PREVIEW / futures_5min / 2013-05-24

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-05-24.parquet
  size:    199 KB
  rows:    11,892

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
2013-05-24 00:00:00	ES	Futures	1700.06	1700.31	1699.8	1700.06	858.0
2013-05-24 00:05:00	ES	Futures	1700.06	1700.57	1699.8	1700.06	485.0
2013-05-24 00:10:00	ES	Futures	1700.31	1700.31	1699.03	1699.54	1335.0
2013-05-24 00:15:00	ES	Futures	1699.54	1699.8	1698.0	1698.0	2397.0
2013-05-24 00:20:00	ES	Futures	1698.0	1698.51	1696.97	1697.22	2165.0
2013-05-24 00:25:00	ES	Futures	1697.22	1697.74	1696.97	1697.48	1484.0
2013-05-24 00:30:00	ES	Futures	1697.48	1698.77	1697.48	1698.0	844.0
2013-05-24 00:35:00	ES	Futures	1698.0	1698.0	1696.19	1696.45	1743.0
2013-05-24 00:40:00	ES	Futures	1696.71	1696.71	1694.9	1694.9	2556.0
2013-05-24 00:45:00	ES	Futures	1695.16	1696.45	1694.9	1695.94	1660.0
2013-05-24 00:50:00	ES	Futures	1696.19	1696.71	1695.68	1695.94	922.0
2013-05-24 00:55:00	ES	Futures	1695.94	1696.71	1695.68	1696.45	620.0
2013-05-24 01:00:00	ES	Futures	1696.45	1698.77	1695.94	1698.77	2017.0
2013-05-24 01:05:00	ES	Futures	1698.77	1698.77	1697.22	1697.48	1393.0
2013-05-24 01:10:00	ES	Futures	1697.48	1698.25	1696.71	1696.71	1225.0
2013-05-24 01:15:00	ES	Futures	1696.71	1697.22	1696.19	1696.71	535.0
2013-05-24 01:20:00	ES	Futures	1696.97	1697.22	1695.94	1696.19	566.0
2013-05-24 01:25:00	ES	Futures	1696.19	1696.97	1696.19	1696.97	336.0
2013-05-24 01:30:00	ES	Futures	1697.22	1698.0	1696.45	1697.74	1380.0
2013-05-24 01:35:00	ES	Futures	1698.0	1700.06	1698.0	1699.03	2234.0
2013-05-24 01:40:00	ES	Futures	1699.28	1701.86	1699.28	1701.86	1312.0
2013-05-24 01:45:00	ES	Futures	1701.6	1702.12	1700.83	1701.86	1111.0
2013-05-24 01:50:00	ES	Futures	1701.86	1702.37	1701.34	1701.6	1155.0
2013-05-24 01:55:00	ES	Futures	1701.86	1702.37	1701.34	1701.34	893.0
2013-05-24 02:00:00	ES	Futures	1701.6	1702.12	1701.09	1701.09	1591.0
2013-05-24 02:05:00	ES	Futures	1701.09	1701.09	1700.06	1701.09	991.0
2013-05-24 02:10:00	ES	Futures	1701.09	1701.09	1700.31	1701.09	991.0
2013-05-24 02:15:00	ES	Futures	1701.34	1701.34	1700.06	1700.31	1290.0
2013-05-24 02:20:00	ES	Futures	1700.31	1700.57	1699.03	1699.28	776.0
2013-05-24 02:25:00	ES	Futures	1699.54	1699.54	1698.77	1699.28	760.0
2013-05-24 02:30:00	ES	Futures	1699.28	1700.06	1699.28	1699.8	320.0
2013-05-24 02:35:00	ES	Futures	1699.8	1700.83	1699.8	1700.83	649.0
2013-05-24 02:40:00	ES	Futures	1700.83	1700.83	1700.31	1700.57	716.0
2013-05-24 02:45:00	ES	Futures	1700.57	1701.6	1700.57	1701.6	1327.0
2013-05-24 02:50:00	ES	Futures	1701.34	1701.6	1701.34	1701.34	172.0
2013-05-24 02:55:00	ES	Futures	1701.6	1702.12	1701.34	1701.34	565.0
2013-05-24 03:00:00	ES	Futures	1701.6	1702.12	1699.54	1699.8	2109.0
2013-05-24 03:05:00	ES	Futures	1699.8	1700.57	1699.03	1699.28	1872.0
2013-05-24 03:10:00	ES	Futures	1699.28	1701.34	1699.03	1701.09	2208.0
2013-05-24 03:15:00	ES	Futures	1701.34	1701.34	1700.06	1700.31	2925.0
2013-05-24 03:20:00	ES	Futures	1700.31	1701.34	1700.31	1700.31	944.0
2013-05-24 03:25:00	ES	Futures	1700.31	1701.86	1700.31	1701.34	1930.0
2013-05-24 03:30:00	ES	Futures	1701.34	1701.34	1699.03	1699.54	2301.0
2013-05-24 03:35:00	ES	Futures	1699.28	1699.8	1699.28	1699.54	921.0
2013-05-24 03:40:00	ES	Futures	1699.54	1699.54	1697.48	1697.74	2430.0
2013-05-24 03:45:00	ES	Futures	1698.0	1698.0	1697.22	1697.48	1967.0
2013-05-24 03:50:00	ES	Futures	1697.48	1698.77	1697.22	1698.0	2246.0
2013-05-24 03:55:00	ES	Futures	1698.0	1698.25	1697.48	1697.48	1248.0
2013-05-24 04:00:00	ES	Futures	1697.48	1699.54	1697.22	1699.03	4343.0
2013-05-24 04:05:00	ES	Futures	1698.77	1699.54	1698.25	1699.28	1747.0

> showing 50 of 11,892 rows — these rows as CSV

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