PREVIEW / futures_5min / 2014-12-18

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-12-18.parquet
  size:    255 KB
  rows:    14,625

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
2014-12-18 00:00:00	ES	Futures	2112.32	2112.32	2110.74	2110.74	1798.0
2014-12-18 00:05:00	ES	Futures	2111.0	2111.79	2110.74	2111.27	458.0
2014-12-18 00:10:00	ES	Futures	2111.27	2111.27	2110.48	2110.48	322.0
2014-12-18 00:15:00	ES	Futures	2110.48	2110.74	2110.21	2110.48	353.0
2014-12-18 00:20:00	ES	Futures	2110.48	2110.74	2109.95	2110.21	517.0
2014-12-18 00:25:00	ES	Futures	2110.21	2110.48	2109.95	2110.21	150.0
2014-12-18 00:30:00	ES	Futures	2110.21	2111.53	2110.21	2111.53	497.0
2014-12-18 00:35:00	ES	Futures	2111.79	2112.58	2111.53	2112.32	373.0
2014-12-18 00:40:00	ES	Futures	2112.32	2112.32	2111.0	2111.0	407.0
2014-12-18 00:45:00	ES	Futures	2111.0	2111.27	2110.74	2111.0	217.0
2014-12-18 00:50:00	ES	Futures	2110.74	2111.0	2110.21	2110.74	348.0
2014-12-18 00:55:00	ES	Futures	2111.0	2111.53	2110.74	2110.74	204.0
2014-12-18 01:00:00	ES	Futures	2110.74	2111.27	2110.74	2111.27	160.0
2014-12-18 01:05:00	ES	Futures	2111.27	2111.79	2111.27	2111.79	193.0
2014-12-18 01:10:00	ES	Futures	2112.06	2112.32	2111.79	2112.06	117.0
2014-12-18 01:15:00	ES	Futures	2112.06	2113.37	2112.06	2113.11	609.0
2014-12-18 01:20:00	ES	Futures	2112.85	2113.9	2112.85	2113.37	463.0
2014-12-18 01:25:00	ES	Futures	2113.37	2113.64	2112.85	2113.11	266.0
2014-12-18 01:30:00	ES	Futures	2113.11	2113.9	2113.11	2113.11	344.0
2014-12-18 01:35:00	ES	Futures	2113.11	2113.64	2113.11	2113.37	159.0
2014-12-18 01:40:00	ES	Futures	2113.37	2113.64	2112.85	2113.37	260.0
2014-12-18 01:45:00	ES	Futures	2113.37	2113.64	2112.85	2113.64	187.0
2014-12-18 01:50:00	ES	Futures	2113.64	2113.64	2113.37	2113.37	100.0
2014-12-18 01:55:00	ES	Futures	2113.64	2113.9	2113.37	2113.9	178.0
2014-12-18 02:00:00	ES	Futures	2113.9	2113.9	2111.53	2112.32	1341.0
2014-12-18 02:05:00	ES	Futures	2112.58	2113.11	2112.32	2112.85	611.0
2014-12-18 02:10:00	ES	Futures	2112.58	2113.64	2111.79	2112.85	1349.0
2014-12-18 02:15:00	ES	Futures	2112.58	2114.69	2112.32	2114.69	2336.0
2014-12-18 02:20:00	ES	Futures	2114.43	2116.79	2114.16	2116.27	3352.0
2014-12-18 02:25:00	ES	Futures	2116.53	2116.53	2114.43	2115.48	1173.0
2014-12-18 02:30:00	ES	Futures	2115.48	2117.06	2115.48	2117.06	1619.0
2014-12-18 02:35:00	ES	Futures	2117.06	2124.95	2117.06	2123.9	10109.0
2014-12-18 02:40:00	ES	Futures	2123.9	2128.11	2123.9	2126.0	7149.0
2014-12-18 02:45:00	ES	Futures	2125.74	2125.74	2122.58	2123.37	3460.0
2014-12-18 02:50:00	ES	Futures	2123.11	2126.0	2122.85	2124.16	2665.0
2014-12-18 02:55:00	ES	Futures	2124.42	2125.48	2123.64	2124.42	2140.0
2014-12-18 03:00:00	ES	Futures	2124.16	2124.69	2121.0	2121.79	5086.0
2014-12-18 03:05:00	ES	Futures	2121.79	2124.16	2120.74	2123.64	5885.0
2014-12-18 03:10:00	ES	Futures	2123.64	2123.9	2122.32	2123.37	3926.0
2014-12-18 03:15:00	ES	Futures	2123.11	2123.37	2121.27	2122.32	3795.0
2014-12-18 03:20:00	ES	Futures	2122.32	2122.58	2120.21	2120.74	2259.0
2014-12-18 03:25:00	ES	Futures	2120.74	2122.58	2120.48	2122.32	4494.0
2014-12-18 03:30:00	ES	Futures	2122.06	2124.16	2121.0	2123.9	3660.0
2014-12-18 03:35:00	ES	Futures	2123.64	2124.16	2122.32	2122.32	2330.0
2014-12-18 03:40:00	ES	Futures	2122.32	2124.16	2121.27	2124.16	2396.0
2014-12-18 03:45:00	ES	Futures	2124.16	2126.0	2123.9	2126.0	2368.0
2014-12-18 03:50:00	ES	Futures	2126.0	2127.32	2125.74	2126.79	3538.0
2014-12-18 03:55:00	ES	Futures	2126.79	2128.37	2126.79	2127.85	3078.0
2014-12-18 04:00:00	ES	Futures	2128.11	2128.64	2127.06	2127.85	2392.0
2014-12-18 04:05:00	ES	Futures	2127.85	2131.27	2127.32	2129.42	4895.0

> showing 50 of 14,625 rows — these rows as CSV

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