PREVIEW / futures_5min / 2014-11-18

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-11-18.parquet
  size:    216 KB
  rows:    14,176

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
2014-11-18 00:00:00	ES	Futures	2136.61	2137.13	2136.34	2136.87	179.0
2014-11-18 00:05:00	ES	Futures	2136.87	2137.13	2136.61	2136.61	109.0
2014-11-18 00:10:00	ES	Futures	2136.61	2136.87	2136.34	2136.61	138.0
2014-11-18 00:15:00	ES	Futures	2136.61	2136.61	2136.34	2136.61	215.0
2014-11-18 00:20:00	ES	Futures	2136.61	2136.87	2136.61	2136.87	109.0
2014-11-18 00:25:00	ES	Futures	2136.87	2136.87	2136.61	2136.87	26.0
2014-11-18 00:30:00	ES	Futures	2136.87	2137.13	2136.87	2136.87	78.0
2014-11-18 00:35:00	ES	Futures	2136.87	2137.13	2136.61	2136.87	90.0
2014-11-18 00:40:00	ES	Futures	2136.61	2136.87	2136.61	2136.87	106.0
2014-11-18 00:45:00	ES	Futures	2136.61	2136.87	2136.61	2136.87	10.0
2014-11-18 00:50:00	ES	Futures	2136.61	2136.87	2136.61	2136.87	53.0
2014-11-18 00:55:00	ES	Futures	2136.87	2137.13	2136.87	2136.87	124.0
2014-11-18 01:00:00	ES	Futures	2136.61	2137.13	2136.61	2137.13	261.0
2014-11-18 01:05:00	ES	Futures	2137.13	2137.13	2136.87	2137.13	268.0
2014-11-18 01:10:00	ES	Futures	2136.87	2137.13	2136.87	2137.13	125.0
2014-11-18 01:15:00	ES	Futures	2136.87	2137.39	2136.87	2137.13	68.0
2014-11-18 01:20:00	ES	Futures	2137.13	2137.39	2137.13	2137.13	38.0
2014-11-18 01:25:00	ES	Futures	2137.13	2137.39	2137.13	2137.39	20.0
2014-11-18 01:30:00	ES	Futures	2137.13	2140.01	2137.13	2139.23	2880.0
2014-11-18 01:35:00	ES	Futures	2139.23	2140.01	2139.23	2139.75	870.0
2014-11-18 01:40:00	ES	Futures	2139.49	2139.49	2138.96	2138.96	234.0
2014-11-18 01:45:00	ES	Futures	2139.23	2139.23	2138.7	2138.7	118.0
2014-11-18 01:50:00	ES	Futures	2138.96	2138.96	2138.7	2138.96	118.0
2014-11-18 01:55:00	ES	Futures	2138.96	2138.96	2138.44	2138.44	200.0
2014-11-18 02:00:00	ES	Futures	2138.44	2138.44	2137.13	2137.65	1199.0
2014-11-18 02:05:00	ES	Futures	2137.92	2137.92	2137.39	2137.39	432.0
2014-11-18 02:10:00	ES	Futures	2137.39	2137.65	2137.39	2137.65	116.0
2014-11-18 02:15:00	ES	Futures	2137.65	2138.44	2137.39	2138.18	815.0
2014-11-18 02:20:00	ES	Futures	2137.92	2138.18	2137.65	2137.92	490.0
2014-11-18 02:25:00	ES	Futures	2137.92	2137.92	2137.13	2137.39	403.0
2014-11-18 02:30:00	ES	Futures	2137.65	2137.92	2137.13	2137.65	520.0
2014-11-18 02:35:00	ES	Futures	2137.65	2138.18	2137.39	2137.65	213.0
2014-11-18 02:40:00	ES	Futures	2137.65	2138.18	2137.65	2137.92	229.0
2014-11-18 02:45:00	ES	Futures	2138.18	2138.44	2137.65	2137.65	703.0
2014-11-18 02:50:00	ES	Futures	2137.65	2137.92	2137.39	2137.39	478.0
2014-11-18 02:55:00	ES	Futures	2137.39	2137.65	2136.87	2136.87	453.0
2014-11-18 03:00:00	ES	Futures	2137.13	2137.39	2135.56	2136.61	3159.0
2014-11-18 03:05:00	ES	Futures	2136.34	2137.13	2136.08	2136.87	1800.0
2014-11-18 03:10:00	ES	Futures	2136.87	2137.13	2136.08	2137.13	2577.0
2014-11-18 03:15:00	ES	Futures	2136.87	2137.39	2136.61	2136.87	1584.0
2014-11-18 03:20:00	ES	Futures	2136.87	2137.65	2136.08	2136.61	2115.0
2014-11-18 03:25:00	ES	Futures	2136.61	2136.87	2135.56	2136.87	1356.0
2014-11-18 03:30:00	ES	Futures	2136.87	2137.92	2136.61	2137.13	2403.0
2014-11-18 03:35:00	ES	Futures	2137.39	2137.65	2136.87	2137.13	1033.0
2014-11-18 03:40:00	ES	Futures	2137.13	2137.13	2136.08	2136.61	1086.0
2014-11-18 03:45:00	ES	Futures	2136.61	2136.87	2135.3	2135.3	1607.0
2014-11-18 03:50:00	ES	Futures	2135.56	2135.82	2134.77	2135.03	1731.0
2014-11-18 03:55:00	ES	Futures	2135.03	2135.56	2134.25	2134.77	2785.0
2014-11-18 04:00:00	ES	Futures	2134.77	2135.56	2134.51	2134.77	1582.0
2014-11-18 04:05:00	ES	Futures	2135.03	2135.82	2134.77	2135.3	1124.0

> showing 50 of 14,176 rows — these rows as CSV

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