PREVIEW / futures_5min / 2013-03-21

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-03-21.parquet
  size:    219 KB
  rows:    14,360

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
2013-03-21 00:00:00	ES	Futures	1596.51	1596.77	1596.51	1596.77	205.0
2013-03-21 00:05:00	ES	Futures	1596.77	1596.77	1596.51	1596.77	53.0
2013-03-21 00:10:00	ES	Futures	1596.77	1596.77	1596.51	1596.77	34.0
2013-03-21 00:15:00	ES	Futures	1596.77	1597.02	1596.77	1597.02	243.0
2013-03-21 00:20:00	ES	Futures	1597.02	1597.02	1596.77	1597.02	78.0
2013-03-21 00:25:00	ES	Futures	1597.02	1597.02	1596.51	1596.77	159.0
2013-03-21 00:30:00	ES	Futures	1596.77	1596.77	1596.51	1596.77	49.0
2013-03-21 00:35:00	ES	Futures	1596.77	1596.77	1596.51	1596.77	36.0
2013-03-21 00:40:00	ES	Futures	1596.77	1596.77	1596.51	1596.51	27.0
2013-03-21 00:45:00	ES	Futures	1596.77	1596.77	1596.51	1596.51	394.0
2013-03-21 00:50:00	ES	Futures	1596.51	1596.51	1595.99	1596.25	172.0
2013-03-21 00:55:00	ES	Futures	1596.25	1596.25	1595.22	1595.48	425.0
2013-03-21 01:00:00	ES	Futures	1595.48	1595.73	1594.96	1595.73	468.0
2013-03-21 01:05:00	ES	Futures	1595.73	1595.99	1595.73	1595.99	233.0
2013-03-21 01:10:00	ES	Futures	1595.73	1595.99	1595.48	1595.73	378.0
2013-03-21 01:15:00	ES	Futures	1595.73	1596.51	1595.73	1596.51	108.0
2013-03-21 01:20:00	ES	Futures	1596.51	1596.77	1596.25	1596.51	333.0
2013-03-21 01:25:00	ES	Futures	1596.25	1596.51	1595.99	1596.51	301.0
2013-03-21 01:30:00	ES	Futures	1596.51	1596.77	1596.51	1596.77	170.0
2013-03-21 01:35:00	ES	Futures	1596.51	1596.77	1595.99	1595.99	191.0
2013-03-21 01:40:00	ES	Futures	1595.99	1596.25	1595.99	1596.25	33.0
2013-03-21 01:45:00	ES	Futures	1595.99	1596.25	1595.73	1595.99	231.0
2013-03-21 01:50:00	ES	Futures	1595.99	1595.99	1595.48	1595.73	314.0
2013-03-21 01:55:00	ES	Futures	1595.73	1595.99	1594.96	1595.22	661.0
2013-03-21 02:00:00	ES	Futures	1594.96	1595.48	1594.7	1595.22	526.0
2013-03-21 02:05:00	ES	Futures	1595.22	1595.48	1595.22	1595.22	115.0
2013-03-21 02:10:00	ES	Futures	1595.22	1595.73	1595.22	1595.48	105.0
2013-03-21 02:15:00	ES	Futures	1595.73	1595.99	1595.73	1595.99	153.0
2013-03-21 02:20:00	ES	Futures	1595.99	1596.25	1595.48	1595.48	312.0
2013-03-21 02:25:00	ES	Futures	1595.48	1595.99	1595.48	1595.48	240.0
2013-03-21 02:30:00	ES	Futures	1595.48	1595.48	1594.7	1594.96	328.0
2013-03-21 02:35:00	ES	Futures	1594.96	1595.48	1594.7	1595.22	197.0
2013-03-21 02:40:00	ES	Futures	1594.96	1595.48	1594.7	1594.96	599.0
2013-03-21 02:45:00	ES	Futures	1595.22	1595.22	1594.96	1595.22	256.0
2013-03-21 02:50:00	ES	Futures	1594.96	1595.22	1594.96	1595.22	85.0
2013-03-21 02:55:00	ES	Futures	1595.22	1595.48	1594.96	1594.96	161.0
2013-03-21 03:00:00	ES	Futures	1594.96	1596.25	1594.96	1595.73	861.0
2013-03-21 03:05:00	ES	Futures	1595.48	1596.51	1595.22	1595.99	788.0
2013-03-21 03:10:00	ES	Futures	1595.99	1596.77	1595.99	1596.77	458.0
2013-03-21 03:15:00	ES	Futures	1596.51	1597.02	1596.51	1596.51	303.0
2013-03-21 03:20:00	ES	Futures	1596.51	1596.77	1595.99	1595.99	278.0
2013-03-21 03:25:00	ES	Futures	1595.99	1596.51	1595.99	1596.51	328.0
2013-03-21 03:30:00	ES	Futures	1596.25	1596.51	1596.25	1596.51	224.0
2013-03-21 03:35:00	ES	Futures	1596.51	1596.51	1596.25	1596.25	234.0
2013-03-21 03:40:00	ES	Futures	1596.51	1596.77	1596.25	1596.51	584.0
2013-03-21 03:45:00	ES	Futures	1596.51	1596.77	1596.25	1596.77	352.0
2013-03-21 03:50:00	ES	Futures	1596.51	1597.02	1596.51	1597.02	848.0
2013-03-21 03:55:00	ES	Futures	1597.28	1597.8	1596.25	1596.51	2628.0
2013-03-21 04:00:00	ES	Futures	1596.51	1596.77	1595.73	1595.73	2338.0
2013-03-21 04:05:00	ES	Futures	1595.73	1596.25	1594.96	1595.22	3461.0

> showing 50 of 14,360 rows — these rows as CSV

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