PREVIEW / futures_5min / 2013-03-28

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-03-28.parquet
  size:    192 KB
  rows:    12,012

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
2013-03-28 00:00:00	ES	Futures	1597.8	1598.05	1597.8	1598.05	230.0
2013-03-28 00:05:00	ES	Futures	1598.05	1598.05	1597.8	1598.05	224.0
2013-03-28 00:10:00	ES	Futures	1598.05	1598.05	1597.54	1597.8	237.0
2013-03-28 00:15:00	ES	Futures	1597.8	1598.31	1597.54	1598.05	708.0
2013-03-28 00:20:00	ES	Futures	1598.05	1598.31	1597.54	1597.54	279.0
2013-03-28 00:25:00	ES	Futures	1597.54	1597.8	1597.28	1597.28	290.0
2013-03-28 00:30:00	ES	Futures	1597.28	1598.05	1597.28	1598.05	492.0
2013-03-28 00:35:00	ES	Futures	1597.8	1598.31	1597.8	1597.8	624.0
2013-03-28 00:40:00	ES	Futures	1597.8	1598.05	1597.54	1597.54	317.0
2013-03-28 00:45:00	ES	Futures	1597.54	1597.8	1597.54	1597.54	295.0
2013-03-28 00:50:00	ES	Futures	1597.54	1597.54	1597.28	1597.28	248.0
2013-03-28 00:55:00	ES	Futures	1597.28	1597.28	1597.02	1597.02	206.0
2013-03-28 01:00:00	ES	Futures	1597.28	1597.54	1597.02	1597.28	516.0
2013-03-28 01:05:00	ES	Futures	1597.28	1597.28	1597.02	1597.02	802.0
2013-03-28 01:10:00	ES	Futures	1597.02	1597.28	1596.77	1597.02	1671.0
2013-03-28 01:15:00	ES	Futures	1597.02	1598.05	1597.02	1597.54	582.0
2013-03-28 01:20:00	ES	Futures	1597.54	1597.8	1597.54	1597.8	220.0
2013-03-28 01:25:00	ES	Futures	1597.8	1598.57	1597.54	1597.8	998.0
2013-03-28 01:30:00	ES	Futures	1597.8	1598.05	1597.54	1597.54	545.0
2013-03-28 01:35:00	ES	Futures	1597.8	1598.31	1597.54	1597.8	394.0
2013-03-28 01:40:00	ES	Futures	1598.05	1598.31	1597.8	1598.05	683.0
2013-03-28 01:45:00	ES	Futures	1598.05	1598.31	1597.02	1597.28	931.0
2013-03-28 01:50:00	ES	Futures	1597.28	1597.54	1597.02	1597.54	671.0
2013-03-28 01:55:00	ES	Futures	1597.54	1597.8	1597.54	1597.54	404.0
2013-03-28 02:00:00	ES	Futures	1597.8	1598.05	1597.54	1598.05	417.0
2013-03-28 02:05:00	ES	Futures	1598.05	1598.31	1598.05	1598.31	434.0
2013-03-28 02:10:00	ES	Futures	1598.57	1598.57	1598.31	1598.31	230.0
2013-03-28 02:15:00	ES	Futures	1598.31	1598.57	1598.05	1598.31	290.0
2013-03-28 02:20:00	ES	Futures	1598.05	1598.57	1598.05	1598.57	117.0
2013-03-28 02:25:00	ES	Futures	1598.57	1598.57	1598.31	1598.57	121.0
2013-03-28 02:30:00	ES	Futures	1598.57	1598.57	1598.31	1598.57	176.0
2013-03-28 02:35:00	ES	Futures	1598.83	1598.83	1598.57	1598.83	506.0
2013-03-28 02:40:00	ES	Futures	1598.57	1598.83	1598.57	1598.57	91.0
2013-03-28 02:45:00	ES	Futures	1598.57	1598.83	1598.57	1598.83	94.0
2013-03-28 02:50:00	ES	Futures	1598.83	1599.34	1598.57	1599.08	1083.0
2013-03-28 02:55:00	ES	Futures	1599.08	1599.34	1598.83	1599.34	417.0
2013-03-28 03:00:00	ES	Futures	1599.08	1599.6	1599.08	1599.6	1241.0
2013-03-28 03:05:00	ES	Futures	1599.6	1600.37	1599.34	1600.11	1545.0
2013-03-28 03:10:00	ES	Futures	1600.11	1600.63	1599.86	1600.37	1550.0
2013-03-28 03:15:00	ES	Futures	1600.11	1600.63	1600.11	1600.63	674.0
2013-03-28 03:20:00	ES	Futures	1600.63	1600.89	1599.86	1599.86	1088.0
2013-03-28 03:25:00	ES	Futures	1599.86	1600.11	1599.6	1599.86	652.0
2013-03-28 03:30:00	ES	Futures	1599.86	1600.11	1599.86	1599.86	285.0
2013-03-28 03:35:00	ES	Futures	1599.86	1599.86	1599.34	1599.6	918.0
2013-03-28 03:40:00	ES	Futures	1599.6	1599.6	1598.83	1599.08	969.0
2013-03-28 03:45:00	ES	Futures	1599.08	1599.86	1599.08	1599.86	1031.0
2013-03-28 03:50:00	ES	Futures	1599.6	1600.37	1599.6	1600.37	1136.0
2013-03-28 03:55:00	ES	Futures	1600.37	1601.14	1600.37	1601.14	1875.0
2013-03-28 04:00:00	ES	Futures	1600.89	1603.2	1600.89	1602.69	7506.0
2013-03-28 04:05:00	ES	Futures	1602.95	1603.2	1602.17	1602.43	2410.0

> showing 50 of 12,012 rows — these rows as CSV

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