PREVIEW / futures_5min / 2014-10-31

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-10-31.parquet
  size:    228 KB
  rows:    12,577

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
2014-10-31 00:00:00	ES	Futures	2087.62	2087.62	2086.57	2086.57	535.0
2014-10-31 00:05:00	ES	Futures	2086.57	2086.83	2086.57	2086.57	125.0
2014-10-31 00:10:00	ES	Futures	2086.31	2086.57	2085.26	2086.05	1066.0
2014-10-31 00:15:00	ES	Futures	2086.05	2086.05	2085.0	2085.78	546.0
2014-10-31 00:20:00	ES	Futures	2085.78	2086.31	2085.78	2085.78	276.0
2014-10-31 00:25:00	ES	Futures	2086.05	2086.31	2085.52	2086.05	232.0
2014-10-31 00:30:00	ES	Futures	2086.05	2086.31	2085.78	2086.05	278.0
2014-10-31 00:35:00	ES	Futures	2086.05	2086.57	2086.05	2086.31	146.0
2014-10-31 00:40:00	ES	Futures	2086.31	2087.36	2086.05	2087.36	816.0
2014-10-31 00:45:00	ES	Futures	2087.09	2090.24	2087.09	2089.98	5052.0
2014-10-31 00:50:00	ES	Futures	2089.71	2094.69	2089.71	2094.17	6223.0
2014-10-31 00:55:00	ES	Futures	2094.17	2095.48	2093.38	2093.91	3993.0
2014-10-31 01:00:00	ES	Futures	2093.64	2097.31	2093.64	2096.52	4674.0
2014-10-31 01:05:00	ES	Futures	2096.52	2099.14	2096.26	2098.88	3991.0
2014-10-31 01:10:00	ES	Futures	2099.14	2100.45	2098.62	2099.67	3956.0
2014-10-31 01:15:00	ES	Futures	2099.41	2099.67	2096.79	2098.1	3417.0
2014-10-31 01:20:00	ES	Futures	2098.36	2099.67	2096.79	2097.31	2352.0
2014-10-31 01:25:00	ES	Futures	2097.31	2098.88	2096.79	2098.36	2105.0
2014-10-31 01:30:00	ES	Futures	2098.62	2099.41	2098.1	2099.41	898.0
2014-10-31 01:35:00	ES	Futures	2099.14	2100.98	2099.14	2100.72	2306.0
2014-10-31 01:40:00	ES	Futures	2100.45	2103.86	2100.45	2103.34	5236.0
2014-10-31 01:45:00	ES	Futures	2103.34	2108.05	2103.34	2107.0	6525.0
2014-10-31 01:50:00	ES	Futures	2107.0	2107.0	2104.12	2104.91	2780.0
2014-10-31 01:55:00	ES	Futures	2104.65	2105.17	2103.34	2103.34	2269.0
2014-10-31 02:00:00	ES	Futures	2103.34	2107.53	2102.55	2106.74	4653.0
2014-10-31 02:05:00	ES	Futures	2106.74	2108.05	2105.69	2107.27	3671.0
2014-10-31 02:10:00	ES	Futures	2107.53	2108.58	2105.69	2108.31	2313.0
2014-10-31 02:15:00	ES	Futures	2108.31	2113.29	2108.05	2110.67	10582.0
2014-10-31 02:20:00	ES	Futures	2110.67	2110.93	2108.58	2108.84	2387.0
2014-10-31 02:25:00	ES	Futures	2108.84	2110.41	2107.79	2110.15	2160.0
2014-10-31 02:30:00	ES	Futures	2110.15	2110.41	2107.79	2108.58	1499.0
2014-10-31 02:35:00	ES	Futures	2108.31	2109.62	2107.0	2108.05	1493.0
2014-10-31 02:40:00	ES	Futures	2108.05	2108.58	2107.0	2107.27	1228.0
2014-10-31 02:45:00	ES	Futures	2107.0	2109.36	2106.74	2108.31	1621.0
2014-10-31 02:50:00	ES	Futures	2108.31	2109.1	2107.0	2107.53	2145.0
2014-10-31 02:55:00	ES	Futures	2107.27	2107.79	2107.0	2107.53	745.0
2014-10-31 03:00:00	ES	Futures	2107.53	2109.1	2107.0	2108.31	5438.0
2014-10-31 03:05:00	ES	Futures	2108.31	2109.1	2107.27	2108.05	2739.0
2014-10-31 03:10:00	ES	Futures	2108.05	2108.84	2107.53	2108.58	2019.0
2014-10-31 03:15:00	ES	Futures	2108.84	2109.89	2107.79	2109.36	1587.0
2014-10-31 03:20:00	ES	Futures	2109.36	2110.41	2108.84	2109.36	2467.0
2014-10-31 03:25:00	ES	Futures	2109.36	2109.89	2108.31	2109.36	2075.0
2014-10-31 03:30:00	ES	Futures	2109.1	2110.67	2109.1	2109.89	1843.0
2014-10-31 03:35:00	ES	Futures	2110.15	2110.15	2107.79	2108.31	2235.0
2014-10-31 03:40:00	ES	Futures	2108.31	2108.31	2106.22	2106.48	4413.0
2014-10-31 03:45:00	ES	Futures	2106.22	2106.48	2104.65	2104.91	4578.0
2014-10-31 03:50:00	ES	Futures	2104.91	2105.43	2103.86	2104.12	3186.0
2014-10-31 03:55:00	ES	Futures	2104.12	2105.69	2103.86	2105.43	2873.0
2014-10-31 04:00:00	ES	Futures	2105.43	2106.22	2102.29	2103.07	8809.0
2014-10-31 04:05:00	ES	Futures	2102.81	2103.07	2101.76	2102.55	5013.0

> showing 50 of 12,577 rows — these rows as CSV

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