PREVIEW / futures_5min / 2014-11-05

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-11-05.parquet
  size:    241 KB
  rows:    15,014

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
2014-11-05 00:00:00	ES	Futures	2106.48	2106.48	2105.43	2105.69	291.0
2014-11-05 00:05:00	ES	Futures	2105.69	2106.22	2105.43	2106.22	278.0
2014-11-05 00:10:00	ES	Futures	2106.22	2107.27	2105.96	2106.74	550.0
2014-11-05 00:15:00	ES	Futures	2106.74	2107.27	2106.74	2106.74	251.0
2014-11-05 00:20:00	ES	Futures	2106.74	2107.0	2106.48	2106.74	227.0
2014-11-05 00:25:00	ES	Futures	2106.48	2106.74	2106.48	2106.74	68.0
2014-11-05 00:30:00	ES	Futures	2106.74	2107.27	2106.74	2107.0	233.0
2014-11-05 00:35:00	ES	Futures	2107.0	2107.27	2106.74	2107.27	208.0
2014-11-05 00:40:00	ES	Futures	2107.0	2107.27	2106.74	2107.0	390.0
2014-11-05 00:45:00	ES	Futures	2106.74	2107.27	2105.96	2106.22	617.0
2014-11-05 00:50:00	ES	Futures	2106.48	2109.62	2106.48	2109.36	2454.0
2014-11-05 00:55:00	ES	Futures	2109.36	2111.72	2108.84	2111.46	4130.0
2014-11-05 01:00:00	ES	Futures	2111.46	2111.72	2109.62	2109.62	1520.0
2014-11-05 01:05:00	ES	Futures	2109.36	2110.41	2109.1	2109.89	722.0
2014-11-05 01:10:00	ES	Futures	2109.89	2110.41	2109.36	2110.41	502.0
2014-11-05 01:15:00	ES	Futures	2110.67	2110.67	2110.15	2110.15	399.0
2014-11-05 01:20:00	ES	Futures	2109.89	2110.67	2109.89	2110.41	433.0
2014-11-05 01:25:00	ES	Futures	2110.41	2111.46	2110.41	2110.67	844.0
2014-11-05 01:30:00	ES	Futures	2110.93	2110.93	2110.41	2110.67	181.0
2014-11-05 01:35:00	ES	Futures	2110.67	2110.67	2109.89	2109.89	341.0
2014-11-05 01:40:00	ES	Futures	2110.15	2110.41	2109.89	2109.89	387.0
2014-11-05 01:45:00	ES	Futures	2109.89	2110.41	2109.89	2110.15	146.0
2014-11-05 01:50:00	ES	Futures	2110.41	2110.41	2109.36	2109.36	831.0
2014-11-05 01:55:00	ES	Futures	2109.36	2109.89	2109.36	2109.62	614.0
2014-11-05 02:00:00	ES	Futures	2109.89	2111.2	2109.62	2110.15	1036.0
2014-11-05 02:05:00	ES	Futures	2109.89	2110.41	2109.62	2109.89	993.0
2014-11-05 02:10:00	ES	Futures	2109.89	2110.15	2109.1	2109.1	781.0
2014-11-05 02:15:00	ES	Futures	2109.36	2109.36	2107.53	2107.79	1567.0
2014-11-05 02:20:00	ES	Futures	2107.79	2108.84	2107.53	2108.58	932.0
2014-11-05 02:25:00	ES	Futures	2108.31	2108.84	2107.79	2108.84	607.0
2014-11-05 02:30:00	ES	Futures	2108.84	2110.15	2108.58	2109.62	1133.0
2014-11-05 02:35:00	ES	Futures	2109.36	2110.15	2108.84	2109.36	1019.0
2014-11-05 02:40:00	ES	Futures	2109.1	2109.36	2108.31	2108.31	763.0
2014-11-05 02:45:00	ES	Futures	2108.58	2109.1	2108.31	2108.58	558.0
2014-11-05 02:50:00	ES	Futures	2108.84	2109.89	2108.58	2109.36	1049.0
2014-11-05 02:55:00	ES	Futures	2109.36	2109.36	2108.31	2108.31	461.0
2014-11-05 03:00:00	ES	Futures	2108.31	2109.62	2106.74	2108.84	4216.0
2014-11-05 03:05:00	ES	Futures	2108.84	2108.84	2107.27	2108.05	3900.0
2014-11-05 03:10:00	ES	Futures	2108.05	2108.31	2105.43	2106.48	4404.0
2014-11-05 03:15:00	ES	Futures	2106.48	2107.0	2104.65	2106.48	3761.0
2014-11-05 03:20:00	ES	Futures	2106.48	2106.74	2104.91	2105.17	3081.0
2014-11-05 03:25:00	ES	Futures	2105.43	2107.0	2105.17	2106.74	2495.0
2014-11-05 03:30:00	ES	Futures	2106.74	2107.53	2106.48	2107.53	2363.0
2014-11-05 03:35:00	ES	Futures	2107.53	2107.79	2106.22	2107.0	1910.0
2014-11-05 03:40:00	ES	Futures	2107.0	2108.05	2107.0	2107.53	1393.0
2014-11-05 03:45:00	ES	Futures	2107.53	2109.1	2107.53	2108.05	2710.0
2014-11-05 03:50:00	ES	Futures	2108.05	2108.31	2107.79	2108.31	810.0
2014-11-05 03:55:00	ES	Futures	2108.05	2109.36	2108.05	2108.58	2313.0
2014-11-05 04:00:00	ES	Futures	2108.58	2109.36	2108.05	2109.36	1634.0
2014-11-05 04:05:00	ES	Futures	2109.36	2109.36	2108.84	2109.1	2188.0

> showing 50 of 15,014 rows — these rows as CSV

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