PREVIEW / futures_5min / 2014-10-22

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-10-22.parquet
  size:    243 KB
  rows:    14,855

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
2014-10-22 00:00:00	ES	Futures	2029.72	2029.72	2029.46	2029.46	98.0
2014-10-22 00:05:00	ES	Futures	2029.72	2029.72	2029.46	2029.72	254.0
2014-10-22 00:10:00	ES	Futures	2029.72	2029.72	2029.46	2029.46	121.0
2014-10-22 00:15:00	ES	Futures	2029.72	2029.72	2029.46	2029.72	86.0
2014-10-22 00:20:00	ES	Futures	2029.72	2029.72	2029.46	2029.46	321.0
2014-10-22 00:25:00	ES	Futures	2029.46	2029.72	2029.46	2029.46	556.0
2014-10-22 00:30:00	ES	Futures	2029.46	2029.72	2029.46	2029.46	44.0
2014-10-22 00:35:00	ES	Futures	2029.46	2029.46	2029.2	2029.46	193.0
2014-10-22 00:40:00	ES	Futures	2029.2	2029.46	2028.94	2028.94	178.0
2014-10-22 00:45:00	ES	Futures	2029.2	2029.2	2028.94	2028.94	52.0
2014-10-22 00:50:00	ES	Futures	2028.94	2029.46	2028.94	2029.46	95.0
2014-10-22 00:55:00	ES	Futures	2029.46	2029.46	2029.2	2029.46	9.0
2014-10-22 01:00:00	ES	Futures	2029.2	2030.77	2029.2	2030.77	980.0
2014-10-22 01:05:00	ES	Futures	2030.77	2031.56	2030.51	2031.3	644.0
2014-10-22 01:10:00	ES	Futures	2031.3	2033.13	2031.03	2032.87	2298.0
2014-10-22 01:15:00	ES	Futures	2033.13	2033.91	2032.87	2033.39	1495.0
2014-10-22 01:20:00	ES	Futures	2033.39	2035.75	2033.39	2035.49	3101.0
2014-10-22 01:25:00	ES	Futures	2035.49	2036.01	2034.44	2034.44	1776.0
2014-10-22 01:30:00	ES	Futures	2034.44	2034.44	2033.91	2034.18	545.0
2014-10-22 01:35:00	ES	Futures	2034.18	2035.49	2033.65	2035.49	596.0
2014-10-22 01:40:00	ES	Futures	2035.49	2035.75	2034.7	2034.96	605.0
2014-10-22 01:45:00	ES	Futures	2034.7	2036.8	2033.13	2033.39	2411.0
2014-10-22 01:50:00	ES	Futures	2033.39	2034.7	2033.13	2033.65	793.0
2014-10-22 01:55:00	ES	Futures	2033.65	2033.65	2031.3	2031.82	901.0
2014-10-22 02:00:00	ES	Futures	2031.82	2032.34	2029.72	2031.3	3192.0
2014-10-22 02:05:00	ES	Futures	2031.03	2031.03	2029.2	2029.2	2333.0
2014-10-22 02:10:00	ES	Futures	2029.2	2029.72	2028.15	2029.72	2644.0
2014-10-22 02:15:00	ES	Futures	2029.99	2029.99	2028.94	2029.2	1117.0
2014-10-22 02:20:00	ES	Futures	2028.94	2030.25	2028.94	2029.99	589.0
2014-10-22 02:25:00	ES	Futures	2029.99	2030.51	2029.72	2029.99	536.0
2014-10-22 02:30:00	ES	Futures	2030.25	2030.25	2029.72	2029.72	648.0
2014-10-22 02:35:00	ES	Futures	2029.72	2030.25	2029.46	2029.99	504.0
2014-10-22 02:40:00	ES	Futures	2029.99	2030.51	2029.72	2030.25	280.0
2014-10-22 02:45:00	ES	Futures	2029.99	2030.25	2028.94	2029.46	844.0
2014-10-22 02:50:00	ES	Futures	2029.46	2029.72	2028.68	2028.94	1033.0
2014-10-22 02:55:00	ES	Futures	2028.68	2028.94	2027.37	2027.37	4072.0
2014-10-22 03:00:00	ES	Futures	2027.37	2027.63	2026.06	2026.58	5158.0
2014-10-22 03:05:00	ES	Futures	2026.58	2027.1	2026.06	2027.1	3769.0
2014-10-22 03:10:00	ES	Futures	2027.1	2029.2	2027.1	2028.94	3543.0
2014-10-22 03:15:00	ES	Futures	2028.94	2029.2	2027.1	2027.89	3608.0
2014-10-22 03:20:00	ES	Futures	2027.89	2027.89	2025.79	2026.84	3696.0
2014-10-22 03:25:00	ES	Futures	2027.1	2027.63	2026.32	2026.58	2151.0
2014-10-22 03:30:00	ES	Futures	2026.58	2027.37	2025.27	2027.37	5052.0
2014-10-22 03:35:00	ES	Futures	2027.1	2027.89	2026.84	2027.37	2617.0
2014-10-22 03:40:00	ES	Futures	2027.37	2027.89	2026.06	2026.32	2015.0
2014-10-22 03:45:00	ES	Futures	2026.32	2027.63	2026.06	2027.1	2009.0
2014-10-22 03:50:00	ES	Futures	2027.1	2028.68	2026.58	2028.41	2925.0
2014-10-22 03:55:00	ES	Futures	2028.41	2029.2	2028.15	2028.94	1428.0
2014-10-22 04:00:00	ES	Futures	2028.94	2028.94	2026.32	2026.32	2465.0
2014-10-22 04:05:00	ES	Futures	2026.32	2027.1	2025.53	2026.06	2602.0

> showing 50 of 14,855 rows — these rows as CSV

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