PREVIEW / futures_5min / 2014-12-28

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-12-28.parquet
  size:    42 KB
  rows:    2,215

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
2014-12-28 18:00:00	ES	Futures	2195.74	2196.0	2194.16	2195.21	1606.0
2014-12-28 18:05:00	ES	Futures	2195.21	2195.21	2193.37	2194.16	653.0
2014-12-28 18:10:00	ES	Futures	2193.9	2194.16	2193.63	2193.63	161.0
2014-12-28 18:15:00	ES	Futures	2193.63	2193.63	2193.37	2193.37	104.0
2014-12-28 18:20:00	ES	Futures	2193.63	2193.9	2193.11	2193.9	272.0
2014-12-28 18:25:00	ES	Futures	2193.9	2193.9	2193.63	2193.9	85.0
2014-12-28 18:30:00	ES	Futures	2193.9	2194.16	2193.9	2194.16	120.0
2014-12-28 18:35:00	ES	Futures	2194.16	2194.16	2193.9	2194.16	80.0
2014-12-28 18:40:00	ES	Futures	2194.16	2194.42	2193.9	2194.16	91.0
2014-12-28 18:45:00	ES	Futures	2194.16	2194.16	2193.9	2194.16	288.0
2014-12-28 18:50:00	ES	Futures	2194.42	2194.69	2194.16	2194.69	194.0
2014-12-28 18:55:00	ES	Futures	2194.69	2194.69	2194.42	2194.42	44.0
2014-12-28 19:00:00	ES	Futures	2194.69	2194.95	2194.69	2194.95	235.0
2014-12-28 19:05:00	ES	Futures	2194.69	2194.95	2194.69	2194.95	102.0
2014-12-28 19:10:00	ES	Futures	2194.95	2195.21	2194.95	2195.21	51.0
2014-12-28 19:15:00	ES	Futures	2195.21	2195.48	2194.95	2195.21	198.0
2014-12-28 19:20:00	ES	Futures	2195.21	2195.21	2194.95	2195.21	28.0
2014-12-28 19:25:00	ES	Futures	2195.21	2195.21	2194.95	2195.21	61.0
2014-12-28 19:30:00	ES	Futures	2195.21	2195.21	2194.95	2195.21	83.0
2014-12-28 19:35:00	ES	Futures	2194.95	2195.48	2194.95	2194.95	92.0
2014-12-28 19:40:00	ES	Futures	2195.21	2195.21	2194.95	2194.95	150.0
2014-12-28 19:45:00	ES	Futures	2194.69	2194.95	2194.69	2194.69	44.0
2014-12-28 19:50:00	ES	Futures	2194.69	2194.95	2194.69	2194.95	21.0
2014-12-28 19:55:00	ES	Futures	2194.95	2194.95	2194.69	2194.69	31.0
2014-12-28 20:00:00	ES	Futures	2194.95	2195.21	2194.95	2194.95	70.0
2014-12-28 20:05:00	ES	Futures	2195.21	2195.21	2194.95	2195.21	25.0
2014-12-28 20:10:00	ES	Futures	2194.95	2195.21	2194.95	2195.21	89.0
2014-12-28 20:15:00	ES	Futures	2195.21	2196.27	2195.21	2196.27	333.0
2014-12-28 20:20:00	ES	Futures	2196.27	2196.53	2195.74	2196.53	479.0
2014-12-28 20:25:00	ES	Futures	2196.27	2196.79	2196.27	2196.79	464.0
2014-12-28 20:30:00	ES	Futures	2196.79	2196.79	2196.53	2196.53	114.0
2014-12-28 20:35:00	ES	Futures	2196.53	2196.79	2196.27	2196.53	117.0
2014-12-28 20:40:00	ES	Futures	2196.53	2196.79	2196.53	2196.53	149.0
2014-12-28 20:45:00	ES	Futures	2196.53	2197.05	2196.53	2196.79	129.0
2014-12-28 20:50:00	ES	Futures	2196.79	2196.79	2196.27	2196.53	186.0
2014-12-28 20:55:00	ES	Futures	2196.79	2196.79	2196.53	2196.53	214.0
2014-12-28 21:00:00	ES	Futures	2196.53	2196.79	2196.53	2196.79	109.0
2014-12-28 21:05:00	ES	Futures	2196.53	2196.79	2196.53	2196.79	73.0
2014-12-28 21:10:00	ES	Futures	2196.53	2196.79	2196.53	2196.79	97.0
2014-12-28 21:15:00	ES	Futures	2196.53	2196.79	2196.53	2196.53	79.0
2014-12-28 21:20:00	ES	Futures	2196.53	2196.79	2196.27	2196.53	83.0
2014-12-28 21:25:00	ES	Futures	2196.53	2196.79	2196.27	2196.27	194.0
2014-12-28 21:30:00	ES	Futures	2196.27	2196.53	2196.0	2196.27	291.0
2014-12-28 21:35:00	ES	Futures	2196.27	2196.53	2196.0	2196.0	161.0
2014-12-28 21:40:00	ES	Futures	2196.27	2196.27	2195.48	2195.74	233.0
2014-12-28 21:45:00	ES	Futures	2195.74	2195.74	2194.95	2195.48	265.0
2014-12-28 21:50:00	ES	Futures	2195.48	2195.74	2194.95	2195.48	381.0
2014-12-28 21:55:00	ES	Futures	2195.74	2195.74	2195.48	2195.48	41.0
2014-12-28 22:00:00	ES	Futures	2195.74	2195.74	2195.21	2195.48	166.0
2014-12-28 22:05:00	ES	Futures	2195.74	2196.0	2195.74	2195.74	137.0

> showing 50 of 2,215 rows — these rows as CSV

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