PREVIEW / futures_5min / 2014-10-20

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-10-20.parquet
  size:    237 KB
  rows:    14,546

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
2014-10-20 00:00:00	ES	Futures	1982.05	1982.31	1981.78	1981.78	406.0
2014-10-20 00:05:00	ES	Futures	1981.52	1982.05	1981.52	1982.05	297.0
2014-10-20 00:10:00	ES	Futures	1982.05	1982.05	1981.52	1981.52	193.0
2014-10-20 00:15:00	ES	Futures	1981.52	1981.78	1981.26	1981.26	202.0
2014-10-20 00:20:00	ES	Futures	1981.26	1981.78	1981.26	1981.78	228.0
2014-10-20 00:25:00	ES	Futures	1981.78	1981.78	1981.26	1981.78	102.0
2014-10-20 00:30:00	ES	Futures	1981.78	1982.05	1981.52	1981.52	209.0
2014-10-20 00:35:00	ES	Futures	1981.78	1981.78	1981.26	1981.52	98.0
2014-10-20 00:40:00	ES	Futures	1981.52	1981.78	1981.52	1981.52	300.0
2014-10-20 00:45:00	ES	Futures	1981.52	1981.78	1981.52	1981.78	56.0
2014-10-20 00:50:00	ES	Futures	1982.05	1982.05	1981.78	1981.78	198.0
2014-10-20 00:55:00	ES	Futures	1981.78	1981.78	1981.26	1981.52	218.0
2014-10-20 01:00:00	ES	Futures	1981.52	1981.78	1981.52	1981.52	65.0
2014-10-20 01:05:00	ES	Futures	1981.78	1982.05	1981.52	1981.78	199.0
2014-10-20 01:10:00	ES	Futures	1981.78	1982.05	1981.78	1982.05	441.0
2014-10-20 01:15:00	ES	Futures	1982.31	1982.31	1981.78	1982.05	499.0
2014-10-20 01:20:00	ES	Futures	1982.31	1982.31	1981.0	1981.0	341.0
2014-10-20 01:25:00	ES	Futures	1981.0	1981.78	1980.74	1981.52	307.0
2014-10-20 01:30:00	ES	Futures	1981.52	1982.05	1981.26	1981.26	183.0
2014-10-20 01:35:00	ES	Futures	1981.26	1981.52	1981.26	1981.26	85.0
2014-10-20 01:40:00	ES	Futures	1981.52	1981.52	1981.0	1981.0	122.0
2014-10-20 01:45:00	ES	Futures	1981.26	1981.52	1981.0	1981.26	325.0
2014-10-20 01:50:00	ES	Futures	1981.0	1981.78	1981.0	1981.52	269.0
2014-10-20 01:55:00	ES	Futures	1981.52	1981.78	1981.26	1981.52	271.0
2014-10-20 02:00:00	ES	Futures	1981.26	1982.31	1981.0	1982.05	1663.0
2014-10-20 02:05:00	ES	Futures	1982.05	1982.05	1980.74	1981.26	723.0
2014-10-20 02:10:00	ES	Futures	1981.26	1982.31	1981.0	1982.05	465.0
2014-10-20 02:15:00	ES	Futures	1982.05	1982.31	1981.0	1981.26	783.0
2014-10-20 02:20:00	ES	Futures	1981.0	1981.0	1979.69	1979.95	781.0
2014-10-20 02:25:00	ES	Futures	1979.95	1980.21	1979.16	1979.69	784.0
2014-10-20 02:30:00	ES	Futures	1979.69	1979.69	1978.64	1979.16	987.0
2014-10-20 02:35:00	ES	Futures	1979.16	1979.69	1978.9	1979.69	302.0
2014-10-20 02:40:00	ES	Futures	1979.69	1979.69	1978.64	1978.9	755.0
2014-10-20 02:45:00	ES	Futures	1978.9	1979.43	1978.38	1978.9	943.0
2014-10-20 02:50:00	ES	Futures	1979.16	1979.16	1978.38	1978.9	1025.0
2014-10-20 02:55:00	ES	Futures	1978.9	1978.9	1978.38	1978.64	473.0
2014-10-20 03:00:00	ES	Futures	1978.9	1978.9	1975.76	1976.81	4426.0
2014-10-20 03:05:00	ES	Futures	1976.81	1977.33	1975.5	1976.28	5642.0
2014-10-20 03:10:00	ES	Futures	1976.28	1977.59	1973.4	1976.28	7376.0
2014-10-20 03:15:00	ES	Futures	1976.28	1979.43	1976.02	1978.9	3440.0
2014-10-20 03:20:00	ES	Futures	1978.9	1979.95	1977.59	1977.85	3002.0
2014-10-20 03:25:00	ES	Futures	1977.85	1978.9	1977.33	1978.9	1971.0
2014-10-20 03:30:00	ES	Futures	1978.64	1978.64	1976.28	1977.07	4104.0
2014-10-20 03:35:00	ES	Futures	1977.07	1977.85	1974.97	1975.76	5251.0
2014-10-20 03:40:00	ES	Futures	1975.76	1976.54	1973.92	1974.71	5551.0
2014-10-20 03:45:00	ES	Futures	1974.45	1977.85	1973.66	1976.02	5224.0
2014-10-20 03:50:00	ES	Futures	1976.02	1976.28	1972.09	1972.61	5890.0
2014-10-20 03:55:00	ES	Futures	1972.61	1975.76	1972.09	1975.5	4045.0
2014-10-20 04:00:00	ES	Futures	1975.5	1977.07	1973.4	1974.71	6161.0
2014-10-20 04:05:00	ES	Futures	1974.71	1974.71	1972.61	1973.14	3065.0

> showing 50 of 14,546 rows — these rows as CSV

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