PREVIEW / futures_5min / 2013-06-16

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-06-16.parquet
  size:    44 KB
  rows:    2,302

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
2013-06-16 18:00:00	ES	Futures	1673.75	1674.53	1672.98	1674.53	2477.0
2013-06-16 18:05:00	ES	Futures	1674.53	1675.82	1674.27	1675.56	1751.0
2013-06-16 18:10:00	ES	Futures	1675.56	1676.08	1675.3	1675.3	534.0
2013-06-16 18:15:00	ES	Futures	1675.56	1675.56	1675.3	1675.56	90.0
2013-06-16 18:20:00	ES	Futures	1675.56	1675.82	1675.3	1675.56	403.0
2013-06-16 18:25:00	ES	Futures	1675.56	1675.82	1675.56	1675.56	364.0
2013-06-16 18:30:00	ES	Futures	1675.82	1676.08	1675.56	1676.08	153.0
2013-06-16 18:35:00	ES	Futures	1676.08	1676.6	1675.82	1675.82	518.0
2013-06-16 18:40:00	ES	Futures	1675.82	1675.82	1675.3	1675.82	157.0
2013-06-16 18:45:00	ES	Futures	1675.56	1675.82	1675.3	1675.3	82.0
2013-06-16 18:50:00	ES	Futures	1675.3	1675.82	1675.3	1675.3	153.0
2013-06-16 18:55:00	ES	Futures	1675.56	1675.56	1675.05	1675.3	151.0
2013-06-16 19:00:00	ES	Futures	1675.3	1675.82	1675.3	1675.56	85.0
2013-06-16 19:05:00	ES	Futures	1675.56	1676.08	1675.56	1676.08	121.0
2013-06-16 19:10:00	ES	Futures	1676.08	1676.08	1675.56	1675.82	206.0
2013-06-16 19:15:00	ES	Futures	1675.56	1675.82	1675.56	1675.56	29.0
2013-06-16 19:20:00	ES	Futures	1675.56	1675.56	1675.3	1675.56	22.0
2013-06-16 19:25:00	ES	Futures	1675.56	1675.56	1675.3	1675.56	157.0
2013-06-16 19:30:00	ES	Futures	1675.56	1675.56	1675.3	1675.3	62.0
2013-06-16 19:35:00	ES	Futures	1675.3	1675.56	1675.3	1675.56	134.0
2013-06-16 19:40:00	ES	Futures	1675.56	1675.82	1675.56	1675.56	229.0
2013-06-16 19:45:00	ES	Futures	1675.56	1676.08	1675.56	1676.08	237.0
2013-06-16 19:50:00	ES	Futures	1676.08	1677.63	1675.82	1677.11	1456.0
2013-06-16 19:55:00	ES	Futures	1677.11	1677.63	1677.11	1677.11	272.0
2013-06-16 20:00:00	ES	Futures	1677.11	1677.63	1676.34	1677.63	1250.0
2013-06-16 20:05:00	ES	Futures	1677.89	1679.44	1677.89	1678.92	3721.0
2013-06-16 20:10:00	ES	Futures	1678.92	1679.18	1678.41	1678.41	831.0
2013-06-16 20:15:00	ES	Futures	1678.41	1678.92	1678.15	1678.41	348.0
2013-06-16 20:20:00	ES	Futures	1678.41	1678.92	1678.15	1678.67	377.0
2013-06-16 20:25:00	ES	Futures	1678.67	1678.92	1677.63	1677.63	323.0
2013-06-16 20:30:00	ES	Futures	1677.63	1678.15	1677.63	1677.89	896.0
2013-06-16 20:35:00	ES	Futures	1677.63	1678.67	1677.63	1678.41	520.0
2013-06-16 20:40:00	ES	Futures	1678.15	1678.67	1677.89	1678.41	358.0
2013-06-16 20:45:00	ES	Futures	1678.41	1678.67	1677.89	1678.15	431.0
2013-06-16 20:50:00	ES	Futures	1678.15	1678.41	1677.63	1678.15	407.0
2013-06-16 20:55:00	ES	Futures	1678.41	1678.67	1677.89	1677.89	228.0
2013-06-16 21:00:00	ES	Futures	1678.15	1678.41	1677.89	1678.41	448.0
2013-06-16 21:05:00	ES	Futures	1678.67	1679.18	1678.41	1679.18	989.0
2013-06-16 21:10:00	ES	Futures	1678.92	1679.18	1678.67	1678.92	506.0
2013-06-16 21:15:00	ES	Futures	1678.67	1679.18	1678.67	1678.67	279.0
2013-06-16 21:20:00	ES	Futures	1678.67	1679.44	1678.67	1679.18	447.0
2013-06-16 21:25:00	ES	Futures	1679.18	1679.7	1678.92	1679.18	519.0
2013-06-16 21:30:00	ES	Futures	1679.18	1679.96	1679.18	1679.7	592.0
2013-06-16 21:35:00	ES	Futures	1679.7	1679.7	1678.67	1679.44	755.0
2013-06-16 21:40:00	ES	Futures	1679.18	1679.7	1679.18	1679.44	461.0
2013-06-16 21:45:00	ES	Futures	1679.18	1679.96	1679.18	1679.44	458.0
2013-06-16 21:50:00	ES	Futures	1679.44	1680.47	1679.44	1680.22	954.0
2013-06-16 21:55:00	ES	Futures	1680.22	1680.47	1679.96	1679.96	380.0
2013-06-16 22:00:00	ES	Futures	1679.96	1680.73	1679.96	1680.22	256.0
2013-06-16 22:05:00	ES	Futures	1680.22	1680.47	1679.7	1679.7	500.0

> showing 50 of 2,302 rows — these rows as CSV

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