PREVIEW / futures_5min / 2014-10-24

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-10-24.parquet
  size:    194 KB
  rows:    12,096

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
2014-10-24 00:00:00	ES	Futures	2030.25	2030.25	2029.99	2030.25	83.0
2014-10-24 00:05:00	ES	Futures	2030.25	2030.51	2029.99	2029.99	56.0
2014-10-24 00:10:00	ES	Futures	2029.99	2030.51	2029.72	2030.25	125.0
2014-10-24 00:15:00	ES	Futures	2030.25	2030.51	2029.99	2030.25	136.0
2014-10-24 00:20:00	ES	Futures	2030.25	2030.51	2029.72	2030.51	182.0
2014-10-24 00:25:00	ES	Futures	2030.25	2030.25	2029.2	2029.46	271.0
2014-10-24 00:30:00	ES	Futures	2029.46	2029.46	2028.41	2028.94	373.0
2014-10-24 00:35:00	ES	Futures	2028.94	2029.46	2028.68	2029.2	172.0
2014-10-24 00:40:00	ES	Futures	2029.2	2031.82	2029.2	2031.56	457.0
2014-10-24 00:45:00	ES	Futures	2031.3	2031.3	2030.77	2031.03	297.0
2014-10-24 00:50:00	ES	Futures	2030.77	2031.03	2030.25	2030.51	189.0
2014-10-24 00:55:00	ES	Futures	2030.77	2030.77	2030.25	2030.51	186.0
2014-10-24 01:00:00	ES	Futures	2030.77	2031.03	2030.25	2030.25	137.0
2014-10-24 01:05:00	ES	Futures	2030.51	2031.03	2029.99	2030.77	339.0
2014-10-24 01:10:00	ES	Futures	2030.51	2030.77	2029.99	2030.25	186.0
2014-10-24 01:15:00	ES	Futures	2030.51	2031.82	2030.51	2031.82	417.0
2014-10-24 01:20:00	ES	Futures	2031.56	2032.6	2031.3	2032.34	391.0
2014-10-24 01:25:00	ES	Futures	2032.08	2036.01	2032.08	2034.7	2735.0
2014-10-24 01:30:00	ES	Futures	2034.7	2036.53	2034.18	2035.49	1226.0
2014-10-24 01:35:00	ES	Futures	2035.22	2035.22	2031.82	2033.13	1708.0
2014-10-24 01:40:00	ES	Futures	2032.87	2033.13	2031.3	2032.34	700.0
2014-10-24 01:45:00	ES	Futures	2032.34	2032.87	2031.56	2031.82	352.0
2014-10-24 01:50:00	ES	Futures	2031.82	2032.34	2030.51	2031.03	847.0
2014-10-24 01:55:00	ES	Futures	2031.03	2031.82	2030.77	2031.03	981.0
2014-10-24 02:00:00	ES	Futures	2031.03	2032.6	2030.77	2031.82	1419.0
2014-10-24 02:05:00	ES	Futures	2031.82	2032.34	2031.56	2032.08	454.0
2014-10-24 02:10:00	ES	Futures	2032.08	2033.13	2031.82	2032.87	1078.0
2014-10-24 02:15:00	ES	Futures	2032.87	2033.13	2032.34	2032.6	524.0
2014-10-24 02:20:00	ES	Futures	2032.6	2033.39	2032.34	2033.13	358.0
2014-10-24 02:25:00	ES	Futures	2033.39	2033.65	2032.87	2033.13	395.0
2014-10-24 02:30:00	ES	Futures	2033.39	2033.39	2032.87	2032.87	542.0
2014-10-24 02:35:00	ES	Futures	2032.87	2032.87	2031.03	2031.3	877.0
2014-10-24 02:40:00	ES	Futures	2031.3	2032.87	2031.03	2032.6	364.0
2014-10-24 02:45:00	ES	Futures	2032.87	2033.65	2032.08	2032.08	773.0
2014-10-24 02:50:00	ES	Futures	2032.08	2033.91	2032.08	2033.39	1130.0
2014-10-24 02:55:00	ES	Futures	2033.65	2034.44	2033.39	2033.91	934.0
2014-10-24 03:00:00	ES	Futures	2033.91	2034.18	2030.77	2031.3	3053.0
2014-10-24 03:05:00	ES	Futures	2031.3	2032.87	2030.77	2032.6	4163.0
2014-10-24 03:10:00	ES	Futures	2032.6	2034.18	2031.82	2034.18	3587.0
2014-10-24 03:15:00	ES	Futures	2034.18	2034.44	2032.87	2034.18	2750.0
2014-10-24 03:20:00	ES	Futures	2033.91	2035.22	2033.39	2034.18	3536.0
2014-10-24 03:25:00	ES	Futures	2034.18	2034.44	2032.87	2033.65	2432.0
2014-10-24 03:30:00	ES	Futures	2033.65	2033.65	2031.82	2033.39	3228.0
2014-10-24 03:35:00	ES	Futures	2033.13	2034.7	2032.34	2034.18	2939.0
2014-10-24 03:40:00	ES	Futures	2034.44	2034.7	2031.82	2032.6	3812.0
2014-10-24 03:45:00	ES	Futures	2032.6	2033.39	2032.34	2032.6	954.0
2014-10-24 03:50:00	ES	Futures	2032.87	2034.44	2032.87	2034.44	1529.0
2014-10-24 03:55:00	ES	Futures	2034.18	2036.53	2033.91	2036.01	3644.0
2014-10-24 04:00:00	ES	Futures	2036.01	2037.58	2034.44	2037.58	3924.0
2014-10-24 04:05:00	ES	Futures	2037.58	2038.11	2036.01	2036.53	3347.0

> showing 50 of 12,096 rows — these rows as CSV

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