PREVIEW / futures_5min / 2014-11-11

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-11-11.parquet
  size:    214 KB
  rows:    14,314

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
2014-11-11 00:00:00	ES	Futures	2135.82	2136.08	2135.56	2135.82	288.0
2014-11-11 00:05:00	ES	Futures	2135.82	2136.08	2135.03	2135.03	457.0
2014-11-11 00:10:00	ES	Futures	2134.77	2135.56	2134.77	2135.03	336.0
2014-11-11 00:15:00	ES	Futures	2135.3	2136.34	2135.03	2135.82	541.0
2014-11-11 00:20:00	ES	Futures	2135.82	2135.82	2135.3	2135.56	167.0
2014-11-11 00:25:00	ES	Futures	2135.56	2135.56	2134.77	2135.3	253.0
2014-11-11 00:30:00	ES	Futures	2135.3	2135.3	2135.03	2135.03	227.0
2014-11-11 00:35:00	ES	Futures	2135.03	2135.3	2134.77	2134.77	156.0
2014-11-11 00:40:00	ES	Futures	2134.77	2135.03	2133.99	2134.25	776.0
2014-11-11 00:45:00	ES	Futures	2134.25	2134.25	2133.99	2133.99	203.0
2014-11-11 00:50:00	ES	Futures	2133.99	2134.25	2133.72	2133.72	370.0
2014-11-11 00:55:00	ES	Futures	2133.99	2133.99	2133.72	2133.72	143.0
2014-11-11 01:00:00	ES	Futures	2133.72	2134.25	2133.72	2133.72	308.0
2014-11-11 01:05:00	ES	Futures	2133.72	2133.99	2132.68	2133.2	584.0
2014-11-11 01:10:00	ES	Futures	2133.46	2133.46	2132.68	2132.94	387.0
2014-11-11 01:15:00	ES	Futures	2132.94	2133.2	2132.68	2132.94	139.0
2014-11-11 01:20:00	ES	Futures	2132.94	2132.94	2132.15	2132.41	438.0
2014-11-11 01:25:00	ES	Futures	2132.41	2133.72	2132.41	2133.46	280.0
2014-11-11 01:30:00	ES	Futures	2133.46	2133.46	2133.2	2133.46	48.0
2014-11-11 01:35:00	ES	Futures	2133.2	2133.72	2133.2	2133.72	102.0
2014-11-11 01:40:00	ES	Futures	2133.72	2133.99	2133.46	2133.72	182.0
2014-11-11 01:45:00	ES	Futures	2133.46	2133.99	2133.46	2133.72	115.0
2014-11-11 01:50:00	ES	Futures	2133.72	2133.99	2133.46	2133.72	101.0
2014-11-11 01:55:00	ES	Futures	2133.72	2133.72	2133.2	2133.46	235.0
2014-11-11 02:00:00	ES	Futures	2133.46	2133.46	2132.15	2132.41	1066.0
2014-11-11 02:05:00	ES	Futures	2132.41	2132.68	2131.63	2132.41	605.0
2014-11-11 02:10:00	ES	Futures	2132.68	2132.94	2132.41	2132.41	239.0
2014-11-11 02:15:00	ES	Futures	2132.15	2132.68	2131.89	2132.41	475.0
2014-11-11 02:20:00	ES	Futures	2132.41	2132.94	2132.41	2132.68	185.0
2014-11-11 02:25:00	ES	Futures	2132.41	2132.94	2132.41	2132.68	130.0
2014-11-11 02:30:00	ES	Futures	2132.68	2133.46	2132.68	2133.46	536.0
2014-11-11 02:35:00	ES	Futures	2133.72	2134.77	2133.2	2134.51	1559.0
2014-11-11 02:40:00	ES	Futures	2134.51	2135.56	2134.51	2134.77	1027.0
2014-11-11 02:45:00	ES	Futures	2135.03	2135.03	2134.25	2134.77	525.0
2014-11-11 02:50:00	ES	Futures	2134.51	2134.77	2134.25	2134.25	565.0
2014-11-11 02:55:00	ES	Futures	2134.25	2134.51	2133.99	2133.99	586.0
2014-11-11 03:00:00	ES	Futures	2133.99	2134.25	2132.68	2133.46	2472.0
2014-11-11 03:05:00	ES	Futures	2133.46	2133.99	2132.68	2133.46	2543.0
2014-11-11 03:10:00	ES	Futures	2133.72	2134.51	2133.2	2133.46	2383.0
2014-11-11 03:15:00	ES	Futures	2133.72	2133.99	2132.94	2133.46	1687.0
2014-11-11 03:20:00	ES	Futures	2133.2	2133.46	2132.41	2133.2	1036.0
2014-11-11 03:25:00	ES	Futures	2133.2	2133.99	2132.94	2133.46	1308.0
2014-11-11 03:30:00	ES	Futures	2133.46	2134.25	2133.46	2133.46	1288.0
2014-11-11 03:35:00	ES	Futures	2133.46	2134.77	2133.46	2134.25	1716.0
2014-11-11 03:40:00	ES	Futures	2134.25	2134.25	2133.2	2133.72	1217.0
2014-11-11 03:45:00	ES	Futures	2133.72	2133.99	2133.46	2133.99	560.0
2014-11-11 03:50:00	ES	Futures	2133.99	2133.99	2132.94	2132.94	784.0
2014-11-11 03:55:00	ES	Futures	2132.94	2133.46	2132.68	2133.2	1144.0
2014-11-11 04:00:00	ES	Futures	2133.2	2133.72	2133.2	2133.46	842.0
2014-11-11 04:05:00	ES	Futures	2133.46	2133.72	2132.68	2132.94	665.0

> showing 50 of 14,314 rows — these rows as CSV

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