PREVIEW / futures_5min / 2013-08-15

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-08-15.parquet
  size:    241 KB
  rows:    13,851

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
2013-08-15 00:00:00	ES	Futures	1737.86	1738.12	1737.6	1737.6	444.0
2013-08-15 00:05:00	ES	Futures	1737.86	1737.86	1737.6	1737.6	51.0
2013-08-15 00:10:00	ES	Futures	1737.6	1737.6	1737.34	1737.6	88.0
2013-08-15 00:15:00	ES	Futures	1737.6	1737.6	1737.09	1737.09	138.0
2013-08-15 00:20:00	ES	Futures	1737.09	1737.09	1736.83	1737.09	211.0
2013-08-15 00:25:00	ES	Futures	1737.09	1737.34	1736.83	1737.09	127.0
2013-08-15 00:30:00	ES	Futures	1737.34	1737.34	1736.83	1736.83	36.0
2013-08-15 00:35:00	ES	Futures	1736.83	1737.09	1736.57	1736.83	337.0
2013-08-15 00:40:00	ES	Futures	1736.83	1737.09	1736.83	1736.83	99.0
2013-08-15 00:45:00	ES	Futures	1736.83	1737.09	1736.57	1736.83	84.0
2013-08-15 00:50:00	ES	Futures	1736.83	1736.83	1736.57	1736.83	141.0
2013-08-15 00:55:00	ES	Futures	1736.83	1737.09	1736.83	1737.09	121.0
2013-08-15 01:00:00	ES	Futures	1736.83	1737.09	1736.83	1737.09	58.0
2013-08-15 01:05:00	ES	Futures	1737.09	1737.09	1736.57	1736.83	98.0
2013-08-15 01:10:00	ES	Futures	1736.57	1736.83	1736.31	1736.83	158.0
2013-08-15 01:15:00	ES	Futures	1736.83	1736.83	1736.31	1736.57	134.0
2013-08-15 01:20:00	ES	Futures	1736.57	1736.83	1736.57	1736.57	157.0
2013-08-15 01:25:00	ES	Futures	1736.31	1736.83	1736.31	1736.57	99.0
2013-08-15 01:30:00	ES	Futures	1736.57	1736.83	1736.57	1736.83	203.0
2013-08-15 01:35:00	ES	Futures	1736.83	1736.83	1736.05	1736.05	204.0
2013-08-15 01:40:00	ES	Futures	1736.31	1736.31	1735.53	1736.05	566.0
2013-08-15 01:45:00	ES	Futures	1735.79	1736.05	1735.53	1735.53	439.0
2013-08-15 01:50:00	ES	Futures	1735.79	1736.31	1735.53	1736.31	802.0
2013-08-15 01:55:00	ES	Futures	1736.05	1736.31	1735.53	1736.31	311.0
2013-08-15 02:00:00	ES	Futures	1736.31	1736.83	1735.79	1736.57	925.0
2013-08-15 02:05:00	ES	Futures	1736.57	1736.83	1736.31	1736.83	294.0
2013-08-15 02:10:00	ES	Futures	1736.83	1737.6	1736.57	1737.09	723.0
2013-08-15 02:15:00	ES	Futures	1737.09	1737.34	1737.09	1737.09	642.0
2013-08-15 02:20:00	ES	Futures	1737.09	1737.34	1736.83	1737.34	948.0
2013-08-15 02:25:00	ES	Futures	1737.09	1737.34	1737.09	1737.09	664.0
2013-08-15 02:30:00	ES	Futures	1736.83	1737.09	1736.57	1736.57	361.0
2013-08-15 02:35:00	ES	Futures	1736.83	1736.83	1736.05	1736.31	758.0
2013-08-15 02:40:00	ES	Futures	1736.31	1736.57	1736.05	1736.31	300.0
2013-08-15 02:45:00	ES	Futures	1736.31	1736.57	1736.05	1736.05	510.0
2013-08-15 02:50:00	ES	Futures	1736.05	1736.83	1736.05	1736.57	510.0
2013-08-15 02:55:00	ES	Futures	1736.83	1737.09	1736.31	1737.09	422.0
2013-08-15 03:00:00	ES	Futures	1737.34	1737.34	1736.31	1737.09	1592.0
2013-08-15 03:05:00	ES	Futures	1736.83	1737.34	1736.57	1737.34	846.0
2013-08-15 03:10:00	ES	Futures	1737.09	1737.34	1735.79	1736.31	2083.0
2013-08-15 03:15:00	ES	Futures	1736.05	1736.31	1734.76	1735.53	3232.0
2013-08-15 03:20:00	ES	Futures	1735.28	1735.53	1735.02	1735.28	1093.0
2013-08-15 03:25:00	ES	Futures	1735.28	1735.53	1734.5	1735.02	2161.0
2013-08-15 03:30:00	ES	Futures	1735.02	1735.28	1734.76	1735.28	630.0
2013-08-15 03:35:00	ES	Futures	1735.02	1736.31	1735.02	1736.31	1298.0
2013-08-15 03:40:00	ES	Futures	1736.31	1736.31	1735.28	1735.53	1534.0
2013-08-15 03:45:00	ES	Futures	1735.28	1736.05	1735.28	1735.79	814.0
2013-08-15 03:50:00	ES	Futures	1735.53	1735.79	1735.28	1735.79	1042.0
2013-08-15 03:55:00	ES	Futures	1735.53	1736.57	1735.53	1736.05	1757.0
2013-08-15 04:00:00	ES	Futures	1735.79	1736.83	1735.79	1736.57	1677.0
2013-08-15 04:05:00	ES	Futures	1736.31	1736.57	1736.05	1736.05	743.0

> showing 50 of 13,851 rows — these rows as CSV

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