PREVIEW / futures_5min / 2013-08-09

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-08-09.parquet
  size:    184 KB
  rows:    11,439

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
2013-08-09 00:00:00	ES	Futures	1750.27	1750.53	1749.75	1750.53	186.0
2013-08-09 00:05:00	ES	Futures	1750.53	1750.53	1750.01	1750.01	73.0
2013-08-09 00:10:00	ES	Futures	1750.27	1750.53	1750.01	1750.53	162.0
2013-08-09 00:15:00	ES	Futures	1750.53	1750.53	1750.27	1750.53	110.0
2013-08-09 00:20:00	ES	Futures	1750.27	1750.53	1750.01	1750.01	194.0
2013-08-09 00:25:00	ES	Futures	1750.27	1750.53	1749.49	1749.75	570.0
2013-08-09 00:30:00	ES	Futures	1750.01	1750.27	1749.75	1750.01	73.0
2013-08-09 00:35:00	ES	Futures	1750.27	1750.27	1750.01	1750.01	16.0
2013-08-09 00:40:00	ES	Futures	1750.01	1750.27	1750.01	1750.27	103.0
2013-08-09 00:45:00	ES	Futures	1750.27	1750.53	1750.01	1750.53	142.0
2013-08-09 00:50:00	ES	Futures	1750.53	1750.53	1750.27	1750.27	47.0
2013-08-09 00:55:00	ES	Futures	1750.01	1750.27	1749.75	1750.01	219.0
2013-08-09 01:00:00	ES	Futures	1750.01	1750.27	1749.75	1750.01	53.0
2013-08-09 01:05:00	ES	Futures	1750.27	1750.53	1750.27	1750.53	101.0
2013-08-09 01:10:00	ES	Futures	1750.27	1750.79	1750.27	1750.79	173.0
2013-08-09 01:15:00	ES	Futures	1750.53	1750.79	1750.53	1750.79	207.0
2013-08-09 01:20:00	ES	Futures	1750.79	1751.04	1750.53	1750.79	137.0
2013-08-09 01:25:00	ES	Futures	1750.79	1751.04	1750.79	1750.79	338.0
2013-08-09 01:30:00	ES	Futures	1750.79	1751.82	1750.53	1751.56	1560.0
2013-08-09 01:35:00	ES	Futures	1751.56	1751.82	1751.04	1751.04	479.0
2013-08-09 01:40:00	ES	Futures	1751.04	1751.3	1751.04	1751.04	237.0
2013-08-09 01:45:00	ES	Futures	1750.79	1751.04	1750.53	1751.04	541.0
2013-08-09 01:50:00	ES	Futures	1751.04	1751.04	1750.53	1751.04	459.0
2013-08-09 01:55:00	ES	Futures	1751.04	1751.04	1751.04	1751.04	122.0
2013-08-09 02:00:00	ES	Futures	1751.3	1751.56	1751.3	1751.56	450.0
2013-08-09 02:05:00	ES	Futures	1751.56	1751.56	1751.3	1751.56	61.0
2013-08-09 02:10:00	ES	Futures	1751.3	1752.08	1751.3	1752.08	659.0
2013-08-09 02:15:00	ES	Futures	1752.08	1752.34	1751.82	1752.08	822.0
2013-08-09 02:20:00	ES	Futures	1751.82	1752.08	1751.56	1752.08	293.0
2013-08-09 02:25:00	ES	Futures	1752.08	1752.08	1751.82	1751.82	128.0
2013-08-09 02:30:00	ES	Futures	1751.82	1752.34	1751.82	1752.08	144.0
2013-08-09 02:35:00	ES	Futures	1752.08	1752.08	1751.56	1751.56	218.0
2013-08-09 02:40:00	ES	Futures	1751.82	1752.34	1751.56	1752.08	434.0
2013-08-09 02:45:00	ES	Futures	1752.08	1752.34	1751.82	1751.82	701.0
2013-08-09 02:50:00	ES	Futures	1751.56	1751.82	1751.56	1751.56	134.0
2013-08-09 02:55:00	ES	Futures	1751.82	1752.08	1751.56	1751.56	191.0
2013-08-09 03:00:00	ES	Futures	1751.82	1752.08	1750.53	1750.79	1209.0
2013-08-09 03:05:00	ES	Futures	1750.79	1751.04	1750.27	1751.04	1314.0
2013-08-09 03:10:00	ES	Futures	1751.04	1751.56	1750.79	1751.04	1404.0
2013-08-09 03:15:00	ES	Futures	1751.04	1751.04	1750.53	1750.79	702.0
2013-08-09 03:20:00	ES	Futures	1750.79	1751.04	1750.53	1750.53	637.0
2013-08-09 03:25:00	ES	Futures	1750.53	1750.79	1747.94	1748.46	4609.0
2013-08-09 03:30:00	ES	Futures	1748.46	1749.23	1748.46	1748.72	1344.0
2013-08-09 03:35:00	ES	Futures	1748.72	1748.72	1747.94	1748.72	1702.0
2013-08-09 03:40:00	ES	Futures	1748.72	1748.98	1748.46	1748.72	651.0
2013-08-09 03:45:00	ES	Futures	1748.46	1749.49	1748.46	1749.49	1474.0
2013-08-09 03:50:00	ES	Futures	1749.23	1749.49	1749.23	1749.23	423.0
2013-08-09 03:55:00	ES	Futures	1748.98	1749.49	1748.98	1749.23	875.0
2013-08-09 04:00:00	ES	Futures	1749.23	1749.49	1748.72	1748.98	850.0
2013-08-09 04:05:00	ES	Futures	1748.98	1749.23	1748.72	1748.98	747.0

> showing 50 of 11,439 rows — these rows as CSV

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