PREVIEW / futures_5min / 2014-11-04

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-11-04.parquet
  size:    236 KB
  rows:    14,720

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
2014-11-04 00:00:00	ES	Futures	2106.48	2106.74	2106.22	2106.48	95.0
2014-11-04 00:05:00	ES	Futures	2106.74	2106.74	2106.48	2106.48	82.0
2014-11-04 00:10:00	ES	Futures	2106.48	2106.48	2106.22	2106.22	90.0
2014-11-04 00:15:00	ES	Futures	2106.22	2106.48	2106.22	2106.22	27.0
2014-11-04 00:20:00	ES	Futures	2106.22	2106.22	2105.43	2105.96	96.0
2014-11-04 00:25:00	ES	Futures	2105.96	2106.22	2105.69	2105.96	143.0
2014-11-04 00:30:00	ES	Futures	2105.96	2105.96	2105.69	2105.69	35.0
2014-11-04 00:35:00	ES	Futures	2105.69	2106.22	2105.69	2106.22	65.0
2014-11-04 00:40:00	ES	Futures	2106.22	2106.22	2105.69	2105.96	122.0
2014-11-04 00:45:00	ES	Futures	2105.96	2106.22	2105.69	2105.96	92.0
2014-11-04 00:50:00	ES	Futures	2105.69	2105.96	2105.69	2105.69	77.0
2014-11-04 00:55:00	ES	Futures	2105.43	2105.69	2103.07	2103.34	891.0
2014-11-04 01:00:00	ES	Futures	2103.34	2103.6	2102.29	2102.29	1288.0
2014-11-04 01:05:00	ES	Futures	2102.03	2103.86	2101.5	2103.34	2753.0
2014-11-04 01:10:00	ES	Futures	2103.6	2104.91	2102.81	2103.86	1629.0
2014-11-04 01:15:00	ES	Futures	2103.86	2104.65	2103.6	2104.65	382.0
2014-11-04 01:20:00	ES	Futures	2104.65	2104.91	2104.12	2104.12	268.0
2014-11-04 01:25:00	ES	Futures	2104.12	2104.12	2103.6	2103.86	83.0
2014-11-04 01:30:00	ES	Futures	2103.86	2104.91	2103.86	2104.65	178.0
2014-11-04 01:35:00	ES	Futures	2104.91	2104.91	2104.12	2104.38	169.0
2014-11-04 01:40:00	ES	Futures	2104.65	2104.65	2104.12	2104.38	78.0
2014-11-04 01:45:00	ES	Futures	2104.38	2104.38	2104.12	2104.12	197.0
2014-11-04 01:50:00	ES	Futures	2103.86	2104.38	2103.86	2104.38	42.0
2014-11-04 01:55:00	ES	Futures	2104.12	2104.38	2104.12	2104.12	69.0
2014-11-04 02:00:00	ES	Futures	2104.38	2105.17	2103.34	2104.12	1868.0
2014-11-04 02:05:00	ES	Futures	2104.12	2105.43	2104.12	2105.17	1221.0
2014-11-04 02:10:00	ES	Futures	2104.91	2105.43	2103.86	2104.38	733.0
2014-11-04 02:15:00	ES	Futures	2104.38	2105.96	2104.38	2105.96	567.0
2014-11-04 02:20:00	ES	Futures	2105.69	2106.48	2105.17	2105.69	1043.0
2014-11-04 02:25:00	ES	Futures	2105.69	2106.22	2105.43	2105.69	513.0
2014-11-04 02:30:00	ES	Futures	2105.43	2105.69	2104.65	2105.43	741.0
2014-11-04 02:35:00	ES	Futures	2105.43	2105.43	2103.86	2103.86	676.0
2014-11-04 02:40:00	ES	Futures	2103.86	2104.91	2103.6	2104.91	606.0
2014-11-04 02:45:00	ES	Futures	2104.65	2104.65	2103.6	2104.38	828.0
2014-11-04 02:50:00	ES	Futures	2104.38	2104.91	2103.86	2104.12	1092.0
2014-11-04 02:55:00	ES	Futures	2104.12	2104.12	2103.07	2103.6	1029.0
2014-11-04 03:00:00	ES	Futures	2103.86	2104.91	2103.34	2103.86	2589.0
2014-11-04 03:05:00	ES	Futures	2103.86	2105.69	2103.6	2105.17	2528.0
2014-11-04 03:10:00	ES	Futures	2105.43	2107.27	2105.17	2106.22	5512.0
2014-11-04 03:15:00	ES	Futures	2106.48	2108.58	2106.48	2107.27	4305.0
2014-11-04 03:20:00	ES	Futures	2107.27	2108.05	2107.0	2107.53	1792.0
2014-11-04 03:25:00	ES	Futures	2107.53	2108.31	2107.27	2107.27	1800.0
2014-11-04 03:30:00	ES	Futures	2107.27	2109.62	2107.27	2108.58	3843.0
2014-11-04 03:35:00	ES	Futures	2108.84	2109.89	2108.84	2108.84	1096.0
2014-11-04 03:40:00	ES	Futures	2108.84	2109.36	2107.79	2108.58	1369.0
2014-11-04 03:45:00	ES	Futures	2108.58	2109.36	2108.58	2108.84	1257.0
2014-11-04 03:50:00	ES	Futures	2109.1	2109.36	2108.84	2109.1	641.0
2014-11-04 03:55:00	ES	Futures	2109.36	2110.15	2109.36	2109.36	1902.0
2014-11-04 04:00:00	ES	Futures	2109.62	2109.62	2108.84	2108.84	879.0
2014-11-04 04:05:00	ES	Futures	2108.84	2109.1	2108.05	2108.58	990.0

> showing 50 of 14,720 rows — these rows as CSV

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