PREVIEW / futures_5min / 2014-11-14

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-11-14.parquet
  size:    203 KB
  rows:    11,957

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
2014-11-14 00:00:00	ES	Futures	2131.63	2131.89	2131.37	2131.63	68.0
2014-11-14 00:05:00	ES	Futures	2131.37	2131.63	2131.37	2131.63	13.0
2014-11-14 00:10:00	ES	Futures	2131.37	2132.15	2131.37	2132.15	386.0
2014-11-14 00:15:00	ES	Futures	2132.15	2132.41	2132.15	2132.41	246.0
2014-11-14 00:20:00	ES	Futures	2132.68	2132.68	2132.41	2132.68	70.0
2014-11-14 00:25:00	ES	Futures	2132.68	2132.68	2132.15	2132.15	134.0
2014-11-14 00:30:00	ES	Futures	2132.15	2132.68	2132.15	2132.41	351.0
2014-11-14 00:35:00	ES	Futures	2132.68	2132.68	2132.15	2132.41	189.0
2014-11-14 00:40:00	ES	Futures	2132.15	2132.15	2131.63	2131.89	284.0
2014-11-14 00:45:00	ES	Futures	2132.15	2132.94	2131.89	2132.68	257.0
2014-11-14 00:50:00	ES	Futures	2132.68	2132.68	2132.15	2132.41	92.0
2014-11-14 00:55:00	ES	Futures	2132.41	2132.94	2132.41	2132.94	202.0
2014-11-14 01:00:00	ES	Futures	2132.94	2132.94	2132.68	2132.94	121.0
2014-11-14 01:05:00	ES	Futures	2132.68	2132.94	2132.41	2132.41	107.0
2014-11-14 01:10:00	ES	Futures	2132.41	2132.41	2132.15	2132.15	99.0
2014-11-14 01:15:00	ES	Futures	2132.15	2132.15	2132.15	2132.15	4.0
2014-11-14 01:20:00	ES	Futures	2132.15	2132.41	2132.15	2132.41	31.0
2014-11-14 01:25:00	ES	Futures	2132.15	2132.41	2132.15	2132.41	30.0
2014-11-14 01:30:00	ES	Futures	2132.41	2132.94	2132.41	2132.68	112.0
2014-11-14 01:35:00	ES	Futures	2132.68	2132.94	2132.68	2132.68	64.0
2014-11-14 01:40:00	ES	Futures	2132.68	2132.94	2132.68	2132.68	30.0
2014-11-14 01:45:00	ES	Futures	2132.68	2132.94	2132.68	2132.68	81.0
2014-11-14 01:50:00	ES	Futures	2132.68	2132.68	2132.41	2132.68	169.0
2014-11-14 01:55:00	ES	Futures	2132.68	2133.2	2132.41	2132.94	279.0
2014-11-14 02:00:00	ES	Futures	2133.2	2135.03	2133.2	2134.77	2646.0
2014-11-14 02:05:00	ES	Futures	2134.77	2135.56	2134.77	2135.03	1614.0
2014-11-14 02:10:00	ES	Futures	2134.77	2135.03	2134.51	2134.77	825.0
2014-11-14 02:15:00	ES	Futures	2135.03	2136.08	2135.03	2135.03	1452.0
2014-11-14 02:20:00	ES	Futures	2135.03	2135.56	2134.77	2135.03	651.0
2014-11-14 02:25:00	ES	Futures	2135.03	2135.3	2134.77	2135.03	448.0
2014-11-14 02:30:00	ES	Futures	2135.03	2135.3	2134.77	2134.77	368.0
2014-11-14 02:35:00	ES	Futures	2135.03	2135.3	2134.51	2135.03	277.0
2014-11-14 02:40:00	ES	Futures	2135.03	2135.3	2134.51	2135.03	435.0
2014-11-14 02:45:00	ES	Futures	2135.03	2136.34	2135.03	2135.82	1319.0
2014-11-14 02:50:00	ES	Futures	2135.82	2136.34	2135.3	2135.82	793.0
2014-11-14 02:55:00	ES	Futures	2135.56	2135.82	2135.03	2135.3	657.0
2014-11-14 03:00:00	ES	Futures	2135.03	2135.3	2133.46	2134.25	2765.0
2014-11-14 03:05:00	ES	Futures	2134.25	2134.25	2131.63	2132.15	4698.0
2014-11-14 03:10:00	ES	Futures	2132.15	2133.2	2131.1	2132.68	4262.0
2014-11-14 03:15:00	ES	Futures	2132.68	2133.99	2132.41	2133.99	1806.0
2014-11-14 03:20:00	ES	Futures	2133.99	2133.99	2132.41	2133.2	1359.0
2014-11-14 03:25:00	ES	Futures	2132.94	2133.72	2132.68	2132.68	1669.0
2014-11-14 03:30:00	ES	Futures	2132.68	2133.2	2132.41	2133.2	1115.0
2014-11-14 03:35:00	ES	Futures	2132.94	2134.25	2132.94	2133.2	1308.0
2014-11-14 03:40:00	ES	Futures	2133.46	2133.72	2133.2	2133.2	659.0
2014-11-14 03:45:00	ES	Futures	2132.94	2133.2	2131.1	2131.63	3337.0
2014-11-14 03:50:00	ES	Futures	2131.37	2131.63	2130.32	2130.58	2472.0
2014-11-14 03:55:00	ES	Futures	2130.58	2131.89	2130.32	2131.37	1501.0
2014-11-14 04:00:00	ES	Futures	2131.1	2132.68	2131.1	2132.68	1566.0
2014-11-14 04:05:00	ES	Futures	2132.68	2136.61	2132.41	2136.34	6406.0

> showing 50 of 11,957 rows — these rows as CSV

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