PREVIEW / futures_5min / 2014-12-10

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-12-10.parquet
  size:    228 KB
  rows:    13,379

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
2014-12-10 00:00:00	ES	Futures	2153.9	2154.16	2153.63	2154.16	418.0
2014-12-10 00:05:00	ES	Futures	2154.16	2154.16	2153.9	2154.16	201.0
2014-12-10 00:10:00	ES	Futures	2154.16	2154.42	2153.9	2154.16	121.0
2014-12-10 00:15:00	ES	Futures	2154.16	2154.42	2153.9	2154.42	164.0
2014-12-10 00:20:00	ES	Futures	2154.16	2154.42	2153.9	2154.16	340.0
2014-12-10 00:25:00	ES	Futures	2154.42	2154.42	2154.16	2154.16	87.0
2014-12-10 00:30:00	ES	Futures	2154.42	2154.42	2154.16	2154.16	267.0
2014-12-10 00:35:00	ES	Futures	2154.16	2154.42	2154.16	2154.42	80.0
2014-12-10 00:40:00	ES	Futures	2154.42	2154.42	2154.16	2154.42	308.0
2014-12-10 00:45:00	ES	Futures	2154.42	2154.68	2154.42	2154.68	214.0
2014-12-10 00:50:00	ES	Futures	2154.94	2155.73	2154.94	2155.73	1056.0
2014-12-10 00:55:00	ES	Futures	2155.73	2155.99	2155.47	2155.73	666.0
2014-12-10 01:00:00	ES	Futures	2155.99	2156.52	2155.73	2156.25	1213.0
2014-12-10 01:05:00	ES	Futures	2156.25	2156.52	2155.99	2156.52	605.0
2014-12-10 01:10:00	ES	Futures	2156.78	2156.78	2155.99	2156.52	527.0
2014-12-10 01:15:00	ES	Futures	2156.52	2156.52	2155.47	2155.73	371.0
2014-12-10 01:20:00	ES	Futures	2155.73	2156.25	2155.73	2155.99	300.0
2014-12-10 01:25:00	ES	Futures	2155.99	2156.25	2155.73	2155.99	81.0
2014-12-10 01:30:00	ES	Futures	2155.99	2156.25	2155.73	2155.99	121.0
2014-12-10 01:35:00	ES	Futures	2155.99	2156.78	2155.99	2156.52	330.0
2014-12-10 01:40:00	ES	Futures	2156.78	2157.83	2156.52	2157.56	697.0
2014-12-10 01:45:00	ES	Futures	2157.56	2158.09	2157.3	2157.83	762.0
2014-12-10 01:50:00	ES	Futures	2157.83	2158.61	2157.83	2158.35	1102.0
2014-12-10 01:55:00	ES	Futures	2158.35	2158.35	2157.56	2157.83	469.0
2014-12-10 02:00:00	ES	Futures	2157.83	2158.35	2157.3	2157.56	1219.0
2014-12-10 02:05:00	ES	Futures	2157.56	2157.56	2156.25	2157.04	1560.0
2014-12-10 02:10:00	ES	Futures	2157.04	2157.3	2156.52	2157.04	709.0
2014-12-10 02:15:00	ES	Futures	2157.04	2157.3	2156.78	2157.04	480.0
2014-12-10 02:20:00	ES	Futures	2157.04	2157.04	2156.52	2157.04	314.0
2014-12-10 02:25:00	ES	Futures	2157.04	2157.04	2156.78	2156.78	246.0
2014-12-10 02:30:00	ES	Futures	2156.52	2156.78	2155.73	2155.99	724.0
2014-12-10 02:35:00	ES	Futures	2155.73	2155.99	2155.47	2155.73	998.0
2014-12-10 02:40:00	ES	Futures	2155.73	2155.73	2154.68	2155.21	1929.0
2014-12-10 02:45:00	ES	Futures	2155.21	2155.47	2154.94	2154.94	535.0
2014-12-10 02:50:00	ES	Futures	2154.94	2155.73	2154.68	2155.73	1014.0
2014-12-10 02:55:00	ES	Futures	2155.47	2155.47	2154.68	2155.21	1011.0
2014-12-10 03:00:00	ES	Futures	2155.21	2156.25	2154.42	2155.73	2930.0
2014-12-10 03:05:00	ES	Futures	2155.73	2155.73	2154.16	2155.73	2764.0
2014-12-10 03:10:00	ES	Futures	2155.73	2156.25	2154.94	2155.73	2131.0
2014-12-10 03:15:00	ES	Futures	2155.99	2157.3	2155.73	2156.52	3463.0
2014-12-10 03:20:00	ES	Futures	2156.25	2157.83	2155.99	2157.83	2432.0
2014-12-10 03:25:00	ES	Futures	2157.56	2157.83	2156.52	2157.83	2427.0
2014-12-10 03:30:00	ES	Futures	2157.56	2157.83	2157.04	2157.3	1014.0
2014-12-10 03:35:00	ES	Futures	2157.3	2158.61	2157.3	2158.35	2177.0
2014-12-10 03:40:00	ES	Futures	2158.35	2158.35	2156.25	2156.25	2815.0
2014-12-10 03:45:00	ES	Futures	2156.25	2157.04	2156.25	2156.78	1501.0
2014-12-10 03:50:00	ES	Futures	2156.78	2157.04	2155.73	2155.99	2129.0
2014-12-10 03:55:00	ES	Futures	2156.25	2156.25	2154.68	2155.99	3263.0
2014-12-10 04:00:00	ES	Futures	2155.73	2155.73	2154.42	2155.73	2851.0
2014-12-10 04:05:00	ES	Futures	2155.73	2155.99	2154.68	2154.94	1958.0

> showing 50 of 13,379 rows — these rows as CSV

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