PREVIEW / futures_5min / 2014-11-03

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-11-03.parquet
  size:    238 KB
  rows:    14,716

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
2014-11-03 00:00:00	ES	Futures	2104.91	2104.91	2104.38	2104.65	35.0
2014-11-03 00:05:00	ES	Futures	2104.38	2104.65	2104.38	2104.65	55.0
2014-11-03 00:10:00	ES	Futures	2104.65	2104.65	2104.12	2104.38	164.0
2014-11-03 00:15:00	ES	Futures	2104.38	2104.65	2104.38	2104.65	80.0
2014-11-03 00:20:00	ES	Futures	2104.65	2105.17	2104.65	2105.17	95.0
2014-11-03 00:25:00	ES	Futures	2105.17	2105.17	2104.91	2105.17	45.0
2014-11-03 00:30:00	ES	Futures	2105.17	2105.17	2104.91	2105.17	58.0
2014-11-03 00:35:00	ES	Futures	2105.17	2105.17	2104.91	2104.91	28.0
2014-11-03 00:40:00	ES	Futures	2105.17	2105.43	2105.17	2105.43	73.0
2014-11-03 00:45:00	ES	Futures	2105.69	2105.69	2105.43	2105.69	110.0
2014-11-03 00:50:00	ES	Futures	2105.69	2105.69	2105.43	2105.43	31.0
2014-11-03 00:55:00	ES	Futures	2105.43	2105.69	2104.65	2104.91	228.0
2014-11-03 01:00:00	ES	Futures	2105.17	2105.43	2104.91	2105.17	138.0
2014-11-03 01:05:00	ES	Futures	2105.43	2105.69	2105.17	2105.43	87.0
2014-11-03 01:10:00	ES	Futures	2105.17	2105.69	2105.17	2105.69	59.0
2014-11-03 01:15:00	ES	Futures	2105.43	2105.69	2105.17	2105.17	123.0
2014-11-03 01:20:00	ES	Futures	2105.43	2105.69	2105.43	2105.43	52.0
2014-11-03 01:25:00	ES	Futures	2105.43	2105.69	2105.43	2105.43	52.0
2014-11-03 01:30:00	ES	Futures	2105.43	2106.22	2105.17	2106.22	246.0
2014-11-03 01:35:00	ES	Futures	2105.96	2107.0	2105.69	2107.0	644.0
2014-11-03 01:40:00	ES	Futures	2106.74	2107.53	2106.48	2107.27	310.0
2014-11-03 01:45:00	ES	Futures	2107.0	2107.27	2106.22	2106.22	221.0
2014-11-03 01:50:00	ES	Futures	2106.22	2106.22	2105.96	2106.22	163.0
2014-11-03 01:55:00	ES	Futures	2105.96	2106.22	2105.43	2105.43	288.0
2014-11-03 02:00:00	ES	Futures	2105.69	2105.69	2104.65	2105.43	746.0
2014-11-03 02:05:00	ES	Futures	2105.43	2105.69	2105.17	2105.17	493.0
2014-11-03 02:10:00	ES	Futures	2104.91	2105.69	2104.91	2105.43	196.0
2014-11-03 02:15:00	ES	Futures	2105.43	2105.96	2105.17	2105.96	272.0
2014-11-03 02:20:00	ES	Futures	2105.96	2105.96	2104.65	2104.91	444.0
2014-11-03 02:25:00	ES	Futures	2104.91	2105.17	2104.38	2104.91	437.0
2014-11-03 02:30:00	ES	Futures	2105.17	2106.22	2105.17	2105.96	746.0
2014-11-03 02:35:00	ES	Futures	2105.96	2105.96	2105.43	2105.69	203.0
2014-11-03 02:40:00	ES	Futures	2105.69	2105.69	2104.91	2105.17	246.0
2014-11-03 02:45:00	ES	Futures	2104.91	2105.17	2104.12	2104.38	949.0
2014-11-03 02:50:00	ES	Futures	2104.38	2104.65	2103.86	2104.38	694.0
2014-11-03 02:55:00	ES	Futures	2104.65	2104.91	2104.12	2104.65	564.0
2014-11-03 03:00:00	ES	Futures	2104.65	2104.91	2103.6	2103.86	2085.0
2014-11-03 03:05:00	ES	Futures	2103.86	2105.17	2103.86	2104.91	1648.0
2014-11-03 03:10:00	ES	Futures	2105.17	2106.48	2104.65	2106.22	2950.0
2014-11-03 03:15:00	ES	Futures	2106.22	2107.27	2105.69	2106.48	2980.0
2014-11-03 03:20:00	ES	Futures	2106.48	2106.74	2105.43	2105.69	1283.0
2014-11-03 03:25:00	ES	Futures	2105.96	2106.22	2105.43	2105.96	1217.0
2014-11-03 03:30:00	ES	Futures	2106.22	2106.48	2105.69	2105.96	1213.0
2014-11-03 03:35:00	ES	Futures	2106.22	2107.0	2105.96	2107.0	1097.0
2014-11-03 03:40:00	ES	Futures	2107.0	2107.0	2106.22	2106.48	2041.0
2014-11-03 03:45:00	ES	Futures	2106.48	2106.74	2105.96	2106.48	1253.0
2014-11-03 03:50:00	ES	Futures	2106.48	2106.74	2105.69	2105.96	531.0
2014-11-03 03:55:00	ES	Futures	2105.69	2105.96	2104.91	2105.17	1658.0
2014-11-03 04:00:00	ES	Futures	2105.43	2105.69	2104.38	2105.17	1496.0
2014-11-03 04:05:00	ES	Futures	2105.17	2105.43	2104.12	2105.17	1236.0

> showing 50 of 14,716 rows — these rows as CSV

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