PREVIEW / futures_5min / 2014-10-12

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-10-12.parquet
  size:    54 KB
  rows:    2,604

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
2014-10-12 18:00:00	ES	Futures	1982.57	1982.83	1976.54	1977.85	19110.0
2014-10-12 18:05:00	ES	Futures	1977.85	1977.85	1973.14	1973.92	8647.0
2014-10-12 18:10:00	ES	Futures	1973.92	1976.02	1973.92	1975.23	8742.0
2014-10-12 18:15:00	ES	Futures	1975.23	1976.54	1974.45	1974.71	4376.0
2014-10-12 18:20:00	ES	Futures	1974.71	1975.23	1971.57	1971.57	8631.0
2014-10-12 18:25:00	ES	Futures	1971.83	1974.19	1971.3	1972.88	3406.0
2014-10-12 18:30:00	ES	Futures	1973.14	1973.66	1971.57	1971.57	3268.0
2014-10-12 18:35:00	ES	Futures	1971.57	1974.45	1971.3	1974.19	4576.0
2014-10-12 18:40:00	ES	Futures	1974.19	1974.97	1973.92	1974.71	3051.0
2014-10-12 18:45:00	ES	Futures	1974.71	1974.97	1974.19	1974.19	2411.0
2014-10-12 18:50:00	ES	Futures	1974.45	1974.45	1970.52	1971.83	5108.0
2014-10-12 18:55:00	ES	Futures	1971.83	1972.88	1971.3	1972.61	2148.0
2014-10-12 19:00:00	ES	Futures	1972.61	1973.92	1972.61	1973.4	1499.0
2014-10-12 19:05:00	ES	Futures	1973.66	1974.19	1973.66	1974.19	1035.0
2014-10-12 19:10:00	ES	Futures	1973.92	1974.19	1972.61	1972.61	1395.0
2014-10-12 19:15:00	ES	Futures	1972.61	1973.66	1972.61	1973.66	4010.0
2014-10-12 19:20:00	ES	Futures	1973.66	1973.92	1972.88	1973.66	833.0
2014-10-12 19:25:00	ES	Futures	1973.4	1973.66	1972.61	1972.88	557.0
2014-10-12 19:30:00	ES	Futures	1972.88	1973.4	1972.61	1972.88	958.0
2014-10-12 19:35:00	ES	Futures	1973.14	1973.66	1972.88	1973.66	959.0
2014-10-12 19:40:00	ES	Futures	1973.4	1974.19	1973.14	1973.92	1412.0
2014-10-12 19:45:00	ES	Futures	1973.92	1974.45	1973.66	1974.19	757.0
2014-10-12 19:50:00	ES	Futures	1974.19	1975.76	1974.19	1975.76	2004.0
2014-10-12 19:55:00	ES	Futures	1975.76	1976.54	1975.23	1976.28	2708.0
2014-10-12 20:00:00	ES	Futures	1976.02	1976.81	1975.76	1976.54	3198.0
2014-10-12 20:05:00	ES	Futures	1976.54	1976.54	1974.97	1976.02	2373.0
2014-10-12 20:10:00	ES	Futures	1975.76	1976.28	1975.76	1976.28	1357.0
2014-10-12 20:15:00	ES	Futures	1976.28	1976.81	1976.02	1976.28	1788.0
2014-10-12 20:20:00	ES	Futures	1976.02	1976.28	1975.5	1976.28	1981.0
2014-10-12 20:25:00	ES	Futures	1976.28	1976.54	1975.76	1976.54	1331.0
2014-10-12 20:30:00	ES	Futures	1976.54	1976.54	1975.76	1976.02	852.0
2014-10-12 20:35:00	ES	Futures	1976.02	1976.81	1975.5	1975.76	2129.0
2014-10-12 20:40:00	ES	Futures	1975.5	1975.76	1974.71	1975.76	1375.0
2014-10-12 20:45:00	ES	Futures	1975.76	1976.02	1975.5	1976.02	562.0
2014-10-12 20:50:00	ES	Futures	1976.02	1976.28	1975.76	1976.28	636.0
2014-10-12 20:55:00	ES	Futures	1976.02	1977.07	1976.02	1976.28	2052.0
2014-10-12 21:00:00	ES	Futures	1976.02	1976.02	1974.97	1976.02	1955.0
2014-10-12 21:05:00	ES	Futures	1976.02	1976.28	1976.02	1976.28	570.0
2014-10-12 21:10:00	ES	Futures	1976.02	1976.54	1976.02	1976.28	721.0
2014-10-12 21:15:00	ES	Futures	1976.54	1976.54	1976.02	1976.54	831.0
2014-10-12 21:20:00	ES	Futures	1976.54	1976.81	1976.28	1976.81	486.0
2014-10-12 21:25:00	ES	Futures	1976.81	1977.07	1976.54	1977.07	958.0
2014-10-12 21:30:00	ES	Futures	1977.07	1977.59	1976.81	1977.59	1752.0
2014-10-12 21:35:00	ES	Futures	1977.59	1977.85	1977.33	1977.59	1106.0
2014-10-12 21:40:00	ES	Futures	1977.59	1977.85	1977.33	1977.59	832.0
2014-10-12 21:45:00	ES	Futures	1977.59	1977.85	1977.07	1977.33	982.0
2014-10-12 21:50:00	ES	Futures	1977.33	1977.33	1976.02	1977.07	2046.0
2014-10-12 21:55:00	ES	Futures	1977.07	1977.33	1976.81	1977.33	572.0
2014-10-12 22:00:00	ES	Futures	1977.33	1978.12	1977.33	1977.85	1748.0
2014-10-12 22:05:00	ES	Futures	1977.85	1978.12	1977.33	1977.85	944.0

> showing 50 of 2,604 rows — these rows as CSV

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