PREVIEW / futures_5min / 2013-06-23

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-06-23.parquet
  size:    52 KB
  rows:    2,434

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
2013-06-23 18:00:00	ES	Futures	1637.56	1637.82	1634.72	1635.24	2808.0
2013-06-23 18:05:00	ES	Futures	1635.5	1635.5	1631.88	1632.65	2581.0
2013-06-23 18:10:00	ES	Futures	1632.65	1632.91	1631.88	1632.65	1098.0
2013-06-23 18:15:00	ES	Futures	1632.39	1632.91	1632.14	1632.39	540.0
2013-06-23 18:20:00	ES	Futures	1632.39	1633.17	1632.14	1632.91	471.0
2013-06-23 18:25:00	ES	Futures	1632.91	1632.91	1631.88	1632.14	763.0
2013-06-23 18:30:00	ES	Futures	1632.14	1633.43	1632.14	1632.65	472.0
2013-06-23 18:35:00	ES	Futures	1632.91	1633.17	1632.39	1632.39	105.0
2013-06-23 18:40:00	ES	Futures	1632.65	1632.91	1632.14	1632.14	157.0
2013-06-23 18:45:00	ES	Futures	1632.39	1632.91	1632.14	1632.91	170.0
2013-06-23 18:50:00	ES	Futures	1632.91	1633.17	1632.65	1632.91	328.0
2013-06-23 18:55:00	ES	Futures	1632.91	1634.46	1632.65	1634.2	1412.0
2013-06-23 19:00:00	ES	Futures	1634.2	1634.2	1633.69	1633.95	178.0
2013-06-23 19:05:00	ES	Futures	1633.95	1634.46	1633.69	1634.46	159.0
2013-06-23 19:10:00	ES	Futures	1634.2	1634.72	1634.2	1634.46	384.0
2013-06-23 19:15:00	ES	Futures	1634.46	1634.98	1634.2	1634.72	662.0
2013-06-23 19:20:00	ES	Futures	1634.98	1635.24	1634.72	1635.24	394.0
2013-06-23 19:25:00	ES	Futures	1634.98	1635.76	1634.98	1635.76	398.0
2013-06-23 19:30:00	ES	Futures	1636.01	1636.53	1635.76	1636.27	259.0
2013-06-23 19:35:00	ES	Futures	1636.27	1639.37	1636.27	1639.12	2429.0
2013-06-23 19:40:00	ES	Futures	1638.86	1639.37	1638.34	1638.6	1253.0
2013-06-23 19:45:00	ES	Futures	1638.6	1640.15	1638.08	1639.89	1271.0
2013-06-23 19:50:00	ES	Futures	1639.89	1640.15	1638.34	1638.34	801.0
2013-06-23 19:55:00	ES	Futures	1638.6	1639.12	1638.34	1638.34	652.0
2013-06-23 20:00:00	ES	Futures	1638.6	1638.86	1637.82	1638.08	844.0
2013-06-23 20:05:00	ES	Futures	1638.08	1638.08	1637.05	1637.82	736.0
2013-06-23 20:10:00	ES	Futures	1637.56	1638.08	1636.53	1636.79	778.0
2013-06-23 20:15:00	ES	Futures	1637.05	1637.31	1636.53	1637.31	424.0
2013-06-23 20:20:00	ES	Futures	1637.05	1637.31	1636.53	1636.53	116.0
2013-06-23 20:25:00	ES	Futures	1636.79	1636.79	1635.5	1636.27	837.0
2013-06-23 20:30:00	ES	Futures	1636.27	1636.53	1635.5	1636.27	522.0
2013-06-23 20:35:00	ES	Futures	1636.01	1636.53	1635.76	1636.27	476.0
2013-06-23 20:40:00	ES	Futures	1636.01	1636.53	1636.01	1636.27	245.0
2013-06-23 20:45:00	ES	Futures	1636.27	1636.53	1635.5	1635.5	531.0
2013-06-23 20:50:00	ES	Futures	1635.5	1636.01	1635.24	1635.24	707.0
2013-06-23 20:55:00	ES	Futures	1635.5	1635.5	1634.2	1634.2	865.0
2013-06-23 21:00:00	ES	Futures	1634.2	1634.46	1631.88	1632.39	2507.0
2013-06-23 21:05:00	ES	Futures	1632.39	1632.39	1630.07	1631.36	2353.0
2013-06-23 21:10:00	ES	Futures	1631.36	1632.65	1630.84	1632.39	899.0
2013-06-23 21:15:00	ES	Futures	1632.39	1633.17	1631.62	1631.62	1287.0
2013-06-23 21:20:00	ES	Futures	1631.88	1632.65	1631.36	1632.39	479.0
2013-06-23 21:25:00	ES	Futures	1632.14	1632.65	1631.62	1632.14	678.0
2013-06-23 21:30:00	ES	Futures	1632.39	1632.39	1630.07	1630.07	1139.0
2013-06-23 21:35:00	ES	Futures	1630.33	1632.14	1630.07	1631.88	1194.0
2013-06-23 21:40:00	ES	Futures	1632.14	1634.46	1632.14	1633.43	1095.0
2013-06-23 21:45:00	ES	Futures	1633.43	1634.2	1633.17	1633.69	423.0
2013-06-23 21:50:00	ES	Futures	1633.69	1633.95	1632.91	1633.43	509.0
2013-06-23 21:55:00	ES	Futures	1633.43	1633.43	1632.39	1632.65	753.0
2013-06-23 22:00:00	ES	Futures	1632.65	1632.65	1629.81	1631.62	2761.0
2013-06-23 22:05:00	ES	Futures	1631.62	1632.65	1631.1	1632.14	816.0

> showing 50 of 2,434 rows — these rows as CSV

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