PREVIEW / futures_5min / 2014-10-21

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-10-21.parquet
  size:    253 KB
  rows:    14,865

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
2014-10-21 00:00:00	ES	Futures	1984.93	1985.19	1984.66	1984.93	258.0
2014-10-21 00:05:00	ES	Futures	1985.19	1985.45	1984.93	1984.93	318.0
2014-10-21 00:10:00	ES	Futures	1985.19	1985.71	1984.93	1985.45	88.0
2014-10-21 00:15:00	ES	Futures	1985.45	1985.71	1985.45	1985.71	267.0
2014-10-21 00:20:00	ES	Futures	1985.71	1985.71	1985.45	1985.45	214.0
2014-10-21 00:25:00	ES	Futures	1985.45	1985.71	1983.88	1984.14	806.0
2014-10-21 00:30:00	ES	Futures	1984.14	1984.4	1983.62	1983.88	441.0
2014-10-21 00:35:00	ES	Futures	1983.88	1984.14	1982.05	1982.31	1520.0
2014-10-21 00:40:00	ES	Futures	1982.31	1984.14	1982.31	1983.88	787.0
2014-10-21 00:45:00	ES	Futures	1984.14	1984.4	1982.57	1983.62	759.0
2014-10-21 00:50:00	ES	Futures	1983.62	1983.88	1983.09	1983.88	269.0
2014-10-21 00:55:00	ES	Futures	1983.62	1983.88	1982.83	1983.09	430.0
2014-10-21 01:00:00	ES	Futures	1983.36	1983.36	1981.26	1982.05	1916.0
2014-10-21 01:05:00	ES	Futures	1981.78	1983.36	1981.78	1982.83	410.0
2014-10-21 01:10:00	ES	Futures	1983.09	1983.88	1982.83	1983.09	478.0
2014-10-21 01:15:00	ES	Futures	1983.36	1983.88	1983.09	1983.62	201.0
2014-10-21 01:20:00	ES	Futures	1983.36	1983.62	1982.31	1982.31	293.0
2014-10-21 01:25:00	ES	Futures	1982.31	1983.09	1982.05	1982.57	616.0
2014-10-21 01:30:00	ES	Futures	1982.83	1983.09	1982.05	1983.09	345.0
2014-10-21 01:35:00	ES	Futures	1983.09	1983.36	1983.09	1983.09	147.0
2014-10-21 01:40:00	ES	Futures	1983.36	1983.62	1983.09	1983.09	198.0
2014-10-21 01:45:00	ES	Futures	1983.09	1983.88	1982.83	1983.09	368.0
2014-10-21 01:50:00	ES	Futures	1983.36	1984.4	1983.36	1984.14	436.0
2014-10-21 01:55:00	ES	Futures	1984.14	1984.14	1983.09	1983.36	329.0
2014-10-21 02:00:00	ES	Futures	1983.09	1984.4	1983.09	1983.09	1385.0
2014-10-21 02:05:00	ES	Futures	1983.36	1983.62	1982.05	1983.62	1194.0
2014-10-21 02:10:00	ES	Futures	1983.62	1983.62	1980.74	1980.74	1917.0
2014-10-21 02:15:00	ES	Futures	1980.74	1982.31	1980.74	1982.31	1348.0
2014-10-21 02:20:00	ES	Futures	1982.31	1983.09	1981.78	1982.57	898.0
2014-10-21 02:25:00	ES	Futures	1982.57	1982.83	1979.95	1979.95	2995.0
2014-10-21 02:30:00	ES	Futures	1979.95	1981.26	1979.95	1980.21	1968.0
2014-10-21 02:35:00	ES	Futures	1980.21	1981.52	1980.21	1980.74	686.0
2014-10-21 02:40:00	ES	Futures	1980.74	1980.74	1979.95	1979.95	1339.0
2014-10-21 02:45:00	ES	Futures	1980.21	1981.26	1978.64	1979.43	3237.0
2014-10-21 02:50:00	ES	Futures	1979.43	1979.95	1978.38	1978.9	1305.0
2014-10-21 02:55:00	ES	Futures	1978.9	1979.43	1978.38	1978.64	2409.0
2014-10-21 03:00:00	ES	Futures	1978.64	1980.47	1978.38	1979.16	4356.0
2014-10-21 03:05:00	ES	Futures	1979.16	1979.43	1976.02	1977.85	5706.0
2014-10-21 03:10:00	ES	Futures	1977.59	1980.74	1977.33	1980.21	4073.0
2014-10-21 03:15:00	ES	Futures	1980.47	1982.31	1979.69	1981.78	4601.0
2014-10-21 03:20:00	ES	Futures	1982.05	1983.62	1981.78	1983.09	3666.0
2014-10-21 03:25:00	ES	Futures	1983.09	1985.19	1983.09	1984.14	5873.0
2014-10-21 03:30:00	ES	Futures	1984.14	1984.66	1982.05	1983.36	4578.0
2014-10-21 03:35:00	ES	Futures	1983.36	1986.24	1983.09	1985.19	4032.0
2014-10-21 03:40:00	ES	Futures	1985.19	1986.76	1984.93	1986.76	3643.0
2014-10-21 03:45:00	ES	Futures	1986.76	1989.12	1986.5	1988.59	5277.0
2014-10-21 03:50:00	ES	Futures	1988.59	1991.21	1988.33	1990.43	5553.0
2014-10-21 03:55:00	ES	Futures	1990.43	1991.21	1988.86	1989.38	3255.0
2014-10-21 04:00:00	ES	Futures	1989.64	1991.48	1988.59	1989.38	4621.0
2014-10-21 04:05:00	ES	Futures	1989.38	1990.43	1988.86	1989.64	1139.0

> showing 50 of 14,865 rows — these rows as CSV

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