PREVIEW / futures_5min / 2013-06-25

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-06-25.parquet
  size:    243 KB
  rows:    14,340

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
2013-06-25 00:00:00	ES	Futures	1614.56	1615.59	1614.3	1615.33	999.0
2013-06-25 00:05:00	ES	Futures	1615.33	1615.33	1614.56	1615.33	356.0
2013-06-25 00:10:00	ES	Futures	1615.59	1615.59	1613.01	1613.52	1998.0
2013-06-25 00:15:00	ES	Futures	1613.52	1614.56	1613.01	1614.56	1478.0
2013-06-25 00:20:00	ES	Futures	1614.3	1614.56	1613.27	1614.04	450.0
2013-06-25 00:25:00	ES	Futures	1614.04	1615.08	1613.78	1614.56	613.0
2013-06-25 00:30:00	ES	Futures	1614.56	1615.59	1614.3	1615.33	803.0
2013-06-25 00:35:00	ES	Futures	1615.33	1615.33	1614.56	1615.33	271.0
2013-06-25 00:40:00	ES	Futures	1615.33	1616.11	1615.33	1615.59	807.0
2013-06-25 00:45:00	ES	Futures	1615.59	1615.59	1614.82	1615.59	547.0
2013-06-25 00:50:00	ES	Futures	1615.59	1616.37	1615.08	1616.11	832.0
2013-06-25 00:55:00	ES	Futures	1616.37	1616.63	1615.08	1616.11	852.0
2013-06-25 01:00:00	ES	Futures	1615.85	1615.85	1613.01	1613.01	1069.0
2013-06-25 01:05:00	ES	Futures	1613.01	1613.78	1611.2	1613.52	3459.0
2013-06-25 01:10:00	ES	Futures	1613.52	1614.3	1612.23	1614.3	937.0
2013-06-25 01:15:00	ES	Futures	1614.3	1614.3	1613.52	1614.04	199.0
2013-06-25 01:20:00	ES	Futures	1614.04	1614.56	1613.27	1613.52	473.0
2013-06-25 01:25:00	ES	Futures	1613.78	1615.33	1613.01	1615.08	703.0
2013-06-25 01:30:00	ES	Futures	1615.33	1616.37	1615.08	1615.85	1278.0
2013-06-25 01:35:00	ES	Futures	1615.85	1615.85	1614.04	1615.33	791.0
2013-06-25 01:40:00	ES	Futures	1615.33	1616.11	1615.08	1616.11	571.0
2013-06-25 01:45:00	ES	Futures	1616.11	1616.89	1615.59	1616.37	1429.0
2013-06-25 01:50:00	ES	Futures	1616.37	1616.89	1615.59	1616.89	1635.0
2013-06-25 01:55:00	ES	Futures	1616.89	1619.21	1616.89	1617.92	2711.0
2013-06-25 02:00:00	ES	Futures	1618.18	1619.21	1617.66	1619.21	2016.0
2013-06-25 02:05:00	ES	Futures	1619.21	1620.25	1618.95	1619.73	1667.0
2013-06-25 02:10:00	ES	Futures	1619.99	1620.76	1619.73	1620.25	1972.0
2013-06-25 02:15:00	ES	Futures	1619.99	1620.5	1618.69	1620.5	2486.0
2013-06-25 02:20:00	ES	Futures	1620.25	1622.31	1619.99	1622.31	3180.0
2013-06-25 02:25:00	ES	Futures	1622.31	1622.83	1621.8	1622.83	1685.0
2013-06-25 02:30:00	ES	Futures	1622.83	1623.35	1622.57	1623.09	1650.0
2013-06-25 02:35:00	ES	Futures	1623.09	1625.16	1622.83	1625.16	2487.0
2013-06-25 02:40:00	ES	Futures	1625.16	1626.97	1624.9	1626.45	4332.0
2013-06-25 02:45:00	ES	Futures	1626.45	1627.48	1625.93	1625.93	1946.0
2013-06-25 02:50:00	ES	Futures	1626.19	1626.45	1625.42	1625.67	1159.0
2013-06-25 02:55:00	ES	Futures	1625.67	1625.93	1625.16	1625.42	807.0
2013-06-25 03:00:00	ES	Futures	1625.42	1625.42	1622.05	1623.61	5170.0
2013-06-25 03:05:00	ES	Futures	1623.35	1623.86	1622.57	1623.09	3075.0
2013-06-25 03:10:00	ES	Futures	1622.83	1624.12	1621.8	1624.12	3837.0
2013-06-25 03:15:00	ES	Futures	1624.12	1628.0	1623.09	1628.0	7164.0
2013-06-25 03:20:00	ES	Futures	1627.74	1628.26	1626.97	1627.74	2817.0
2013-06-25 03:25:00	ES	Futures	1627.74	1628.78	1626.97	1627.48	2614.0
2013-06-25 03:30:00	ES	Futures	1627.74	1628.52	1626.97	1628.26	2316.0
2013-06-25 03:35:00	ES	Futures	1628.26	1628.52	1626.71	1626.97	2308.0
2013-06-25 03:40:00	ES	Futures	1626.97	1628.0	1626.19	1626.71	2659.0
2013-06-25 03:45:00	ES	Futures	1626.71	1626.97	1626.19	1626.71	1723.0
2013-06-25 03:50:00	ES	Futures	1626.71	1626.71	1624.12	1624.38	3466.0
2013-06-25 03:55:00	ES	Futures	1624.38	1626.45	1624.12	1626.45	2167.0
2013-06-25 04:00:00	ES	Futures	1626.45	1627.22	1625.93	1626.45	3114.0
2013-06-25 04:05:00	ES	Futures	1626.45	1626.45	1623.35	1623.86	4248.0

> showing 50 of 14,340 rows — these rows as CSV

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