PREVIEW / futures_5min / 2014-12-25

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-12-25.parquet
  size:    33 KB
  rows:    1,803

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
2014-12-25 18:00:00	ES	Futures	2188.11	2190.21	2187.84	2189.95	820.0
2014-12-25 18:05:00	ES	Futures	2189.95	2191.53	2189.95	2191.0	334.0
2014-12-25 18:10:00	ES	Futures	2191.0	2191.53	2191.0	2191.27	101.0
2014-12-25 18:15:00	ES	Futures	2191.27	2191.79	2191.27	2191.53	60.0
2014-12-25 18:20:00	ES	Futures	2191.27	2191.27	2191.0	2191.0	62.0
2014-12-25 18:25:00	ES	Futures	2191.0	2191.27	2190.74	2191.0	68.0
2014-12-25 18:30:00	ES	Futures	2191.27	2191.27	2191.0	2191.27	87.0
2014-12-25 18:35:00	ES	Futures	2191.0	2191.27	2191.0	2191.27	15.0
2014-12-25 18:40:00	ES	Futures	2191.27	2191.53	2191.0	2191.0	44.0
2014-12-25 18:45:00	ES	Futures	2191.0	2191.53	2191.0	2191.53	13.0
2014-12-25 18:50:00	ES	Futures	2191.27	2191.27	2191.27	2191.27	50.0
2014-12-25 18:55:00	ES	Futures	2191.27	2191.53	2191.27	2191.53	53.0
2014-12-25 19:00:00	ES	Futures	2191.53	2191.53	2191.53	2191.53	40.0
2014-12-25 19:05:00	ES	Futures	2191.53	2191.53	2191.27	2191.27	31.0
2014-12-25 19:10:00	ES	Futures	2191.27	2192.58	2191.27	2192.05	481.0
2014-12-25 19:15:00	ES	Futures	2192.05	2192.05	2191.79	2192.05	63.0
2014-12-25 19:20:00	ES	Futures	2192.05	2192.05	2191.79	2191.79	62.0
2014-12-25 19:25:00	ES	Futures	2191.79	2191.79	2191.53	2191.53	6.0
2014-12-25 19:30:00	ES	Futures	2191.53	2192.05	2191.53	2192.05	64.0
2014-12-25 19:35:00	ES	Futures	2192.05	2192.05	2191.79	2191.79	59.0
2014-12-25 19:40:00	ES	Futures	2191.53	2191.53	2191.27	2191.27	52.0
2014-12-25 19:45:00	ES	Futures	2191.27	2191.53	2191.27	2191.53	21.0
2014-12-25 19:50:00	ES	Futures	2191.53	2191.53	2191.27	2191.27	30.0
2014-12-25 19:55:00	ES	Futures	2191.53	2191.79	2191.53	2191.53	66.0
2014-12-25 20:00:00	ES	Futures	2191.53	2191.79	2191.53	2191.53	79.0
2014-12-25 20:05:00	ES	Futures	2191.53	2191.79	2191.27	2191.79	39.0
2014-12-25 20:10:00	ES	Futures	2191.79	2191.79	2191.27	2191.53	19.0
2014-12-25 20:15:00	ES	Futures	2191.27	2191.53	2191.27	2191.53	10.0
2014-12-25 20:20:00	ES	Futures	2191.53	2191.53	2191.27	2191.27	33.0
2014-12-25 20:25:00	ES	Futures	2191.27	2191.53	2191.27	2191.53	56.0
2014-12-25 20:30:00	ES	Futures	2191.79	2191.79	2191.79	2191.79	6.0
2014-12-25 20:35:00	ES	Futures	2191.79	2192.58	2191.79	2192.58	267.0
2014-12-25 20:40:00	ES	Futures	2192.32	2192.58	2192.05	2192.32	128.0
2014-12-25 20:45:00	ES	Futures	2192.32	2192.32	2192.32	2192.32	19.0
2014-12-25 20:50:00	ES	Futures	2192.32	2192.58	2192.32	2192.32	183.0
2014-12-25 20:55:00	ES	Futures	2192.58	2192.58	2192.05	2192.05	66.0
2014-12-25 21:00:00	ES	Futures	2191.79	2192.05	2191.79	2192.05	87.0
2014-12-25 21:05:00	ES	Futures	2192.05	2192.05	2191.79	2192.05	8.0
2014-12-25 21:10:00	ES	Futures	2192.05	2192.05	2191.79	2191.79	89.0
2014-12-25 21:15:00	ES	Futures	2191.79	2191.79	2191.53	2191.79	83.0
2014-12-25 21:20:00	ES	Futures	2192.05	2192.05	2191.79	2191.79	61.0
2014-12-25 21:25:00	ES	Futures	2191.79	2191.79	2191.79	2191.79	45.0
2014-12-25 21:30:00	ES	Futures	2191.79	2191.79	2191.27	2191.27	122.0
2014-12-25 21:35:00	ES	Futures	2191.27	2191.53	2191.27	2191.53	28.0
2014-12-25 21:40:00	ES	Futures	2191.53	2191.53	2191.53	2191.53	28.0
2014-12-25 21:45:00	ES	Futures	2191.53	2191.53	2191.27	2191.27	7.0
2014-12-25 21:50:00	ES	Futures	2191.27	2191.53	2191.27	2191.53	29.0
2014-12-25 21:55:00	ES	Futures	2191.53	2191.53	2191.53	2191.53	23.0
2014-12-25 22:00:00	ES	Futures	2191.27	2191.53	2191.0	2191.0	93.0
2014-12-25 22:05:00	ES	Futures	2191.27	2191.27	2191.0	2191.27	38.0

> showing 50 of 1,803 rows — these rows as CSV

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