PREVIEW / futures_5min / 2013-06-24

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-06-24.parquet
  size:    253 KB
  rows:    14,328

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
2013-06-24 00:00:00	ES	Futures	1631.1	1631.62	1630.33	1630.59	457.0
2013-06-24 00:05:00	ES	Futures	1630.33	1631.36	1630.33	1631.1	312.0
2013-06-24 00:10:00	ES	Futures	1631.1	1631.1	1630.33	1630.84	198.0
2013-06-24 00:15:00	ES	Futures	1630.84	1630.84	1630.07	1630.33	159.0
2013-06-24 00:20:00	ES	Futures	1630.59	1631.1	1630.33	1630.84	177.0
2013-06-24 00:25:00	ES	Futures	1630.84	1631.62	1630.59	1631.36	125.0
2013-06-24 00:30:00	ES	Futures	1631.36	1631.62	1630.84	1631.1	182.0
2013-06-24 00:35:00	ES	Futures	1631.36	1631.36	1630.84	1631.36	129.0
2013-06-24 00:40:00	ES	Futures	1631.36	1632.14	1631.36	1631.88	391.0
2013-06-24 00:45:00	ES	Futures	1631.88	1631.88	1631.1	1631.62	138.0
2013-06-24 00:50:00	ES	Futures	1631.62	1633.17	1631.62	1632.91	564.0
2013-06-24 00:55:00	ES	Futures	1632.91	1633.17	1632.65	1632.65	275.0
2013-06-24 01:00:00	ES	Futures	1632.91	1633.43	1632.65	1632.91	198.0
2013-06-24 01:05:00	ES	Futures	1632.91	1632.91	1631.88	1632.14	520.0
2013-06-24 01:10:00	ES	Futures	1632.39	1632.39	1631.88	1632.14	256.0
2013-06-24 01:15:00	ES	Futures	1632.14	1632.14	1631.36	1631.36	238.0
2013-06-24 01:20:00	ES	Futures	1631.62	1631.62	1630.59	1630.84	475.0
2013-06-24 01:25:00	ES	Futures	1630.84	1631.36	1630.59	1630.84	304.0
2013-06-24 01:30:00	ES	Futures	1630.84	1631.1	1630.07	1630.84	320.0
2013-06-24 01:35:00	ES	Futures	1630.84	1631.36	1630.59	1631.1	306.0
2013-06-24 01:40:00	ES	Futures	1630.84	1630.84	1629.29	1629.55	936.0
2013-06-24 01:45:00	ES	Futures	1629.81	1629.81	1628.26	1629.03	1221.0
2013-06-24 01:50:00	ES	Futures	1629.03	1629.55	1628.78	1628.78	639.0
2013-06-24 01:55:00	ES	Futures	1628.78	1629.29	1628.26	1628.78	595.0
2013-06-24 02:00:00	ES	Futures	1628.78	1629.29	1626.71	1627.22	2192.0
2013-06-24 02:05:00	ES	Futures	1627.22	1628.26	1626.71	1626.97	1887.0
2013-06-24 02:10:00	ES	Futures	1627.22	1628.0	1627.22	1628.0	852.0
2013-06-24 02:15:00	ES	Futures	1628.0	1628.0	1626.71	1628.0	1036.0
2013-06-24 02:20:00	ES	Futures	1628.0	1628.26	1627.48	1628.0	768.0
2013-06-24 02:25:00	ES	Futures	1628.0	1629.55	1628.0	1629.29	1117.0
2013-06-24 02:30:00	ES	Futures	1629.29	1629.29	1628.26	1628.78	1090.0
2013-06-24 02:35:00	ES	Futures	1628.52	1629.03	1627.74	1628.26	1003.0
2013-06-24 02:40:00	ES	Futures	1628.0	1628.26	1626.45	1627.22	1718.0
2013-06-24 02:45:00	ES	Futures	1627.22	1627.48	1625.93	1625.93	1914.0
2013-06-24 02:50:00	ES	Futures	1626.19	1627.22	1625.93	1626.97	1612.0
2013-06-24 02:55:00	ES	Futures	1626.97	1627.74	1626.71	1627.48	661.0
2013-06-24 03:00:00	ES	Futures	1627.48	1629.81	1627.22	1629.81	2503.0
2013-06-24 03:05:00	ES	Futures	1630.07	1631.62	1629.81	1631.62	3666.0
2013-06-24 03:10:00	ES	Futures	1631.36	1632.65	1631.1	1631.88	3100.0
2013-06-24 03:15:00	ES	Futures	1631.88	1632.39	1631.1	1632.39	2042.0
2013-06-24 03:20:00	ES	Futures	1632.39	1632.39	1630.84	1631.1	2812.0
2013-06-24 03:25:00	ES	Futures	1631.1	1632.39	1630.84	1632.39	2711.0
2013-06-24 03:30:00	ES	Futures	1632.39	1632.39	1631.62	1631.62	1979.0
2013-06-24 03:35:00	ES	Futures	1631.88	1633.69	1631.62	1633.17	3272.0
2013-06-24 03:40:00	ES	Futures	1633.17	1633.69	1632.14	1632.65	2061.0
2013-06-24 03:45:00	ES	Futures	1632.91	1633.17	1631.62	1632.65	1956.0
2013-06-24 03:50:00	ES	Futures	1632.39	1633.95	1632.39	1632.91	2122.0
2013-06-24 03:55:00	ES	Futures	1633.17	1633.43	1630.59	1631.1	2942.0
2013-06-24 04:00:00	ES	Futures	1630.84	1631.88	1629.55	1630.07	2288.0
2013-06-24 04:05:00	ES	Futures	1630.07	1630.33	1627.74	1627.74	4128.0

> showing 50 of 14,328 rows — these rows as CSV

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