PREVIEW / futures_5min / 2013-03-26

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-03-26.parquet
  size:    202 KB
  rows:    14,079

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
2013-03-26 00:00:00	ES	Futures	1596.51	1596.51	1596.25	1596.51	129.0
2013-03-26 00:05:00	ES	Futures	1596.25	1596.51	1596.25	1596.51	71.0
2013-03-26 00:10:00	ES	Futures	1596.51	1596.77	1596.25	1596.77	95.0
2013-03-26 00:15:00	ES	Futures	1596.77	1596.77	1596.51	1596.51	29.0
2013-03-26 00:20:00	ES	Futures	1596.51	1596.77	1596.51	1596.77	38.0
2013-03-26 00:25:00	ES	Futures	1596.51	1597.28	1596.51	1597.02	615.0
2013-03-26 00:30:00	ES	Futures	1597.02	1597.28	1596.51	1597.02	255.0
2013-03-26 00:35:00	ES	Futures	1597.02	1597.02	1596.25	1596.25	343.0
2013-03-26 00:40:00	ES	Futures	1596.25	1596.51	1596.25	1596.25	206.0
2013-03-26 00:45:00	ES	Futures	1596.51	1596.77	1596.25	1596.51	368.0
2013-03-26 00:50:00	ES	Futures	1596.51	1596.77	1596.25	1596.25	206.0
2013-03-26 00:55:00	ES	Futures	1596.51	1596.77	1596.25	1596.77	205.0
2013-03-26 01:00:00	ES	Futures	1596.51	1597.02	1596.25	1596.77	428.0
2013-03-26 01:05:00	ES	Futures	1596.51	1596.77	1596.51	1596.51	101.0
2013-03-26 01:10:00	ES	Futures	1596.77	1597.02	1596.25	1596.51	213.0
2013-03-26 01:15:00	ES	Futures	1596.25	1596.51	1595.99	1595.99	104.0
2013-03-26 01:20:00	ES	Futures	1595.99	1595.99	1595.99	1595.99	92.0
2013-03-26 01:25:00	ES	Futures	1596.25	1596.77	1595.99	1596.25	356.0
2013-03-26 01:30:00	ES	Futures	1596.25	1596.77	1596.25	1596.51	319.0
2013-03-26 01:35:00	ES	Futures	1596.77	1596.77	1596.25	1596.25	128.0
2013-03-26 01:40:00	ES	Futures	1596.51	1597.02	1596.51	1596.77	290.0
2013-03-26 01:45:00	ES	Futures	1596.77	1597.02	1596.77	1596.77	232.0
2013-03-26 01:50:00	ES	Futures	1596.77	1597.02	1596.77	1596.77	216.0
2013-03-26 01:55:00	ES	Futures	1596.77	1597.02	1596.51	1597.02	319.0
2013-03-26 02:00:00	ES	Futures	1596.77	1597.02	1596.25	1596.51	685.0
2013-03-26 02:05:00	ES	Futures	1596.51	1597.02	1596.25	1596.77	515.0
2013-03-26 02:10:00	ES	Futures	1597.02	1597.02	1596.25	1596.25	826.0
2013-03-26 02:15:00	ES	Futures	1596.51	1596.51	1596.25	1596.25	264.0
2013-03-26 02:20:00	ES	Futures	1595.99	1596.51	1595.22	1595.73	1109.0
2013-03-26 02:25:00	ES	Futures	1595.99	1595.99	1595.48	1595.73	320.0
2013-03-26 02:30:00	ES	Futures	1595.48	1595.73	1595.48	1595.48	230.0
2013-03-26 02:35:00	ES	Futures	1595.73	1595.73	1595.48	1595.48	280.0
2013-03-26 02:40:00	ES	Futures	1595.48	1595.99	1595.48	1595.73	178.0
2013-03-26 02:45:00	ES	Futures	1595.99	1595.99	1595.73	1595.73	166.0
2013-03-26 02:50:00	ES	Futures	1595.73	1595.73	1595.48	1595.48	124.0
2013-03-26 02:55:00	ES	Futures	1595.48	1595.99	1595.48	1595.73	319.0
2013-03-26 03:00:00	ES	Futures	1595.73	1596.77	1595.48	1596.77	1023.0
2013-03-26 03:05:00	ES	Futures	1596.77	1597.02	1596.51	1596.51	502.0
2013-03-26 03:10:00	ES	Futures	1596.51	1597.28	1596.51	1597.02	722.0
2013-03-26 03:15:00	ES	Futures	1597.02	1597.02	1596.51	1597.02	1027.0
2013-03-26 03:20:00	ES	Futures	1597.02	1597.54	1596.77	1597.28	831.0
2013-03-26 03:25:00	ES	Futures	1597.28	1597.8	1597.02	1597.54	2074.0
2013-03-26 03:30:00	ES	Futures	1597.54	1598.05	1597.28	1598.05	1046.0
2013-03-26 03:35:00	ES	Futures	1598.05	1598.05	1597.28	1597.8	1527.0
2013-03-26 03:40:00	ES	Futures	1597.8	1598.05	1597.54	1597.8	673.0
2013-03-26 03:45:00	ES	Futures	1597.54	1597.8	1596.77	1597.02	1294.0
2013-03-26 03:50:00	ES	Futures	1597.02	1597.28	1596.51	1596.51	1024.0
2013-03-26 03:55:00	ES	Futures	1596.77	1597.54	1596.51	1597.02	783.0
2013-03-26 04:00:00	ES	Futures	1597.02	1598.05	1596.77	1597.54	2984.0
2013-03-26 04:05:00	ES	Futures	1597.54	1597.8	1596.25	1596.51	4646.0

> showing 50 of 14,079 rows — these rows as CSV

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