PREVIEW / futures_5min / 2014-12-16

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-12-16.parquet
  size:    265 KB
  rows:    14,826

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
2014-12-16 00:00:00	ES	Futures	2094.43	2094.43	2092.85	2093.11	595.0
2014-12-16 00:05:00	ES	Futures	2092.85	2093.37	2091.79	2093.37	467.0
2014-12-16 00:10:00	ES	Futures	2093.37	2093.37	2092.06	2092.32	368.0
2014-12-16 00:15:00	ES	Futures	2092.06	2093.11	2091.79	2092.32	416.0
2014-12-16 00:20:00	ES	Futures	2092.32	2093.64	2092.32	2093.11	274.0
2014-12-16 00:25:00	ES	Futures	2093.11	2093.37	2091.79	2092.06	370.0
2014-12-16 00:30:00	ES	Futures	2092.06	2092.32	2090.22	2090.48	1023.0
2014-12-16 00:35:00	ES	Futures	2090.48	2092.58	2089.69	2091.79	1162.0
2014-12-16 00:40:00	ES	Futures	2091.53	2092.85	2091.27	2091.27	635.0
2014-12-16 00:45:00	ES	Futures	2091.27	2091.27	2089.43	2089.43	720.0
2014-12-16 00:50:00	ES	Futures	2089.69	2090.22	2089.43	2089.69	421.0
2014-12-16 00:55:00	ES	Futures	2089.69	2089.69	2087.85	2088.37	1372.0
2014-12-16 01:00:00	ES	Futures	2088.64	2088.9	2088.11	2088.37	457.0
2014-12-16 01:05:00	ES	Futures	2088.64	2091.53	2088.64	2091.53	351.0
2014-12-16 01:10:00	ES	Futures	2091.27	2092.58	2090.74	2090.74	242.0
2014-12-16 01:15:00	ES	Futures	2090.48	2091.79	2089.95	2091.53	326.0
2014-12-16 01:20:00	ES	Futures	2091.79	2091.79	2091.53	2091.79	144.0
2014-12-16 01:25:00	ES	Futures	2092.06	2092.06	2091.53	2091.79	20.0
2014-12-16 01:30:00	ES	Futures	2091.53	2092.32	2091.53	2092.06	162.0
2014-12-16 01:35:00	ES	Futures	2092.06	2092.32	2091.27	2092.06	255.0
2014-12-16 01:40:00	ES	Futures	2092.06	2093.11	2091.79	2092.58	369.0
2014-12-16 01:45:00	ES	Futures	2092.58	2093.11	2092.58	2092.58	199.0
2014-12-16 01:50:00	ES	Futures	2092.58	2092.58	2092.06	2092.32	275.0
2014-12-16 01:55:00	ES	Futures	2092.58	2092.85	2091.79	2092.06	197.0
2014-12-16 02:00:00	ES	Futures	2092.06	2093.11	2091.0	2092.06	1546.0
2014-12-16 02:05:00	ES	Futures	2092.32	2092.32	2090.48	2091.27	1302.0
2014-12-16 02:10:00	ES	Futures	2091.27	2091.27	2088.9	2091.27	1941.0
2014-12-16 02:15:00	ES	Futures	2091.53	2091.53	2089.95	2089.95	1039.0
2014-12-16 02:20:00	ES	Futures	2090.22	2090.74	2089.43	2090.74	1166.0
2014-12-16 02:25:00	ES	Futures	2091.0	2091.27	2090.74	2091.0	330.0
2014-12-16 02:30:00	ES	Futures	2090.74	2091.79	2090.74	2091.53	496.0
2014-12-16 02:35:00	ES	Futures	2091.53	2092.32	2091.53	2092.06	557.0
2014-12-16 02:40:00	ES	Futures	2092.06	2092.32	2091.27	2091.27	470.0
2014-12-16 02:45:00	ES	Futures	2091.27	2091.79	2089.95	2091.79	1407.0
2014-12-16 02:50:00	ES	Futures	2091.79	2092.85	2091.27	2092.85	1944.0
2014-12-16 02:55:00	ES	Futures	2092.85	2094.16	2092.85	2094.16	3691.0
2014-12-16 03:00:00	ES	Futures	2094.16	2096.79	2093.9	2095.74	6086.0
2014-12-16 03:05:00	ES	Futures	2096.0	2096.0	2094.69	2095.74	3667.0
2014-12-16 03:10:00	ES	Futures	2096.0	2096.27	2095.22	2095.22	3546.0
2014-12-16 03:15:00	ES	Futures	2095.48	2095.48	2093.64	2093.9	5634.0
2014-12-16 03:20:00	ES	Futures	2093.9	2096.27	2093.37	2096.0	3443.0
2014-12-16 03:25:00	ES	Futures	2096.27	2096.27	2092.58	2092.58	3113.0
2014-12-16 03:30:00	ES	Futures	2092.85	2093.64	2088.64	2088.9	9031.0
2014-12-16 03:35:00	ES	Futures	2088.9	2091.53	2088.11	2089.16	6332.0
2014-12-16 03:40:00	ES	Futures	2089.16	2089.43	2086.53	2089.16	8901.0
2014-12-16 03:45:00	ES	Futures	2088.9	2092.06	2088.64	2090.74	5940.0
2014-12-16 03:50:00	ES	Futures	2090.48	2091.79	2088.64	2088.9	4417.0
2014-12-16 03:55:00	ES	Futures	2088.9	2089.95	2087.58	2089.16	3318.0
2014-12-16 04:00:00	ES	Futures	2089.16	2089.69	2087.06	2087.06	3760.0
2014-12-16 04:05:00	ES	Futures	2087.32	2088.64	2086.79	2088.37	3369.0

> showing 50 of 14,826 rows — these rows as CSV

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