PREVIEW / futures_5min / 2014-09-30

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-09-30.parquet
  size:    238 KB
  rows:    14,632

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
2014-09-30 00:00:00	ES	Futures	2064.04	2064.04	2063.52	2063.78	171.0
2014-09-30 00:05:00	ES	Futures	2063.78	2064.04	2063.78	2063.78	38.0
2014-09-30 00:10:00	ES	Futures	2063.78	2064.04	2063.78	2064.04	28.0
2014-09-30 00:15:00	ES	Futures	2064.04	2064.3	2063.78	2064.04	1055.0
2014-09-30 00:20:00	ES	Futures	2064.3	2064.83	2064.04	2064.56	1289.0
2014-09-30 00:25:00	ES	Futures	2064.83	2064.83	2064.56	2064.83	65.0
2014-09-30 00:30:00	ES	Futures	2064.83	2064.83	2064.56	2064.56	304.0
2014-09-30 00:35:00	ES	Futures	2064.83	2064.83	2064.56	2064.83	53.0
2014-09-30 00:40:00	ES	Futures	2064.83	2065.61	2064.56	2065.61	1604.0
2014-09-30 00:45:00	ES	Futures	2065.61	2065.61	2065.35	2065.35	251.0
2014-09-30 00:50:00	ES	Futures	2065.09	2065.61	2065.09	2065.61	193.0
2014-09-30 00:55:00	ES	Futures	2065.61	2065.61	2065.09	2065.35	300.0
2014-09-30 01:00:00	ES	Futures	2065.35	2065.35	2065.09	2065.35	130.0
2014-09-30 01:05:00	ES	Futures	2065.35	2065.35	2064.83	2065.09	302.0
2014-09-30 01:10:00	ES	Futures	2065.09	2065.09	2064.83	2065.09	40.0
2014-09-30 01:15:00	ES	Futures	2065.09	2065.35	2065.09	2065.35	133.0
2014-09-30 01:20:00	ES	Futures	2065.09	2065.35	2065.09	2065.35	94.0
2014-09-30 01:25:00	ES	Futures	2065.35	2065.61	2065.09	2065.61	54.0
2014-09-30 01:30:00	ES	Futures	2065.61	2065.61	2065.35	2065.35	224.0
2014-09-30 01:35:00	ES	Futures	2065.35	2065.35	2064.83	2064.83	260.0
2014-09-30 01:40:00	ES	Futures	2065.09	2065.09	2064.83	2065.09	63.0
2014-09-30 01:45:00	ES	Futures	2065.09	2065.09	2064.56	2064.56	605.0
2014-09-30 01:50:00	ES	Futures	2064.56	2064.83	2064.04	2064.3	1104.0
2014-09-30 01:55:00	ES	Futures	2064.3	2064.56	2064.3	2064.56	254.0
2014-09-30 02:00:00	ES	Futures	2064.56	2064.83	2064.3	2064.83	412.0
2014-09-30 02:05:00	ES	Futures	2064.56	2065.09	2064.3	2065.09	346.0
2014-09-30 02:10:00	ES	Futures	2065.09	2065.35	2065.09	2065.35	966.0
2014-09-30 02:15:00	ES	Futures	2065.09	2065.61	2065.09	2065.35	558.0
2014-09-30 02:20:00	ES	Futures	2065.35	2065.61	2065.09	2065.09	376.0
2014-09-30 02:25:00	ES	Futures	2065.09	2065.09	2064.56	2064.83	587.0
2014-09-30 02:30:00	ES	Futures	2064.56	2065.09	2064.56	2065.09	536.0
2014-09-30 02:35:00	ES	Futures	2065.09	2065.35	2064.83	2065.35	708.0
2014-09-30 02:40:00	ES	Futures	2065.09	2065.61	2064.83	2065.35	993.0
2014-09-30 02:45:00	ES	Futures	2065.35	2066.4	2065.35	2066.4	1378.0
2014-09-30 02:50:00	ES	Futures	2066.4	2068.49	2066.14	2068.23	4209.0
2014-09-30 02:55:00	ES	Futures	2068.23	2068.49	2067.18	2067.97	1196.0
2014-09-30 03:00:00	ES	Futures	2067.97	2068.23	2067.45	2067.71	2161.0
2014-09-30 03:05:00	ES	Futures	2067.45	2067.71	2065.61	2065.61	2006.0
2014-09-30 03:10:00	ES	Futures	2065.61	2066.66	2065.61	2066.14	2105.0
2014-09-30 03:15:00	ES	Futures	2065.87	2066.92	2065.87	2066.66	1328.0
2014-09-30 03:20:00	ES	Futures	2066.66	2066.66	2065.61	2065.87	1594.0
2014-09-30 03:25:00	ES	Futures	2065.87	2067.18	2065.61	2066.92	1652.0
2014-09-30 03:30:00	ES	Futures	2066.66	2067.18	2066.4	2066.4	1396.0
2014-09-30 03:35:00	ES	Futures	2066.4	2067.18	2066.14	2066.4	1244.0
2014-09-30 03:40:00	ES	Futures	2066.66	2067.18	2066.66	2067.18	1088.0
2014-09-30 03:45:00	ES	Futures	2066.92	2067.18	2066.66	2066.92	1196.0
2014-09-30 03:50:00	ES	Futures	2066.92	2067.18	2066.14	2066.4	1180.0
2014-09-30 03:55:00	ES	Futures	2066.4	2067.97	2066.4	2067.97	1336.0
2014-09-30 04:00:00	ES	Futures	2067.97	2068.76	2067.71	2068.49	3008.0
2014-09-30 04:05:00	ES	Futures	2068.23	2068.76	2066.92	2066.92	2335.0

> showing 50 of 14,632 rows — these rows as CSV

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