PREVIEW / futures_5min / 2014-09-24

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-09-24.parquet
  size:    225 KB
  rows:    14,316

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
2014-09-24 00:00:00	ES	Futures	2069.28	2069.28	2069.02	2069.02	364.0
2014-09-24 00:05:00	ES	Futures	2069.28	2069.28	2069.02	2069.02	71.0
2014-09-24 00:10:00	ES	Futures	2069.02	2069.02	2069.02	2069.02	155.0
2014-09-24 00:15:00	ES	Futures	2069.02	2069.02	2068.76	2068.76	183.0
2014-09-24 00:20:00	ES	Futures	2068.76	2069.02	2068.49	2069.02	214.0
2014-09-24 00:25:00	ES	Futures	2069.02	2069.02	2068.76	2069.02	26.0
2014-09-24 00:30:00	ES	Futures	2069.02	2069.02	2069.02	2069.02	58.0
2014-09-24 00:35:00	ES	Futures	2069.28	2069.28	2069.02	2069.02	37.0
2014-09-24 00:40:00	ES	Futures	2069.02	2069.28	2069.02	2069.28	6.0
2014-09-24 00:45:00	ES	Futures	2069.28	2069.28	2069.02	2069.28	7.0
2014-09-24 00:50:00	ES	Futures	2069.02	2069.54	2069.02	2069.28	337.0
2014-09-24 00:55:00	ES	Futures	2069.28	2069.28	2069.02	2069.02	12.0
2014-09-24 01:00:00	ES	Futures	2069.28	2069.54	2069.02	2069.54	68.0
2014-09-24 01:05:00	ES	Futures	2069.28	2069.54	2069.28	2069.54	34.0
2014-09-24 01:10:00	ES	Futures	2069.28	2069.54	2069.02	2069.54	362.0
2014-09-24 01:15:00	ES	Futures	2069.54	2069.54	2069.28	2069.28	110.0
2014-09-24 01:20:00	ES	Futures	2069.54	2070.07	2069.28	2070.07	560.0
2014-09-24 01:25:00	ES	Futures	2070.07	2070.07	2069.28	2069.8	514.0
2014-09-24 01:30:00	ES	Futures	2070.07	2070.33	2069.8	2069.8	677.0
2014-09-24 01:35:00	ES	Futures	2069.8	2070.33	2069.8	2070.33	290.0
2014-09-24 01:40:00	ES	Futures	2070.07	2070.33	2069.8	2069.8	339.0
2014-09-24 01:45:00	ES	Futures	2070.07	2070.33	2070.07	2070.07	200.0
2014-09-24 01:50:00	ES	Futures	2070.07	2070.07	2069.8	2070.07	442.0
2014-09-24 01:55:00	ES	Futures	2069.8	2069.8	2069.54	2069.8	645.0
2014-09-24 02:00:00	ES	Futures	2069.54	2071.11	2069.54	2070.85	2646.0
2014-09-24 02:05:00	ES	Futures	2070.59	2071.11	2070.59	2070.59	1224.0
2014-09-24 02:10:00	ES	Futures	2070.59	2070.85	2070.33	2070.85	596.0
2014-09-24 02:15:00	ES	Futures	2070.59	2070.85	2070.59	2070.59	167.0
2014-09-24 02:20:00	ES	Futures	2070.59	2071.11	2070.59	2071.11	636.0
2014-09-24 02:25:00	ES	Futures	2071.11	2071.11	2070.59	2070.85	203.0
2014-09-24 02:30:00	ES	Futures	2070.59	2071.11	2070.59	2071.11	621.0
2014-09-24 02:35:00	ES	Futures	2070.85	2071.64	2070.85	2071.11	887.0
2014-09-24 02:40:00	ES	Futures	2071.11	2071.64	2071.11	2071.38	428.0
2014-09-24 02:45:00	ES	Futures	2071.11	2071.38	2070.85	2071.11	414.0
2014-09-24 02:50:00	ES	Futures	2071.11	2072.16	2071.11	2071.64	3123.0
2014-09-24 02:55:00	ES	Futures	2071.9	2072.16	2071.38	2071.9	1117.0
2014-09-24 03:00:00	ES	Futures	2071.9	2072.16	2070.85	2071.38	2190.0
2014-09-24 03:05:00	ES	Futures	2071.38	2071.38	2070.33	2070.59	1715.0
2014-09-24 03:10:00	ES	Futures	2070.85	2071.9	2070.59	2071.38	3228.0
2014-09-24 03:15:00	ES	Futures	2071.38	2071.64	2070.33	2070.59	1064.0
2014-09-24 03:20:00	ES	Futures	2070.85	2070.85	2069.54	2069.8	1598.0
2014-09-24 03:25:00	ES	Futures	2069.54	2070.07	2069.02	2069.28	2267.0
2014-09-24 03:30:00	ES	Futures	2069.02	2069.54	2068.49	2069.28	3257.0
2014-09-24 03:35:00	ES	Futures	2069.28	2069.54	2069.02	2069.28	1527.0
2014-09-24 03:40:00	ES	Futures	2069.28	2069.28	2067.45	2067.97	3985.0
2014-09-24 03:45:00	ES	Futures	2068.23	2068.49	2067.45	2068.49	3754.0
2014-09-24 03:50:00	ES	Futures	2068.23	2068.76	2067.97	2068.49	2243.0
2014-09-24 03:55:00	ES	Futures	2068.49	2068.76	2068.23	2068.23	1281.0
2014-09-24 04:00:00	ES	Futures	2067.97	2069.8	2067.97	2069.54	2658.0
2014-09-24 04:05:00	ES	Futures	2069.54	2070.07	2069.28	2069.8	2006.0

> showing 50 of 14,316 rows — these rows as CSV

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