PREVIEW / futures_5min / 2014-10-16

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-10-16.parquet
  size:    289 KB
  rows:    15,513

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
2014-10-16 00:00:00	ES	Futures	1941.44	1941.7	1941.18	1941.44	256.0
2014-10-16 00:05:00	ES	Futures	1941.44	1941.7	1941.18	1941.44	363.0
2014-10-16 00:10:00	ES	Futures	1941.18	1941.7	1941.18	1941.44	120.0
2014-10-16 00:15:00	ES	Futures	1941.18	1941.44	1940.92	1941.18	238.0
2014-10-16 00:20:00	ES	Futures	1941.18	1941.44	1941.18	1941.18	376.0
2014-10-16 00:25:00	ES	Futures	1941.44	1941.44	1940.39	1940.39	273.0
2014-10-16 00:30:00	ES	Futures	1940.39	1941.18	1940.39	1941.18	108.0
2014-10-16 00:35:00	ES	Futures	1941.18	1941.18	1940.65	1941.18	330.0
2014-10-16 00:40:00	ES	Futures	1941.18	1941.18	1940.39	1940.92	694.0
2014-10-16 00:45:00	ES	Futures	1941.18	1941.18	1940.65	1941.18	205.0
2014-10-16 00:50:00	ES	Futures	1940.92	1941.18	1940.13	1940.65	430.0
2014-10-16 00:55:00	ES	Futures	1940.39	1940.39	1939.61	1939.87	631.0
2014-10-16 01:00:00	ES	Futures	1939.61	1940.13	1938.56	1939.08	1048.0
2014-10-16 01:05:00	ES	Futures	1938.82	1940.13	1938.56	1939.87	1091.0
2014-10-16 01:10:00	ES	Futures	1939.87	1940.65	1939.34	1940.39	528.0
2014-10-16 01:15:00	ES	Futures	1940.39	1941.18	1940.39	1940.65	284.0
2014-10-16 01:20:00	ES	Futures	1940.39	1940.65	1940.13	1940.65	422.0
2014-10-16 01:25:00	ES	Futures	1940.65	1940.65	1940.13	1940.13	295.0
2014-10-16 01:30:00	ES	Futures	1940.39	1940.39	1938.82	1939.08	1258.0
2014-10-16 01:35:00	ES	Futures	1939.34	1939.87	1938.82	1939.08	603.0
2014-10-16 01:40:00	ES	Futures	1939.08	1939.08	1938.3	1938.56	911.0
2014-10-16 01:45:00	ES	Futures	1938.82	1939.61	1938.56	1939.34	515.0
2014-10-16 01:50:00	ES	Futures	1939.61	1939.87	1939.08	1939.87	474.0
2014-10-16 01:55:00	ES	Futures	1939.87	1939.87	1939.34	1939.61	226.0
2014-10-16 02:00:00	ES	Futures	1939.61	1940.39	1938.56	1940.39	1159.0
2014-10-16 02:05:00	ES	Futures	1940.39	1941.96	1940.39	1941.7	1996.0
2014-10-16 02:10:00	ES	Futures	1941.96	1942.49	1941.18	1941.7	1758.0
2014-10-16 02:15:00	ES	Futures	1941.44	1941.7	1939.34	1939.61	1225.0
2014-10-16 02:20:00	ES	Futures	1939.87	1940.13	1939.08	1939.61	806.0
2014-10-16 02:25:00	ES	Futures	1939.61	1940.39	1939.34	1940.13	893.0
2014-10-16 02:30:00	ES	Futures	1940.39	1940.92	1939.87	1940.13	715.0
2014-10-16 02:35:00	ES	Futures	1940.13	1941.18	1940.13	1940.92	904.0
2014-10-16 02:40:00	ES	Futures	1941.18	1942.75	1941.18	1942.23	1878.0
2014-10-16 02:45:00	ES	Futures	1942.23	1942.75	1941.96	1942.23	1229.0
2014-10-16 02:50:00	ES	Futures	1942.23	1943.54	1940.92	1940.92	2954.0
2014-10-16 02:55:00	ES	Futures	1941.18	1941.44	1940.13	1940.92	1288.0
2014-10-16 03:00:00	ES	Futures	1940.92	1943.27	1940.92	1942.23	5476.0
2014-10-16 03:05:00	ES	Futures	1942.23	1943.54	1941.96	1942.75	3726.0
2014-10-16 03:10:00	ES	Futures	1942.75	1943.8	1941.96	1943.54	3508.0
2014-10-16 03:15:00	ES	Futures	1943.27	1946.16	1942.49	1943.01	7700.0
2014-10-16 03:20:00	ES	Futures	1943.27	1944.85	1941.7	1944.58	4518.0
2014-10-16 03:25:00	ES	Futures	1944.58	1945.37	1943.01	1943.01	6304.0
2014-10-16 03:30:00	ES	Futures	1942.75	1942.75	1938.82	1938.82	7056.0
2014-10-16 03:35:00	ES	Futures	1939.08	1939.87	1937.25	1938.56	6460.0
2014-10-16 03:40:00	ES	Futures	1938.3	1940.65	1937.77	1938.56	5108.0
2014-10-16 03:45:00	ES	Futures	1938.56	1938.56	1933.58	1935.94	12240.0
2014-10-16 03:50:00	ES	Futures	1935.94	1940.92	1935.94	1940.65	5872.0
2014-10-16 03:55:00	ES	Futures	1940.65	1941.44	1937.77	1938.3	5230.0
2014-10-16 04:00:00	ES	Futures	1938.3	1938.82	1935.94	1936.46	5526.0
2014-10-16 04:05:00	ES	Futures	1936.46	1936.72	1933.84	1935.15	5893.0

> showing 50 of 15,513 rows — these rows as CSV

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