PREVIEW / futures_5min / 2014-12-31

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-12-31.parquet
  size:    154 KB
  rows:    8,879

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
2014-12-31 00:00:00	ES	Futures	2190.21	2190.48	2189.95	2190.21	388.0
2014-12-31 00:05:00	ES	Futures	2190.21	2190.48	2190.21	2190.21	52.0
2014-12-31 00:10:00	ES	Futures	2190.21	2190.48	2190.21	2190.48	55.0
2014-12-31 00:15:00	ES	Futures	2190.48	2190.48	2190.21	2190.21	153.0
2014-12-31 00:20:00	ES	Futures	2189.95	2190.21	2189.95	2189.95	73.0
2014-12-31 00:25:00	ES	Futures	2190.21	2190.21	2189.95	2190.21	21.0
2014-12-31 00:30:00	ES	Futures	2189.95	2190.21	2189.95	2189.95	86.0
2014-12-31 00:35:00	ES	Futures	2190.21	2190.21	2189.69	2189.95	187.0
2014-12-31 00:40:00	ES	Futures	2189.95	2189.95	2189.69	2189.95	11.0
2014-12-31 00:45:00	ES	Futures	2189.69	2190.48	2189.69	2190.21	152.0
2014-12-31 00:50:00	ES	Futures	2190.21	2190.21	2189.95	2190.21	8.0
2014-12-31 00:55:00	ES	Futures	2190.21	2190.21	2189.69	2189.69	119.0
2014-12-31 01:00:00	ES	Futures	2189.69	2190.21	2189.69	2189.95	82.0
2014-12-31 01:05:00	ES	Futures	2189.69	2189.95	2189.69	2189.95	7.0
2014-12-31 01:10:00	ES	Futures	2189.69	2189.95	2189.69	2189.69	21.0
2014-12-31 01:15:00	ES	Futures	2189.95	2189.95	2189.69	2189.69	21.0
2014-12-31 01:20:00	ES	Futures	2189.95	2189.95	2189.69	2189.69	31.0
2014-12-31 01:25:00	ES	Futures	2189.95	2189.95	2189.69	2189.69	7.0
2014-12-31 01:30:00	ES	Futures	2189.69	2189.95	2189.69	2189.69	16.0
2014-12-31 01:35:00	ES	Futures	2189.69	2189.95	2189.69	2189.69	14.0
2014-12-31 01:40:00	ES	Futures	2189.69	2189.95	2189.69	2189.69	7.0
2014-12-31 01:45:00	ES	Futures	2189.69	2189.69	2189.69	2189.69	13.0
2014-12-31 01:50:00	ES	Futures	2189.69	2190.21	2189.69	2190.21	121.0
2014-12-31 01:55:00	ES	Futures	2189.95	2190.21	2189.95	2190.21	18.0
2014-12-31 02:00:00	ES	Futures	2189.95	2190.48	2189.95	2190.48	373.0
2014-12-31 02:05:00	ES	Futures	2190.48	2190.48	2189.95	2190.21	275.0
2014-12-31 02:10:00	ES	Futures	2190.21	2190.21	2189.95	2190.21	149.0
2014-12-31 02:15:00	ES	Futures	2190.21	2192.32	2189.95	2191.79	1259.0
2014-12-31 02:20:00	ES	Futures	2191.79	2192.32	2191.79	2192.05	263.0
2014-12-31 02:25:00	ES	Futures	2192.05	2192.32	2191.53	2191.53	302.0
2014-12-31 02:30:00	ES	Futures	2191.53	2191.53	2191.0	2191.27	321.0
2014-12-31 02:35:00	ES	Futures	2191.27	2191.27	2191.0	2191.27	98.0
2014-12-31 02:40:00	ES	Futures	2191.27	2191.27	2191.0	2191.27	124.0
2014-12-31 02:45:00	ES	Futures	2191.27	2191.27	2191.0	2191.27	67.0
2014-12-31 02:50:00	ES	Futures	2191.27	2191.27	2190.74	2191.27	151.0
2014-12-31 02:55:00	ES	Futures	2191.27	2191.27	2191.0	2191.0	33.0
2014-12-31 03:00:00	ES	Futures	2191.27	2191.79	2191.0	2191.53	278.0
2014-12-31 03:05:00	ES	Futures	2191.53	2191.53	2190.74	2191.27	189.0
2014-12-31 03:10:00	ES	Futures	2191.0	2191.27	2190.48	2191.0	208.0
2014-12-31 03:15:00	ES	Futures	2190.74	2190.74	2190.48	2190.74	101.0
2014-12-31 03:20:00	ES	Futures	2190.74	2190.74	2189.95	2190.21	179.0
2014-12-31 03:25:00	ES	Futures	2190.21	2190.21	2189.42	2189.42	478.0
2014-12-31 03:30:00	ES	Futures	2189.69	2189.95	2189.69	2189.95	130.0
2014-12-31 03:35:00	ES	Futures	2189.95	2190.48	2189.69	2190.48	118.0
2014-12-31 03:40:00	ES	Futures	2190.48	2191.27	2190.21	2191.27	310.0
2014-12-31 03:45:00	ES	Futures	2191.0	2191.27	2190.74	2191.0	140.0
2014-12-31 03:50:00	ES	Futures	2191.0	2191.0	2190.74	2190.74	165.0
2014-12-31 03:55:00	ES	Futures	2190.74	2191.0	2190.48	2190.74	223.0
2014-12-31 04:00:00	ES	Futures	2190.74	2191.0	2190.48	2190.74	218.0
2014-12-31 04:05:00	ES	Futures	2190.74	2191.0	2190.48	2190.74	118.0

> showing 50 of 8,879 rows — these rows as CSV

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