PREVIEW / futures_5min / 2014-09-28

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-09-28.parquet
  size:    44 KB
  rows:    2,436

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
2014-09-28 18:00:00	ES	Futures	2069.28	2069.8	2067.97	2068.49	2024.0
2014-09-28 18:05:00	ES	Futures	2068.49	2068.49	2067.45	2068.23	557.0
2014-09-28 18:10:00	ES	Futures	2067.97	2068.23	2067.71	2067.97	221.0
2014-09-28 18:15:00	ES	Futures	2068.23	2068.23	2067.45	2067.71	296.0
2014-09-28 18:20:00	ES	Futures	2067.71	2067.71	2066.92	2067.18	909.0
2014-09-28 18:25:00	ES	Futures	2067.18	2067.45	2067.18	2067.18	34.0
2014-09-28 18:30:00	ES	Futures	2067.18	2068.49	2067.18	2067.97	451.0
2014-09-28 18:35:00	ES	Futures	2067.97	2068.23	2067.71	2067.97	212.0
2014-09-28 18:40:00	ES	Futures	2067.97	2067.97	2067.45	2067.45	161.0
2014-09-28 18:45:00	ES	Futures	2067.71	2068.76	2067.45	2068.76	219.0
2014-09-28 18:50:00	ES	Futures	2068.49	2068.76	2067.97	2068.49	205.0
2014-09-28 18:55:00	ES	Futures	2068.76	2068.76	2067.97	2067.97	179.0
2014-09-28 19:00:00	ES	Futures	2068.23	2068.23	2067.97	2068.23	44.0
2014-09-28 19:05:00	ES	Futures	2067.97	2068.23	2067.45	2067.45	230.0
2014-09-28 19:10:00	ES	Futures	2067.45	2067.97	2067.45	2067.71	201.0
2014-09-28 19:15:00	ES	Futures	2067.45	2067.45	2067.18	2067.18	430.0
2014-09-28 19:20:00	ES	Futures	2067.18	2067.18	2066.4	2066.92	830.0
2014-09-28 19:25:00	ES	Futures	2067.18	2067.18	2066.66	2066.92	235.0
2014-09-28 19:30:00	ES	Futures	2066.92	2067.71	2066.92	2067.71	226.0
2014-09-28 19:35:00	ES	Futures	2067.71	2067.71	2066.66	2066.92	409.0
2014-09-28 19:40:00	ES	Futures	2066.92	2066.92	2066.4	2066.66	610.0
2014-09-28 19:45:00	ES	Futures	2066.66	2067.18	2065.87	2066.4	538.0
2014-09-28 19:50:00	ES	Futures	2066.4	2066.66	2066.14	2066.4	321.0
2014-09-28 19:55:00	ES	Futures	2066.14	2066.66	2066.14	2066.14	289.0
2014-09-28 20:00:00	ES	Futures	2066.4	2067.45	2066.14	2067.18	424.0
2014-09-28 20:05:00	ES	Futures	2067.18	2067.97	2067.18	2067.97	559.0
2014-09-28 20:10:00	ES	Futures	2067.71	2067.71	2066.92	2067.45	390.0
2014-09-28 20:15:00	ES	Futures	2067.45	2067.45	2066.66	2066.92	415.0
2014-09-28 20:20:00	ES	Futures	2066.92	2067.71	2066.92	2067.71	275.0
2014-09-28 20:25:00	ES	Futures	2067.71	2067.97	2066.92	2067.71	730.0
2014-09-28 20:30:00	ES	Futures	2067.45	2067.71	2066.92	2067.45	352.0
2014-09-28 20:35:00	ES	Futures	2067.45	2067.45	2067.18	2067.45	23.0
2014-09-28 20:40:00	ES	Futures	2067.18	2067.71	2066.92	2067.45	419.0
2014-09-28 20:45:00	ES	Futures	2067.71	2068.49	2067.71	2068.49	807.0
2014-09-28 20:50:00	ES	Futures	2068.49	2068.49	2067.45	2068.23	1019.0
2014-09-28 20:55:00	ES	Futures	2068.23	2068.23	2067.71	2067.97	313.0
2014-09-28 21:00:00	ES	Futures	2067.97	2068.23	2067.45	2067.45	409.0
2014-09-28 21:05:00	ES	Futures	2067.71	2067.97	2067.71	2067.97	107.0
2014-09-28 21:10:00	ES	Futures	2067.97	2067.97	2067.71	2067.71	190.0
2014-09-28 21:15:00	ES	Futures	2067.97	2068.49	2067.71	2068.49	532.0
2014-09-28 21:20:00	ES	Futures	2068.23	2069.28	2068.23	2069.28	645.0
2014-09-28 21:25:00	ES	Futures	2069.28	2069.28	2068.49	2069.02	469.0
2014-09-28 21:30:00	ES	Futures	2069.02	2069.02	2068.49	2069.02	218.0
2014-09-28 21:35:00	ES	Futures	2069.02	2071.38	2069.02	2070.59	2096.0
2014-09-28 21:40:00	ES	Futures	2070.59	2071.64	2070.59	2071.11	1402.0
2014-09-28 21:45:00	ES	Futures	2071.38	2071.38	2071.11	2071.38	458.0
2014-09-28 21:50:00	ES	Futures	2071.38	2071.38	2071.11	2071.11	452.0
2014-09-28 21:55:00	ES	Futures	2071.11	2071.38	2070.33	2070.33	719.0
2014-09-28 22:00:00	ES	Futures	2070.33	2070.33	2069.28	2069.54	568.0
2014-09-28 22:05:00	ES	Futures	2069.54	2069.54	2068.76	2069.02	559.0

> showing 50 of 2,436 rows — these rows as CSV

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