PREVIEW / futures_5min / 2014-10-23

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-10-23.parquet
  size:    255 KB
  rows:    14,942

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
2014-10-23 00:00:00	ES	Futures	2018.72	2019.24	2018.46	2018.46	202.0
2014-10-23 00:05:00	ES	Futures	2018.46	2018.98	2018.2	2018.2	143.0
2014-10-23 00:10:00	ES	Futures	2018.2	2018.2	2017.41	2017.67	130.0
2014-10-23 00:15:00	ES	Futures	2017.41	2018.2	2017.15	2017.93	261.0
2014-10-23 00:20:00	ES	Futures	2018.2	2018.2	2017.93	2017.93	47.0
2014-10-23 00:25:00	ES	Futures	2017.93	2018.2	2017.67	2017.93	104.0
2014-10-23 00:30:00	ES	Futures	2017.93	2017.93	2016.89	2016.89	111.0
2014-10-23 00:35:00	ES	Futures	2016.89	2017.15	2016.62	2017.15	129.0
2014-10-23 00:40:00	ES	Futures	2017.15	2017.15	2016.36	2016.62	130.0
2014-10-23 00:45:00	ES	Futures	2016.36	2016.62	2015.84	2016.36	285.0
2014-10-23 00:50:00	ES	Futures	2016.62	2017.67	2016.62	2017.15	260.0
2014-10-23 00:55:00	ES	Futures	2017.41	2017.41	2016.62	2017.15	116.0
2014-10-23 01:00:00	ES	Futures	2017.15	2017.15	2016.1	2016.89	188.0
2014-10-23 01:05:00	ES	Futures	2016.62	2017.15	2016.62	2017.15	69.0
2014-10-23 01:10:00	ES	Futures	2017.15	2017.15	2016.89	2017.15	172.0
2014-10-23 01:15:00	ES	Futures	2016.89	2017.41	2016.62	2017.15	104.0
2014-10-23 01:20:00	ES	Futures	2017.15	2017.41	2016.62	2017.15	190.0
2014-10-23 01:25:00	ES	Futures	2017.41	2018.98	2017.41	2018.2	637.0
2014-10-23 01:30:00	ES	Futures	2018.2	2018.46	2017.93	2017.93	222.0
2014-10-23 01:35:00	ES	Futures	2018.2	2018.46	2017.67	2017.93	128.0
2014-10-23 01:40:00	ES	Futures	2017.93	2018.2	2017.93	2017.93	56.0
2014-10-23 01:45:00	ES	Futures	2018.2	2018.72	2017.93	2017.93	356.0
2014-10-23 01:50:00	ES	Futures	2018.2	2018.46	2017.93	2018.2	187.0
2014-10-23 01:55:00	ES	Futures	2018.46	2018.98	2018.2	2018.98	508.0
2014-10-23 02:00:00	ES	Futures	2018.98	2018.98	2017.93	2018.72	1107.0
2014-10-23 02:05:00	ES	Futures	2018.72	2019.24	2018.46	2018.72	692.0
2014-10-23 02:10:00	ES	Futures	2018.72	2018.98	2017.93	2018.46	1219.0
2014-10-23 02:15:00	ES	Futures	2018.46	2018.46	2017.67	2018.2	721.0
2014-10-23 02:20:00	ES	Futures	2018.2	2018.2	2017.67	2018.2	239.0
2014-10-23 02:25:00	ES	Futures	2017.93	2019.24	2017.93	2018.46	585.0
2014-10-23 02:30:00	ES	Futures	2018.2	2018.72	2017.67	2018.46	686.0
2014-10-23 02:35:00	ES	Futures	2018.46	2019.24	2017.93	2019.24	350.0
2014-10-23 02:40:00	ES	Futures	2019.24	2019.24	2018.72	2018.98	590.0
2014-10-23 02:45:00	ES	Futures	2018.72	2019.24	2018.72	2018.98	392.0
2014-10-23 02:50:00	ES	Futures	2019.24	2020.55	2019.24	2020.03	1486.0
2014-10-23 02:55:00	ES	Futures	2020.03	2020.82	2020.03	2020.55	916.0
2014-10-23 03:00:00	ES	Futures	2020.55	2020.55	2017.15	2017.67	4235.0
2014-10-23 03:05:00	ES	Futures	2017.67	2018.2	2016.36	2017.93	2924.0
2014-10-23 03:10:00	ES	Futures	2017.93	2018.46	2015.58	2016.89	4551.0
2014-10-23 03:15:00	ES	Futures	2016.62	2016.89	2015.84	2016.36	1841.0
2014-10-23 03:20:00	ES	Futures	2016.62	2017.67	2015.32	2016.1	3268.0
2014-10-23 03:25:00	ES	Futures	2015.84	2015.84	2014.53	2015.05	2404.0
2014-10-23 03:30:00	ES	Futures	2015.32	2020.55	2015.05	2019.77	11995.0
2014-10-23 03:35:00	ES	Futures	2019.51	2021.6	2019.51	2020.55	6726.0
2014-10-23 03:40:00	ES	Futures	2020.82	2021.6	2020.03	2020.82	1989.0
2014-10-23 03:45:00	ES	Futures	2020.55	2024.22	2020.55	2022.91	7971.0
2014-10-23 03:50:00	ES	Futures	2022.65	2022.91	2021.6	2022.13	2077.0
2014-10-23 03:55:00	ES	Futures	2022.13	2023.7	2021.86	2022.91	3449.0
2014-10-23 04:00:00	ES	Futures	2022.91	2029.46	2022.91	2029.2	16648.0
2014-10-23 04:05:00	ES	Futures	2029.2	2031.82	2028.94	2029.46	11672.0

> showing 50 of 14,942 rows — these rows as CSV

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