PREVIEW / futures_5min / 2013-06-09

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-06-09.parquet
  size:    47 KB
  rows:    2,330

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
2013-06-09 18:00:00	ES	Futures	1686.15	1687.43	1685.37	1685.37	3567.0
2013-06-09 18:05:00	ES	Futures	1685.63	1685.63	1684.6	1685.12	1222.0
2013-06-09 18:10:00	ES	Futures	1685.12	1685.37	1684.86	1685.12	449.0
2013-06-09 18:15:00	ES	Futures	1685.12	1685.12	1684.09	1684.09	1726.0
2013-06-09 18:20:00	ES	Futures	1684.09	1685.12	1684.09	1684.6	643.0
2013-06-09 18:25:00	ES	Futures	1684.86	1685.37	1684.6	1685.37	517.0
2013-06-09 18:30:00	ES	Futures	1685.12	1685.63	1685.12	1685.63	335.0
2013-06-09 18:35:00	ES	Futures	1685.37	1685.89	1685.37	1685.63	129.0
2013-06-09 18:40:00	ES	Futures	1685.63	1685.63	1685.37	1685.37	280.0
2013-06-09 18:45:00	ES	Futures	1685.12	1686.15	1685.12	1686.15	814.0
2013-06-09 18:50:00	ES	Futures	1686.15	1686.15	1685.89	1686.15	320.0
2013-06-09 18:55:00	ES	Futures	1686.15	1686.15	1685.63	1685.63	249.0
2013-06-09 19:00:00	ES	Futures	1685.63	1686.15	1685.37	1685.89	353.0
2013-06-09 19:05:00	ES	Futures	1685.63	1685.89	1685.63	1685.89	19.0
2013-06-09 19:10:00	ES	Futures	1686.15	1686.15	1685.37	1685.63	250.0
2013-06-09 19:15:00	ES	Futures	1685.63	1686.66	1685.37	1686.15	529.0
2013-06-09 19:20:00	ES	Futures	1686.15	1686.66	1686.15	1686.4	57.0
2013-06-09 19:25:00	ES	Futures	1686.4	1686.4	1686.15	1686.15	40.0
2013-06-09 19:30:00	ES	Futures	1686.15	1686.4	1685.89	1686.4	411.0
2013-06-09 19:35:00	ES	Futures	1686.4	1687.18	1686.4	1687.18	726.0
2013-06-09 19:40:00	ES	Futures	1686.92	1687.43	1686.92	1687.18	328.0
2013-06-09 19:45:00	ES	Futures	1687.18	1687.18	1686.92	1687.18	247.0
2013-06-09 19:50:00	ES	Futures	1687.18	1687.18	1686.92	1687.18	182.0
2013-06-09 19:55:00	ES	Futures	1687.18	1688.21	1686.92	1687.69	1092.0
2013-06-09 20:00:00	ES	Futures	1687.69	1688.21	1687.18	1688.21	1470.0
2013-06-09 20:05:00	ES	Futures	1688.21	1688.21	1687.43	1687.43	263.0
2013-06-09 20:10:00	ES	Futures	1687.69	1688.21	1687.18	1688.21	445.0
2013-06-09 20:15:00	ES	Futures	1688.21	1688.47	1688.21	1688.21	381.0
2013-06-09 20:20:00	ES	Futures	1687.95	1689.24	1687.95	1688.98	1273.0
2013-06-09 20:25:00	ES	Futures	1689.24	1689.24	1688.72	1688.98	630.0
2013-06-09 20:30:00	ES	Futures	1688.72	1689.24	1688.47	1688.72	480.0
2013-06-09 20:35:00	ES	Futures	1688.72	1688.98	1688.72	1688.72	388.0
2013-06-09 20:40:00	ES	Futures	1688.72	1688.98	1688.21	1688.21	533.0
2013-06-09 20:45:00	ES	Futures	1688.47	1688.47	1688.21	1688.21	363.0
2013-06-09 20:50:00	ES	Futures	1688.47	1688.72	1688.21	1688.72	316.0
2013-06-09 20:55:00	ES	Futures	1688.72	1688.72	1687.69	1687.69	621.0
2013-06-09 21:00:00	ES	Futures	1687.95	1688.21	1687.69	1687.69	356.0
2013-06-09 21:05:00	ES	Futures	1687.95	1687.95	1687.69	1687.95	181.0
2013-06-09 21:10:00	ES	Futures	1687.69	1687.95	1687.43	1687.69	367.0
2013-06-09 21:15:00	ES	Futures	1687.69	1688.98	1687.43	1688.98	1196.0
2013-06-09 21:20:00	ES	Futures	1688.98	1690.27	1688.72	1690.01	1569.0
2013-06-09 21:25:00	ES	Futures	1689.75	1690.01	1689.75	1690.01	266.0
2013-06-09 21:30:00	ES	Futures	1690.01	1690.01	1689.5	1689.75	829.0
2013-06-09 21:35:00	ES	Futures	1689.75	1690.27	1689.5	1690.27	595.0
2013-06-09 21:40:00	ES	Futures	1690.27	1690.53	1690.01	1690.01	432.0
2013-06-09 21:45:00	ES	Futures	1690.01	1690.27	1689.5	1689.75	381.0
2013-06-09 21:50:00	ES	Futures	1689.5	1690.01	1689.5	1689.75	360.0
2013-06-09 21:55:00	ES	Futures	1689.75	1690.27	1689.75	1690.01	204.0
2013-06-09 22:00:00	ES	Futures	1690.27	1690.53	1689.75	1689.75	591.0
2013-06-09 22:05:00	ES	Futures	1689.75	1690.53	1689.75	1690.53	306.0

> showing 50 of 2,330 rows — these rows as CSV

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