PREVIEW / futures_5min / 2014-10-09

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-10-09.parquet
  size:    267 KB
  rows:    15,145

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
2014-10-09 00:00:00	ES	Futures	2058.02	2058.28	2058.02	2058.02	445.0
2014-10-09 00:05:00	ES	Futures	2058.02	2058.54	2058.02	2058.28	401.0
2014-10-09 00:10:00	ES	Futures	2058.28	2059.06	2058.28	2058.8	227.0
2014-10-09 00:15:00	ES	Futures	2058.8	2058.8	2058.02	2058.28	488.0
2014-10-09 00:20:00	ES	Futures	2058.28	2058.54	2058.28	2058.28	58.0
2014-10-09 00:25:00	ES	Futures	2058.54	2058.54	2058.28	2058.54	246.0
2014-10-09 00:30:00	ES	Futures	2058.54	2058.54	2058.02	2058.28	138.0
2014-10-09 00:35:00	ES	Futures	2058.02	2058.28	2058.02	2058.02	342.0
2014-10-09 00:40:00	ES	Futures	2058.02	2058.28	2057.23	2057.75	374.0
2014-10-09 00:45:00	ES	Futures	2057.75	2057.75	2057.49	2057.49	43.0
2014-10-09 00:50:00	ES	Futures	2057.75	2058.28	2057.49	2058.02	517.0
2014-10-09 00:55:00	ES	Futures	2058.02	2059.06	2058.02	2058.8	311.0
2014-10-09 01:00:00	ES	Futures	2058.8	2059.06	2058.28	2058.8	330.0
2014-10-09 01:05:00	ES	Futures	2058.8	2058.8	2058.28	2058.54	178.0
2014-10-09 01:10:00	ES	Futures	2058.54	2058.8	2058.54	2058.8	311.0
2014-10-09 01:15:00	ES	Futures	2058.8	2058.8	2058.54	2058.8	212.0
2014-10-09 01:20:00	ES	Futures	2058.8	2058.8	2058.54	2058.8	397.0
2014-10-09 01:25:00	ES	Futures	2058.8	2058.8	2058.28	2058.28	773.0
2014-10-09 01:30:00	ES	Futures	2058.28	2058.54	2057.49	2057.75	666.0
2014-10-09 01:35:00	ES	Futures	2057.75	2058.02	2057.23	2057.49	693.0
2014-10-09 01:40:00	ES	Futures	2057.49	2057.75	2056.97	2057.23	333.0
2014-10-09 01:45:00	ES	Futures	2057.23	2057.49	2056.97	2057.23	115.0
2014-10-09 01:50:00	ES	Futures	2056.97	2057.23	2056.44	2056.71	620.0
2014-10-09 01:55:00	ES	Futures	2056.71	2056.71	2055.92	2055.92	1026.0
2014-10-09 02:00:00	ES	Futures	2056.18	2056.71	2055.92	2056.18	2092.0
2014-10-09 02:05:00	ES	Futures	2056.18	2056.18	2055.66	2055.66	713.0
2014-10-09 02:10:00	ES	Futures	2055.92	2055.92	2054.87	2054.87	1331.0
2014-10-09 02:15:00	ES	Futures	2055.13	2055.13	2054.61	2055.13	985.0
2014-10-09 02:20:00	ES	Futures	2055.13	2056.18	2055.13	2055.92	1342.0
2014-10-09 02:25:00	ES	Futures	2055.92	2056.18	2055.4	2055.66	1210.0
2014-10-09 02:30:00	ES	Futures	2055.66	2055.92	2055.13	2055.66	925.0
2014-10-09 02:35:00	ES	Futures	2055.66	2055.92	2054.61	2054.87	1233.0
2014-10-09 02:40:00	ES	Futures	2054.87	2055.92	2054.87	2055.66	1168.0
2014-10-09 02:45:00	ES	Futures	2055.66	2056.44	2055.66	2056.44	755.0
2014-10-09 02:50:00	ES	Futures	2056.44	2056.44	2055.92	2056.18	915.0
2014-10-09 02:55:00	ES	Futures	2056.44	2057.49	2055.66	2057.49	1587.0
2014-10-09 03:00:00	ES	Futures	2057.49	2057.49	2055.13	2055.13	3672.0
2014-10-09 03:05:00	ES	Futures	2055.4	2056.71	2054.87	2055.92	4656.0
2014-10-09 03:10:00	ES	Futures	2055.66	2056.18	2054.87	2055.92	3638.0
2014-10-09 03:15:00	ES	Futures	2055.92	2056.44	2055.4	2056.18	2408.0
2014-10-09 03:20:00	ES	Futures	2056.18	2056.18	2055.13	2055.92	4118.0
2014-10-09 03:25:00	ES	Futures	2055.66	2056.71	2055.13	2056.44	4279.0
2014-10-09 03:30:00	ES	Futures	2056.44	2056.44	2055.66	2056.44	2551.0
2014-10-09 03:35:00	ES	Futures	2056.44	2056.71	2055.92	2056.18	3260.0
2014-10-09 03:40:00	ES	Futures	2055.92	2056.44	2055.66	2056.18	2419.0
2014-10-09 03:45:00	ES	Futures	2056.18	2059.06	2055.92	2058.54	5438.0
2014-10-09 03:50:00	ES	Futures	2058.54	2060.9	2058.28	2060.9	7084.0
2014-10-09 03:55:00	ES	Futures	2060.9	2061.68	2060.37	2061.42	3863.0
2014-10-09 04:00:00	ES	Futures	2061.42	2062.21	2060.37	2061.68	6395.0
2014-10-09 04:05:00	ES	Futures	2061.42	2062.47	2061.16	2062.47	3427.0

> showing 50 of 15,145 rows — these rows as CSV

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