PREVIEW / futures_5min / 2014-09-26

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-09-26.parquet
  size:    194 KB
  rows:    11,973

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
2014-09-26 00:00:00	ES	Futures	2057.49	2057.49	2057.23	2057.23	88.0
2014-09-26 00:05:00	ES	Futures	2057.23	2057.75	2057.23	2057.49	270.0
2014-09-26 00:10:00	ES	Futures	2057.49	2057.75	2057.49	2057.49	174.0
2014-09-26 00:15:00	ES	Futures	2057.75	2057.75	2057.49	2057.49	11.0
2014-09-26 00:20:00	ES	Futures	2057.49	2057.75	2057.49	2057.75	186.0
2014-09-26 00:25:00	ES	Futures	2057.75	2058.02	2057.49	2057.49	235.0
2014-09-26 00:30:00	ES	Futures	2057.75	2057.75	2057.23	2057.23	308.0
2014-09-26 00:35:00	ES	Futures	2057.23	2057.75	2057.23	2057.75	280.0
2014-09-26 00:40:00	ES	Futures	2057.75	2057.75	2057.49	2057.49	26.0
2014-09-26 00:45:00	ES	Futures	2057.75	2057.75	2057.49	2057.75	120.0
2014-09-26 00:50:00	ES	Futures	2057.75	2058.02	2057.75	2057.75	72.0
2014-09-26 00:55:00	ES	Futures	2057.75	2058.02	2057.75	2057.75	29.0
2014-09-26 01:00:00	ES	Futures	2057.75	2058.02	2057.49	2057.75	309.0
2014-09-26 01:05:00	ES	Futures	2057.75	2058.02	2057.75	2058.02	25.0
2014-09-26 01:10:00	ES	Futures	2057.75	2058.28	2057.75	2058.02	226.0
2014-09-26 01:15:00	ES	Futures	2058.02	2058.28	2058.02	2058.02	133.0
2014-09-26 01:20:00	ES	Futures	2058.02	2058.28	2057.49	2057.49	741.0
2014-09-26 01:25:00	ES	Futures	2057.49	2057.75	2057.49	2057.75	110.0
2014-09-26 01:30:00	ES	Futures	2057.75	2057.75	2057.49	2057.75	90.0
2014-09-26 01:35:00	ES	Futures	2057.49	2057.75	2057.49	2057.49	37.0
2014-09-26 01:40:00	ES	Futures	2057.75	2057.75	2057.49	2057.75	185.0
2014-09-26 01:45:00	ES	Futures	2057.75	2057.75	2057.49	2057.75	53.0
2014-09-26 01:50:00	ES	Futures	2057.75	2057.75	2057.49	2057.49	182.0
2014-09-26 01:55:00	ES	Futures	2057.49	2057.75	2057.23	2057.23	246.0
2014-09-26 02:00:00	ES	Futures	2057.49	2058.54	2057.23	2058.02	1947.0
2014-09-26 02:05:00	ES	Futures	2058.02	2058.54	2057.75	2058.02	791.0
2014-09-26 02:10:00	ES	Futures	2057.75	2058.28	2057.75	2058.28	357.0
2014-09-26 02:15:00	ES	Futures	2058.28	2058.28	2057.75	2058.02	459.0
2014-09-26 02:20:00	ES	Futures	2058.02	2058.02	2057.75	2057.75	90.0
2014-09-26 02:25:00	ES	Futures	2058.02	2058.02	2057.49	2057.75	542.0
2014-09-26 02:30:00	ES	Futures	2057.75	2057.75	2057.23	2057.23	613.0
2014-09-26 02:35:00	ES	Futures	2057.49	2057.49	2056.97	2056.97	510.0
2014-09-26 02:40:00	ES	Futures	2056.97	2057.23	2056.18	2056.44	1461.0
2014-09-26 02:45:00	ES	Futures	2056.44	2056.71	2056.18	2056.44	583.0
2014-09-26 02:50:00	ES	Futures	2056.44	2056.97	2056.18	2056.71	705.0
2014-09-26 02:55:00	ES	Futures	2056.97	2056.97	2056.44	2056.71	548.0
2014-09-26 03:00:00	ES	Futures	2056.71	2056.97	2055.13	2055.13	3121.0
2014-09-26 03:05:00	ES	Futures	2055.4	2055.66	2054.09	2054.87	3325.0
2014-09-26 03:10:00	ES	Futures	2054.87	2055.13	2053.3	2053.82	4622.0
2014-09-26 03:15:00	ES	Futures	2053.82	2054.87	2053.56	2054.35	4305.0
2014-09-26 03:20:00	ES	Futures	2054.35	2054.35	2052.78	2053.56	4379.0
2014-09-26 03:25:00	ES	Futures	2053.56	2054.09	2052.25	2053.56	4368.0
2014-09-26 03:30:00	ES	Futures	2053.56	2054.09	2052.51	2053.3	3063.0
2014-09-26 03:35:00	ES	Futures	2053.3	2054.61	2053.04	2054.61	3271.0
2014-09-26 03:40:00	ES	Futures	2054.35	2054.61	2053.56	2054.09	2844.0
2014-09-26 03:45:00	ES	Futures	2054.09	2056.18	2054.09	2054.87	4138.0
2014-09-26 03:50:00	ES	Futures	2054.87	2055.13	2054.35	2055.13	2006.0
2014-09-26 03:55:00	ES	Futures	2054.87	2055.13	2053.82	2054.35	2820.0
2014-09-26 04:00:00	ES	Futures	2054.09	2054.61	2053.56	2054.09	1954.0
2014-09-26 04:05:00	ES	Futures	2054.09	2054.35	2053.04	2054.09	3139.0

> showing 50 of 11,973 rows — these rows as CSV

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