PREVIEW / futures_5min / 2014-12-15

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-12-15.parquet
  size:    246 KB
  rows:    14,332

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
2014-12-15 00:00:00	ES	Futures	2103.9	2103.9	2102.85	2103.37	247.0
2014-12-15 00:05:00	ES	Futures	2103.11	2103.64	2102.85	2102.85	417.0
2014-12-15 00:10:00	ES	Futures	2103.11	2103.11	2102.32	2102.58	911.0
2014-12-15 00:15:00	ES	Futures	2102.58	2104.16	2102.58	2104.16	402.0
2014-12-15 00:20:00	ES	Futures	2104.43	2104.43	2104.16	2104.16	280.0
2014-12-15 00:25:00	ES	Futures	2104.16	2104.43	2103.9	2104.16	242.0
2014-12-15 00:30:00	ES	Futures	2104.16	2104.43	2103.9	2104.16	216.0
2014-12-15 00:35:00	ES	Futures	2103.9	2104.16	2103.64	2103.64	101.0
2014-12-15 00:40:00	ES	Futures	2103.64	2103.9	2103.64	2103.9	25.0
2014-12-15 00:45:00	ES	Futures	2103.9	2103.9	2103.11	2103.64	221.0
2014-12-15 00:50:00	ES	Futures	2103.37	2103.37	2102.85	2102.85	96.0
2014-12-15 00:55:00	ES	Futures	2103.11	2103.37	2102.85	2102.85	313.0
2014-12-15 01:00:00	ES	Futures	2103.11	2104.16	2102.85	2103.64	602.0
2014-12-15 01:05:00	ES	Futures	2103.64	2103.9	2103.11	2103.64	159.0
2014-12-15 01:10:00	ES	Futures	2103.37	2103.64	2102.06	2102.06	615.0
2014-12-15 01:15:00	ES	Futures	2102.32	2102.32	2101.53	2101.53	325.0
2014-12-15 01:20:00	ES	Futures	2101.79	2102.06	2101.53	2102.06	164.0
2014-12-15 01:25:00	ES	Futures	2102.06	2102.06	2101.79	2102.06	75.0
2014-12-15 01:30:00	ES	Futures	2102.06	2103.11	2102.06	2102.58	203.0
2014-12-15 01:35:00	ES	Futures	2102.58	2102.85	2101.0	2101.27	630.0
2014-12-15 01:40:00	ES	Futures	2101.27	2102.32	2101.0	2101.53	306.0
2014-12-15 01:45:00	ES	Futures	2101.53	2102.06	2101.53	2102.06	51.0
2014-12-15 01:50:00	ES	Futures	2101.79	2102.06	2101.0	2101.0	224.0
2014-12-15 01:55:00	ES	Futures	2101.27	2101.53	2100.48	2101.53	546.0
2014-12-15 02:00:00	ES	Futures	2101.79	2104.69	2101.53	2103.64	1968.0
2014-12-15 02:05:00	ES	Futures	2103.64	2103.64	2102.32	2102.58	667.0
2014-12-15 02:10:00	ES	Futures	2102.58	2103.11	2102.32	2102.58	571.0
2014-12-15 02:15:00	ES	Futures	2102.85	2103.64	2102.85	2103.64	567.0
2014-12-15 02:20:00	ES	Futures	2103.64	2103.64	2102.58	2102.85	1026.0
2014-12-15 02:25:00	ES	Futures	2102.85	2102.85	2102.06	2102.58	829.0
2014-12-15 02:30:00	ES	Futures	2102.58	2103.64	2101.53	2103.37	987.0
2014-12-15 02:35:00	ES	Futures	2103.64	2104.95	2103.11	2104.69	908.0
2014-12-15 02:40:00	ES	Futures	2104.69	2105.21	2104.16	2105.21	895.0
2014-12-15 02:45:00	ES	Futures	2104.95	2105.21	2104.16	2104.43	884.0
2014-12-15 02:50:00	ES	Futures	2104.43	2105.21	2104.16	2104.69	645.0
2014-12-15 02:55:00	ES	Futures	2104.69	2104.95	2103.9	2104.16	1277.0
2014-12-15 03:00:00	ES	Futures	2104.16	2106.0	2103.9	2105.48	2873.0
2014-12-15 03:05:00	ES	Futures	2105.48	2107.32	2105.21	2107.06	3208.0
2014-12-15 03:10:00	ES	Futures	2107.32	2107.58	2106.79	2107.06	2623.0
2014-12-15 03:15:00	ES	Futures	2107.06	2107.32	2106.0	2107.32	2504.0
2014-12-15 03:20:00	ES	Futures	2107.32	2108.64	2107.06	2107.85	3089.0
2014-12-15 03:25:00	ES	Futures	2107.85	2108.11	2107.32	2108.11	1659.0
2014-12-15 03:30:00	ES	Futures	2108.37	2108.37	2107.32	2107.32	2185.0
2014-12-15 03:35:00	ES	Futures	2107.32	2107.85	2106.79	2106.79	1090.0
2014-12-15 03:40:00	ES	Futures	2106.53	2107.32	2106.27	2106.79	1716.0
2014-12-15 03:45:00	ES	Futures	2106.79	2107.32	2106.27	2106.53	1019.0
2014-12-15 03:50:00	ES	Futures	2106.53	2108.37	2106.53	2108.11	2570.0
2014-12-15 03:55:00	ES	Futures	2108.11	2111.0	2107.85	2110.21	4769.0
2014-12-15 04:00:00	ES	Futures	2110.48	2111.27	2109.43	2111.0	2237.0
2014-12-15 04:05:00	ES	Futures	2111.0	2111.53	2110.48	2110.48	2729.0

> showing 50 of 14,332 rows — these rows as CSV

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