PREVIEW / futures_5min / 2013-03-19

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-03-19.parquet
  size:    233 KB
  rows:    14,423

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
2013-03-19 00:00:00	ES	Futures	1595.48	1596.51	1595.48	1595.99	917.0
2013-03-19 00:05:00	ES	Futures	1595.99	1596.25	1595.99	1596.25	117.0
2013-03-19 00:10:00	ES	Futures	1596.25	1596.51	1595.99	1596.25	176.0
2013-03-19 00:15:00	ES	Futures	1596.25	1596.51	1595.99	1596.25	345.0
2013-03-19 00:20:00	ES	Futures	1596.25	1596.25	1595.99	1595.99	213.0
2013-03-19 00:25:00	ES	Futures	1596.25	1596.51	1595.99	1595.99	300.0
2013-03-19 00:30:00	ES	Futures	1595.73	1596.25	1595.73	1595.73	307.0
2013-03-19 00:35:00	ES	Futures	1595.73	1595.99	1595.48	1595.48	116.0
2013-03-19 00:40:00	ES	Futures	1595.48	1595.99	1595.48	1595.99	126.0
2013-03-19 00:45:00	ES	Futures	1595.73	1595.99	1595.48	1595.73	330.0
2013-03-19 00:50:00	ES	Futures	1595.48	1595.48	1595.22	1595.48	332.0
2013-03-19 00:55:00	ES	Futures	1595.22	1595.99	1594.96	1595.48	946.0
2013-03-19 01:00:00	ES	Futures	1595.73	1595.99	1595.48	1595.99	388.0
2013-03-19 01:05:00	ES	Futures	1595.73	1595.99	1595.73	1595.99	242.0
2013-03-19 01:10:00	ES	Futures	1595.73	1596.25	1595.22	1595.73	605.0
2013-03-19 01:15:00	ES	Futures	1595.48	1595.99	1595.48	1595.73	435.0
2013-03-19 01:20:00	ES	Futures	1595.73	1595.99	1595.48	1595.48	216.0
2013-03-19 01:25:00	ES	Futures	1595.73	1595.73	1594.7	1594.96	756.0
2013-03-19 01:30:00	ES	Futures	1594.7	1594.96	1594.7	1594.96	200.0
2013-03-19 01:35:00	ES	Futures	1594.96	1595.22	1594.96	1594.96	616.0
2013-03-19 01:40:00	ES	Futures	1594.96	1594.96	1594.7	1594.96	299.0
2013-03-19 01:45:00	ES	Futures	1594.7	1595.22	1594.7	1594.96	176.0
2013-03-19 01:50:00	ES	Futures	1595.22	1595.22	1594.7	1594.7	481.0
2013-03-19 01:55:00	ES	Futures	1594.7	1594.96	1593.93	1594.45	1170.0
2013-03-19 02:00:00	ES	Futures	1594.19	1594.45	1593.67	1593.93	752.0
2013-03-19 02:05:00	ES	Futures	1593.67	1594.19	1593.67	1594.19	652.0
2013-03-19 02:10:00	ES	Futures	1594.19	1594.7	1593.93	1593.93	904.0
2013-03-19 02:15:00	ES	Futures	1593.93	1593.93	1592.9	1593.42	2116.0
2013-03-19 02:20:00	ES	Futures	1593.16	1593.67	1593.16	1593.67	385.0
2013-03-19 02:25:00	ES	Futures	1593.67	1593.67	1593.16	1593.42	481.0
2013-03-19 02:30:00	ES	Futures	1593.67	1593.67	1593.16	1593.16	297.0
2013-03-19 02:35:00	ES	Futures	1593.42	1593.67	1593.16	1593.42	245.0
2013-03-19 02:40:00	ES	Futures	1593.42	1593.67	1593.16	1593.67	186.0
2013-03-19 02:45:00	ES	Futures	1593.67	1594.19	1593.42	1593.93	252.0
2013-03-19 02:50:00	ES	Futures	1593.93	1594.19	1593.67	1593.93	288.0
2013-03-19 02:55:00	ES	Futures	1593.93	1594.19	1593.93	1594.19	223.0
2013-03-19 03:00:00	ES	Futures	1593.93	1594.96	1593.93	1594.7	790.0
2013-03-19 03:05:00	ES	Futures	1594.7	1595.73	1594.7	1594.96	2077.0
2013-03-19 03:10:00	ES	Futures	1595.22	1595.22	1594.96	1595.22	328.0
2013-03-19 03:15:00	ES	Futures	1594.96	1595.22	1594.7	1594.7	140.0
2013-03-19 03:20:00	ES	Futures	1594.7	1595.22	1594.7	1594.96	403.0
2013-03-19 03:25:00	ES	Futures	1594.96	1594.96	1594.45	1594.7	193.0
2013-03-19 03:30:00	ES	Futures	1594.45	1594.45	1593.93	1594.19	454.0
2013-03-19 03:35:00	ES	Futures	1594.19	1594.7	1593.93	1594.45	319.0
2013-03-19 03:40:00	ES	Futures	1594.7	1594.7	1594.45	1594.45	170.0
2013-03-19 03:45:00	ES	Futures	1594.7	1594.96	1594.19	1594.19	445.0
2013-03-19 03:50:00	ES	Futures	1594.45	1594.7	1594.19	1594.45	547.0
2013-03-19 03:55:00	ES	Futures	1594.7	1594.96	1594.45	1594.7	858.0
2013-03-19 04:00:00	ES	Futures	1594.45	1594.96	1593.67	1593.93	1924.0
2013-03-19 04:05:00	ES	Futures	1594.19	1594.19	1592.9	1593.42	4205.0

> showing 50 of 14,423 rows — these rows as CSV

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