PREVIEW / futures_5min / 2014-10-27

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-10-27.parquet
  size:    214 KB
  rows:    13,941

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
2014-10-27 00:00:00	ES	Futures	2053.56	2053.82	2053.3	2053.82	374.0
2014-10-27 00:05:00	ES	Futures	2053.82	2053.82	2053.56	2053.56	54.0
2014-10-27 00:10:00	ES	Futures	2053.56	2053.82	2053.56	2053.56	173.0
2014-10-27 00:15:00	ES	Futures	2053.56	2053.82	2053.56	2053.56	89.0
2014-10-27 00:20:00	ES	Futures	2053.82	2054.35	2053.56	2054.35	475.0
2014-10-27 00:25:00	ES	Futures	2054.09	2055.13	2054.09	2054.87	764.0
2014-10-27 00:30:00	ES	Futures	2054.87	2055.66	2054.87	2055.13	327.0
2014-10-27 00:35:00	ES	Futures	2055.13	2055.13	2054.61	2054.87	98.0
2014-10-27 00:40:00	ES	Futures	2054.61	2054.87	2054.09	2054.09	235.0
2014-10-27 00:45:00	ES	Futures	2054.09	2054.35	2053.82	2054.09	159.0
2014-10-27 00:50:00	ES	Futures	2054.09	2054.35	2054.09	2054.35	45.0
2014-10-27 00:55:00	ES	Futures	2054.61	2054.87	2054.35	2054.61	94.0
2014-10-27 01:00:00	ES	Futures	2054.61	2055.13	2053.82	2054.61	289.0
2014-10-27 01:05:00	ES	Futures	2054.87	2054.87	2054.09	2054.61	123.0
2014-10-27 01:10:00	ES	Futures	2054.35	2054.61	2054.09	2054.09	58.0
2014-10-27 01:15:00	ES	Futures	2054.35	2054.61	2053.56	2053.56	227.0
2014-10-27 01:20:00	ES	Futures	2053.56	2054.35	2053.56	2054.35	78.0
2014-10-27 01:25:00	ES	Futures	2054.09	2054.35	2054.09	2054.35	105.0
2014-10-27 01:30:00	ES	Futures	2054.09	2055.13	2054.09	2055.13	416.0
2014-10-27 01:35:00	ES	Futures	2055.13	2055.13	2054.87	2054.87	210.0
2014-10-27 01:40:00	ES	Futures	2054.87	2055.13	2054.09	2054.87	162.0
2014-10-27 01:45:00	ES	Futures	2054.87	2055.13	2054.87	2054.87	332.0
2014-10-27 01:50:00	ES	Futures	2054.87	2055.13	2054.61	2054.87	101.0
2014-10-27 01:55:00	ES	Futures	2054.87	2054.87	2054.61	2054.61	107.0
2014-10-27 02:00:00	ES	Futures	2054.87	2055.13	2054.61	2055.13	117.0
2014-10-27 02:05:00	ES	Futures	2055.13	2055.4	2055.13	2055.13	255.0
2014-10-27 02:10:00	ES	Futures	2055.4	2055.66	2054.87	2054.87	254.0
2014-10-27 02:15:00	ES	Futures	2054.87	2055.13	2054.09	2055.13	217.0
2014-10-27 02:20:00	ES	Futures	2054.87	2055.13	2054.87	2055.13	136.0
2014-10-27 02:25:00	ES	Futures	2055.13	2055.4	2054.87	2055.13	89.0
2014-10-27 02:30:00	ES	Futures	2055.4	2055.4	2054.87	2054.87	47.0
2014-10-27 02:35:00	ES	Futures	2054.87	2055.13	2053.82	2054.09	263.0
2014-10-27 02:40:00	ES	Futures	2054.09	2054.35	2054.09	2054.09	187.0
2014-10-27 02:45:00	ES	Futures	2054.09	2054.35	2054.09	2054.09	64.0
2014-10-27 02:50:00	ES	Futures	2054.09	2054.87	2054.09	2054.61	139.0
2014-10-27 02:55:00	ES	Futures	2054.61	2054.87	2054.61	2054.87	102.0
2014-10-27 03:00:00	ES	Futures	2055.13	2057.49	2054.09	2056.71	3343.0
2014-10-27 03:05:00	ES	Futures	2056.71	2058.8	2056.44	2058.28	2766.0
2014-10-27 03:10:00	ES	Futures	2058.28	2059.06	2057.75	2058.54	2039.0
2014-10-27 03:15:00	ES	Futures	2058.8	2059.06	2058.02	2058.28	745.0
2014-10-27 03:20:00	ES	Futures	2058.28	2058.8	2058.28	2058.54	503.0
2014-10-27 03:25:00	ES	Futures	2058.54	2058.54	2058.02	2058.54	686.0
2014-10-27 03:30:00	ES	Futures	2058.28	2059.06	2057.75	2059.06	848.0
2014-10-27 03:35:00	ES	Futures	2059.06	2059.59	2058.54	2058.8	905.0
2014-10-27 03:40:00	ES	Futures	2059.06	2059.59	2058.54	2059.59	723.0
2014-10-27 03:45:00	ES	Futures	2059.33	2059.85	2059.06	2059.33	1202.0
2014-10-27 03:50:00	ES	Futures	2059.06	2059.06	2058.02	2058.28	997.0
2014-10-27 03:55:00	ES	Futures	2058.54	2058.54	2057.75	2058.28	694.0
2014-10-27 04:00:00	ES	Futures	2058.28	2058.8	2056.71	2057.49	2507.0
2014-10-27 04:05:00	ES	Futures	2057.49	2057.49	2055.92	2056.18	3258.0

> showing 50 of 13,941 rows — these rows as CSV

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