PREVIEW / futures_5min / 2014-10-28

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-10-28.parquet
  size:    229 KB
  rows:    14,350

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
2014-10-28 00:00:00	ES	Futures	2051.99	2051.99	2051.73	2051.73	62.0
2014-10-28 00:05:00	ES	Futures	2051.99	2051.99	2051.73	2051.99	72.0
2014-10-28 00:10:00	ES	Futures	2051.99	2051.99	2051.73	2051.99	63.0
2014-10-28 00:15:00	ES	Futures	2051.99	2052.78	2051.99	2052.78	648.0
2014-10-28 00:20:00	ES	Futures	2052.51	2054.09	2052.51	2053.56	1494.0
2014-10-28 00:25:00	ES	Futures	2053.3	2053.82	2053.3	2053.3	213.0
2014-10-28 00:30:00	ES	Futures	2053.3	2055.13	2053.3	2054.61	877.0
2014-10-28 00:35:00	ES	Futures	2054.35	2054.87	2053.04	2053.82	717.0
2014-10-28 00:40:00	ES	Futures	2053.82	2054.35	2053.82	2053.82	85.0
2014-10-28 00:45:00	ES	Futures	2053.82	2054.35	2053.82	2054.09	128.0
2014-10-28 00:50:00	ES	Futures	2054.09	2054.61	2053.82	2054.35	78.0
2014-10-28 00:55:00	ES	Futures	2054.61	2054.61	2054.35	2054.61	183.0
2014-10-28 01:00:00	ES	Futures	2054.35	2054.87	2054.35	2054.87	50.0
2014-10-28 01:05:00	ES	Futures	2054.87	2054.87	2054.35	2054.87	149.0
2014-10-28 01:10:00	ES	Futures	2054.87	2055.13	2054.61	2054.61	198.0
2014-10-28 01:15:00	ES	Futures	2054.61	2054.87	2054.35	2054.61	245.0
2014-10-28 01:20:00	ES	Futures	2054.61	2054.87	2054.61	2054.87	110.0
2014-10-28 01:25:00	ES	Futures	2054.87	2055.13	2054.09	2054.35	289.0
2014-10-28 01:30:00	ES	Futures	2054.61	2054.61	2054.09	2054.35	306.0
2014-10-28 01:35:00	ES	Futures	2054.35	2054.35	2054.09	2054.35	156.0
2014-10-28 01:40:00	ES	Futures	2054.09	2054.35	2054.09	2054.35	141.0
2014-10-28 01:45:00	ES	Futures	2054.35	2054.61	2054.09	2054.09	140.0
2014-10-28 01:50:00	ES	Futures	2054.09	2054.35	2053.82	2054.09	107.0
2014-10-28 01:55:00	ES	Futures	2054.09	2054.09	2053.04	2053.56	500.0
2014-10-28 02:00:00	ES	Futures	2053.56	2054.09	2053.3	2053.82	212.0
2014-10-28 02:05:00	ES	Futures	2053.82	2054.09	2053.56	2053.56	48.0
2014-10-28 02:10:00	ES	Futures	2053.56	2053.82	2053.3	2053.3	72.0
2014-10-28 02:15:00	ES	Futures	2053.04	2053.82	2053.04	2053.56	89.0
2014-10-28 02:20:00	ES	Futures	2053.56	2053.56	2053.3	2053.3	58.0
2014-10-28 02:25:00	ES	Futures	2053.3	2054.35	2053.3	2054.35	139.0
2014-10-28 02:30:00	ES	Futures	2054.35	2054.35	2053.82	2054.35	569.0
2014-10-28 02:35:00	ES	Futures	2054.09	2054.87	2053.82	2054.87	308.0
2014-10-28 02:40:00	ES	Futures	2055.13	2055.13	2054.61	2054.61	152.0
2014-10-28 02:45:00	ES	Futures	2054.61	2054.61	2053.82	2053.82	307.0
2014-10-28 02:50:00	ES	Futures	2053.82	2054.09	2053.56	2053.56	108.0
2014-10-28 02:55:00	ES	Futures	2053.56	2054.61	2053.3	2054.61	337.0
2014-10-28 03:00:00	ES	Futures	2054.87	2057.49	2054.61	2056.71	3224.0
2014-10-28 03:05:00	ES	Futures	2056.71	2056.71	2055.13	2056.18	1472.0
2014-10-28 03:10:00	ES	Futures	2056.18	2056.44	2055.92	2056.18	785.0
2014-10-28 03:15:00	ES	Futures	2056.18	2056.71	2055.92	2056.18	406.0
2014-10-28 03:20:00	ES	Futures	2056.18	2057.49	2056.18	2056.97	1026.0
2014-10-28 03:25:00	ES	Futures	2056.97	2058.54	2056.97	2057.75	1697.0
2014-10-28 03:30:00	ES	Futures	2057.75	2057.75	2057.23	2057.75	646.0
2014-10-28 03:35:00	ES	Futures	2057.75	2058.28	2057.49	2058.02	1133.0
2014-10-28 03:40:00	ES	Futures	2057.75	2057.75	2056.44	2056.97	1016.0
2014-10-28 03:45:00	ES	Futures	2056.97	2057.23	2056.71	2056.97	447.0
2014-10-28 03:50:00	ES	Futures	2056.71	2056.97	2056.18	2056.44	1222.0
2014-10-28 03:55:00	ES	Futures	2056.18	2056.71	2055.66	2056.18	1060.0
2014-10-28 04:00:00	ES	Futures	2055.92	2057.75	2055.92	2056.97	3289.0
2014-10-28 04:05:00	ES	Futures	2056.71	2057.23	2055.92	2056.44	4116.0

> showing 50 of 14,350 rows — these rows as CSV

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