PREVIEW / futures_5min / 2014-12-29

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-12-29.parquet
  size:    209 KB
  rows:    13,661

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
2014-12-29 00:00:00	ES	Futures	2195.74	2195.74	2195.48	2195.48	124.0
2014-12-29 00:05:00	ES	Futures	2195.48	2195.48	2194.42	2194.95	373.0
2014-12-29 00:10:00	ES	Futures	2194.95	2194.95	2194.69	2194.69	196.0
2014-12-29 00:15:00	ES	Futures	2194.95	2194.95	2194.42	2194.95	175.0
2014-12-29 00:20:00	ES	Futures	2195.21	2195.21	2194.69	2195.21	338.0
2014-12-29 00:25:00	ES	Futures	2195.21	2195.48	2195.21	2195.48	61.0
2014-12-29 00:30:00	ES	Futures	2195.48	2196.0	2195.48	2196.0	207.0
2014-12-29 00:35:00	ES	Futures	2195.74	2196.0	2195.48	2195.74	174.0
2014-12-29 00:40:00	ES	Futures	2195.74	2195.74	2194.95	2195.21	165.0
2014-12-29 00:45:00	ES	Futures	2195.21	2196.0	2195.21	2195.74	90.0
2014-12-29 00:50:00	ES	Futures	2195.74	2196.27	2195.74	2195.74	146.0
2014-12-29 00:55:00	ES	Futures	2195.74	2195.74	2195.21	2195.48	103.0
2014-12-29 01:00:00	ES	Futures	2195.48	2195.74	2194.95	2195.21	166.0
2014-12-29 01:05:00	ES	Futures	2195.21	2195.21	2194.95	2195.21	115.0
2014-12-29 01:10:00	ES	Futures	2195.21	2195.21	2195.21	2195.21	30.0
2014-12-29 01:15:00	ES	Futures	2195.21	2195.21	2194.95	2195.21	42.0
2014-12-29 01:20:00	ES	Futures	2195.21	2195.48	2195.21	2195.48	17.0
2014-12-29 01:25:00	ES	Futures	2195.74	2195.74	2195.48	2195.48	17.0
2014-12-29 01:30:00	ES	Futures	2195.48	2196.0	2195.48	2196.0	37.0
2014-12-29 01:35:00	ES	Futures	2195.74	2196.27	2195.74	2196.0	79.0
2014-12-29 01:40:00	ES	Futures	2196.0	2196.27	2196.0	2196.0	51.0
2014-12-29 01:45:00	ES	Futures	2196.0	2196.27	2196.0	2196.0	72.0
2014-12-29 01:50:00	ES	Futures	2196.0	2196.27	2196.0	2196.27	17.0
2014-12-29 01:55:00	ES	Futures	2196.0	2196.27	2196.0	2196.0	48.0
2014-12-29 02:00:00	ES	Futures	2196.27	2196.53	2195.74	2196.0	818.0
2014-12-29 02:05:00	ES	Futures	2196.27	2196.53	2196.0	2196.27	288.0
2014-12-29 02:10:00	ES	Futures	2196.0	2196.27	2195.48	2195.74	303.0
2014-12-29 02:15:00	ES	Futures	2195.48	2195.74	2194.95	2195.21	290.0
2014-12-29 02:20:00	ES	Futures	2195.21	2195.48	2194.95	2195.21	188.0
2014-12-29 02:25:00	ES	Futures	2195.21	2195.48	2194.95	2194.95	178.0
2014-12-29 02:30:00	ES	Futures	2195.21	2195.21	2194.69	2194.95	159.0
2014-12-29 02:35:00	ES	Futures	2194.95	2194.95	2194.69	2194.95	182.0
2014-12-29 02:40:00	ES	Futures	2194.95	2195.48	2194.95	2194.95	166.0
2014-12-29 02:45:00	ES	Futures	2194.95	2195.21	2194.69	2195.21	188.0
2014-12-29 02:50:00	ES	Futures	2194.95	2194.95	2194.69	2194.69	231.0
2014-12-29 02:55:00	ES	Futures	2194.42	2194.69	2194.42	2194.69	87.0
2014-12-29 03:00:00	ES	Futures	2194.69	2195.48	2193.63	2193.9	1033.0
2014-12-29 03:05:00	ES	Futures	2193.9	2194.69	2193.37	2194.42	1077.0
2014-12-29 03:10:00	ES	Futures	2194.69	2194.69	2193.63	2194.16	576.0
2014-12-29 03:15:00	ES	Futures	2194.16	2194.95	2193.63	2194.16	733.0
2014-12-29 03:20:00	ES	Futures	2194.16	2194.69	2193.9	2194.42	612.0
2014-12-29 03:25:00	ES	Futures	2194.69	2194.69	2194.16	2194.69	474.0
2014-12-29 03:30:00	ES	Futures	2194.42	2194.69	2194.16	2194.16	732.0
2014-12-29 03:35:00	ES	Futures	2194.16	2194.69	2193.63	2194.69	1052.0
2014-12-29 03:40:00	ES	Futures	2194.69	2194.69	2193.63	2193.9	701.0
2014-12-29 03:45:00	ES	Futures	2193.9	2195.21	2193.9	2194.95	745.0
2014-12-29 03:50:00	ES	Futures	2195.21	2195.21	2194.42	2194.69	389.0
2014-12-29 03:55:00	ES	Futures	2194.42	2194.95	2193.9	2193.9	409.0
2014-12-29 04:00:00	ES	Futures	2194.16	2194.16	2193.63	2193.63	1024.0
2014-12-29 04:05:00	ES	Futures	2193.63	2193.9	2193.11	2193.63	1519.0

> showing 50 of 13,661 rows — these rows as CSV

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