PREVIEW / futures_5min / 2014-10-10

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-10-10.parquet
  size:    219 KB
  rows:    12,410

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
2014-10-10 00:00:00	ES	Futures	2011.65	2011.91	2010.86	2011.39	995.0
2014-10-10 00:05:00	ES	Futures	2011.39	2012.7	2011.12	2012.43	284.0
2014-10-10 00:10:00	ES	Futures	2012.7	2013.22	2012.43	2013.22	237.0
2014-10-10 00:15:00	ES	Futures	2013.22	2013.22	2012.43	2012.7	496.0
2014-10-10 00:20:00	ES	Futures	2012.96	2013.22	2011.65	2011.65	645.0
2014-10-10 00:25:00	ES	Futures	2011.91	2011.91	2010.86	2011.39	613.0
2014-10-10 00:30:00	ES	Futures	2011.39	2011.65	2010.86	2011.12	352.0
2014-10-10 00:35:00	ES	Futures	2011.12	2011.12	2010.34	2010.6	783.0
2014-10-10 00:40:00	ES	Futures	2010.86	2011.39	2010.6	2011.39	390.0
2014-10-10 00:45:00	ES	Futures	2011.39	2011.65	2011.39	2011.39	77.0
2014-10-10 00:50:00	ES	Futures	2011.39	2011.65	2011.12	2011.39	141.0
2014-10-10 00:55:00	ES	Futures	2011.39	2011.91	2011.39	2011.91	270.0
2014-10-10 01:00:00	ES	Futures	2011.65	2011.91	2011.12	2011.39	475.0
2014-10-10 01:05:00	ES	Futures	2011.65	2012.43	2011.39	2012.17	306.0
2014-10-10 01:10:00	ES	Futures	2012.17	2012.7	2012.17	2012.43	739.0
2014-10-10 01:15:00	ES	Futures	2012.43	2012.7	2010.86	2011.12	771.0
2014-10-10 01:20:00	ES	Futures	2011.12	2011.12	2010.6	2010.86	574.0
2014-10-10 01:25:00	ES	Futures	2010.86	2011.39	2010.6	2010.86	457.0
2014-10-10 01:30:00	ES	Futures	2010.6	2011.12	2010.34	2011.12	504.0
2014-10-10 01:35:00	ES	Futures	2011.12	2011.39	2010.6	2011.39	391.0
2014-10-10 01:40:00	ES	Futures	2011.12	2012.17	2010.86	2012.17	790.0
2014-10-10 01:45:00	ES	Futures	2011.91	2012.17	2011.91	2012.17	209.0
2014-10-10 01:50:00	ES	Futures	2012.17	2012.96	2011.91	2012.7	637.0
2014-10-10 01:55:00	ES	Futures	2012.7	2012.96	2012.17	2012.96	588.0
2014-10-10 02:00:00	ES	Futures	2012.96	2014.79	2012.7	2014.27	2530.0
2014-10-10 02:05:00	ES	Futures	2014.27	2014.79	2013.22	2013.48	1375.0
2014-10-10 02:10:00	ES	Futures	2013.74	2014.53	2012.96	2013.74	1084.0
2014-10-10 02:15:00	ES	Futures	2013.74	2014.79	2013.48	2014.27	896.0
2014-10-10 02:20:00	ES	Futures	2014.01	2015.05	2014.01	2014.79	630.0
2014-10-10 02:25:00	ES	Futures	2014.79	2015.58	2014.53	2015.05	1769.0
2014-10-10 02:30:00	ES	Futures	2015.05	2015.58	2014.79	2015.05	722.0
2014-10-10 02:35:00	ES	Futures	2015.32	2015.58	2014.27	2014.27	439.0
2014-10-10 02:40:00	ES	Futures	2014.27	2014.53	2012.96	2014.53	1555.0
2014-10-10 02:45:00	ES	Futures	2014.79	2015.84	2014.53	2015.84	1010.0
2014-10-10 02:50:00	ES	Futures	2015.58	2016.62	2015.32	2016.36	2777.0
2014-10-10 02:55:00	ES	Futures	2016.36	2016.89	2016.1	2016.62	1798.0
2014-10-10 03:00:00	ES	Futures	2016.89	2016.89	2015.58	2015.84	2995.0
2014-10-10 03:05:00	ES	Futures	2015.84	2019.24	2015.84	2019.24	6142.0
2014-10-10 03:10:00	ES	Futures	2018.98	2019.24	2017.67	2018.98	3517.0
2014-10-10 03:15:00	ES	Futures	2018.72	2019.51	2017.15	2018.2	4627.0
2014-10-10 03:20:00	ES	Futures	2017.93	2018.2	2017.15	2017.41	1940.0
2014-10-10 03:25:00	ES	Futures	2017.67	2018.2	2016.36	2017.93	3954.0
2014-10-10 03:30:00	ES	Futures	2018.2	2019.51	2017.93	2019.24	4921.0
2014-10-10 03:35:00	ES	Futures	2019.51	2019.51	2018.2	2019.24	2069.0
2014-10-10 03:40:00	ES	Futures	2019.51	2020.03	2018.72	2019.77	2828.0
2014-10-10 03:45:00	ES	Futures	2019.77	2020.03	2018.72	2018.98	1435.0
2014-10-10 03:50:00	ES	Futures	2018.98	2020.29	2018.72	2018.98	2554.0
2014-10-10 03:55:00	ES	Futures	2019.24	2019.77	2018.46	2018.46	2913.0
2014-10-10 04:00:00	ES	Futures	2018.72	2018.98	2017.41	2018.2	2779.0
2014-10-10 04:05:00	ES	Futures	2017.93	2018.2	2016.62	2017.15	1948.0

> showing 50 of 12,410 rows — these rows as CSV

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