PREVIEW / futures_5min / 2014-11-21

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-11-21.parquet
  size:    215 KB
  rows:    11,983

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
2014-11-21 00:00:00	ES	Futures	2151.01	2152.06	2150.75	2151.28	1056.0
2014-11-21 00:05:00	ES	Futures	2151.28	2151.54	2151.01	2151.54	378.0
2014-11-21 00:10:00	ES	Futures	2151.54	2152.06	2151.54	2151.8	464.0
2014-11-21 00:15:00	ES	Futures	2151.8	2151.8	2151.54	2151.8	143.0
2014-11-21 00:20:00	ES	Futures	2151.8	2151.8	2151.28	2151.54	271.0
2014-11-21 00:25:00	ES	Futures	2151.28	2151.54	2150.75	2151.01	259.0
2014-11-21 00:30:00	ES	Futures	2151.28	2151.54	2151.01	2151.54	66.0
2014-11-21 00:35:00	ES	Futures	2151.28	2151.8	2151.28	2151.28	423.0
2014-11-21 00:40:00	ES	Futures	2151.54	2151.8	2151.28	2151.54	230.0
2014-11-21 00:45:00	ES	Futures	2151.54	2151.8	2151.54	2151.54	107.0
2014-11-21 00:50:00	ES	Futures	2151.54	2152.06	2151.28	2151.54	158.0
2014-11-21 00:55:00	ES	Futures	2151.54	2151.8	2151.54	2151.8	42.0
2014-11-21 01:00:00	ES	Futures	2151.8	2153.11	2151.54	2152.85	1609.0
2014-11-21 01:05:00	ES	Futures	2152.59	2153.11	2152.59	2152.59	394.0
2014-11-21 01:10:00	ES	Futures	2152.59	2152.85	2152.59	2152.85	62.0
2014-11-21 01:15:00	ES	Futures	2152.85	2152.85	2152.32	2152.59	140.0
2014-11-21 01:20:00	ES	Futures	2152.59	2152.59	2152.32	2152.59	44.0
2014-11-21 01:25:00	ES	Futures	2152.59	2152.59	2152.32	2152.59	103.0
2014-11-21 01:30:00	ES	Futures	2152.59	2152.85	2152.59	2152.85	67.0
2014-11-21 01:35:00	ES	Futures	2152.85	2152.85	2152.59	2152.85	53.0
2014-11-21 01:40:00	ES	Futures	2152.59	2152.85	2152.59	2152.85	66.0
2014-11-21 01:45:00	ES	Futures	2152.85	2153.11	2152.85	2152.85	109.0
2014-11-21 01:50:00	ES	Futures	2152.85	2153.11	2152.85	2152.85	62.0
2014-11-21 01:55:00	ES	Futures	2153.11	2153.9	2153.11	2153.37	1857.0
2014-11-21 02:00:00	ES	Futures	2153.63	2154.16	2153.37	2153.63	1839.0
2014-11-21 02:05:00	ES	Futures	2153.63	2154.16	2153.11	2153.37	779.0
2014-11-21 02:10:00	ES	Futures	2153.37	2153.63	2153.11	2153.37	328.0
2014-11-21 02:15:00	ES	Futures	2153.63	2153.63	2153.37	2153.63	125.0
2014-11-21 02:20:00	ES	Futures	2153.63	2153.63	2153.37	2153.63	55.0
2014-11-21 02:25:00	ES	Futures	2153.37	2153.63	2153.37	2153.63	373.0
2014-11-21 02:30:00	ES	Futures	2153.63	2153.9	2153.37	2153.63	537.0
2014-11-21 02:35:00	ES	Futures	2153.9	2154.16	2153.9	2153.9	703.0
2014-11-21 02:40:00	ES	Futures	2153.9	2154.16	2153.63	2153.63	245.0
2014-11-21 02:45:00	ES	Futures	2153.9	2153.9	2153.11	2153.11	483.0
2014-11-21 02:50:00	ES	Futures	2153.11	2153.63	2153.11	2153.63	668.0
2014-11-21 02:55:00	ES	Futures	2153.63	2154.16	2153.37	2153.9	451.0
2014-11-21 03:00:00	ES	Futures	2153.63	2154.16	2153.37	2153.63	1594.0
2014-11-21 03:05:00	ES	Futures	2153.63	2153.9	2152.85	2153.63	1553.0
2014-11-21 03:10:00	ES	Futures	2153.63	2153.9	2153.11	2153.63	921.0
2014-11-21 03:15:00	ES	Futures	2153.63	2155.47	2153.37	2154.94	4501.0
2014-11-21 03:20:00	ES	Futures	2154.94	2155.47	2154.42	2155.21	2280.0
2014-11-21 03:25:00	ES	Futures	2155.21	2155.73	2155.21	2155.47	2392.0
2014-11-21 03:30:00	ES	Futures	2155.73	2155.73	2155.21	2155.47	1137.0
2014-11-21 03:35:00	ES	Futures	2155.47	2155.99	2155.21	2155.99	952.0
2014-11-21 03:40:00	ES	Futures	2155.99	2156.25	2155.47	2156.25	2774.0
2014-11-21 03:45:00	ES	Futures	2155.99	2157.56	2155.99	2157.56	6533.0
2014-11-21 03:50:00	ES	Futures	2157.3	2157.56	2156.78	2157.04	2781.0
2014-11-21 03:55:00	ES	Futures	2157.3	2157.83	2157.3	2157.56	2355.0
2014-11-21 04:00:00	ES	Futures	2157.56	2158.09	2157.04	2157.3	2457.0
2014-11-21 04:05:00	ES	Futures	2157.3	2157.56	2157.04	2157.04	942.0

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