PREVIEW / futures_5min / 2014-12-17

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-12-17.parquet
  size:    253 KB
  rows:    14,489

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
2014-12-17 00:00:00	ES	Futures	2072.32	2072.58	2071.79	2072.06	202.0
2014-12-17 00:05:00	ES	Futures	2072.32	2072.85	2072.06	2072.32	170.0
2014-12-17 00:10:00	ES	Futures	2072.32	2072.58	2071.53	2071.53	162.0
2014-12-17 00:15:00	ES	Futures	2071.79	2072.32	2071.53	2072.32	143.0
2014-12-17 00:20:00	ES	Futures	2072.32	2072.58	2071.53	2071.79	486.0
2014-12-17 00:25:00	ES	Futures	2071.53	2072.06	2071.27	2072.06	283.0
2014-12-17 00:30:00	ES	Futures	2072.32	2073.9	2072.32	2073.37	549.0
2014-12-17 00:35:00	ES	Futures	2073.11	2074.16	2073.11	2073.9	145.0
2014-12-17 00:40:00	ES	Futures	2073.9	2074.16	2073.37	2073.37	96.0
2014-12-17 00:45:00	ES	Futures	2073.37	2074.16	2073.37	2073.9	308.0
2014-12-17 00:50:00	ES	Futures	2073.9	2074.16	2073.64	2074.16	271.0
2014-12-17 00:55:00	ES	Futures	2074.16	2074.16	2073.64	2073.9	166.0
2014-12-17 01:00:00	ES	Futures	2073.9	2073.9	2072.58	2073.11	404.0
2014-12-17 01:05:00	ES	Futures	2073.11	2073.11	2072.58	2072.85	213.0
2014-12-17 01:10:00	ES	Futures	2072.85	2073.9	2072.85	2073.64	268.0
2014-12-17 01:15:00	ES	Futures	2073.64	2074.43	2073.64	2074.16	339.0
2014-12-17 01:20:00	ES	Futures	2074.16	2074.43	2074.16	2074.43	44.0
2014-12-17 01:25:00	ES	Futures	2074.16	2074.69	2074.16	2074.16	193.0
2014-12-17 01:30:00	ES	Futures	2074.43	2074.69	2074.16	2074.43	155.0
2014-12-17 01:35:00	ES	Futures	2074.43	2074.69	2073.9	2074.43	321.0
2014-12-17 01:40:00	ES	Futures	2074.43	2074.69	2073.9	2074.16	72.0
2014-12-17 01:45:00	ES	Futures	2074.16	2074.69	2074.16	2074.43	135.0
2014-12-17 01:50:00	ES	Futures	2074.69	2075.74	2074.69	2075.22	1225.0
2014-12-17 01:55:00	ES	Futures	2075.48	2075.74	2075.22	2075.74	305.0
2014-12-17 02:00:00	ES	Futures	2075.48	2076.0	2074.69	2074.95	1835.0
2014-12-17 02:05:00	ES	Futures	2074.69	2076.27	2074.43	2075.48	1415.0
2014-12-17 02:10:00	ES	Futures	2075.48	2075.74	2074.16	2074.43	839.0
2014-12-17 02:15:00	ES	Futures	2074.43	2075.22	2073.9	2075.22	814.0
2014-12-17 02:20:00	ES	Futures	2075.22	2076.53	2075.22	2076.53	1852.0
2014-12-17 02:25:00	ES	Futures	2076.79	2077.58	2076.0	2076.53	2614.0
2014-12-17 02:30:00	ES	Futures	2076.53	2078.37	2076.27	2077.32	1781.0
2014-12-17 02:35:00	ES	Futures	2077.06	2077.58	2074.95	2076.27	1551.0
2014-12-17 02:40:00	ES	Futures	2076.0	2076.79	2076.0	2076.53	1036.0
2014-12-17 02:45:00	ES	Futures	2076.53	2078.11	2076.53	2077.58	1680.0
2014-12-17 02:50:00	ES	Futures	2077.58	2077.58	2076.79	2077.06	1165.0
2014-12-17 02:55:00	ES	Futures	2076.79	2077.06	2075.74	2076.0	1498.0
2014-12-17 03:00:00	ES	Futures	2076.0	2076.27	2073.64	2074.95	5692.0
2014-12-17 03:05:00	ES	Futures	2074.95	2078.64	2074.43	2078.11	5802.0
2014-12-17 03:10:00	ES	Futures	2078.11	2078.64	2076.79	2077.06	5282.0
2014-12-17 03:15:00	ES	Futures	2077.06	2077.58	2074.16	2074.69	4503.0
2014-12-17 03:20:00	ES	Futures	2074.69	2077.58	2074.69	2077.32	3413.0
2014-12-17 03:25:00	ES	Futures	2077.32	2078.11	2076.27	2077.85	3948.0
2014-12-17 03:30:00	ES	Futures	2077.85	2078.37	2076.79	2077.58	2414.0
2014-12-17 03:35:00	ES	Futures	2077.32	2079.43	2077.32	2078.11	3841.0
2014-12-17 03:40:00	ES	Futures	2078.11	2079.95	2077.85	2079.95	3658.0
2014-12-17 03:45:00	ES	Futures	2079.69	2079.95	2077.58	2078.11	2077.0
2014-12-17 03:50:00	ES	Futures	2078.11	2078.64	2077.32	2077.32	1840.0
2014-12-17 03:55:00	ES	Futures	2077.06	2078.64	2077.06	2078.11	1999.0
2014-12-17 04:00:00	ES	Futures	2077.85	2078.11	2076.0	2076.79	3235.0
2014-12-17 04:05:00	ES	Futures	2076.53	2077.32	2076.0	2076.53	2627.0

> showing 50 of 14,489 rows — these rows as CSV

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