PREVIEW / futures_5min / 2014-10-13

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-10-13.parquet
  size:    241 KB
  rows:    14,568

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
2014-10-13 00:00:00	ES	Futures	1973.66	1974.71	1973.4	1973.92	1353.0
2014-10-13 00:05:00	ES	Futures	1973.92	1973.92	1973.4	1973.66	397.0
2014-10-13 00:10:00	ES	Futures	1973.4	1973.92	1973.4	1973.92	381.0
2014-10-13 00:15:00	ES	Futures	1973.92	1974.19	1973.66	1973.66	393.0
2014-10-13 00:20:00	ES	Futures	1973.66	1974.45	1973.66	1974.45	940.0
2014-10-13 00:25:00	ES	Futures	1974.45	1974.45	1973.92	1974.19	815.0
2014-10-13 00:30:00	ES	Futures	1974.19	1974.19	1973.92	1974.19	276.0
2014-10-13 00:35:00	ES	Futures	1974.19	1974.45	1973.92	1974.45	334.0
2014-10-13 00:40:00	ES	Futures	1974.45	1974.45	1974.19	1974.45	199.0
2014-10-13 00:45:00	ES	Futures	1974.45	1974.71	1974.19	1974.71	273.0
2014-10-13 00:50:00	ES	Futures	1974.71	1974.71	1974.45	1974.71	262.0
2014-10-13 00:55:00	ES	Futures	1974.71	1974.97	1974.19	1974.71	316.0
2014-10-13 01:00:00	ES	Futures	1974.71	1974.71	1974.45	1974.71	234.0
2014-10-13 01:05:00	ES	Futures	1974.71	1974.97	1974.45	1974.71	546.0
2014-10-13 01:10:00	ES	Futures	1974.71	1974.71	1974.45	1974.71	305.0
2014-10-13 01:15:00	ES	Futures	1974.71	1974.97	1974.45	1974.71	659.0
2014-10-13 01:20:00	ES	Futures	1974.71	1974.97	1974.45	1974.45	1487.0
2014-10-13 01:25:00	ES	Futures	1974.45	1974.71	1974.19	1974.19	397.0
2014-10-13 01:30:00	ES	Futures	1974.19	1974.71	1973.92	1974.71	277.0
2014-10-13 01:35:00	ES	Futures	1974.71	1975.23	1974.71	1974.97	559.0
2014-10-13 01:40:00	ES	Futures	1974.97	1975.23	1974.45	1974.71	419.0
2014-10-13 01:45:00	ES	Futures	1974.71	1974.97	1974.45	1974.97	158.0
2014-10-13 01:50:00	ES	Futures	1974.97	1975.23	1974.71	1975.23	547.0
2014-10-13 01:55:00	ES	Futures	1975.23	1975.5	1974.97	1975.5	867.0
2014-10-13 02:00:00	ES	Futures	1975.5	1975.76	1973.66	1974.19	3062.0
2014-10-13 02:05:00	ES	Futures	1973.92	1975.23	1973.66	1974.97	1201.0
2014-10-13 02:10:00	ES	Futures	1974.97	1975.23	1974.45	1974.97	1087.0
2014-10-13 02:15:00	ES	Futures	1975.23	1975.23	1974.19	1974.97	1070.0
2014-10-13 02:20:00	ES	Futures	1974.97	1975.76	1974.97	1975.76	1437.0
2014-10-13 02:25:00	ES	Futures	1975.5	1976.02	1975.5	1976.02	634.0
2014-10-13 02:30:00	ES	Futures	1975.76	1976.28	1975.5	1976.02	939.0
2014-10-13 02:35:00	ES	Futures	1976.02	1976.54	1975.76	1976.54	831.0
2014-10-13 02:40:00	ES	Futures	1976.28	1977.33	1976.28	1977.07	2071.0
2014-10-13 02:45:00	ES	Futures	1977.07	1977.59	1976.81	1977.59	1268.0
2014-10-13 02:50:00	ES	Futures	1977.33	1977.85	1976.54	1976.81	1391.0
2014-10-13 02:55:00	ES	Futures	1976.54	1977.85	1976.54	1977.33	834.0
2014-10-13 03:00:00	ES	Futures	1977.07	1977.85	1976.54	1977.59	4787.0
2014-10-13 03:05:00	ES	Futures	1977.59	1978.9	1977.59	1978.38	5505.0
2014-10-13 03:10:00	ES	Futures	1978.64	1979.43	1978.12	1979.43	3779.0
2014-10-13 03:15:00	ES	Futures	1979.16	1979.95	1978.9	1979.69	3459.0
2014-10-13 03:20:00	ES	Futures	1979.69	1980.21	1979.16	1979.16	3150.0
2014-10-13 03:25:00	ES	Futures	1979.16	1979.95	1979.16	1979.95	1977.0
2014-10-13 03:30:00	ES	Futures	1979.69	1980.47	1979.16	1979.95	4129.0
2014-10-13 03:35:00	ES	Futures	1979.95	1980.21	1977.59	1977.59	3199.0
2014-10-13 03:40:00	ES	Futures	1977.85	1978.12	1977.33	1978.12	2358.0
2014-10-13 03:45:00	ES	Futures	1978.12	1979.95	1977.59	1978.64	4523.0
2014-10-13 03:50:00	ES	Futures	1978.64	1980.21	1978.64	1980.21	2084.0
2014-10-13 03:55:00	ES	Futures	1980.21	1980.47	1979.43	1979.95	2524.0
2014-10-13 04:00:00	ES	Futures	1979.95	1980.47	1979.43	1980.21	2533.0
2014-10-13 04:05:00	ES	Futures	1980.21	1981.78	1979.95	1981.78	4015.0

> showing 50 of 14,568 rows — these rows as CSV

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