PREVIEW / futures_5min / 2014-12-12

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-12-12.parquet
  size:    208 KB
  rows:    11,752

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
2014-12-12 00:00:00	ES	Futures	2123.51	2124.03	2123.51	2124.03	64.0
2014-12-12 00:05:00	ES	Futures	2123.77	2124.03	2123.77	2124.03	42.0
2014-12-12 00:10:00	ES	Futures	2124.03	2124.82	2123.25	2124.03	382.0
2014-12-12 00:15:00	ES	Futures	2124.03	2124.82	2123.77	2124.29	128.0
2014-12-12 00:20:00	ES	Futures	2124.29	2124.82	2124.03	2124.29	173.0
2014-12-12 00:25:00	ES	Futures	2124.29	2124.29	2123.51	2124.03	160.0
2014-12-12 00:30:00	ES	Futures	2124.03	2124.29	2123.25	2124.29	313.0
2014-12-12 00:35:00	ES	Futures	2124.03	2124.56	2123.77	2124.03	181.0
2014-12-12 00:40:00	ES	Futures	2124.03	2124.03	2122.98	2123.51	236.0
2014-12-12 00:45:00	ES	Futures	2123.51	2123.77	2123.25	2123.25	71.0
2014-12-12 00:50:00	ES	Futures	2123.51	2124.03	2123.25	2123.77	91.0
2014-12-12 00:55:00	ES	Futures	2123.51	2124.56	2123.51	2124.56	159.0
2014-12-12 01:00:00	ES	Futures	2124.56	2124.82	2124.29	2124.82	311.0
2014-12-12 01:05:00	ES	Futures	2124.82	2125.08	2124.56	2125.08	159.0
2014-12-12 01:10:00	ES	Futures	2125.08	2125.34	2124.82	2125.08	73.0
2014-12-12 01:15:00	ES	Futures	2124.82	2124.82	2123.51	2123.51	231.0
2014-12-12 01:20:00	ES	Futures	2123.51	2123.77	2122.98	2123.25	326.0
2014-12-12 01:25:00	ES	Futures	2123.25	2123.25	2122.72	2123.25	194.0
2014-12-12 01:30:00	ES	Futures	2123.25	2123.25	2121.94	2121.94	414.0
2014-12-12 01:35:00	ES	Futures	2122.2	2122.46	2121.94	2122.46	177.0
2014-12-12 01:40:00	ES	Futures	2122.72	2122.72	2122.2	2122.2	157.0
2014-12-12 01:45:00	ES	Futures	2122.2	2122.46	2121.94	2121.94	104.0
2014-12-12 01:50:00	ES	Futures	2122.2	2122.2	2121.94	2122.2	72.0
2014-12-12 01:55:00	ES	Futures	2122.2	2122.2	2121.67	2122.2	228.0
2014-12-12 02:00:00	ES	Futures	2122.2	2122.46	2118.79	2119.84	3995.0
2014-12-12 02:05:00	ES	Futures	2119.84	2121.67	2119.32	2121.67	1008.0
2014-12-12 02:10:00	ES	Futures	2121.67	2123.25	2120.89	2122.72	1819.0
2014-12-12 02:15:00	ES	Futures	2122.72	2124.29	2122.46	2124.29	1558.0
2014-12-12 02:20:00	ES	Futures	2124.29	2125.87	2124.29	2125.08	1077.0
2014-12-12 02:25:00	ES	Futures	2125.34	2125.6	2124.29	2124.82	905.0
2014-12-12 02:30:00	ES	Futures	2124.82	2125.08	2124.29	2125.08	542.0
2014-12-12 02:35:00	ES	Futures	2125.08	2126.13	2124.82	2125.6	759.0
2014-12-12 02:40:00	ES	Futures	2125.6	2125.6	2124.56	2124.56	960.0
2014-12-12 02:45:00	ES	Futures	2124.56	2126.13	2124.03	2126.13	532.0
2014-12-12 02:50:00	ES	Futures	2125.87	2126.13	2125.34	2125.34	319.0
2014-12-12 02:55:00	ES	Futures	2125.6	2127.18	2125.34	2126.39	1539.0
2014-12-12 03:00:00	ES	Futures	2126.39	2126.91	2125.34	2125.87	1657.0
2014-12-12 03:05:00	ES	Futures	2125.87	2127.96	2125.6	2127.18	1885.0
2014-12-12 03:10:00	ES	Futures	2126.91	2129.01	2126.91	2128.48	2492.0
2014-12-12 03:15:00	ES	Futures	2128.48	2128.75	2126.91	2126.91	2631.0
2014-12-12 03:20:00	ES	Futures	2127.18	2127.18	2124.29	2125.34	2705.0
2014-12-12 03:25:00	ES	Futures	2125.34	2125.34	2122.98	2122.98	2299.0
2014-12-12 03:30:00	ES	Futures	2122.98	2122.98	2119.58	2120.89	3386.0
2014-12-12 03:35:00	ES	Futures	2121.15	2122.72	2121.15	2122.2	3829.0
2014-12-12 03:40:00	ES	Futures	2122.2	2122.2	2120.89	2121.15	803.0
2014-12-12 03:45:00	ES	Futures	2121.15	2121.94	2120.89	2121.41	930.0
2014-12-12 03:50:00	ES	Futures	2121.15	2121.41	2119.05	2119.32	1683.0
2014-12-12 03:55:00	ES	Futures	2119.05	2119.58	2117.22	2117.48	3307.0
2014-12-12 04:00:00	ES	Futures	2117.74	2118.01	2116.7	2118.01	3544.0
2014-12-12 04:05:00	ES	Futures	2117.74	2118.53	2115.39	2115.91	3903.0

> showing 50 of 11,752 rows — these rows as CSV

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