PREVIEW / futures_5min / 2014-12-04

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-12-04.parquet
  size:    220 KB
  rows:    13,739

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
2014-12-04 00:00:00	ES	Futures	2172.76	2172.76	2172.23	2172.76	59.0
2014-12-04 00:05:00	ES	Futures	2172.76	2172.76	2172.23	2172.5	105.0
2014-12-04 00:10:00	ES	Futures	2172.5	2172.76	2171.97	2172.23	185.0
2014-12-04 00:15:00	ES	Futures	2172.23	2172.5	2171.71	2171.71	462.0
2014-12-04 00:20:00	ES	Futures	2171.71	2172.23	2171.45	2172.23	471.0
2014-12-04 00:25:00	ES	Futures	2172.23	2172.76	2171.97	2172.5	207.0
2014-12-04 00:30:00	ES	Futures	2172.5	2172.5	2172.23	2172.23	64.0
2014-12-04 00:35:00	ES	Futures	2172.5	2172.76	2172.5	2172.76	83.0
2014-12-04 00:40:00	ES	Futures	2172.76	2172.76	2172.5	2172.76	28.0
2014-12-04 00:45:00	ES	Futures	2172.76	2172.76	2172.5	2172.76	134.0
2014-12-04 00:50:00	ES	Futures	2172.76	2173.02	2172.5	2173.02	196.0
2014-12-04 00:55:00	ES	Futures	2172.76	2173.28	2172.5	2173.02	485.0
2014-12-04 01:00:00	ES	Futures	2173.28	2173.28	2173.02	2173.28	538.0
2014-12-04 01:05:00	ES	Futures	2173.28	2173.28	2172.76	2173.02	100.0
2014-12-04 01:10:00	ES	Futures	2172.76	2173.02	2172.76	2173.02	74.0
2014-12-04 01:15:00	ES	Futures	2172.76	2173.02	2172.76	2173.02	181.0
2014-12-04 01:20:00	ES	Futures	2172.76	2173.28	2172.76	2173.02	252.0
2014-12-04 01:25:00	ES	Futures	2173.02	2173.28	2173.02	2173.28	74.0
2014-12-04 01:30:00	ES	Futures	2173.02	2173.02	2172.76	2173.02	173.0
2014-12-04 01:35:00	ES	Futures	2173.02	2173.28	2173.02	2173.28	146.0
2014-12-04 01:40:00	ES	Futures	2173.28	2173.28	2173.02	2173.28	129.0
2014-12-04 01:45:00	ES	Futures	2173.28	2173.28	2173.02	2173.28	14.0
2014-12-04 01:50:00	ES	Futures	2173.28	2173.28	2172.76	2172.76	135.0
2014-12-04 01:55:00	ES	Futures	2173.02	2173.28	2173.02	2173.02	63.0
2014-12-04 02:00:00	ES	Futures	2173.28	2173.28	2172.76	2172.76	365.0
2014-12-04 02:05:00	ES	Futures	2172.76	2173.02	2172.5	2172.76	442.0
2014-12-04 02:10:00	ES	Futures	2172.76	2173.02	2172.5	2172.76	256.0
2014-12-04 02:15:00	ES	Futures	2172.76	2173.28	2172.76	2173.02	347.0
2014-12-04 02:20:00	ES	Futures	2173.02	2173.28	2173.02	2173.02	285.0
2014-12-04 02:25:00	ES	Futures	2173.02	2173.28	2173.02	2173.28	79.0
2014-12-04 02:30:00	ES	Futures	2173.28	2173.54	2173.02	2173.54	390.0
2014-12-04 02:35:00	ES	Futures	2173.28	2173.54	2173.28	2173.28	251.0
2014-12-04 02:40:00	ES	Futures	2173.28	2173.28	2173.02	2173.28	307.0
2014-12-04 02:45:00	ES	Futures	2173.02	2173.28	2172.76	2173.02	410.0
2014-12-04 02:50:00	ES	Futures	2173.02	2173.28	2172.76	2173.02	257.0
2014-12-04 02:55:00	ES	Futures	2172.76	2173.02	2172.5	2172.76	371.0
2014-12-04 03:00:00	ES	Futures	2172.5	2173.02	2172.5	2172.5	1372.0
2014-12-04 03:05:00	ES	Futures	2172.5	2172.76	2171.19	2171.45	2473.0
2014-12-04 03:10:00	ES	Futures	2171.19	2171.71	2170.92	2171.71	1006.0
2014-12-04 03:15:00	ES	Futures	2171.45	2171.97	2171.19	2171.71	864.0
2014-12-04 03:20:00	ES	Futures	2171.45	2171.71	2170.66	2170.92	1540.0
2014-12-04 03:25:00	ES	Futures	2171.19	2171.19	2170.4	2171.19	1536.0
2014-12-04 03:30:00	ES	Futures	2170.92	2171.45	2170.66	2171.19	767.0
2014-12-04 03:35:00	ES	Futures	2171.45	2171.71	2171.19	2171.71	433.0
2014-12-04 03:40:00	ES	Futures	2171.71	2171.97	2171.19	2171.19	819.0
2014-12-04 03:45:00	ES	Futures	2171.19	2171.45	2170.92	2171.45	423.0
2014-12-04 03:50:00	ES	Futures	2171.45	2171.97	2171.45	2171.71	650.0
2014-12-04 03:55:00	ES	Futures	2171.97	2171.97	2171.45	2171.71	533.0
2014-12-04 04:00:00	ES	Futures	2171.45	2172.23	2171.45	2171.97	945.0
2014-12-04 04:05:00	ES	Futures	2171.97	2172.5	2171.97	2172.23	1048.0

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