PREVIEW / futures_5min / 2013-05-29

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-05-29.parquet
  size:    243 KB
  rows:    14,495

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
2013-05-29 00:00:00	ES	Futures	1704.18	1705.72	1704.18	1705.21	1575.0
2013-05-29 00:05:00	ES	Futures	1705.21	1706.5	1705.21	1705.98	647.0
2013-05-29 00:10:00	ES	Futures	1705.98	1706.24	1705.98	1705.98	341.0
2013-05-29 00:15:00	ES	Futures	1705.98	1706.24	1705.98	1706.24	183.0
2013-05-29 00:20:00	ES	Futures	1706.24	1706.5	1706.24	1706.24	127.0
2013-05-29 00:25:00	ES	Futures	1706.24	1706.5	1705.98	1705.98	163.0
2013-05-29 00:30:00	ES	Futures	1705.98	1706.24	1705.98	1705.98	82.0
2013-05-29 00:35:00	ES	Futures	1705.98	1706.24	1705.72	1705.98	115.0
2013-05-29 00:40:00	ES	Futures	1705.98	1705.98	1705.72	1705.98	220.0
2013-05-29 00:45:00	ES	Futures	1705.98	1707.01	1705.98	1706.75	446.0
2013-05-29 00:50:00	ES	Futures	1706.75	1707.01	1706.5	1706.75	497.0
2013-05-29 00:55:00	ES	Futures	1707.01	1707.01	1706.75	1706.75	158.0
2013-05-29 01:00:00	ES	Futures	1706.75	1706.75	1705.72	1705.72	568.0
2013-05-29 01:05:00	ES	Futures	1705.98	1707.01	1705.98	1706.75	454.0
2013-05-29 01:10:00	ES	Futures	1706.75	1707.01	1706.5	1706.75	291.0
2013-05-29 01:15:00	ES	Futures	1706.75	1706.75	1706.24	1706.5	311.0
2013-05-29 01:20:00	ES	Futures	1706.75	1707.01	1706.24	1706.24	429.0
2013-05-29 01:25:00	ES	Futures	1706.5	1706.5	1705.98	1705.98	385.0
2013-05-29 01:30:00	ES	Futures	1705.98	1706.24	1705.72	1705.72	356.0
2013-05-29 01:35:00	ES	Futures	1705.72	1705.98	1705.47	1705.72	304.0
2013-05-29 01:40:00	ES	Futures	1705.47	1705.47	1704.18	1704.95	989.0
2013-05-29 01:45:00	ES	Futures	1704.95	1704.95	1702.89	1703.41	1322.0
2013-05-29 01:50:00	ES	Futures	1703.15	1703.66	1702.63	1702.89	1330.0
2013-05-29 01:55:00	ES	Futures	1703.15	1703.15	1701.86	1702.12	2199.0
2013-05-29 02:00:00	ES	Futures	1701.86	1703.15	1701.86	1702.12	2072.0
2013-05-29 02:05:00	ES	Futures	1702.12	1702.12	1701.86	1701.86	699.0
2013-05-29 02:10:00	ES	Futures	1701.86	1702.12	1700.57	1700.83	3742.0
2013-05-29 02:15:00	ES	Futures	1700.83	1701.34	1700.57	1701.09	822.0
2013-05-29 02:20:00	ES	Futures	1701.09	1701.34	1700.57	1700.83	1826.0
2013-05-29 02:25:00	ES	Futures	1700.83	1701.6	1700.83	1701.34	1488.0
2013-05-29 02:30:00	ES	Futures	1701.34	1701.34	1700.83	1701.34	692.0
2013-05-29 02:35:00	ES	Futures	1701.34	1702.63	1700.83	1702.37	3329.0
2013-05-29 02:40:00	ES	Futures	1702.37	1702.37	1701.86	1702.12	472.0
2013-05-29 02:45:00	ES	Futures	1701.86	1702.63	1701.86	1702.12	946.0
2013-05-29 02:50:00	ES	Futures	1702.37	1702.37	1701.6	1701.86	778.0
2013-05-29 02:55:00	ES	Futures	1701.86	1702.12	1699.28	1699.8	5046.0
2013-05-29 03:00:00	ES	Futures	1699.8	1700.06	1699.28	1699.8	2474.0
2013-05-29 03:05:00	ES	Futures	1699.54	1699.8	1698.0	1699.28	5238.0
2013-05-29 03:10:00	ES	Futures	1699.28	1699.54	1698.0	1698.0	2720.0
2013-05-29 03:15:00	ES	Futures	1698.0	1698.77	1697.74	1698.25	3717.0
2013-05-29 03:20:00	ES	Futures	1698.51	1698.51	1696.97	1697.48	4807.0
2013-05-29 03:25:00	ES	Futures	1697.22	1699.03	1697.22	1698.77	2775.0
2013-05-29 03:30:00	ES	Futures	1698.51	1698.77	1696.97	1698.0	3849.0
2013-05-29 03:35:00	ES	Futures	1698.0	1698.25	1697.22	1698.0	1869.0
2013-05-29 03:40:00	ES	Futures	1698.0	1698.0	1695.94	1696.19	4851.0
2013-05-29 03:45:00	ES	Futures	1696.19	1698.25	1696.19	1698.0	2529.0
2013-05-29 03:50:00	ES	Futures	1697.74	1698.0	1697.48	1698.0	1160.0
2013-05-29 03:55:00	ES	Futures	1697.74	1698.25	1697.48	1698.0	2072.0
2013-05-29 04:00:00	ES	Futures	1698.0	1700.31	1698.0	1699.8	3462.0
2013-05-29 04:05:00	ES	Futures	1700.06	1700.83	1699.54	1699.54	1370.0

> showing 50 of 14,495 rows — these rows as CSV

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