PREVIEW / futures_5min / 2014-11-17

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-11-17.parquet
  size:    215 KB
  rows:    13,937

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
2014-11-17 00:00:00	ES	Futures	2126.13	2126.13	2125.6	2126.13	330.0
2014-11-17 00:05:00	ES	Futures	2126.13	2126.91	2125.87	2126.13	594.0
2014-11-17 00:10:00	ES	Futures	2125.87	2126.39	2125.6	2125.6	307.0
2014-11-17 00:15:00	ES	Futures	2125.6	2126.65	2125.6	2126.65	224.0
2014-11-17 00:20:00	ES	Futures	2126.39	2126.65	2126.13	2126.65	117.0
2014-11-17 00:25:00	ES	Futures	2126.39	2126.65	2125.34	2125.34	765.0
2014-11-17 00:30:00	ES	Futures	2125.6	2125.87	2125.34	2125.6	306.0
2014-11-17 00:35:00	ES	Futures	2125.6	2125.87	2125.34	2125.34	119.0
2014-11-17 00:40:00	ES	Futures	2125.6	2125.87	2125.34	2125.34	287.0
2014-11-17 00:45:00	ES	Futures	2125.08	2125.08	2123.25	2124.29	1635.0
2014-11-17 00:50:00	ES	Futures	2124.56	2125.08	2124.29	2124.56	499.0
2014-11-17 00:55:00	ES	Futures	2124.56	2125.6	2124.56	2124.56	431.0
2014-11-17 01:00:00	ES	Futures	2124.82	2125.6	2124.56	2124.82	443.0
2014-11-17 01:05:00	ES	Futures	2124.82	2126.13	2124.82	2125.34	620.0
2014-11-17 01:10:00	ES	Futures	2125.08	2126.39	2125.08	2126.39	416.0
2014-11-17 01:15:00	ES	Futures	2126.65	2126.91	2126.39	2126.39	315.0
2014-11-17 01:20:00	ES	Futures	2126.39	2127.18	2126.39	2126.91	371.0
2014-11-17 01:25:00	ES	Futures	2126.65	2126.91	2126.65	2126.65	69.0
2014-11-17 01:30:00	ES	Futures	2126.65	2126.91	2126.39	2126.39	130.0
2014-11-17 01:35:00	ES	Futures	2126.39	2127.18	2126.39	2127.18	143.0
2014-11-17 01:40:00	ES	Futures	2127.18	2127.18	2126.65	2126.91	100.0
2014-11-17 01:45:00	ES	Futures	2126.91	2127.18	2126.13	2126.13	135.0
2014-11-17 01:50:00	ES	Futures	2126.13	2126.39	2125.34	2125.6	442.0
2014-11-17 01:55:00	ES	Futures	2125.6	2126.13	2124.82	2125.08	459.0
2014-11-17 02:00:00	ES	Futures	2125.08	2126.65	2124.82	2126.39	1006.0
2014-11-17 02:05:00	ES	Futures	2126.13	2126.91	2125.87	2126.91	834.0
2014-11-17 02:10:00	ES	Futures	2127.18	2127.44	2126.65	2126.91	829.0
2014-11-17 02:15:00	ES	Futures	2126.91	2127.18	2126.91	2126.91	264.0
2014-11-17 02:20:00	ES	Futures	2126.91	2127.44	2126.91	2127.18	359.0
2014-11-17 02:25:00	ES	Futures	2127.18	2127.7	2126.65	2126.91	1072.0
2014-11-17 02:30:00	ES	Futures	2127.18	2127.18	2126.39	2126.65	643.0
2014-11-17 02:35:00	ES	Futures	2126.65	2127.18	2125.87	2125.87	1244.0
2014-11-17 02:40:00	ES	Futures	2126.13	2126.39	2124.82	2126.13	1602.0
2014-11-17 02:45:00	ES	Futures	2126.13	2126.39	2125.34	2125.6	752.0
2014-11-17 02:50:00	ES	Futures	2125.6	2126.13	2125.34	2126.13	861.0
2014-11-17 02:55:00	ES	Futures	2126.13	2126.91	2125.87	2126.65	922.0
2014-11-17 03:00:00	ES	Futures	2126.65	2127.96	2126.65	2127.96	2184.0
2014-11-17 03:05:00	ES	Futures	2127.7	2129.27	2127.7	2128.75	4433.0
2014-11-17 03:10:00	ES	Futures	2128.75	2130.58	2128.75	2129.01	3205.0
2014-11-17 03:15:00	ES	Futures	2129.01	2130.06	2128.75	2129.27	1341.0
2014-11-17 03:20:00	ES	Futures	2129.27	2132.15	2128.75	2131.37	3500.0
2014-11-17 03:25:00	ES	Futures	2131.37	2132.68	2131.37	2132.15	2129.0
2014-11-17 03:30:00	ES	Futures	2132.15	2132.68	2131.1	2131.37	1765.0
2014-11-17 03:35:00	ES	Futures	2131.37	2132.15	2130.84	2130.84	1231.0
2014-11-17 03:40:00	ES	Futures	2130.84	2131.1	2130.32	2130.58	2018.0
2014-11-17 03:45:00	ES	Futures	2130.58	2130.84	2130.06	2130.32	383.0
2014-11-17 03:50:00	ES	Futures	2130.58	2130.58	2129.53	2129.53	1006.0
2014-11-17 03:55:00	ES	Futures	2129.27	2129.53	2126.91	2127.44	3525.0
2014-11-17 04:00:00	ES	Futures	2127.44	2130.06	2127.18	2129.01	5987.0
2014-11-17 04:05:00	ES	Futures	2129.01	2129.27	2127.7	2128.22	1178.0

> showing 50 of 13,937 rows — these rows as CSV

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