PREVIEW / futures_5min / 2013-03-24

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-03-24.parquet
  size:    47 KB
  rows:    2,489

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
2013-03-24 18:00:00	ES	Futures	1597.02	1597.8	1595.48	1597.28	5897.0
2013-03-24 18:05:00	ES	Futures	1597.28	1599.6	1597.02	1599.34	2426.0
2013-03-24 18:10:00	ES	Futures	1599.34	1599.6	1598.83	1598.83	1889.0
2013-03-24 18:15:00	ES	Futures	1599.08	1599.34	1598.31	1599.08	612.0
2013-03-24 18:20:00	ES	Futures	1598.83	1599.08	1598.83	1598.83	152.0
2013-03-24 18:25:00	ES	Futures	1599.08	1599.34	1598.57	1598.57	408.0
2013-03-24 18:30:00	ES	Futures	1598.83	1598.83	1598.57	1598.57	227.0
2013-03-24 18:35:00	ES	Futures	1598.57	1598.83	1598.57	1598.83	116.0
2013-03-24 18:40:00	ES	Futures	1598.83	1599.08	1598.83	1599.08	115.0
2013-03-24 18:45:00	ES	Futures	1599.08	1599.34	1598.83	1598.83	156.0
2013-03-24 18:50:00	ES	Futures	1598.83	1598.83	1598.57	1598.57	100.0
2013-03-24 18:55:00	ES	Futures	1598.57	1598.83	1598.57	1598.83	55.0
2013-03-24 19:00:00	ES	Futures	1598.57	1599.6	1598.57	1599.34	853.0
2013-03-24 19:05:00	ES	Futures	1599.34	1599.6	1599.08	1599.08	147.0
2013-03-24 19:10:00	ES	Futures	1599.34	1599.86	1599.08	1599.6	465.0
2013-03-24 19:15:00	ES	Futures	1599.6	1602.95	1599.34	1601.14	5117.0
2013-03-24 19:20:00	ES	Futures	1601.4	1601.92	1601.14	1601.66	658.0
2013-03-24 19:25:00	ES	Futures	1601.66	1601.66	1601.14	1601.4	229.0
2013-03-24 19:30:00	ES	Futures	1601.4	1601.4	1600.63	1600.89	415.0
2013-03-24 19:35:00	ES	Futures	1600.89	1604.24	1600.89	1603.98	2758.0
2013-03-24 19:40:00	ES	Futures	1603.72	1604.49	1602.95	1603.98	4542.0
2013-03-24 19:45:00	ES	Futures	1604.24	1605.52	1603.72	1605.27	4224.0
2013-03-24 19:50:00	ES	Futures	1605.01	1605.27	1603.2	1603.2	1742.0
2013-03-24 19:55:00	ES	Futures	1603.2	1604.75	1603.2	1603.46	1060.0
2013-03-24 20:00:00	ES	Futures	1603.46	1604.49	1603.2	1604.24	1364.0
2013-03-24 20:05:00	ES	Futures	1604.24	1604.49	1603.72	1604.24	1177.0
2013-03-24 20:10:00	ES	Futures	1604.49	1604.49	1603.72	1604.24	1752.0
2013-03-24 20:15:00	ES	Futures	1604.49	1604.75	1603.98	1604.24	835.0
2013-03-24 20:20:00	ES	Futures	1603.98	1604.24	1603.72	1603.98	998.0
2013-03-24 20:25:00	ES	Futures	1604.24	1604.24	1603.72	1603.98	413.0
2013-03-24 20:30:00	ES	Futures	1603.72	1603.98	1603.72	1603.72	127.0
2013-03-24 20:35:00	ES	Futures	1603.98	1603.98	1602.69	1603.46	2389.0
2013-03-24 20:40:00	ES	Futures	1603.46	1603.72	1603.2	1603.46	472.0
2013-03-24 20:45:00	ES	Futures	1603.2	1604.49	1603.2	1604.24	980.0
2013-03-24 20:50:00	ES	Futures	1604.24	1604.75	1604.24	1604.49	773.0
2013-03-24 20:55:00	ES	Futures	1604.49	1604.75	1604.24	1604.49	299.0
2013-03-24 21:00:00	ES	Futures	1604.75	1605.52	1604.49	1605.27	1770.0
2013-03-24 21:05:00	ES	Futures	1605.27	1605.52	1604.75	1605.27	1817.0
2013-03-24 21:10:00	ES	Futures	1605.27	1605.52	1604.49	1604.49	695.0
2013-03-24 21:15:00	ES	Futures	1604.49	1605.27	1604.49	1605.27	648.0
2013-03-24 21:20:00	ES	Futures	1605.27	1605.27	1604.75	1605.01	199.0
2013-03-24 21:25:00	ES	Futures	1605.01	1605.01	1604.49	1605.01	675.0
2013-03-24 21:30:00	ES	Futures	1605.01	1605.52	1605.01	1605.27	706.0
2013-03-24 21:35:00	ES	Futures	1605.52	1605.78	1605.27	1605.78	1654.0
2013-03-24 21:40:00	ES	Futures	1605.52	1606.81	1605.52	1606.55	1966.0
2013-03-24 21:45:00	ES	Futures	1606.55	1606.81	1606.3	1606.3	835.0
2013-03-24 21:50:00	ES	Futures	1606.3	1606.55	1605.52	1605.78	1474.0
2013-03-24 21:55:00	ES	Futures	1605.78	1606.55	1605.52	1606.3	436.0
2013-03-24 22:00:00	ES	Futures	1606.55	1606.55	1606.3	1606.3	368.0
2013-03-24 22:05:00	ES	Futures	1606.55	1606.55	1606.3	1606.3	1130.0

> showing 50 of 2,489 rows — these rows as CSV

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