PREVIEW / futures_5min / 2014-11-02

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-11-02.parquet
  size:    49 KB
  rows:    2,594

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
2014-11-02 18:00:00	ES	Futures	2107.53	2108.84	2106.74	2107.27	3532.0
2014-11-02 18:05:00	ES	Futures	2107.27	2107.79	2106.48	2107.27	546.0
2014-11-02 18:10:00	ES	Futures	2107.27	2107.79	2107.0	2107.0	212.0
2014-11-02 18:15:00	ES	Futures	2107.27	2107.27	2106.22	2106.48	700.0
2014-11-02 18:20:00	ES	Futures	2106.48	2107.53	2105.96	2106.48	832.0
2014-11-02 18:25:00	ES	Futures	2106.48	2107.0	2105.96	2105.96	314.0
2014-11-02 18:30:00	ES	Futures	2106.22	2106.22	2105.69	2105.96	210.0
2014-11-02 18:35:00	ES	Futures	2105.69	2106.48	2105.17	2106.48	630.0
2014-11-02 18:40:00	ES	Futures	2106.22	2106.74	2106.22	2106.74	152.0
2014-11-02 18:45:00	ES	Futures	2106.48	2106.74	2106.22	2106.74	193.0
2014-11-02 18:50:00	ES	Futures	2106.48	2106.74	2106.22	2106.48	171.0
2014-11-02 18:55:00	ES	Futures	2106.48	2107.79	2106.48	2107.53	593.0
2014-11-02 19:00:00	ES	Futures	2107.53	2108.05	2107.27	2107.53	615.0
2014-11-02 19:05:00	ES	Futures	2107.53	2108.05	2107.0	2107.0	599.0
2014-11-02 19:10:00	ES	Futures	2107.0	2107.0	2106.22	2107.0	502.0
2014-11-02 19:15:00	ES	Futures	2107.0	2108.31	2107.0	2108.05	637.0
2014-11-02 19:20:00	ES	Futures	2108.31	2108.58	2107.53	2108.05	507.0
2014-11-02 19:25:00	ES	Futures	2107.79	2108.05	2107.53	2107.53	68.0
2014-11-02 19:30:00	ES	Futures	2107.53	2107.79	2107.0	2107.27	231.0
2014-11-02 19:35:00	ES	Futures	2107.0	2107.53	2106.48	2106.48	669.0
2014-11-02 19:40:00	ES	Futures	2106.48	2107.79	2106.48	2107.27	270.0
2014-11-02 19:45:00	ES	Futures	2107.0	2108.05	2107.0	2107.0	355.0
2014-11-02 19:50:00	ES	Futures	2107.0	2107.79	2107.0	2107.79	376.0
2014-11-02 19:55:00	ES	Futures	2107.53	2108.58	2107.53	2107.79	338.0
2014-11-02 20:00:00	ES	Futures	2107.79	2108.05	2107.0	2107.27	354.0
2014-11-02 20:05:00	ES	Futures	2107.0	2107.27	2106.22	2106.74	182.0
2014-11-02 20:10:00	ES	Futures	2106.48	2107.0	2106.22	2106.74	188.0
2014-11-02 20:15:00	ES	Futures	2106.48	2107.27	2106.48	2107.0	302.0
2014-11-02 20:20:00	ES	Futures	2107.0	2107.27	2106.74	2107.27	109.0
2014-11-02 20:25:00	ES	Futures	2107.0	2107.27	2106.74	2107.27	59.0
2014-11-02 20:30:00	ES	Futures	2107.0	2107.27	2107.0	2107.0	95.0
2014-11-02 20:35:00	ES	Futures	2107.27	2107.27	2107.0	2107.0	93.0
2014-11-02 20:40:00	ES	Futures	2107.27	2107.27	2106.74	2107.0	125.0
2014-11-02 20:45:00	ES	Futures	2106.74	2107.27	2106.74	2106.74	106.0
2014-11-02 20:50:00	ES	Futures	2106.74	2107.27	2106.74	2107.0	302.0
2014-11-02 20:55:00	ES	Futures	2107.0	2107.0	2105.96	2105.96	758.0
2014-11-02 21:00:00	ES	Futures	2106.22	2106.22	2105.96	2105.96	180.0
2014-11-02 21:05:00	ES	Futures	2105.96	2106.22	2105.96	2105.96	54.0
2014-11-02 21:10:00	ES	Futures	2105.96	2106.74	2105.96	2106.74	365.0
2014-11-02 21:15:00	ES	Futures	2106.74	2106.74	2105.96	2106.22	208.0
2014-11-02 21:20:00	ES	Futures	2105.96	2106.22	2105.96	2105.96	129.0
2014-11-02 21:25:00	ES	Futures	2106.22	2106.22	2105.69	2105.96	197.0
2014-11-02 21:30:00	ES	Futures	2105.96	2106.22	2105.69	2105.96	90.0
2014-11-02 21:35:00	ES	Futures	2105.69	2105.96	2105.69	2105.96	77.0
2014-11-02 21:40:00	ES	Futures	2105.96	2105.96	2105.69	2105.96	89.0
2014-11-02 21:45:00	ES	Futures	2105.69	2105.96	2105.43	2105.69	444.0
2014-11-02 21:50:00	ES	Futures	2105.69	2106.22	2105.69	2105.96	38.0
2014-11-02 21:55:00	ES	Futures	2105.96	2106.22	2105.96	2105.96	113.0
2014-11-02 22:00:00	ES	Futures	2105.96	2106.22	2105.69	2105.69	169.0
2014-11-02 22:05:00	ES	Futures	2105.69	2106.22	2105.69	2105.96	131.0

> showing 50 of 2,594 rows — these rows as CSV

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