PREVIEW / futures_5min / 2013-08-18

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-08-18.parquet
  size:    43 KB
  rows:    2,263

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
2013-08-18 18:00:00	ES	Futures	1707.1	1708.39	1706.58	1707.62	2390.0
2013-08-18 18:05:00	ES	Futures	1707.88	1709.17	1707.62	1708.39	1157.0
2013-08-18 18:10:00	ES	Futures	1708.39	1708.65	1707.36	1707.62	496.0
2013-08-18 18:15:00	ES	Futures	1707.88	1708.13	1705.55	1706.84	1961.0
2013-08-18 18:20:00	ES	Futures	1706.84	1706.84	1705.81	1706.58	473.0
2013-08-18 18:25:00	ES	Futures	1706.58	1707.1	1706.58	1706.84	108.0
2013-08-18 18:30:00	ES	Futures	1706.84	1707.1	1706.84	1707.1	141.0
2013-08-18 18:35:00	ES	Futures	1707.1	1707.1	1706.58	1706.84	110.0
2013-08-18 18:40:00	ES	Futures	1707.1	1707.88	1707.1	1707.36	755.0
2013-08-18 18:45:00	ES	Futures	1707.62	1707.88	1707.36	1707.36	197.0
2013-08-18 18:50:00	ES	Futures	1707.36	1707.36	1706.58	1706.58	323.0
2013-08-18 18:55:00	ES	Futures	1706.84	1707.1	1706.58	1706.84	312.0
2013-08-18 19:00:00	ES	Futures	1706.84	1707.1	1706.58	1706.84	130.0
2013-08-18 19:05:00	ES	Futures	1706.84	1707.1	1706.84	1707.1	51.0
2013-08-18 19:10:00	ES	Futures	1706.84	1706.84	1706.84	1706.84	11.0
2013-08-18 19:15:00	ES	Futures	1706.84	1706.84	1706.58	1706.58	142.0
2013-08-18 19:20:00	ES	Futures	1706.58	1706.84	1706.58	1706.84	9.0
2013-08-18 19:25:00	ES	Futures	1706.84	1707.62	1706.84	1707.36	375.0
2013-08-18 19:30:00	ES	Futures	1707.62	1708.39	1707.1	1708.13	730.0
2013-08-18 19:35:00	ES	Futures	1708.13	1708.39	1707.88	1708.39	269.0
2013-08-18 19:40:00	ES	Futures	1708.13	1708.39	1707.88	1707.88	567.0
2013-08-18 19:45:00	ES	Futures	1708.13	1708.13	1707.62	1707.62	76.0
2013-08-18 19:50:00	ES	Futures	1707.88	1708.91	1707.88	1708.91	437.0
2013-08-18 19:55:00	ES	Futures	1708.91	1708.91	1708.39	1708.39	402.0
2013-08-18 20:00:00	ES	Futures	1708.65	1709.17	1708.39	1708.91	686.0
2013-08-18 20:05:00	ES	Futures	1708.65	1709.17	1708.39	1708.65	320.0
2013-08-18 20:10:00	ES	Futures	1708.65	1709.17	1708.65	1708.65	617.0
2013-08-18 20:15:00	ES	Futures	1708.91	1709.17	1708.13	1708.91	1327.0
2013-08-18 20:20:00	ES	Futures	1708.91	1708.91	1708.65	1708.65	99.0
2013-08-18 20:25:00	ES	Futures	1708.65	1708.65	1708.39	1708.39	337.0
2013-08-18 20:30:00	ES	Futures	1708.65	1709.17	1708.39	1709.17	233.0
2013-08-18 20:35:00	ES	Futures	1709.17	1709.17	1708.65	1708.65	119.0
2013-08-18 20:40:00	ES	Futures	1708.91	1708.91	1708.13	1708.13	288.0
2013-08-18 20:45:00	ES	Futures	1708.39	1708.65	1708.39	1708.39	227.0
2013-08-18 20:50:00	ES	Futures	1708.65	1708.65	1707.62	1707.62	588.0
2013-08-18 20:55:00	ES	Futures	1707.88	1708.13	1707.36	1707.62	347.0
2013-08-18 21:00:00	ES	Futures	1707.62	1708.13	1707.36	1707.62	271.0
2013-08-18 21:05:00	ES	Futures	1707.62	1707.88	1707.62	1707.62	188.0
2013-08-18 21:10:00	ES	Futures	1707.62	1707.88	1707.62	1707.88	144.0
2013-08-18 21:15:00	ES	Futures	1707.88	1708.65	1707.88	1708.65	702.0
2013-08-18 21:20:00	ES	Futures	1708.65	1708.65	1707.88	1708.13	799.0
2013-08-18 21:25:00	ES	Futures	1708.13	1708.13	1707.88	1707.88	42.0
2013-08-18 21:30:00	ES	Futures	1707.88	1708.39	1707.62	1707.88	319.0
2013-08-18 21:35:00	ES	Futures	1707.88	1708.39	1707.62	1708.39	313.0
2013-08-18 21:40:00	ES	Futures	1708.39	1708.65	1708.13	1708.65	436.0
2013-08-18 21:45:00	ES	Futures	1708.65	1708.65	1708.13	1708.39	550.0
2013-08-18 21:50:00	ES	Futures	1708.39	1708.65	1708.13	1708.65	456.0
2013-08-18 21:55:00	ES	Futures	1708.65	1709.94	1708.65	1709.43	2059.0
2013-08-18 22:00:00	ES	Futures	1709.17	1709.43	1708.91	1709.43	276.0
2013-08-18 22:05:00	ES	Futures	1709.43	1709.43	1709.17	1709.43	144.0

> showing 50 of 2,263 rows — these rows as CSV

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