PREVIEW / futures_5min / 2014-10-15

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-10-15.parquet
  size:    301 KB
  rows:    15,591

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
2014-10-15 00:00:00	ES	Futures	1963.71	1963.71	1963.45	1963.71	396.0
2014-10-15 00:05:00	ES	Futures	1963.45	1963.71	1963.45	1963.71	50.0
2014-10-15 00:10:00	ES	Futures	1963.45	1963.71	1962.66	1963.45	980.0
2014-10-15 00:15:00	ES	Futures	1963.45	1963.71	1962.92	1963.45	735.0
2014-10-15 00:20:00	ES	Futures	1963.45	1963.71	1963.18	1963.18	607.0
2014-10-15 00:25:00	ES	Futures	1963.18	1963.45	1962.14	1962.4	615.0
2014-10-15 00:30:00	ES	Futures	1962.66	1963.45	1962.4	1963.18	340.0
2014-10-15 00:35:00	ES	Futures	1962.92	1963.97	1962.66	1963.71	339.0
2014-10-15 00:40:00	ES	Futures	1963.71	1963.71	1963.45	1963.45	95.0
2014-10-15 00:45:00	ES	Futures	1963.71	1963.71	1962.66	1962.66	234.0
2014-10-15 00:50:00	ES	Futures	1962.92	1963.71	1962.92	1963.45	95.0
2014-10-15 00:55:00	ES	Futures	1963.71	1964.23	1963.45	1964.23	465.0
2014-10-15 01:00:00	ES	Futures	1964.23	1964.23	1963.71	1963.97	161.0
2014-10-15 01:05:00	ES	Futures	1963.71	1963.97	1963.45	1963.71	218.0
2014-10-15 01:10:00	ES	Futures	1963.97	1964.23	1963.45	1964.23	385.0
2014-10-15 01:15:00	ES	Futures	1963.97	1964.23	1963.45	1963.71	452.0
2014-10-15 01:20:00	ES	Futures	1963.71	1963.97	1963.71	1963.97	248.0
2014-10-15 01:25:00	ES	Futures	1963.97	1965.02	1963.97	1965.02	640.0
2014-10-15 01:30:00	ES	Futures	1965.02	1965.28	1964.76	1965.02	579.0
2014-10-15 01:35:00	ES	Futures	1965.28	1965.54	1965.02	1965.54	480.0
2014-10-15 01:40:00	ES	Futures	1965.54	1966.33	1965.28	1965.8	1144.0
2014-10-15 01:45:00	ES	Futures	1965.8	1966.07	1965.54	1965.8	376.0
2014-10-15 01:50:00	ES	Futures	1965.8	1966.07	1965.54	1965.8	759.0
2014-10-15 01:55:00	ES	Futures	1966.07	1966.33	1965.28	1965.54	638.0
2014-10-15 02:00:00	ES	Futures	1965.8	1966.33	1965.28	1965.28	1187.0
2014-10-15 02:05:00	ES	Futures	1965.28	1966.59	1965.28	1966.59	972.0
2014-10-15 02:10:00	ES	Futures	1966.33	1967.64	1966.33	1967.64	1792.0
2014-10-15 02:15:00	ES	Futures	1967.38	1967.9	1966.85	1967.38	1357.0
2014-10-15 02:20:00	ES	Futures	1967.38	1968.16	1967.11	1968.16	725.0
2014-10-15 02:25:00	ES	Futures	1967.9	1968.16	1967.64	1967.9	859.0
2014-10-15 02:30:00	ES	Futures	1967.64	1968.16	1967.38	1967.9	752.0
2014-10-15 02:35:00	ES	Futures	1967.9	1968.68	1967.64	1968.68	1487.0
2014-10-15 02:40:00	ES	Futures	1968.68	1968.95	1967.64	1967.64	1241.0
2014-10-15 02:45:00	ES	Futures	1967.64	1968.68	1967.64	1968.68	1037.0
2014-10-15 02:50:00	ES	Futures	1968.68	1968.68	1967.64	1968.16	1567.0
2014-10-15 02:55:00	ES	Futures	1967.9	1968.42	1967.64	1967.9	562.0
2014-10-15 03:00:00	ES	Futures	1968.16	1968.16	1965.8	1966.07	3727.0
2014-10-15 03:05:00	ES	Futures	1965.8	1966.85	1965.28	1965.8	3286.0
2014-10-15 03:10:00	ES	Futures	1965.8	1966.33	1963.71	1965.02	4448.0
2014-10-15 03:15:00	ES	Futures	1964.76	1966.33	1964.23	1964.76	2984.0
2014-10-15 03:20:00	ES	Futures	1965.02	1967.64	1964.76	1967.11	3047.0
2014-10-15 03:25:00	ES	Futures	1967.38	1967.38	1965.8	1966.07	2059.0
2014-10-15 03:30:00	ES	Futures	1965.8	1966.33	1963.18	1964.23	3233.0
2014-10-15 03:35:00	ES	Futures	1964.23	1965.28	1963.18	1963.45	2168.0
2014-10-15 03:40:00	ES	Futures	1963.45	1964.76	1962.92	1964.23	1696.0
2014-10-15 03:45:00	ES	Futures	1963.97	1964.49	1963.71	1963.71	873.0
2014-10-15 03:50:00	ES	Futures	1963.71	1963.97	1962.92	1962.92	2133.0
2014-10-15 03:55:00	ES	Futures	1962.92	1963.18	1959.52	1959.78	6427.0
2014-10-15 04:00:00	ES	Futures	1959.78	1960.3	1957.94	1960.04	8234.0
2014-10-15 04:05:00	ES	Futures	1960.04	1960.04	1958.47	1960.04	2199.0

> showing 50 of 15,591 rows — these rows as CSV

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