PREVIEW / futures_5min / 2014-11-16

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-11-16.parquet
  size:    57 KB
  rows:    2,610

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
2014-11-16 18:00:00	ES	Futures	2136.08	2136.08	2135.03	2135.3	1393.0
2014-11-16 18:05:00	ES	Futures	2135.56	2135.82	2134.77	2134.77	275.0
2014-11-16 18:10:00	ES	Futures	2134.77	2134.77	2133.46	2133.72	1131.0
2014-11-16 18:15:00	ES	Futures	2133.46	2133.72	2132.94	2133.46	492.0
2014-11-16 18:20:00	ES	Futures	2133.46	2133.72	2133.2	2133.46	409.0
2014-11-16 18:25:00	ES	Futures	2133.2	2134.25	2133.2	2133.72	569.0
2014-11-16 18:30:00	ES	Futures	2133.72	2133.72	2133.2	2133.46	265.0
2014-11-16 18:35:00	ES	Futures	2133.46	2133.99	2133.2	2133.2	231.0
2014-11-16 18:40:00	ES	Futures	2133.46	2133.72	2133.2	2133.46	260.0
2014-11-16 18:45:00	ES	Futures	2133.46	2133.72	2133.2	2133.46	310.0
2014-11-16 18:50:00	ES	Futures	2133.46	2133.99	2132.15	2133.2	1231.0
2014-11-16 18:55:00	ES	Futures	2133.2	2133.2	2132.68	2132.94	363.0
2014-11-16 19:00:00	ES	Futures	2132.68	2132.94	2131.37	2131.63	1543.0
2014-11-16 19:05:00	ES	Futures	2131.63	2131.63	2129.53	2129.53	2327.0
2014-11-16 19:10:00	ES	Futures	2129.53	2130.06	2128.48	2129.53	1729.0
2014-11-16 19:15:00	ES	Futures	2129.79	2129.79	2129.01	2129.01	723.0
2014-11-16 19:20:00	ES	Futures	2129.01	2129.53	2128.22	2128.75	980.0
2014-11-16 19:25:00	ES	Futures	2128.75	2128.75	2126.39	2126.91	3506.0
2014-11-16 19:30:00	ES	Futures	2126.91	2128.22	2126.91	2127.18	1067.0
2014-11-16 19:35:00	ES	Futures	2126.91	2127.18	2125.6	2126.65	1741.0
2014-11-16 19:40:00	ES	Futures	2126.91	2127.96	2126.65	2127.44	597.0
2014-11-16 19:45:00	ES	Futures	2127.7	2127.96	2127.18	2127.44	314.0
2014-11-16 19:50:00	ES	Futures	2127.44	2129.01	2127.44	2129.01	1185.0
2014-11-16 19:55:00	ES	Futures	2129.01	2129.53	2128.48	2129.01	774.0
2014-11-16 20:00:00	ES	Futures	2129.27	2129.27	2126.91	2127.7	1621.0
2014-11-16 20:05:00	ES	Futures	2127.7	2127.96	2126.65	2127.44	759.0
2014-11-16 20:10:00	ES	Futures	2127.44	2128.48	2126.39	2128.22	1063.0
2014-11-16 20:15:00	ES	Futures	2127.96	2129.27	2127.7	2128.22	827.0
2014-11-16 20:20:00	ES	Futures	2128.22	2129.01	2127.96	2129.01	269.0
2014-11-16 20:25:00	ES	Futures	2129.01	2129.27	2128.75	2129.01	449.0
2014-11-16 20:30:00	ES	Futures	2129.27	2129.27	2127.96	2128.48	363.0
2014-11-16 20:35:00	ES	Futures	2128.22	2129.01	2127.96	2127.96	987.0
2014-11-16 20:40:00	ES	Futures	2127.96	2128.22	2126.65	2127.18	1561.0
2014-11-16 20:45:00	ES	Futures	2127.18	2128.22	2126.91	2128.22	432.0
2014-11-16 20:50:00	ES	Futures	2127.96	2128.48	2127.44	2127.44	437.0
2014-11-16 20:55:00	ES	Futures	2127.44	2127.7	2127.18	2127.7	331.0
2014-11-16 21:00:00	ES	Futures	2127.44	2127.7	2126.65	2127.44	632.0
2014-11-16 21:05:00	ES	Futures	2127.44	2127.7	2126.65	2126.91	553.0
2014-11-16 21:10:00	ES	Futures	2127.18	2127.18	2124.29	2124.82	3374.0
2014-11-16 21:15:00	ES	Futures	2124.82	2125.6	2124.29	2124.56	1059.0
2014-11-16 21:20:00	ES	Futures	2124.56	2125.08	2122.98	2123.51	4738.0
2014-11-16 21:25:00	ES	Futures	2123.51	2123.77	2122.98	2123.25	1957.0
2014-11-16 21:30:00	ES	Futures	2123.51	2124.29	2123.25	2124.29	1046.0
2014-11-16 21:35:00	ES	Futures	2124.29	2124.56	2123.77	2124.03	471.0
2014-11-16 21:40:00	ES	Futures	2124.03	2124.29	2122.2	2122.2	1669.0
2014-11-16 21:45:00	ES	Futures	2122.2	2123.77	2122.2	2123.51	1008.0
2014-11-16 21:50:00	ES	Futures	2123.77	2123.77	2123.25	2123.51	534.0
2014-11-16 21:55:00	ES	Futures	2123.77	2124.56	2123.51	2124.29	616.0
2014-11-16 22:00:00	ES	Futures	2124.29	2125.08	2124.03	2124.82	513.0
2014-11-16 22:05:00	ES	Futures	2124.82	2125.34	2124.56	2125.08	404.0

> showing 50 of 2,610 rows — these rows as CSV

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