PREVIEW / futures_5min / 2013-01-27

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-01-27.parquet
  size:    43 KB
  rows:    2,523

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
2013-01-27 18:00:00	ES	Futures	1535.18	1535.44	1533.9	1534.16	1643.0
2013-01-27 18:05:00	ES	Futures	1534.16	1534.41	1533.9	1534.41	474.0
2013-01-27 18:10:00	ES	Futures	1534.41	1534.41	1534.16	1534.16	219.0
2013-01-27 18:15:00	ES	Futures	1533.9	1534.67	1533.9	1534.67	260.0
2013-01-27 18:20:00	ES	Futures	1534.67	1535.18	1534.67	1534.67	629.0
2013-01-27 18:25:00	ES	Futures	1534.93	1534.93	1534.16	1534.67	377.0
2013-01-27 18:30:00	ES	Futures	1534.67	1534.93	1534.41	1534.67	112.0
2013-01-27 18:35:00	ES	Futures	1534.41	1534.67	1534.41	1534.67	11.0
2013-01-27 18:40:00	ES	Futures	1534.67	1534.67	1534.41	1534.67	34.0
2013-01-27 18:45:00	ES	Futures	1534.67	1534.67	1534.41	1534.41	53.0
2013-01-27 18:50:00	ES	Futures	1534.41	1534.93	1534.41	1534.93	166.0
2013-01-27 18:55:00	ES	Futures	1534.67	1534.93	1534.67	1534.67	186.0
2013-01-27 19:00:00	ES	Futures	1534.67	1534.67	1534.16	1534.16	430.0
2013-01-27 19:05:00	ES	Futures	1534.16	1534.41	1533.9	1534.16	493.0
2013-01-27 19:10:00	ES	Futures	1534.16	1534.67	1533.9	1534.41	417.0
2013-01-27 19:15:00	ES	Futures	1534.41	1534.41	1533.39	1533.9	891.0
2013-01-27 19:20:00	ES	Futures	1533.9	1534.16	1533.64	1534.16	237.0
2013-01-27 19:25:00	ES	Futures	1533.9	1534.93	1533.9	1534.67	699.0
2013-01-27 19:30:00	ES	Futures	1534.93	1535.18	1534.67	1534.93	289.0
2013-01-27 19:35:00	ES	Futures	1535.18	1535.18	1534.93	1535.18	326.0
2013-01-27 19:40:00	ES	Futures	1535.44	1536.21	1535.18	1535.95	891.0
2013-01-27 19:45:00	ES	Futures	1535.95	1536.21	1535.7	1535.7	469.0
2013-01-27 19:50:00	ES	Futures	1535.7	1536.21	1535.44	1535.95	593.0
2013-01-27 19:55:00	ES	Futures	1535.95	1536.72	1535.95	1536.72	596.0
2013-01-27 20:00:00	ES	Futures	1536.47	1536.72	1536.21	1536.72	433.0
2013-01-27 20:05:00	ES	Futures	1536.47	1536.72	1536.21	1536.21	380.0
2013-01-27 20:10:00	ES	Futures	1536.21	1536.21	1535.44	1535.7	752.0
2013-01-27 20:15:00	ES	Futures	1535.95	1535.95	1535.7	1535.7	346.0
2013-01-27 20:20:00	ES	Futures	1535.7	1536.98	1535.7	1536.47	559.0
2013-01-27 20:25:00	ES	Futures	1536.72	1536.72	1536.21	1536.47	478.0
2013-01-27 20:30:00	ES	Futures	1536.72	1536.98	1536.21	1536.47	938.0
2013-01-27 20:35:00	ES	Futures	1536.72	1536.72	1536.21	1536.21	360.0
2013-01-27 20:40:00	ES	Futures	1536.21	1536.47	1535.7	1535.7	722.0
2013-01-27 20:45:00	ES	Futures	1535.95	1536.72	1535.95	1536.47	295.0
2013-01-27 20:50:00	ES	Futures	1536.72	1536.72	1536.21	1536.47	407.0
2013-01-27 20:55:00	ES	Futures	1536.72	1536.72	1535.7	1535.95	971.0
2013-01-27 21:00:00	ES	Futures	1535.7	1536.21	1535.7	1535.7	475.0
2013-01-27 21:05:00	ES	Futures	1535.7	1535.95	1535.44	1535.95	221.0
2013-01-27 21:10:00	ES	Futures	1535.7	1536.21	1535.7	1535.95	329.0
2013-01-27 21:15:00	ES	Futures	1535.95	1536.47	1535.95	1536.21	218.0
2013-01-27 21:20:00	ES	Futures	1535.95	1536.47	1535.95	1536.21	286.0
2013-01-27 21:25:00	ES	Futures	1536.21	1536.47	1536.21	1536.21	122.0
2013-01-27 21:30:00	ES	Futures	1536.21	1536.47	1536.21	1536.21	96.0
2013-01-27 21:35:00	ES	Futures	1536.21	1536.47	1536.21	1536.21	60.0
2013-01-27 21:40:00	ES	Futures	1536.21	1536.47	1536.21	1536.47	37.0
2013-01-27 21:45:00	ES	Futures	1536.47	1536.47	1536.21	1536.21	26.0
2013-01-27 21:50:00	ES	Futures	1536.21	1536.47	1536.21	1536.47	38.0
2013-01-27 21:55:00	ES	Futures	1536.47	1536.47	1536.21	1536.21	76.0
2013-01-27 22:00:00	ES	Futures	1536.21	1536.47	1536.21	1536.21	26.0
2013-01-27 22:05:00	ES	Futures	1536.21	1536.47	1536.21	1536.47	22.0

> showing 50 of 2,523 rows — these rows as CSV

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