PREVIEW / futures_5min / 2014-12-01

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-12-01.parquet
  size:    246 KB
  rows:    14,428

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
2014-12-01 00:00:00	ES	Futures	2157.3	2157.3	2156.52	2156.78	250.0
2014-12-01 00:05:00	ES	Futures	2156.52	2156.78	2155.73	2155.73	620.0
2014-12-01 00:10:00	ES	Futures	2155.99	2157.04	2155.99	2156.25	260.0
2014-12-01 00:15:00	ES	Futures	2156.25	2156.78	2156.25	2156.25	109.0
2014-12-01 00:20:00	ES	Futures	2156.52	2156.52	2156.25	2156.25	145.0
2014-12-01 00:25:00	ES	Futures	2155.99	2156.52	2155.99	2156.25	196.0
2014-12-01 00:30:00	ES	Futures	2155.99	2156.78	2155.99	2156.78	290.0
2014-12-01 00:35:00	ES	Futures	2156.78	2157.3	2156.78	2157.04	154.0
2014-12-01 00:40:00	ES	Futures	2157.04	2157.04	2157.04	2157.04	59.0
2014-12-01 00:45:00	ES	Futures	2157.04	2157.3	2156.78	2157.04	142.0
2014-12-01 00:50:00	ES	Futures	2157.3	2157.83	2157.3	2157.56	216.0
2014-12-01 00:55:00	ES	Futures	2157.56	2158.09	2157.3	2157.83	221.0
2014-12-01 01:00:00	ES	Futures	2157.83	2158.09	2157.56	2157.83	236.0
2014-12-01 01:05:00	ES	Futures	2158.09	2158.09	2157.3	2157.56	268.0
2014-12-01 01:10:00	ES	Futures	2157.56	2157.83	2157.04	2157.04	174.0
2014-12-01 01:15:00	ES	Futures	2157.3	2157.3	2156.25	2156.52	258.0
2014-12-01 01:20:00	ES	Futures	2156.52	2156.52	2155.73	2156.25	245.0
2014-12-01 01:25:00	ES	Futures	2155.99	2155.99	2155.73	2155.99	155.0
2014-12-01 01:30:00	ES	Futures	2155.73	2156.25	2155.73	2155.99	144.0
2014-12-01 01:35:00	ES	Futures	2155.99	2156.25	2155.73	2155.99	48.0
2014-12-01 01:40:00	ES	Futures	2155.99	2155.99	2155.73	2155.99	91.0
2014-12-01 01:45:00	ES	Futures	2155.99	2155.99	2155.73	2155.73	35.0
2014-12-01 01:50:00	ES	Futures	2155.73	2156.25	2155.73	2156.25	296.0
2014-12-01 01:55:00	ES	Futures	2155.99	2156.78	2155.99	2156.52	319.0
2014-12-01 02:00:00	ES	Futures	2156.25	2156.52	2154.16	2154.68	3327.0
2014-12-01 02:05:00	ES	Futures	2154.68	2155.21	2153.9	2153.9	1127.0
2014-12-01 02:10:00	ES	Futures	2153.9	2154.16	2153.63	2153.9	1127.0
2014-12-01 02:15:00	ES	Futures	2153.9	2154.16	2151.54	2151.54	3506.0
2014-12-01 02:20:00	ES	Futures	2151.54	2152.06	2151.01	2151.54	3077.0
2014-12-01 02:25:00	ES	Futures	2151.28	2151.54	2151.01	2151.54	1335.0
2014-12-01 02:30:00	ES	Futures	2151.54	2151.54	2151.01	2151.28	785.0
2014-12-01 02:35:00	ES	Futures	2151.28	2151.28	2150.23	2150.49	2129.0
2014-12-01 02:40:00	ES	Futures	2150.49	2151.54	2150.23	2151.28	1902.0
2014-12-01 02:45:00	ES	Futures	2151.28	2152.32	2151.28	2151.54	1256.0
2014-12-01 02:50:00	ES	Futures	2151.8	2152.59	2151.28	2152.32	1041.0
2014-12-01 02:55:00	ES	Futures	2152.32	2152.85	2152.06	2152.32	774.0
2014-12-01 03:00:00	ES	Futures	2152.59	2154.16	2151.28	2153.9	3352.0
2014-12-01 03:05:00	ES	Futures	2153.63	2154.68	2153.37	2153.9	2124.0
2014-12-01 03:10:00	ES	Futures	2153.63	2155.47	2153.11	2155.21	2729.0
2014-12-01 03:15:00	ES	Futures	2155.21	2156.25	2154.94	2155.21	2928.0
2014-12-01 03:20:00	ES	Futures	2155.21	2155.99	2155.21	2155.99	1134.0
2014-12-01 03:25:00	ES	Futures	2155.99	2156.52	2155.73	2155.73	1412.0
2014-12-01 03:30:00	ES	Futures	2155.99	2155.99	2154.68	2154.94	1929.0
2014-12-01 03:35:00	ES	Futures	2154.94	2155.21	2153.11	2153.11	3608.0
2014-12-01 03:40:00	ES	Futures	2153.11	2153.63	2152.06	2152.32	2368.0
2014-12-01 03:45:00	ES	Futures	2152.32	2152.85	2151.54	2152.85	1853.0
2014-12-01 03:50:00	ES	Futures	2152.59	2153.63	2152.59	2153.11	1660.0
2014-12-01 03:55:00	ES	Futures	2153.11	2153.11	2152.32	2152.59	1332.0
2014-12-01 04:00:00	ES	Futures	2152.32	2152.59	2150.75	2150.75	2664.0
2014-12-01 04:05:00	ES	Futures	2150.75	2151.54	2150.49	2151.54	2075.0

> showing 50 of 14,428 rows — these rows as CSV

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