PREVIEW / futures_5min / 2014-10-14

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-10-14.parquet
  size:    260 KB
  rows:    15,103

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
2014-10-14 00:00:00	ES	Futures	1966.07	1966.07	1965.02	1965.02	427.0
2014-10-14 00:05:00	ES	Futures	1965.02	1966.07	1964.76	1966.07	610.0
2014-10-14 00:10:00	ES	Futures	1966.07	1966.33	1965.54	1966.33	335.0
2014-10-14 00:15:00	ES	Futures	1966.33	1966.33	1965.8	1965.8	85.0
2014-10-14 00:20:00	ES	Futures	1966.07	1966.07	1965.54	1965.8	237.0
2014-10-14 00:25:00	ES	Futures	1965.8	1965.8	1965.28	1965.54	269.0
2014-10-14 00:30:00	ES	Futures	1965.8	1965.8	1964.76	1964.76	263.0
2014-10-14 00:35:00	ES	Futures	1965.02	1965.02	1964.49	1964.76	172.0
2014-10-14 00:40:00	ES	Futures	1965.02	1965.02	1964.49	1964.49	266.0
2014-10-14 00:45:00	ES	Futures	1964.49	1965.02	1964.23	1965.02	300.0
2014-10-14 00:50:00	ES	Futures	1964.76	1965.28	1964.23	1964.23	481.0
2014-10-14 00:55:00	ES	Futures	1963.97	1964.23	1963.45	1963.71	633.0
2014-10-14 01:00:00	ES	Futures	1963.71	1963.97	1963.18	1963.45	432.0
2014-10-14 01:05:00	ES	Futures	1963.45	1963.45	1962.92	1963.45	735.0
2014-10-14 01:10:00	ES	Futures	1963.45	1963.71	1962.92	1963.18	452.0
2014-10-14 01:15:00	ES	Futures	1963.18	1963.18	1962.92	1962.92	376.0
2014-10-14 01:20:00	ES	Futures	1962.92	1962.92	1961.09	1961.35	1594.0
2014-10-14 01:25:00	ES	Futures	1961.35	1961.87	1961.09	1961.87	306.0
2014-10-14 01:30:00	ES	Futures	1961.87	1963.18	1961.87	1962.66	856.0
2014-10-14 01:35:00	ES	Futures	1962.92	1964.76	1962.92	1964.76	899.0
2014-10-14 01:40:00	ES	Futures	1965.02	1965.54	1964.23	1964.23	576.0
2014-10-14 01:45:00	ES	Futures	1963.97	1964.49	1962.66	1962.66	855.0
2014-10-14 01:50:00	ES	Futures	1962.92	1963.45	1962.92	1963.18	380.0
2014-10-14 01:55:00	ES	Futures	1963.18	1963.97	1962.92	1963.71	489.0
2014-10-14 02:00:00	ES	Futures	1963.97	1965.8	1963.71	1964.49	2475.0
2014-10-14 02:05:00	ES	Futures	1964.23	1964.23	1962.92	1963.18	1492.0
2014-10-14 02:10:00	ES	Futures	1963.18	1963.71	1961.35	1961.35	930.0
2014-10-14 02:15:00	ES	Futures	1961.35	1963.18	1961.35	1962.14	1270.0
2014-10-14 02:20:00	ES	Futures	1962.4	1962.92	1962.14	1962.66	736.0
2014-10-14 02:25:00	ES	Futures	1962.66	1962.92	1960.83	1961.09	1119.0
2014-10-14 02:30:00	ES	Futures	1960.83	1963.71	1960.83	1963.45	1384.0
2014-10-14 02:35:00	ES	Futures	1963.45	1965.28	1963.18	1964.49	2149.0
2014-10-14 02:40:00	ES	Futures	1964.49	1965.02	1963.18	1963.45	1306.0
2014-10-14 02:45:00	ES	Futures	1963.71	1963.71	1962.14	1962.66	2043.0
2014-10-14 02:50:00	ES	Futures	1962.66	1963.97	1962.14	1962.92	1975.0
2014-10-14 02:55:00	ES	Futures	1962.92	1963.97	1962.92	1963.71	1066.0
2014-10-14 03:00:00	ES	Futures	1963.71	1963.97	1962.66	1963.18	3750.0
2014-10-14 03:05:00	ES	Futures	1963.18	1966.07	1962.92	1966.07	7045.0
2014-10-14 03:10:00	ES	Futures	1966.07	1967.11	1965.54	1966.59	6766.0
2014-10-14 03:15:00	ES	Futures	1966.59	1966.85	1964.76	1965.54	3074.0
2014-10-14 03:20:00	ES	Futures	1965.8	1965.8	1963.18	1965.02	4535.0
2014-10-14 03:25:00	ES	Futures	1965.02	1965.28	1962.66	1962.66	3078.0
2014-10-14 03:30:00	ES	Futures	1962.66	1964.23	1962.66	1963.71	2964.0
2014-10-14 03:35:00	ES	Futures	1963.71	1964.49	1962.92	1963.71	2521.0
2014-10-14 03:40:00	ES	Futures	1963.71	1964.49	1962.92	1963.71	3127.0
2014-10-14 03:45:00	ES	Futures	1963.45	1966.07	1963.18	1965.8	4789.0
2014-10-14 03:50:00	ES	Futures	1965.54	1966.85	1965.02	1965.8	4217.0
2014-10-14 03:55:00	ES	Futures	1965.8	1966.07	1964.49	1964.76	2557.0
2014-10-14 04:00:00	ES	Futures	1964.49	1965.02	1963.97	1964.76	2292.0
2014-10-14 04:05:00	ES	Futures	1964.76	1965.02	1962.92	1963.18	3604.0

> showing 50 of 15,103 rows — these rows as CSV

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