PREVIEW / futures_5min / 2013-05-28

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-05-28.parquet
  size:    234 KB
  rows:    13,998

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
2013-05-28 00:00:00	ES	Futures	1706.75	1706.75	1705.98	1706.24	656.0
2013-05-28 00:05:00	ES	Futures	1705.98	1706.5	1705.72	1706.24	614.0
2013-05-28 00:10:00	ES	Futures	1705.98	1705.98	1705.47	1705.47	313.0
2013-05-28 00:15:00	ES	Futures	1705.47	1705.72	1705.47	1705.72	125.0
2013-05-28 00:20:00	ES	Futures	1705.47	1705.98	1705.47	1705.98	69.0
2013-05-28 00:25:00	ES	Futures	1705.98	1706.24	1705.98	1706.24	65.0
2013-05-28 00:30:00	ES	Futures	1705.98	1706.5	1705.98	1706.24	50.0
2013-05-28 00:35:00	ES	Futures	1706.5	1706.75	1706.5	1706.5	346.0
2013-05-28 00:40:00	ES	Futures	1706.5	1707.01	1706.5	1707.01	111.0
2013-05-28 00:45:00	ES	Futures	1707.01	1707.01	1706.24	1706.5	258.0
2013-05-28 00:50:00	ES	Futures	1706.75	1706.75	1706.24	1706.5	214.0
2013-05-28 00:55:00	ES	Futures	1706.5	1706.5	1706.24	1706.24	231.0
2013-05-28 01:00:00	ES	Futures	1705.98	1706.5	1705.98	1706.5	236.0
2013-05-28 01:05:00	ES	Futures	1706.5	1706.75	1706.24	1706.24	194.0
2013-05-28 01:10:00	ES	Futures	1706.24	1706.24	1705.98	1705.98	73.0
2013-05-28 01:15:00	ES	Futures	1705.98	1706.75	1705.98	1706.75	247.0
2013-05-28 01:20:00	ES	Futures	1706.75	1706.75	1706.5	1706.75	80.0
2013-05-28 01:25:00	ES	Futures	1706.75	1707.01	1706.24	1706.5	442.0
2013-05-28 01:30:00	ES	Futures	1706.75	1707.01	1705.98	1706.75	518.0
2013-05-28 01:35:00	ES	Futures	1706.75	1707.01	1706.5	1707.01	370.0
2013-05-28 01:40:00	ES	Futures	1707.01	1707.27	1706.75	1706.75	139.0
2013-05-28 01:45:00	ES	Futures	1707.01	1707.27	1707.01	1707.27	297.0
2013-05-28 01:50:00	ES	Futures	1707.27	1707.27	1707.01	1707.27	223.0
2013-05-28 01:55:00	ES	Futures	1707.27	1707.27	1707.01	1707.27	542.0
2013-05-28 02:00:00	ES	Futures	1707.27	1707.27	1706.5	1706.75	902.0
2013-05-28 02:05:00	ES	Futures	1706.75	1707.27	1706.75	1707.27	646.0
2013-05-28 02:10:00	ES	Futures	1707.01	1707.27	1706.75	1707.01	1262.0
2013-05-28 02:15:00	ES	Futures	1707.01	1707.27	1706.75	1706.75	884.0
2013-05-28 02:20:00	ES	Futures	1707.01	1707.27	1707.01	1707.27	532.0
2013-05-28 02:25:00	ES	Futures	1707.27	1707.27	1707.01	1707.27	642.0
2013-05-28 02:30:00	ES	Futures	1707.27	1708.04	1707.01	1708.04	1609.0
2013-05-28 02:35:00	ES	Futures	1708.04	1708.81	1707.78	1708.56	2231.0
2013-05-28 02:40:00	ES	Futures	1708.81	1708.81	1708.3	1708.56	713.0
2013-05-28 02:45:00	ES	Futures	1708.3	1708.3	1708.04	1708.04	1080.0
2013-05-28 02:50:00	ES	Futures	1708.04	1708.3	1707.53	1708.04	577.0
2013-05-28 02:55:00	ES	Futures	1708.04	1708.04	1707.53	1707.78	436.0
2013-05-28 03:00:00	ES	Futures	1707.78	1708.81	1707.53	1707.78	3398.0
2013-05-28 03:05:00	ES	Futures	1708.04	1709.07	1708.04	1708.81	3008.0
2013-05-28 03:10:00	ES	Futures	1709.07	1710.1	1709.07	1709.59	5578.0
2013-05-28 03:15:00	ES	Futures	1709.59	1709.59	1708.56	1708.56	2222.0
2013-05-28 03:20:00	ES	Futures	1708.81	1709.59	1708.56	1708.81	1870.0
2013-05-28 03:25:00	ES	Futures	1709.07	1709.84	1708.81	1709.33	1732.0
2013-05-28 03:30:00	ES	Futures	1709.33	1710.1	1709.07	1709.33	3267.0
2013-05-28 03:35:00	ES	Futures	1709.33	1711.91	1709.33	1711.65	7381.0
2013-05-28 03:40:00	ES	Futures	1711.65	1714.22	1711.65	1713.45	9657.0
2013-05-28 03:45:00	ES	Futures	1713.45	1713.71	1712.68	1712.94	2627.0
2013-05-28 03:50:00	ES	Futures	1712.94	1713.45	1712.68	1712.94	1384.0
2013-05-28 03:55:00	ES	Futures	1712.94	1713.71	1712.94	1713.19	1456.0
2013-05-28 04:00:00	ES	Futures	1713.45	1713.71	1713.19	1713.45	1498.0
2013-05-28 04:05:00	ES	Futures	1713.45	1714.22	1713.45	1713.45	2487.0

> showing 50 of 13,998 rows — these rows as CSV

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