PREVIEW / futures_5min / 2013-03-15

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-03-15.parquet
  size:    188 KB
  rows:    11,932

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
2013-03-15 00:00:00	ES	Futures	1604.24	1604.49	1604.24	1604.49	225.0
2013-03-15 00:05:00	ES	Futures	1604.49	1604.49	1604.24	1604.49	105.0
2013-03-15 00:10:00	ES	Futures	1604.49	1604.75	1604.24	1604.49	737.0
2013-03-15 00:15:00	ES	Futures	1604.24	1604.49	1603.98	1604.24	549.0
2013-03-15 00:20:00	ES	Futures	1603.98	1604.49	1603.98	1604.24	265.0
2013-03-15 00:25:00	ES	Futures	1604.24	1604.49	1603.98	1604.24	227.0
2013-03-15 00:30:00	ES	Futures	1604.24	1604.49	1603.98	1604.49	344.0
2013-03-15 00:35:00	ES	Futures	1604.49	1604.49	1604.24	1604.49	155.0
2013-03-15 00:40:00	ES	Futures	1604.49	1604.49	1603.98	1604.24	256.0
2013-03-15 00:45:00	ES	Futures	1604.24	1604.49	1603.98	1604.24	318.0
2013-03-15 00:50:00	ES	Futures	1604.24	1604.49	1603.98	1604.49	226.0
2013-03-15 00:55:00	ES	Futures	1604.49	1604.49	1604.24	1604.49	312.0
2013-03-15 01:00:00	ES	Futures	1604.24	1604.49	1603.98	1604.49	328.0
2013-03-15 01:05:00	ES	Futures	1604.24	1604.75	1604.24	1604.75	342.0
2013-03-15 01:10:00	ES	Futures	1604.75	1605.01	1604.49	1604.75	702.0
2013-03-15 01:15:00	ES	Futures	1604.75	1605.01	1604.75	1605.01	464.0
2013-03-15 01:20:00	ES	Futures	1605.01	1605.27	1604.75	1605.01	735.0
2013-03-15 01:25:00	ES	Futures	1604.75	1605.27	1604.75	1605.01	637.0
2013-03-15 01:30:00	ES	Futures	1605.27	1605.27	1605.01	1605.27	282.0
2013-03-15 01:35:00	ES	Futures	1605.01	1605.27	1605.01	1605.27	81.0
2013-03-15 01:40:00	ES	Futures	1605.01	1605.27	1604.75	1605.01	204.0
2013-03-15 01:45:00	ES	Futures	1605.01	1605.01	1604.75	1604.75	176.0
2013-03-15 01:50:00	ES	Futures	1604.75	1605.01	1604.75	1604.75	158.0
2013-03-15 01:55:00	ES	Futures	1605.01	1605.01	1604.75	1604.75	242.0
2013-03-15 02:00:00	ES	Futures	1605.01	1605.78	1604.49	1605.27	3049.0
2013-03-15 02:05:00	ES	Futures	1605.27	1605.78	1605.27	1605.78	334.0
2013-03-15 02:10:00	ES	Futures	1605.78	1605.78	1605.52	1605.52	124.0
2013-03-15 02:15:00	ES	Futures	1605.52	1605.78	1605.52	1605.78	168.0
2013-03-15 02:20:00	ES	Futures	1605.52	1605.78	1605.27	1605.52	456.0
2013-03-15 02:25:00	ES	Futures	1605.52	1605.78	1605.52	1605.78	313.0
2013-03-15 02:30:00	ES	Futures	1605.52	1605.78	1605.52	1605.52	128.0
2013-03-15 02:35:00	ES	Futures	1605.52	1606.04	1605.52	1605.78	661.0
2013-03-15 02:40:00	ES	Futures	1605.78	1606.04	1605.52	1606.04	186.0
2013-03-15 02:45:00	ES	Futures	1606.04	1606.04	1605.78	1606.04	78.0
2013-03-15 02:50:00	ES	Futures	1605.78	1606.04	1605.52	1605.52	245.0
2013-03-15 02:55:00	ES	Futures	1605.78	1605.78	1605.27	1605.52	228.0
2013-03-15 03:00:00	ES	Futures	1605.27	1605.78	1605.27	1605.78	980.0
2013-03-15 03:05:00	ES	Futures	1605.78	1606.04	1605.27	1605.52	771.0
2013-03-15 03:10:00	ES	Futures	1605.78	1605.78	1605.27	1605.52	794.0
2013-03-15 03:15:00	ES	Futures	1605.52	1605.78	1604.75	1605.01	1489.0
2013-03-15 03:20:00	ES	Futures	1605.01	1605.27	1604.75	1604.75	384.0
2013-03-15 03:25:00	ES	Futures	1605.01	1605.52	1604.75	1604.75	585.0
2013-03-15 03:30:00	ES	Futures	1604.75	1605.01	1604.49	1604.75	403.0
2013-03-15 03:35:00	ES	Futures	1604.75	1604.75	1604.24	1604.49	530.0
2013-03-15 03:40:00	ES	Futures	1604.24	1604.75	1603.98	1604.49	708.0
2013-03-15 03:45:00	ES	Futures	1604.75	1604.75	1604.24	1604.49	306.0
2013-03-15 03:50:00	ES	Futures	1604.24	1604.49	1603.98	1604.24	715.0
2013-03-15 03:55:00	ES	Futures	1604.24	1605.01	1603.98	1605.01	964.0
2013-03-15 04:00:00	ES	Futures	1604.75	1604.75	1603.2	1603.46	4351.0
2013-03-15 04:05:00	ES	Futures	1603.46	1603.72	1603.2	1603.46	3550.0

> showing 50 of 11,932 rows — these rows as CSV

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