.0
2014-09-23 00:40:00	ES	Futures	2082.64	2082.64	2082.12	2082.12	371.0
2014-09-23 00:45:00	ES	Futures	2082.12	2082.38	2081.85	2082.12	113.0
2014-09-23 00:50:00	ES	Futures	2082.12	2082.38	2082.12	2082.38	106.0
2014-09-23 00:55:00	ES	Futures	2082.38	2082.38	2082.12	2082.12	139.0
2014-09-23 01:00:00	ES	Futures	2082.12	2082.64	2082.12	2082.64	210.0
2014-09-23 01:05:00	ES	Futures	2082.64	2082.64	2082.12	2082.12	163.0
2014-09-23 01:10:00	ES	Futures	2082.12	2082.38	2082.12	2082.38	374.0
2014-09-23 01:15:00	ES	Futures	2082.38	2082.38	2082.12	2082.38	172.0
2014-09-23 01:20:00	ES	Futures	2082.38	2082.38	2082.12	2082.38	147.0
2014-09-23 01:25:00	ES	Futures	2082.38	2082.64	2082.12	2082.38	71.0
2014-09-23 01:30:00	ES	Futures	2082.38	2082.64	2082.38	2082.64	913.0
2014-09-23 01:35:00	ES	Futures	2082.64	2082.64	2082.38	2082.64	104.0
2014-09-23 01:40:00	ES	Futures	2082.64	2082.64	2082.38	2082.64	44.0
2014-09-23 01:45:00	ES	Futures	2082.64	2082.64	2082.38	2082.38	61.0
2014-09-23 01:50:00	ES	Futures	2082.64	2082.64	2082.38	2082.64	73.0
2014-09-23 01:55:00	ES	Futures	2082.64	2082.9	2082.38	2082.64	575.0
2014-09-23 02:00:00	ES	Futures	2082.38	2082.9	2082.12	2082.38	895.0
2014-09-23 02:05:00	ES	Futures	2082.38	2082.64	2082.12	2082.12	761.0
2014-09-23 02:10:00	ES	Futures	2082.12	2082.38	2081.59	2081.59	554.0
2014-09-23 02:15:00	ES	Futures	2081.59	2081.85	2081.33	2081.59	360.0
2014-09-23 02:20:00	ES	Futures	2081.59	2081.85	2081.33	2081.59	931.0
2014-09-23 02:25:00	ES	Futures	2081.33	2081.85	2081.07	2081.33	1276.0
2014-09-23 02:30:00	ES	Futures	2081.33	2081.59	2081.07	2081.33	575.0
2014-09-23 02:35:00	ES	Futures	2081.33	2081.85	2081.33	2081.59	631.0
2014-09-23 02:40:00	ES	Futures	2081.59	2081.85	2081.33	2081.59	215.0
2014-09-23 02:45:00	ES	Futures	2081.59	2081.85	2081.59	2081.59	281.0
2014-09-23 02:50:00	ES	Futures	2081.59	2081.85	2081.59	2081.85	1311.0
2014-09-23 02:55:00	ES	Futures	2081.85	2082.12	2081.33	2081.59	946.0
2014-09-23 03:00:00	ES	Futures	2081.33	2081.85	2080.02	2080.28	4792.0
2014-09-23 03:05:00	ES	Futures	2080.28	2080.28	2078.45	2079.5	4555.0
2014-09-23 03:10:00	ES	Futures	2079.5	2079.5	2078.71	2079.24	2077.0
2014-09-23 03:15:00	ES	Futures	2079.24	2079.5	2078.71	2078.71	1884.0
2014-09-23 03:20:00	ES	Futures	2078.71	2080.02	2078.71	2079.5	1538.0
2014-09-23 03:25:00	ES	Futures	2079.76	2080.02	2078.45	2078.71	2390.0
2014-09-23 03:30:00	ES	Futures	2078.45	2079.24	2077.93	2078.71	3710.0
2014-09-23 03:35:00	ES	Futures	2078.71	2079.24	2078.19	2078.71	2251.0
2014-09-23 03:40:00	ES	Futures	2078.71	2078.97	2077.93	2078.19	2123.0
2014-09-23 03:45:00	ES	Futures	2077.93	2077.93	2076.09	2076.35	7131.0
2014-09-23 03:50:00	ES	Futures	2076.35	2077.4	2076.09	2076.88	2843.0
2014-09-23 03:55:00	ES	Futures	2076.88	2077.14	2075.83	2076.35	3246.0
2014-09-23 04:00:00	ES	Futures	2076.35	2076.35	2074.78	2075.31	5741.0
2014-09-23 04:05:00	ES	Futures	2075.57	2076.09	2074.78	2075.57	3206.0

> showing 50 of 14,311 rows — these rows as CSV

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