PREVIEW / futures_5min / 2013-03-18

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-03-18.parquet
  size:    232 KB
  rows:    14,421

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
2013-03-18 00:00:00	ES	Futures	1580.02	1580.28	1579.76	1580.28	559.0
2013-03-18 00:05:00	ES	Futures	1580.28	1580.28	1580.02	1580.02	355.0
2013-03-18 00:10:00	ES	Futures	1580.28	1580.28	1580.02	1580.02	522.0
2013-03-18 00:15:00	ES	Futures	1579.76	1580.02	1579.51	1579.51	1570.0
2013-03-18 00:20:00	ES	Futures	1579.51	1579.76	1579.51	1579.51	623.0
2013-03-18 00:25:00	ES	Futures	1579.51	1579.76	1579.51	1579.51	849.0
2013-03-18 00:30:00	ES	Futures	1579.51	1579.76	1578.73	1578.73	1855.0
2013-03-18 00:35:00	ES	Futures	1578.99	1579.25	1578.73	1578.73	806.0
2013-03-18 00:40:00	ES	Futures	1578.73	1579.25	1578.48	1578.73	1380.0
2013-03-18 00:45:00	ES	Futures	1578.99	1578.99	1577.96	1578.22	4788.0
2013-03-18 00:50:00	ES	Futures	1578.22	1578.48	1577.7	1577.96	1126.0
2013-03-18 00:55:00	ES	Futures	1578.22	1578.22	1577.45	1577.45	1511.0
2013-03-18 01:00:00	ES	Futures	1577.45	1577.7	1577.45	1577.45	1304.0
2013-03-18 01:05:00	ES	Futures	1577.7	1577.96	1577.45	1577.96	1245.0
2013-03-18 01:10:00	ES	Futures	1577.7	1577.7	1576.42	1576.67	2993.0
2013-03-18 01:15:00	ES	Futures	1576.67	1576.93	1576.42	1576.42	854.0
2013-03-18 01:20:00	ES	Futures	1576.42	1576.67	1575.9	1576.42	2584.0
2013-03-18 01:25:00	ES	Futures	1576.16	1576.42	1575.9	1575.9	797.0
2013-03-18 01:30:00	ES	Futures	1575.9	1577.7	1575.9	1577.7	3576.0
2013-03-18 01:35:00	ES	Futures	1577.7	1578.48	1577.19	1577.19	2211.0
2013-03-18 01:40:00	ES	Futures	1577.19	1577.45	1575.9	1576.16	1529.0
2013-03-18 01:45:00	ES	Futures	1576.16	1576.67	1576.16	1576.42	907.0
2013-03-18 01:50:00	ES	Futures	1576.67	1577.19	1576.67	1577.19	539.0
2013-03-18 01:55:00	ES	Futures	1577.19	1578.22	1576.93	1578.22	1360.0
2013-03-18 02:00:00	ES	Futures	1577.96	1578.48	1577.45	1577.45	1047.0
2013-03-18 02:05:00	ES	Futures	1577.45	1578.48	1577.19	1578.48	1024.0
2013-03-18 02:10:00	ES	Futures	1578.22	1579.25	1578.22	1578.99	1340.0
2013-03-18 02:15:00	ES	Futures	1579.25	1579.25	1578.22	1578.22	979.0
2013-03-18 02:20:00	ES	Futures	1578.22	1578.22	1576.93	1577.19	1104.0
2013-03-18 02:25:00	ES	Futures	1577.19	1577.45	1576.67	1577.19	876.0
2013-03-18 02:30:00	ES	Futures	1576.93	1577.45	1576.67	1576.93	640.0
2013-03-18 02:35:00	ES	Futures	1577.19	1577.45	1576.67	1577.45	705.0
2013-03-18 02:40:00	ES	Futures	1577.45	1578.48	1577.19	1577.96	1184.0
2013-03-18 02:45:00	ES	Futures	1577.7	1578.48	1577.45	1578.22	890.0
2013-03-18 02:50:00	ES	Futures	1578.22	1578.22	1576.67	1576.93	1430.0
2013-03-18 02:55:00	ES	Futures	1576.67	1576.93	1576.16	1576.16	1438.0
2013-03-18 03:00:00	ES	Futures	1576.42	1578.99	1575.9	1578.73	6123.0
2013-03-18 03:05:00	ES	Futures	1578.73	1580.54	1578.48	1580.28	3685.0
2013-03-18 03:10:00	ES	Futures	1580.28	1581.57	1580.02	1581.31	4505.0
2013-03-18 03:15:00	ES	Futures	1581.31	1581.83	1580.28	1580.8	3135.0
2013-03-18 03:20:00	ES	Futures	1580.54	1580.8	1580.02	1580.28	1363.0
2013-03-18 03:25:00	ES	Futures	1580.28	1580.8	1580.02	1580.54	1337.0
2013-03-18 03:30:00	ES	Futures	1580.54	1580.8	1579.51	1579.51	2176.0
2013-03-18 03:35:00	ES	Futures	1579.76	1580.02	1579.51	1579.76	1221.0
2013-03-18 03:40:00	ES	Futures	1580.02	1581.31	1580.02	1581.05	2227.0
2013-03-18 03:45:00	ES	Futures	1581.05	1581.83	1581.05	1581.57	1764.0
2013-03-18 03:50:00	ES	Futures	1581.57	1582.6	1581.31	1582.34	3632.0
2013-03-18 03:55:00	ES	Futures	1582.08	1582.86	1581.83	1582.34	2600.0
2013-03-18 04:00:00	ES	Futures	1582.34	1583.37	1582.08	1582.6	5943.0
2013-03-18 04:05:00	ES	Futures	1582.34	1584.14	1582.08	1583.89	6964.0

> showing 50 of 14,421 rows — these rows as CSV

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