PREVIEW / futures_5min / 2014-10-19

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-10-19.parquet
  size:    47 KB
  rows:    2,497

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
2014-10-19 18:00:00	ES	Futures	1974.19	1977.85	1974.19	1977.33	5749.0
2014-10-19 18:05:00	ES	Futures	1977.33	1978.12	1977.07	1977.07	1641.0
2014-10-19 18:10:00	ES	Futures	1977.07	1977.85	1977.07	1977.85	653.0
2014-10-19 18:15:00	ES	Futures	1977.85	1979.16	1977.07	1978.9	2581.0
2014-10-19 18:20:00	ES	Futures	1979.16	1979.69	1978.38	1979.16	1267.0
2014-10-19 18:25:00	ES	Futures	1979.16	1980.47	1979.16	1979.95	1222.0
2014-10-19 18:30:00	ES	Futures	1980.21	1981.0	1979.95	1980.47	1037.0
2014-10-19 18:35:00	ES	Futures	1980.74	1981.26	1979.95	1980.47	1046.0
2014-10-19 18:40:00	ES	Futures	1980.21	1982.05	1980.21	1982.05	1146.0
2014-10-19 18:45:00	ES	Futures	1981.78	1982.05	1980.74	1981.0	1196.0
2014-10-19 18:50:00	ES	Futures	1981.0	1981.26	1980.74	1981.0	511.0
2014-10-19 18:55:00	ES	Futures	1980.74	1984.14	1980.74	1983.36	4661.0
2014-10-19 19:00:00	ES	Futures	1983.09	1984.14	1982.83	1983.09	1687.0
2014-10-19 19:05:00	ES	Futures	1983.09	1983.62	1982.31	1983.36	871.0
2014-10-19 19:10:00	ES	Futures	1983.36	1983.62	1983.09	1983.36	830.0
2014-10-19 19:15:00	ES	Futures	1983.36	1983.62	1983.09	1983.36	174.0
2014-10-19 19:20:00	ES	Futures	1983.62	1983.62	1982.05	1982.57	606.0
2014-10-19 19:25:00	ES	Futures	1982.83	1983.36	1982.31	1982.57	646.0
2014-10-19 19:30:00	ES	Futures	1982.57	1982.57	1981.0	1981.78	1302.0
2014-10-19 19:35:00	ES	Futures	1981.52	1981.78	1980.74	1981.0	570.0
2014-10-19 19:40:00	ES	Futures	1981.0	1981.52	1980.74	1980.74	635.0
2014-10-19 19:45:00	ES	Futures	1980.74	1981.0	1980.21	1980.47	1306.0
2014-10-19 19:50:00	ES	Futures	1980.47	1980.47	1979.95	1979.95	949.0
2014-10-19 19:55:00	ES	Futures	1979.95	1980.47	1979.95	1980.47	276.0
2014-10-19 20:00:00	ES	Futures	1980.47	1980.47	1979.43	1979.43	1177.0
2014-10-19 20:05:00	ES	Futures	1979.43	1979.95	1979.43	1979.95	863.0
2014-10-19 20:10:00	ES	Futures	1979.95	1980.47	1979.43	1979.69	795.0
2014-10-19 20:15:00	ES	Futures	1979.95	1979.95	1978.12	1978.38	1853.0
2014-10-19 20:20:00	ES	Futures	1978.12	1979.43	1978.12	1979.16	833.0
2014-10-19 20:25:00	ES	Futures	1979.16	1980.47	1979.16	1980.47	513.0
2014-10-19 20:30:00	ES	Futures	1980.21	1980.47	1979.95	1980.21	352.0
2014-10-19 20:35:00	ES	Futures	1980.21	1980.47	1979.69	1980.21	241.0
2014-10-19 20:40:00	ES	Futures	1980.21	1980.47	1979.69	1980.47	281.0
2014-10-19 20:45:00	ES	Futures	1980.21	1981.26	1980.21	1981.26	1027.0
2014-10-19 20:50:00	ES	Futures	1981.0	1981.26	1981.0	1981.26	205.0
2014-10-19 20:55:00	ES	Futures	1981.26	1981.52	1981.0	1981.52	643.0
2014-10-19 21:00:00	ES	Futures	1981.52	1981.78	1981.0	1981.26	511.0
2014-10-19 21:05:00	ES	Futures	1981.26	1981.26	1979.16	1979.43	785.0
2014-10-19 21:10:00	ES	Futures	1979.16	1980.47	1978.9	1980.47	404.0
2014-10-19 21:15:00	ES	Futures	1980.47	1981.0	1979.69	1979.95	274.0
2014-10-19 21:20:00	ES	Futures	1980.21	1980.21	1978.9	1979.16	342.0
2014-10-19 21:25:00	ES	Futures	1979.16	1980.74	1978.9	1979.95	478.0
2014-10-19 21:30:00	ES	Futures	1979.95	1979.95	1979.43	1979.95	290.0
2014-10-19 21:35:00	ES	Futures	1979.69	1980.21	1979.69	1979.69	209.0
2014-10-19 21:40:00	ES	Futures	1979.69	1980.74	1979.69	1979.95	379.0
2014-10-19 21:45:00	ES	Futures	1979.95	1980.74	1979.95	1979.95	416.0
2014-10-19 21:50:00	ES	Futures	1979.95	1980.21	1979.69	1979.95	406.0
2014-10-19 21:55:00	ES	Futures	1979.69	1980.21	1979.69	1979.95	355.0
2014-10-19 22:00:00	ES	Futures	1979.95	1980.21	1979.69	1980.21	669.0
2014-10-19 22:05:00	ES	Futures	1980.21	1980.21	1979.43	1979.69	809.0

> showing 50 of 2,497 rows — these rows as CSV

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