PREVIEW / futures_5min / 2013-04-24

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-04-24.parquet
  size:    230 KB
  rows:    14,439

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
2013-04-24 00:00:00	ES	Futures	1623.04	1623.04	1622.78	1623.04	134.0
2013-04-24 00:05:00	ES	Futures	1623.04	1623.04	1622.52	1622.78	536.0
2013-04-24 00:10:00	ES	Futures	1622.52	1622.78	1622.27	1622.52	446.0
2013-04-24 00:15:00	ES	Futures	1622.52	1622.78	1622.52	1622.52	77.0
2013-04-24 00:20:00	ES	Futures	1622.78	1623.04	1622.52	1623.04	244.0
2013-04-24 00:25:00	ES	Futures	1623.04	1623.04	1622.78	1623.04	51.0
2013-04-24 00:30:00	ES	Futures	1623.04	1623.3	1622.78	1623.04	379.0
2013-04-24 00:35:00	ES	Futures	1623.04	1623.3	1623.04	1623.3	42.0
2013-04-24 00:40:00	ES	Futures	1623.3	1623.3	1623.04	1623.04	103.0
2013-04-24 00:45:00	ES	Futures	1623.3	1623.3	1623.04	1623.04	85.0
2013-04-24 00:50:00	ES	Futures	1623.04	1623.3	1622.78	1623.3	130.0
2013-04-24 00:55:00	ES	Futures	1623.3	1623.3	1623.04	1623.3	115.0
2013-04-24 01:00:00	ES	Futures	1623.3	1623.55	1623.3	1623.55	86.0
2013-04-24 01:05:00	ES	Futures	1623.55	1623.55	1622.78	1623.04	332.0
2013-04-24 01:10:00	ES	Futures	1622.78	1623.04	1622.78	1622.78	74.0
2013-04-24 01:15:00	ES	Futures	1622.78	1623.04	1622.01	1622.01	344.0
2013-04-24 01:20:00	ES	Futures	1622.27	1622.52	1622.01	1622.52	250.0
2013-04-24 01:25:00	ES	Futures	1622.27	1622.52	1622.01	1622.01	188.0
2013-04-24 01:30:00	ES	Futures	1622.27	1622.78	1622.27	1622.52	290.0
2013-04-24 01:35:00	ES	Futures	1622.52	1623.3	1622.27	1623.04	664.0
2013-04-24 01:40:00	ES	Futures	1623.04	1623.04	1622.52	1622.52	345.0
2013-04-24 01:45:00	ES	Futures	1622.52	1623.04	1622.27	1622.78	361.0
2013-04-24 01:50:00	ES	Futures	1623.04	1623.3	1622.52	1622.78	1063.0
2013-04-24 01:55:00	ES	Futures	1623.04	1625.61	1623.04	1624.84	4953.0
2013-04-24 02:00:00	ES	Futures	1624.84	1625.1	1624.07	1624.58	2223.0
2013-04-24 02:05:00	ES	Futures	1624.58	1624.84	1624.33	1624.58	671.0
2013-04-24 02:10:00	ES	Futures	1624.33	1624.58	1623.81	1624.33	1040.0
2013-04-24 02:15:00	ES	Futures	1624.07	1624.33	1623.81	1623.81	973.0
2013-04-24 02:20:00	ES	Futures	1624.07	1624.33	1623.81	1623.81	755.0
2013-04-24 02:25:00	ES	Futures	1623.81	1624.33	1623.81	1623.81	720.0
2013-04-24 02:30:00	ES	Futures	1623.81	1624.33	1623.81	1624.33	950.0
2013-04-24 02:35:00	ES	Futures	1624.07	1624.33	1623.81	1624.33	216.0
2013-04-24 02:40:00	ES	Futures	1624.07	1624.07	1623.81	1623.81	216.0
2013-04-24 02:45:00	ES	Futures	1623.81	1624.07	1623.81	1624.07	201.0
2013-04-24 02:50:00	ES	Futures	1624.07	1624.33	1623.81	1624.07	695.0
2013-04-24 02:55:00	ES	Futures	1624.07	1624.07	1623.81	1623.81	425.0
2013-04-24 03:00:00	ES	Futures	1624.07	1624.33	1623.55	1623.81	1579.0
2013-04-24 03:05:00	ES	Futures	1623.55	1624.58	1623.55	1624.33	1365.0
2013-04-24 03:10:00	ES	Futures	1624.58	1624.84	1623.55	1624.58	2055.0
2013-04-24 03:15:00	ES	Futures	1624.58	1625.61	1624.33	1625.36	3224.0
2013-04-24 03:20:00	ES	Futures	1625.61	1625.87	1625.36	1625.36	2463.0
2013-04-24 03:25:00	ES	Futures	1625.36	1626.39	1625.36	1625.87	3467.0
2013-04-24 03:30:00	ES	Futures	1625.87	1626.13	1625.36	1625.87	1433.0
2013-04-24 03:35:00	ES	Futures	1625.87	1626.39	1625.61	1626.13	1658.0
2013-04-24 03:40:00	ES	Futures	1626.13	1626.39	1625.36	1625.87	1330.0
2013-04-24 03:45:00	ES	Futures	1625.61	1625.87	1625.36	1625.61	1154.0
2013-04-24 03:50:00	ES	Futures	1625.87	1626.13	1625.61	1626.13	1693.0
2013-04-24 03:55:00	ES	Futures	1626.13	1626.9	1625.87	1626.65	5456.0
2013-04-24 04:00:00	ES	Futures	1626.39	1626.9	1624.84	1626.9	6466.0
2013-04-24 04:05:00	ES	Futures	1626.65	1626.9	1625.87	1625.87	2077.0

> showing 50 of 14,439 rows — these rows as CSV

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