PREVIEW / futures_5min / 2013-05-17

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-05-17.parquet
  size:    205 KB
  rows:    11,913

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
2013-05-17 00:00:00	ES	Futures	1700.83	1700.83	1700.57	1700.57	203.0
2013-05-17 00:05:00	ES	Futures	1700.83	1700.83	1700.31	1700.31	289.0
2013-05-17 00:10:00	ES	Futures	1700.31	1700.83	1700.31	1700.57	250.0
2013-05-17 00:15:00	ES	Futures	1700.57	1700.57	1700.57	1700.57	181.0
2013-05-17 00:20:00	ES	Futures	1700.57	1700.83	1700.57	1700.57	324.0
2013-05-17 00:25:00	ES	Futures	1700.57	1700.83	1700.57	1700.57	90.0
2013-05-17 00:30:00	ES	Futures	1700.83	1701.09	1700.57	1700.83	76.0
2013-05-17 00:35:00	ES	Futures	1700.83	1701.09	1700.57	1700.83	286.0
2013-05-17 00:40:00	ES	Futures	1700.83	1700.83	1700.83	1700.83	52.0
2013-05-17 00:45:00	ES	Futures	1700.57	1700.83	1700.57	1700.57	107.0
2013-05-17 00:50:00	ES	Futures	1700.57	1700.57	1700.06	1700.31	190.0
2013-05-17 00:55:00	ES	Futures	1700.31	1700.57	1700.31	1700.31	264.0
2013-05-17 01:00:00	ES	Futures	1700.31	1700.31	1699.8	1700.31	390.0
2013-05-17 01:05:00	ES	Futures	1700.31	1700.57	1700.06	1700.57	263.0
2013-05-17 01:10:00	ES	Futures	1700.57	1700.57	1700.31	1700.31	330.0
2013-05-17 01:15:00	ES	Futures	1700.31	1700.31	1700.06	1700.31	167.0
2013-05-17 01:20:00	ES	Futures	1700.31	1700.83	1700.31	1700.83	204.0
2013-05-17 01:25:00	ES	Futures	1700.57	1701.09	1700.57	1700.83	420.0
2013-05-17 01:30:00	ES	Futures	1700.83	1700.83	1700.57	1700.83	283.0
2013-05-17 01:35:00	ES	Futures	1700.57	1701.86	1700.57	1701.86	1523.0
2013-05-17 01:40:00	ES	Futures	1701.6	1701.86	1701.34	1701.6	308.0
2013-05-17 01:45:00	ES	Futures	1701.86	1702.12	1701.6	1701.86	690.0
2013-05-17 01:50:00	ES	Futures	1701.86	1701.86	1701.34	1701.6	263.0
2013-05-17 01:55:00	ES	Futures	1701.6	1701.86	1701.34	1701.6	438.0
2013-05-17 02:00:00	ES	Futures	1701.6	1701.6	1700.83	1701.09	686.0
2013-05-17 02:05:00	ES	Futures	1701.09	1701.09	1700.83	1701.09	378.0
2013-05-17 02:10:00	ES	Futures	1701.09	1701.86	1701.09	1701.34	923.0
2013-05-17 02:15:00	ES	Futures	1701.6	1701.86	1701.6	1701.6	525.0
2013-05-17 02:20:00	ES	Futures	1701.6	1701.86	1701.34	1701.86	262.0
2013-05-17 02:25:00	ES	Futures	1701.86	1702.63	1701.86	1702.63	1502.0
2013-05-17 02:30:00	ES	Futures	1702.63	1702.63	1702.12	1702.37	747.0
2013-05-17 02:35:00	ES	Futures	1702.37	1702.89	1702.12	1702.89	861.0
2013-05-17 02:40:00	ES	Futures	1702.63	1703.15	1702.63	1702.89	1046.0
2013-05-17 02:45:00	ES	Futures	1702.89	1703.15	1702.63	1702.89	781.0
2013-05-17 02:50:00	ES	Futures	1702.89	1702.89	1701.86	1701.86	425.0
2013-05-17 02:55:00	ES	Futures	1702.12	1702.12	1701.6	1701.86	343.0
2013-05-17 03:00:00	ES	Futures	1701.6	1702.37	1701.34	1701.86	1559.0
2013-05-17 03:05:00	ES	Futures	1702.12	1702.37	1701.09	1701.09	1214.0
2013-05-17 03:10:00	ES	Futures	1701.34	1701.34	1699.8	1699.8	2668.0
2013-05-17 03:15:00	ES	Futures	1700.06	1700.57	1699.54	1700.57	2361.0
2013-05-17 03:20:00	ES	Futures	1700.57	1700.83	1700.31	1700.83	1279.0
2013-05-17 03:25:00	ES	Futures	1700.83	1701.09	1700.31	1700.83	1183.0
2013-05-17 03:30:00	ES	Futures	1700.83	1701.09	1700.57	1700.57	1298.0
2013-05-17 03:35:00	ES	Futures	1700.57	1700.57	1699.8	1700.06	944.0
2013-05-17 03:40:00	ES	Futures	1700.31	1700.83	1700.06	1700.57	875.0
2013-05-17 03:45:00	ES	Futures	1700.83	1700.83	1699.8	1700.06	1260.0
2013-05-17 03:50:00	ES	Futures	1700.06	1700.83	1700.06	1700.83	636.0
2013-05-17 03:55:00	ES	Futures	1700.83	1701.34	1700.83	1701.09	1226.0
2013-05-17 04:00:00	ES	Futures	1701.34	1701.6	1701.09	1701.34	1083.0
2013-05-17 04:05:00	ES	Futures	1701.6	1701.6	1701.09	1701.34	676.0

> showing 50 of 11,913 rows — these rows as CSV

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