PREVIEW / futures_5min / 2013-04-21

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-04-21.parquet
  size:    46 KB
  rows:    2,340

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
2013-04-21 18:00:00	ES	Futures	1595.48	1597.54	1595.22	1597.02	2706.0
2013-04-21 18:05:00	ES	Futures	1597.28	1599.08	1597.02	1597.8	2365.0
2013-04-21 18:10:00	ES	Futures	1597.8	1598.31	1597.54	1597.8	304.0
2013-04-21 18:15:00	ES	Futures	1598.05	1598.31	1597.54	1598.05	635.0
2013-04-21 18:20:00	ES	Futures	1598.05	1598.05	1597.54	1597.8	492.0
2013-04-21 18:25:00	ES	Futures	1597.54	1597.54	1597.02	1597.28	439.0
2013-04-21 18:30:00	ES	Futures	1597.02	1597.54	1597.02	1597.54	241.0
2013-04-21 18:35:00	ES	Futures	1597.28	1597.8	1597.28	1597.8	262.0
2013-04-21 18:40:00	ES	Futures	1597.8	1598.05	1597.54	1598.05	546.0
2013-04-21 18:45:00	ES	Futures	1597.8	1598.05	1597.8	1598.05	377.0
2013-04-21 18:50:00	ES	Futures	1597.8	1598.05	1597.54	1597.8	182.0
2013-04-21 18:55:00	ES	Futures	1597.54	1597.8	1597.54	1597.54	72.0
2013-04-21 19:00:00	ES	Futures	1597.54	1597.8	1597.54	1597.54	78.0
2013-04-21 19:05:00	ES	Futures	1597.54	1597.8	1597.54	1597.54	52.0
2013-04-21 19:10:00	ES	Futures	1597.54	1597.8	1597.54	1597.8	291.0
2013-04-21 19:15:00	ES	Futures	1597.8	1598.05	1597.8	1597.8	622.0
2013-04-21 19:20:00	ES	Futures	1597.8	1598.05	1597.8	1597.8	41.0
2013-04-21 19:25:00	ES	Futures	1597.8	1598.05	1597.54	1598.05	157.0
2013-04-21 19:30:00	ES	Futures	1597.8	1598.57	1597.8	1598.05	728.0
2013-04-21 19:35:00	ES	Futures	1598.05	1598.05	1597.02	1597.02	1115.0
2013-04-21 19:40:00	ES	Futures	1597.02	1597.8	1597.02	1597.8	505.0
2013-04-21 19:45:00	ES	Futures	1597.8	1597.8	1597.28	1597.8	276.0
2013-04-21 19:50:00	ES	Futures	1597.8	1597.8	1597.28	1597.8	289.0
2013-04-21 19:55:00	ES	Futures	1597.8	1597.8	1597.28	1597.8	279.0
2013-04-21 20:00:00	ES	Futures	1597.8	1597.8	1597.28	1597.28	372.0
2013-04-21 20:05:00	ES	Futures	1597.54	1597.8	1597.54	1597.54	263.0
2013-04-21 20:10:00	ES	Futures	1597.54	1598.31	1597.54	1598.05	467.0
2013-04-21 20:15:00	ES	Futures	1598.05	1598.31	1597.8	1598.05	209.0
2013-04-21 20:20:00	ES	Futures	1598.05	1598.05	1597.8	1598.05	183.0
2013-04-21 20:25:00	ES	Futures	1598.05	1598.05	1597.54	1597.54	143.0
2013-04-21 20:30:00	ES	Futures	1597.54	1598.31	1597.54	1598.05	511.0
2013-04-21 20:35:00	ES	Futures	1598.05	1599.6	1598.05	1599.08	2088.0
2013-04-21 20:40:00	ES	Futures	1599.34	1599.34	1598.83	1599.34	353.0
2013-04-21 20:45:00	ES	Futures	1599.34	1599.34	1598.83	1599.34	289.0
2013-04-21 20:50:00	ES	Futures	1599.34	1599.6	1598.83	1599.08	787.0
2013-04-21 20:55:00	ES	Futures	1599.08	1599.86	1598.83	1599.6	1025.0
2013-04-21 21:00:00	ES	Futures	1599.34	1599.86	1599.34	1599.86	646.0
2013-04-21 21:05:00	ES	Futures	1599.86	1599.86	1598.83	1599.08	420.0
2013-04-21 21:10:00	ES	Futures	1599.34	1600.11	1599.08	1600.11	640.0
2013-04-21 21:15:00	ES	Futures	1600.11	1600.89	1599.86	1600.89	1543.0
2013-04-21 21:20:00	ES	Futures	1600.89	1601.14	1600.37	1600.63	1684.0
2013-04-21 21:25:00	ES	Futures	1600.63	1601.66	1600.37	1601.4	1474.0
2013-04-21 21:30:00	ES	Futures	1601.66	1601.92	1601.4	1601.66	941.0
2013-04-21 21:35:00	ES	Futures	1601.66	1601.92	1601.4	1601.66	633.0
2013-04-21 21:40:00	ES	Futures	1601.66	1604.75	1601.14	1603.72	5067.0
2013-04-21 21:45:00	ES	Futures	1603.72	1603.98	1602.43	1602.69	2545.0
2013-04-21 21:50:00	ES	Futures	1602.95	1602.95	1602.43	1602.43	558.0
2013-04-21 21:55:00	ES	Futures	1602.43	1602.43	1601.66	1601.66	667.0
2013-04-21 22:00:00	ES	Futures	1601.66	1602.17	1601.14	1601.4	678.0
2013-04-21 22:05:00	ES	Futures	1601.4	1601.92	1601.4	1601.66	245.0

> showing 50 of 2,340 rows — these rows as CSV

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