PREVIEW / futures_5min / 2013-05-27

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-05-27.parquet
  size:    128 KB
  rows:    8,294

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
2013-05-27 00:00:00	ES	Futures	1702.12	1702.12	1701.09	1701.34	213.0
2013-05-27 00:05:00	ES	Futures	1701.34	1701.86	1701.34	1701.6	114.0
2013-05-27 00:10:00	ES	Futures	1701.86	1702.12	1701.86	1701.86	111.0
2013-05-27 00:15:00	ES	Futures	1701.86	1702.63	1701.86	1702.63	372.0
2013-05-27 00:20:00	ES	Futures	1702.63	1702.89	1701.86	1702.37	317.0
2013-05-27 00:25:00	ES	Futures	1702.37	1702.89	1702.12	1702.63	250.0
2013-05-27 00:30:00	ES	Futures	1702.89	1703.15	1702.63	1702.63	141.0
2013-05-27 00:35:00	ES	Futures	1702.89	1703.41	1702.63	1703.15	255.0
2013-05-27 00:40:00	ES	Futures	1703.41	1703.41	1702.89	1702.89	138.0
2013-05-27 00:45:00	ES	Futures	1702.63	1702.89	1702.63	1702.89	98.0
2013-05-27 00:50:00	ES	Futures	1702.89	1703.15	1702.89	1702.89	345.0
2013-05-27 00:55:00	ES	Futures	1702.89	1703.15	1702.89	1703.15	152.0
2013-05-27 01:00:00	ES	Futures	1703.15	1703.15	1702.63	1702.89	210.0
2013-05-27 01:05:00	ES	Futures	1703.15	1703.15	1702.89	1703.15	139.0
2013-05-27 01:10:00	ES	Futures	1703.15	1703.41	1702.63	1702.63	500.0
2013-05-27 01:15:00	ES	Futures	1702.63	1702.63	1702.12	1702.37	310.0
2013-05-27 01:20:00	ES	Futures	1702.37	1702.89	1702.37	1702.37	109.0
2013-05-27 01:25:00	ES	Futures	1702.63	1703.15	1702.37	1703.15	163.0
2013-05-27 01:30:00	ES	Futures	1703.15	1703.41	1702.89	1703.41	299.0
2013-05-27 01:35:00	ES	Futures	1703.41	1703.41	1702.89	1703.41	238.0
2013-05-27 01:40:00	ES	Futures	1703.41	1703.41	1702.63	1702.89	254.0
2013-05-27 01:45:00	ES	Futures	1702.63	1702.89	1702.37	1702.63	335.0
2013-05-27 01:50:00	ES	Futures	1702.37	1702.89	1702.37	1702.37	310.0
2013-05-27 01:55:00	ES	Futures	1702.37	1702.63	1702.37	1702.37	149.0
2013-05-27 02:00:00	ES	Futures	1702.37	1702.63	1701.86	1701.86	818.0
2013-05-27 02:05:00	ES	Futures	1701.86	1701.86	1701.09	1701.86	688.0
2013-05-27 02:10:00	ES	Futures	1701.86	1701.86	1701.09	1701.34	556.0
2013-05-27 02:15:00	ES	Futures	1701.34	1701.34	1701.09	1701.09	357.0
2013-05-27 02:20:00	ES	Futures	1701.09	1701.09	1699.8	1699.8	1182.0
2013-05-27 02:25:00	ES	Futures	1700.06	1700.06	1699.54	1700.06	624.0
2013-05-27 02:30:00	ES	Futures	1700.06	1700.57	1699.8	1700.31	360.0
2013-05-27 02:35:00	ES	Futures	1700.31	1700.31	1699.8	1699.8	226.0
2013-05-27 02:40:00	ES	Futures	1699.8	1700.06	1699.8	1699.8	158.0
2013-05-27 02:45:00	ES	Futures	1699.8	1700.06	1699.54	1699.8	286.0
2013-05-27 02:50:00	ES	Futures	1699.8	1700.06	1699.54	1700.06	254.0
2013-05-27 02:55:00	ES	Futures	1700.06	1700.06	1699.8	1700.06	66.0
2013-05-27 03:00:00	ES	Futures	1700.06	1701.09	1700.06	1701.09	1279.0
2013-05-27 03:05:00	ES	Futures	1700.83	1701.6	1700.57	1700.83	682.0
2013-05-27 03:10:00	ES	Futures	1701.09	1701.34	1700.31	1700.31	471.0
2013-05-27 03:15:00	ES	Futures	1700.31	1700.31	1699.8	1700.31	998.0
2013-05-27 03:20:00	ES	Futures	1700.31	1701.6	1700.31	1701.09	740.0
2013-05-27 03:25:00	ES	Futures	1701.09	1702.37	1700.83	1701.86	1111.0
2013-05-27 03:30:00	ES	Futures	1701.6	1702.89	1701.6	1702.63	1642.0
2013-05-27 03:35:00	ES	Futures	1702.63	1702.89	1702.63	1702.89	800.0
2013-05-27 03:40:00	ES	Futures	1702.89	1703.41	1702.63	1702.89	1096.0
2013-05-27 03:45:00	ES	Futures	1702.89	1703.15	1701.09	1701.6	2456.0
2013-05-27 03:50:00	ES	Futures	1701.6	1702.12	1701.09	1701.6	961.0
2013-05-27 03:55:00	ES	Futures	1701.6	1701.6	1701.09	1701.6	214.0
2013-05-27 04:00:00	ES	Futures	1701.34	1701.6	1700.57	1701.6	593.0
2013-05-27 04:05:00	ES	Futures	1701.6	1701.86	1701.34	1701.34	369.0

> showing 50 of 8,294 rows — these rows as CSV

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