PREVIEW / futures_5min / 2013-03-27

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-03-27.parquet
  size:    231 KB
  rows:    14,397

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
2013-03-27 00:00:00	ES	Futures	1605.52	1605.78	1605.27	1605.52	190.0
2013-03-27 00:05:00	ES	Futures	1605.52	1605.52	1605.27	1605.52	36.0
2013-03-27 00:10:00	ES	Futures	1605.52	1605.78	1605.27	1605.78	83.0
2013-03-27 00:15:00	ES	Futures	1605.78	1605.78	1605.52	1605.52	74.0
2013-03-27 00:20:00	ES	Futures	1605.52	1605.78	1605.52	1605.52	107.0
2013-03-27 00:25:00	ES	Futures	1605.27	1605.52	1605.27	1605.52	128.0
2013-03-27 00:30:00	ES	Futures	1605.52	1605.52	1605.27	1605.52	107.0
2013-03-27 00:35:00	ES	Futures	1605.27	1605.27	1605.27	1605.27	191.0
2013-03-27 00:40:00	ES	Futures	1605.01	1605.27	1605.01	1605.27	16.0
2013-03-27 00:45:00	ES	Futures	1605.01	1605.52	1605.01	1605.52	60.0
2013-03-27 00:50:00	ES	Futures	1605.52	1605.52	1605.27	1605.27	45.0
2013-03-27 00:55:00	ES	Futures	1605.52	1605.52	1605.27	1605.52	99.0
2013-03-27 01:00:00	ES	Futures	1605.52	1605.52	1605.27	1605.27	18.0
2013-03-27 01:05:00	ES	Futures	1605.27	1605.52	1605.27	1605.52	118.0
2013-03-27 01:10:00	ES	Futures	1605.52	1606.3	1605.52	1606.3	778.0
2013-03-27 01:15:00	ES	Futures	1606.3	1606.55	1606.04	1606.3	771.0
2013-03-27 01:20:00	ES	Futures	1606.3	1606.3	1605.78	1606.04	168.0
2013-03-27 01:25:00	ES	Futures	1606.04	1606.55	1605.78	1606.3	219.0
2013-03-27 01:30:00	ES	Futures	1606.3	1606.55	1606.04	1606.3	95.0
2013-03-27 01:35:00	ES	Futures	1606.04	1606.3	1605.78	1605.78	129.0
2013-03-27 01:40:00	ES	Futures	1605.78	1605.78	1605.52	1605.52	76.0
2013-03-27 01:45:00	ES	Futures	1605.52	1605.78	1605.27	1605.78	220.0
2013-03-27 01:50:00	ES	Futures	1605.78	1606.04	1605.78	1605.78	18.0
2013-03-27 01:55:00	ES	Futures	1605.78	1606.04	1605.78	1605.78	32.0
2013-03-27 02:00:00	ES	Futures	1605.78	1606.04	1605.27	1605.27	351.0
2013-03-27 02:05:00	ES	Futures	1605.27	1606.04	1605.27	1606.04	233.0
2013-03-27 02:10:00	ES	Futures	1606.04	1606.55	1605.78	1605.78	778.0
2013-03-27 02:15:00	ES	Futures	1605.52	1606.04	1605.52	1606.04	330.0
2013-03-27 02:20:00	ES	Futures	1606.04	1606.04	1605.78	1606.04	122.0
2013-03-27 02:25:00	ES	Futures	1605.78	1606.55	1605.78	1606.3	369.0
2013-03-27 02:30:00	ES	Futures	1606.04	1606.3	1605.78	1606.04	386.0
2013-03-27 02:35:00	ES	Futures	1605.78	1606.3	1605.78	1606.04	228.0
2013-03-27 02:40:00	ES	Futures	1606.04	1606.04	1605.78	1605.78	92.0
2013-03-27 02:45:00	ES	Futures	1605.78	1606.3	1605.78	1606.04	102.0
2013-03-27 02:50:00	ES	Futures	1606.04	1606.3	1606.04	1606.04	83.0
2013-03-27 02:55:00	ES	Futures	1606.3	1606.3	1606.04	1606.04	116.0
2013-03-27 03:00:00	ES	Futures	1606.04	1606.55	1606.04	1606.55	1417.0
2013-03-27 03:05:00	ES	Futures	1606.3	1607.84	1606.3	1607.07	4268.0
2013-03-27 03:10:00	ES	Futures	1607.07	1607.33	1606.55	1606.81	690.0
2013-03-27 03:15:00	ES	Futures	1607.07	1607.07	1606.3	1606.81	642.0
2013-03-27 03:20:00	ES	Futures	1606.55	1606.81	1606.04	1606.3	761.0
2013-03-27 03:25:00	ES	Futures	1606.3	1606.55	1606.3	1606.55	265.0
2013-03-27 03:30:00	ES	Futures	1606.55	1606.81	1606.55	1606.81	268.0
2013-03-27 03:35:00	ES	Futures	1607.07	1607.07	1606.3	1606.3	648.0
2013-03-27 03:40:00	ES	Futures	1606.3	1606.55	1606.04	1606.04	1615.0
2013-03-27 03:45:00	ES	Futures	1606.04	1606.04	1605.52	1605.78	1438.0
2013-03-27 03:50:00	ES	Futures	1605.78	1606.04	1605.52	1606.04	638.0
2013-03-27 03:55:00	ES	Futures	1606.04	1606.55	1605.78	1606.55	818.0
2013-03-27 04:00:00	ES	Futures	1606.55	1606.81	1606.04	1606.04	5027.0
2013-03-27 04:05:00	ES	Futures	1606.04	1606.81	1605.78	1606.3	2477.0

> showing 50 of 14,397 rows — these rows as CSV

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