PREVIEW / futures_5min / 2013-03-20

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-03-20.parquet
  size:    221 KB
  rows:    14,440

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
2013-03-20 00:00:00	ES	Futures	1586.98	1587.23	1586.98	1586.98	184.0
2013-03-20 00:05:00	ES	Futures	1586.98	1587.23	1586.72	1587.23	243.0
2013-03-20 00:10:00	ES	Futures	1587.23	1587.23	1586.98	1586.98	239.0
2013-03-20 00:15:00	ES	Futures	1586.98	1588.01	1586.98	1588.01	807.0
2013-03-20 00:20:00	ES	Futures	1587.75	1588.01	1587.75	1587.75	173.0
2013-03-20 00:25:00	ES	Futures	1587.75	1588.27	1587.75	1588.27	430.0
2013-03-20 00:30:00	ES	Futures	1588.27	1588.27	1588.01	1588.27	296.0
2013-03-20 00:35:00	ES	Futures	1588.01	1588.27	1587.49	1587.49	280.0
2013-03-20 00:40:00	ES	Futures	1587.75	1587.75	1587.49	1587.49	22.0
2013-03-20 00:45:00	ES	Futures	1587.75	1587.75	1587.23	1587.23	167.0
2013-03-20 00:50:00	ES	Futures	1587.49	1588.01	1587.49	1587.75	699.0
2013-03-20 00:55:00	ES	Futures	1587.75	1587.75	1587.49	1587.49	117.0
2013-03-20 01:00:00	ES	Futures	1587.75	1587.75	1587.23	1587.75	183.0
2013-03-20 01:05:00	ES	Futures	1587.49	1587.75	1587.49	1587.75	111.0
2013-03-20 01:10:00	ES	Futures	1587.75	1587.75	1587.23	1587.23	265.0
2013-03-20 01:15:00	ES	Futures	1587.49	1587.49	1587.23	1587.23	95.0
2013-03-20 01:20:00	ES	Futures	1587.23	1588.27	1587.23	1588.01	496.0
2013-03-20 01:25:00	ES	Futures	1588.01	1588.27	1587.75	1588.01	218.0
2013-03-20 01:30:00	ES	Futures	1587.75	1588.27	1587.75	1588.27	195.0
2013-03-20 01:35:00	ES	Futures	1588.27	1588.27	1587.75	1588.01	696.0
2013-03-20 01:40:00	ES	Futures	1588.01	1588.27	1587.75	1588.01	140.0
2013-03-20 01:45:00	ES	Futures	1588.01	1588.27	1587.49	1588.01	463.0
2013-03-20 01:50:00	ES	Futures	1588.01	1588.01	1587.75	1587.75	159.0
2013-03-20 01:55:00	ES	Futures	1587.75	1587.75	1586.98	1587.23	274.0
2013-03-20 02:00:00	ES	Futures	1587.23	1588.01	1587.23	1587.75	322.0
2013-03-20 02:05:00	ES	Futures	1587.75	1587.75	1587.23	1587.75	195.0
2013-03-20 02:10:00	ES	Futures	1587.75	1587.75	1587.49	1587.75	74.0
2013-03-20 02:15:00	ES	Futures	1587.49	1587.75	1587.49	1587.49	55.0
2013-03-20 02:20:00	ES	Futures	1587.49	1588.01	1587.49	1588.01	364.0
2013-03-20 02:25:00	ES	Futures	1587.75	1588.27	1587.75	1588.01	679.0
2013-03-20 02:30:00	ES	Futures	1588.27	1588.52	1588.01	1588.52	419.0
2013-03-20 02:35:00	ES	Futures	1588.52	1588.78	1588.27	1588.78	552.0
2013-03-20 02:40:00	ES	Futures	1588.52	1589.04	1588.01	1588.01	1621.0
2013-03-20 02:45:00	ES	Futures	1588.27	1589.55	1588.27	1589.3	1725.0
2013-03-20 02:50:00	ES	Futures	1589.3	1589.3	1589.04	1589.04	466.0
2013-03-20 02:55:00	ES	Futures	1589.3	1589.3	1588.78	1588.78	444.0
2013-03-20 03:00:00	ES	Futures	1588.78	1589.55	1588.78	1589.3	1455.0
2013-03-20 03:05:00	ES	Futures	1589.3	1589.81	1589.04	1589.04	1259.0
2013-03-20 03:10:00	ES	Futures	1589.3	1589.81	1589.04	1589.55	1220.0
2013-03-20 03:15:00	ES	Futures	1589.55	1590.07	1589.3	1589.81	2752.0
2013-03-20 03:20:00	ES	Futures	1589.81	1591.1	1589.81	1590.84	2775.0
2013-03-20 03:25:00	ES	Futures	1590.84	1591.87	1590.84	1591.87	2469.0
2013-03-20 03:30:00	ES	Futures	1591.87	1591.87	1591.1	1591.36	1197.0
2013-03-20 03:35:00	ES	Futures	1591.36	1592.39	1590.84	1592.39	3126.0
2013-03-20 03:40:00	ES	Futures	1592.13	1592.9	1592.13	1592.64	2226.0
2013-03-20 03:45:00	ES	Futures	1592.39	1593.16	1592.39	1592.9	1665.0
2013-03-20 03:50:00	ES	Futures	1592.64	1593.16	1592.39	1592.39	1087.0
2013-03-20 03:55:00	ES	Futures	1592.39	1592.64	1592.13	1592.64	688.0
2013-03-20 04:00:00	ES	Futures	1592.39	1593.42	1592.13	1592.13	5057.0
2013-03-20 04:05:00	ES	Futures	1592.39	1593.93	1592.13	1593.93	4421.0

> showing 50 of 14,440 rows — these rows as CSV

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