PREVIEW / futures_5min / 2013-01-16

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-01-16.parquet
  size:    219 KB
  rows:    14,946

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
2013-01-16 00:00:00	ES	Futures	1503.88	1504.14	1503.88	1503.88	126.0
2013-01-16 00:05:00	ES	Futures	1503.88	1504.14	1503.62	1503.62	476.0
2013-01-16 00:10:00	ES	Futures	1503.62	1504.14	1503.37	1503.62	730.0
2013-01-16 00:15:00	ES	Futures	1503.37	1503.62	1503.11	1503.11	535.0
2013-01-16 00:20:00	ES	Futures	1503.11	1503.37	1502.6	1502.6	936.0
2013-01-16 00:25:00	ES	Futures	1502.6	1502.85	1501.83	1501.83	1651.0
2013-01-16 00:30:00	ES	Futures	1501.83	1502.34	1501.83	1501.83	752.0
2013-01-16 00:35:00	ES	Futures	1501.83	1502.08	1501.31	1501.31	1992.0
2013-01-16 00:40:00	ES	Futures	1501.31	1501.57	1501.06	1501.57	1354.0
2013-01-16 00:45:00	ES	Futures	1501.57	1501.83	1501.06	1501.06	822.0
2013-01-16 00:50:00	ES	Futures	1501.06	1501.31	1500.8	1501.31	862.0
2013-01-16 00:55:00	ES	Futures	1501.31	1502.08	1501.31	1502.08	821.0
2013-01-16 01:00:00	ES	Futures	1502.08	1502.08	1501.06	1501.06	909.0
2013-01-16 01:05:00	ES	Futures	1501.06	1501.31	1501.06	1501.06	528.0
2013-01-16 01:10:00	ES	Futures	1501.06	1501.31	1500.8	1500.8	384.0
2013-01-16 01:15:00	ES	Futures	1500.8	1501.06	1500.54	1500.8	1051.0
2013-01-16 01:20:00	ES	Futures	1500.8	1500.8	1500.54	1500.54	650.0
2013-01-16 01:25:00	ES	Futures	1500.54	1500.8	1500.54	1500.8	349.0
2013-01-16 01:30:00	ES	Futures	1500.8	1501.31	1500.8	1501.06	131.0
2013-01-16 01:35:00	ES	Futures	1501.06	1501.31	1501.06	1501.06	233.0
2013-01-16 01:40:00	ES	Futures	1501.06	1501.83	1500.8	1501.57	828.0
2013-01-16 01:45:00	ES	Futures	1501.83	1502.34	1501.83	1502.34	783.0
2013-01-16 01:50:00	ES	Futures	1502.08	1502.85	1502.08	1502.34	715.0
2013-01-16 01:55:00	ES	Futures	1502.08	1502.6	1502.08	1502.34	239.0
2013-01-16 02:00:00	ES	Futures	1502.34	1502.34	1501.83	1502.08	507.0
2013-01-16 02:05:00	ES	Futures	1501.83	1502.34	1501.57	1501.57	1143.0
2013-01-16 02:10:00	ES	Futures	1501.83	1502.34	1501.57	1502.34	702.0
2013-01-16 02:15:00	ES	Futures	1502.34	1502.6	1501.31	1501.83	1002.0
2013-01-16 02:20:00	ES	Futures	1501.83	1502.34	1501.57	1501.57	519.0
2013-01-16 02:25:00	ES	Futures	1501.83	1502.08	1501.06	1501.06	886.0
2013-01-16 02:30:00	ES	Futures	1501.31	1501.31	1500.54	1501.06	1115.0
2013-01-16 02:35:00	ES	Futures	1500.8	1501.06	1500.8	1500.8	900.0
2013-01-16 02:40:00	ES	Futures	1500.8	1501.06	1500.54	1500.8	921.0
2013-01-16 02:45:00	ES	Futures	1500.54	1500.8	1500.29	1500.54	1413.0
2013-01-16 02:50:00	ES	Futures	1500.54	1500.8	1500.29	1500.29	815.0
2013-01-16 02:55:00	ES	Futures	1500.54	1500.8	1500.29	1500.54	565.0
2013-01-16 03:00:00	ES	Futures	1500.54	1500.8	1500.03	1500.54	1480.0
2013-01-16 03:05:00	ES	Futures	1500.8	1501.06	1500.54	1501.06	2685.0
2013-01-16 03:10:00	ES	Futures	1501.06	1501.57	1500.8	1501.57	1289.0
2013-01-16 03:15:00	ES	Futures	1501.57	1501.83	1500.8	1500.8	3213.0
2013-01-16 03:20:00	ES	Futures	1500.8	1501.57	1500.54	1501.06	2372.0
2013-01-16 03:25:00	ES	Futures	1500.8	1501.57	1500.29	1500.29	1698.0
2013-01-16 03:30:00	ES	Futures	1500.29	1500.54	1499.52	1499.77	3602.0
2013-01-16 03:35:00	ES	Futures	1499.77	1500.03	1499.26	1499.26	1587.0
2013-01-16 03:40:00	ES	Futures	1499.52	1500.03	1499.26	1499.77	1618.0
2013-01-16 03:45:00	ES	Futures	1499.52	1499.77	1499.26	1499.52	1709.0
2013-01-16 03:50:00	ES	Futures	1499.52	1500.03	1499.52	1499.77	781.0
2013-01-16 03:55:00	ES	Futures	1499.52	1500.29	1499.52	1499.77	1026.0
2013-01-16 04:00:00	ES	Futures	1499.77	1500.03	1499.26	1499.77	1945.0
2013-01-16 04:05:00	ES	Futures	1499.77	1500.03	1499.01	1499.01	3030.0

> showing 50 of 14,946 rows — these rows as CSV

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