PREVIEW / futures_5min / 2014-12-11

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-12-11.parquet
  size:    234 KB
  rows:    13,805

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
2014-12-11 00:00:00	ES	Futures	2128.48	2129.01	2128.48	2128.75	507.0
2014-12-11 00:05:00	ES	Futures	2128.75	2129.01	2128.48	2128.75	151.0
2014-12-11 00:10:00	ES	Futures	2128.48	2128.75	2128.22	2128.22	205.0
2014-12-11 00:15:00	ES	Futures	2128.22	2128.22	2127.44	2127.44	310.0
2014-12-11 00:20:00	ES	Futures	2127.44	2127.96	2126.91	2127.18	358.0
2014-12-11 00:25:00	ES	Futures	2127.18	2127.44	2127.18	2127.18	301.0
2014-12-11 00:30:00	ES	Futures	2127.18	2127.44	2127.18	2127.44	160.0
2014-12-11 00:35:00	ES	Futures	2127.44	2127.7	2127.18	2127.7	307.0
2014-12-11 00:40:00	ES	Futures	2127.7	2127.96	2127.7	2127.7	521.0
2014-12-11 00:45:00	ES	Futures	2127.7	2127.96	2127.44	2127.7	260.0
2014-12-11 00:50:00	ES	Futures	2127.96	2128.22	2127.7	2128.22	158.0
2014-12-11 00:55:00	ES	Futures	2128.22	2128.75	2128.22	2128.48	329.0
2014-12-11 01:00:00	ES	Futures	2128.48	2128.75	2128.22	2128.48	143.0
2014-12-11 01:05:00	ES	Futures	2128.22	2128.48	2128.22	2128.22	71.0
2014-12-11 01:10:00	ES	Futures	2128.22	2128.75	2128.22	2128.48	471.0
2014-12-11 01:15:00	ES	Futures	2128.48	2128.75	2127.7	2127.7	324.0
2014-12-11 01:20:00	ES	Futures	2127.44	2127.96	2127.44	2127.44	169.0
2014-12-11 01:25:00	ES	Futures	2127.44	2127.96	2127.18	2127.7	304.0
2014-12-11 01:30:00	ES	Futures	2127.7	2127.96	2127.44	2127.96	122.0
2014-12-11 01:35:00	ES	Futures	2127.7	2127.7	2126.91	2127.18	434.0
2014-12-11 01:40:00	ES	Futures	2127.44	2127.7	2126.91	2127.18	172.0
2014-12-11 01:45:00	ES	Futures	2127.18	2127.18	2126.13	2126.39	208.0
2014-12-11 01:50:00	ES	Futures	2126.39	2126.39	2125.34	2125.6	948.0
2014-12-11 01:55:00	ES	Futures	2125.6	2126.39	2125.34	2126.13	240.0
2014-12-11 02:00:00	ES	Futures	2126.39	2127.18	2125.6	2126.39	1425.0
2014-12-11 02:05:00	ES	Futures	2126.65	2127.96	2126.65	2127.7	540.0
2014-12-11 02:10:00	ES	Futures	2127.44	2127.96	2126.91	2127.7	874.0
2014-12-11 02:15:00	ES	Futures	2127.96	2127.96	2127.44	2127.7	416.0
2014-12-11 02:20:00	ES	Futures	2127.7	2129.01	2127.7	2128.75	1047.0
2014-12-11 02:25:00	ES	Futures	2128.75	2129.79	2128.75	2128.75	2597.0
2014-12-11 02:30:00	ES	Futures	2128.75	2129.53	2128.48	2129.53	797.0
2014-12-11 02:35:00	ES	Futures	2129.53	2129.53	2128.22	2128.75	801.0
2014-12-11 02:40:00	ES	Futures	2128.48	2128.75	2127.96	2127.96	527.0
2014-12-11 02:45:00	ES	Futures	2128.22	2128.48	2127.7	2128.22	1322.0
2014-12-11 02:50:00	ES	Futures	2128.22	2128.75	2127.96	2128.22	697.0
2014-12-11 02:55:00	ES	Futures	2128.22	2129.27	2128.22	2128.48	1196.0
2014-12-11 03:00:00	ES	Futures	2128.75	2130.06	2127.96	2129.01	3787.0
2014-12-11 03:05:00	ES	Futures	2129.01	2129.53	2128.22	2129.53	4084.0
2014-12-11 03:10:00	ES	Futures	2129.53	2129.79	2128.75	2129.79	3033.0
2014-12-11 03:15:00	ES	Futures	2129.53	2129.79	2128.48	2129.27	2172.0
2014-12-11 03:20:00	ES	Futures	2129.27	2129.53	2128.48	2129.53	2274.0
2014-12-11 03:25:00	ES	Futures	2129.27	2130.84	2128.75	2130.32	4278.0
2014-12-11 03:30:00	ES	Futures	2130.32	2132.15	2130.06	2132.15	5490.0
2014-12-11 03:35:00	ES	Futures	2131.89	2132.41	2131.63	2131.89	2342.0
2014-12-11 03:40:00	ES	Futures	2131.63	2131.89	2130.06	2130.06	1919.0
2014-12-11 03:45:00	ES	Futures	2130.32	2131.63	2130.32	2131.37	1534.0
2014-12-11 03:50:00	ES	Futures	2131.1	2131.63	2131.1	2131.37	1293.0
2014-12-11 03:55:00	ES	Futures	2131.63	2132.15	2131.37	2131.89	1412.0
2014-12-11 04:00:00	ES	Futures	2131.89	2132.15	2130.06	2130.32	4445.0
2014-12-11 04:05:00	ES	Futures	2130.32	2131.1	2130.06	2130.58	1352.0

> showing 50 of 13,805 rows — these rows as CSV

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