PREVIEW / futures_5min / 2014-10-01

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-10-01.parquet
  size:    255 KB
  rows:    15,017

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
2014-10-01 00:00:00	ES	Futures	2057.23	2057.23	2056.97	2056.97	95.0
2014-10-01 00:05:00	ES	Futures	2056.97	2057.49	2056.97	2057.49	270.0
2014-10-01 00:10:00	ES	Futures	2057.49	2057.49	2056.71	2056.97	181.0
2014-10-01 00:15:00	ES	Futures	2056.71	2057.23	2056.44	2057.23	492.0
2014-10-01 00:20:00	ES	Futures	2057.23	2057.75	2057.23	2057.75	469.0
2014-10-01 00:25:00	ES	Futures	2057.49	2057.75	2057.23	2057.49	155.0
2014-10-01 00:30:00	ES	Futures	2057.23	2057.49	2056.97	2056.97	79.0
2014-10-01 00:35:00	ES	Futures	2057.23	2057.49	2056.97	2056.97	107.0
2014-10-01 00:40:00	ES	Futures	2056.97	2057.75	2056.71	2057.75	524.0
2014-10-01 00:45:00	ES	Futures	2057.49	2058.02	2057.49	2057.75	868.0
2014-10-01 00:50:00	ES	Futures	2058.02	2058.54	2058.02	2058.28	880.0
2014-10-01 00:55:00	ES	Futures	2058.28	2058.28	2057.49	2057.75	381.0
2014-10-01 01:00:00	ES	Futures	2057.75	2057.75	2057.23	2057.49	115.0
2014-10-01 01:05:00	ES	Futures	2057.49	2057.75	2056.97	2056.97	332.0
2014-10-01 01:10:00	ES	Futures	2056.97	2057.23	2056.44	2056.71	385.0
2014-10-01 01:15:00	ES	Futures	2056.71	2057.49	2056.44	2056.71	1078.0
2014-10-01 01:20:00	ES	Futures	2056.71	2057.49	2056.44	2056.97	486.0
2014-10-01 01:25:00	ES	Futures	2057.23	2057.75	2056.97	2057.75	299.0
2014-10-01 01:30:00	ES	Futures	2057.49	2057.75	2057.23	2057.75	644.0
2014-10-01 01:35:00	ES	Futures	2058.02	2058.28	2057.75	2058.02	338.0
2014-10-01 01:40:00	ES	Futures	2058.02	2058.02	2057.49	2057.75	112.0
2014-10-01 01:45:00	ES	Futures	2057.49	2057.49	2057.23	2057.23	171.0
2014-10-01 01:50:00	ES	Futures	2057.23	2057.49	2056.71	2056.97	290.0
2014-10-01 01:55:00	ES	Futures	2056.97	2056.97	2055.92	2056.18	934.0
2014-10-01 02:00:00	ES	Futures	2056.44	2058.02	2055.92	2058.02	1091.0
2014-10-01 02:05:00	ES	Futures	2058.02	2058.54	2057.75	2058.54	1037.0
2014-10-01 02:10:00	ES	Futures	2058.54	2058.8	2058.28	2058.28	1225.0
2014-10-01 02:15:00	ES	Futures	2058.28	2058.54	2057.75	2057.75	517.0
2014-10-01 02:20:00	ES	Futures	2057.75	2058.02	2057.49	2057.49	127.0
2014-10-01 02:25:00	ES	Futures	2057.49	2058.28	2057.49	2058.28	308.0
2014-10-01 02:30:00	ES	Futures	2058.02	2058.28	2057.49	2057.75	334.0
2014-10-01 02:35:00	ES	Futures	2057.75	2058.02	2057.23	2057.75	398.0
2014-10-01 02:40:00	ES	Futures	2057.75	2058.28	2057.49	2058.28	559.0
2014-10-01 02:45:00	ES	Futures	2058.28	2058.8	2058.02	2058.02	766.0
2014-10-01 02:50:00	ES	Futures	2058.02	2058.02	2057.23	2057.75	359.0
2014-10-01 02:55:00	ES	Futures	2057.75	2057.75	2056.97	2057.23	483.0
2014-10-01 03:00:00	ES	Futures	2057.49	2058.28	2057.23	2057.75	1931.0
2014-10-01 03:05:00	ES	Futures	2057.49	2058.54	2057.49	2058.28	2739.0
2014-10-01 03:10:00	ES	Futures	2058.28	2058.54	2057.75	2057.75	1899.0
2014-10-01 03:15:00	ES	Futures	2057.75	2059.06	2057.49	2059.06	2293.0
2014-10-01 03:20:00	ES	Futures	2059.06	2059.06	2058.28	2058.28	1483.0
2014-10-01 03:25:00	ES	Futures	2058.28	2058.28	2057.75	2058.28	1790.0
2014-10-01 03:30:00	ES	Futures	2058.28	2059.06	2058.02	2058.8	1103.0
2014-10-01 03:35:00	ES	Futures	2058.8	2061.16	2058.8	2060.64	6076.0
2014-10-01 03:40:00	ES	Futures	2060.64	2060.9	2059.59	2060.11	2853.0
2014-10-01 03:45:00	ES	Futures	2060.11	2060.37	2059.33	2059.59	1888.0
2014-10-01 03:50:00	ES	Futures	2059.59	2059.85	2058.8	2058.8	1171.0
2014-10-01 03:55:00	ES	Futures	2058.8	2059.06	2057.75	2058.02	1599.0
2014-10-01 04:00:00	ES	Futures	2058.02	2058.8	2056.71	2056.71	3018.0
2014-10-01 04:05:00	ES	Futures	2056.71	2057.23	2055.92	2056.71	2851.0

> showing 50 of 15,017 rows — these rows as CSV

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