PREVIEW / futures_5min / 2013-01-24

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-01-24.parquet
  size:    241 KB
  rows:    15,056

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
2013-01-24 00:00:00	ES	Futures	1523.38	1523.64	1522.87	1523.64	604.0
2013-01-24 00:05:00	ES	Futures	1523.89	1523.89	1523.38	1523.89	332.0
2013-01-24 00:10:00	ES	Futures	1523.89	1523.89	1523.64	1523.89	240.0
2013-01-24 00:15:00	ES	Futures	1523.89	1523.89	1523.38	1523.38	246.0
2013-01-24 00:20:00	ES	Futures	1523.64	1524.15	1523.38	1524.15	261.0
2013-01-24 00:25:00	ES	Futures	1523.89	1524.66	1523.64	1524.66	507.0
2013-01-24 00:30:00	ES	Futures	1524.41	1525.18	1524.15	1525.18	816.0
2013-01-24 00:35:00	ES	Futures	1524.92	1525.18	1524.41	1524.92	719.0
2013-01-24 00:40:00	ES	Futures	1524.92	1524.92	1524.66	1524.92	396.0
2013-01-24 00:45:00	ES	Futures	1524.92	1524.92	1524.66	1524.92	240.0
2013-01-24 00:50:00	ES	Futures	1524.92	1524.92	1524.41	1524.66	182.0
2013-01-24 00:55:00	ES	Futures	1524.66	1524.66	1524.41	1524.41	156.0
2013-01-24 01:00:00	ES	Futures	1524.66	1524.66	1524.41	1524.41	385.0
2013-01-24 01:05:00	ES	Futures	1524.66	1524.66	1524.41	1524.66	206.0
2013-01-24 01:10:00	ES	Futures	1524.66	1524.66	1524.41	1524.66	115.0
2013-01-24 01:15:00	ES	Futures	1524.66	1524.66	1524.15	1524.15	178.0
2013-01-24 01:20:00	ES	Futures	1524.15	1524.41	1523.89	1524.15	275.0
2013-01-24 01:25:00	ES	Futures	1524.15	1524.66	1524.15	1524.66	319.0
2013-01-24 01:30:00	ES	Futures	1524.41	1524.66	1524.15	1524.41	338.0
2013-01-24 01:35:00	ES	Futures	1524.66	1524.66	1524.41	1524.66	137.0
2013-01-24 01:40:00	ES	Futures	1524.66	1525.43	1524.41	1525.43	518.0
2013-01-24 01:45:00	ES	Futures	1525.43	1525.43	1524.92	1525.18	268.0
2013-01-24 01:50:00	ES	Futures	1525.18	1525.95	1525.18	1525.95	756.0
2013-01-24 01:55:00	ES	Futures	1525.69	1525.95	1525.69	1525.69	265.0
2013-01-24 02:00:00	ES	Futures	1525.69	1526.2	1525.43	1525.69	856.0
2013-01-24 02:05:00	ES	Futures	1525.69	1526.2	1525.43	1525.95	626.0
2013-01-24 02:10:00	ES	Futures	1525.95	1526.2	1525.18	1525.18	600.0
2013-01-24 02:15:00	ES	Futures	1525.18	1525.43	1524.92	1524.92	1146.0
2013-01-24 02:20:00	ES	Futures	1524.92	1525.43	1524.92	1525.18	628.0
2013-01-24 02:25:00	ES	Futures	1524.92	1525.43	1524.92	1525.18	546.0
2013-01-24 02:30:00	ES	Futures	1525.18	1525.95	1525.18	1525.69	738.0
2013-01-24 02:35:00	ES	Futures	1525.95	1525.95	1525.43	1525.43	469.0
2013-01-24 02:40:00	ES	Futures	1525.69	1525.69	1525.43	1525.43	306.0
2013-01-24 02:45:00	ES	Futures	1525.43	1525.69	1525.18	1525.18	239.0
2013-01-24 02:50:00	ES	Futures	1525.18	1525.43	1524.66	1524.92	401.0
2013-01-24 02:55:00	ES	Futures	1524.66	1524.92	1523.12	1523.89	2672.0
2013-01-24 03:00:00	ES	Futures	1523.64	1523.89	1522.35	1523.64	5184.0
2013-01-24 03:05:00	ES	Futures	1523.64	1523.64	1522.61	1523.12	3752.0
2013-01-24 03:10:00	ES	Futures	1523.12	1524.15	1522.87	1523.38	4108.0
2013-01-24 03:15:00	ES	Futures	1523.64	1523.89	1523.12	1523.89	1778.0
2013-01-24 03:20:00	ES	Futures	1523.64	1524.41	1523.12	1524.15	2218.0
2013-01-24 03:25:00	ES	Futures	1524.15	1526.46	1523.89	1526.2	7264.0
2013-01-24 03:30:00	ES	Futures	1525.95	1526.72	1525.18	1525.69	4723.0
2013-01-24 03:35:00	ES	Futures	1525.95	1526.2	1524.92	1524.92	2362.0
2013-01-24 03:40:00	ES	Futures	1525.18	1525.18	1524.15	1524.41	3345.0
2013-01-24 03:45:00	ES	Futures	1524.41	1525.18	1524.41	1525.18	1434.0
2013-01-24 03:50:00	ES	Futures	1525.18	1525.43	1524.66	1524.92	991.0
2013-01-24 03:55:00	ES	Futures	1524.92	1525.43	1524.92	1525.18	569.0
2013-01-24 04:00:00	ES	Futures	1525.18	1526.2	1525.18	1525.43	1508.0
2013-01-24 04:05:00	ES	Futures	1525.43	1525.95	1525.18	1525.69	1404.0

> showing 50 of 15,056 rows — these rows as CSV

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