PREVIEW / futures_5min / 2013-08-19

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-08-19.parquet
  size:    207 KB
  rows:    13,493

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
2013-08-19 00:00:00	ES	Futures	1707.62	1708.13	1707.36	1708.13	293.0
2013-08-19 00:05:00	ES	Futures	1708.13	1708.39	1708.13	1708.39	130.0
2013-08-19 00:10:00	ES	Futures	1708.13	1708.13	1707.88	1708.13	74.0
2013-08-19 00:15:00	ES	Futures	1708.13	1708.13	1707.88	1708.13	69.0
2013-08-19 00:20:00	ES	Futures	1707.88	1708.13	1707.88	1707.88	20.0
2013-08-19 00:25:00	ES	Futures	1708.13	1708.13	1707.88	1707.88	82.0
2013-08-19 00:30:00	ES	Futures	1707.88	1708.13	1707.88	1708.13	37.0
2013-08-19 00:35:00	ES	Futures	1707.88	1708.13	1707.88	1707.88	57.0
2013-08-19 00:40:00	ES	Futures	1708.13	1708.13	1707.88	1707.88	46.0
2013-08-19 00:45:00	ES	Futures	1707.88	1708.13	1707.88	1707.88	48.0
2013-08-19 00:50:00	ES	Futures	1707.88	1707.88	1707.62	1707.62	256.0
2013-08-19 00:55:00	ES	Futures	1707.62	1707.62	1706.58	1706.84	805.0
2013-08-19 01:00:00	ES	Futures	1707.1	1707.1	1706.84	1706.84	41.0
2013-08-19 01:05:00	ES	Futures	1706.84	1706.84	1706.58	1706.58	313.0
2013-08-19 01:10:00	ES	Futures	1706.58	1706.84	1706.58	1706.58	211.0
2013-08-19 01:15:00	ES	Futures	1706.84	1707.1	1706.58	1706.84	282.0
2013-08-19 01:20:00	ES	Futures	1706.84	1707.1	1706.58	1706.84	155.0
2013-08-19 01:25:00	ES	Futures	1707.1	1707.1	1706.58	1706.84	422.0
2013-08-19 01:30:00	ES	Futures	1707.1	1707.1	1706.58	1707.1	82.0
2013-08-19 01:35:00	ES	Futures	1707.1	1707.36	1707.1	1707.36	174.0
2013-08-19 01:40:00	ES	Futures	1707.36	1707.62	1707.36	1707.62	94.0
2013-08-19 01:45:00	ES	Futures	1707.36	1708.13	1707.36	1708.13	262.0
2013-08-19 01:50:00	ES	Futures	1708.13	1708.91	1707.88	1708.91	866.0
2013-08-19 01:55:00	ES	Futures	1708.91	1708.91	1708.13	1708.65	439.0
2013-08-19 02:00:00	ES	Futures	1708.65	1709.43	1708.39	1708.65	1170.0
2013-08-19 02:05:00	ES	Futures	1708.39	1709.43	1708.39	1709.17	535.0
2013-08-19 02:10:00	ES	Futures	1709.17	1709.68	1708.91	1709.43	1322.0
2013-08-19 02:15:00	ES	Futures	1709.17	1709.68	1708.91	1709.43	564.0
2013-08-19 02:20:00	ES	Futures	1709.68	1709.68	1709.17	1709.43	465.0
2013-08-19 02:25:00	ES	Futures	1709.68	1710.2	1709.43	1709.94	1099.0
2013-08-19 02:30:00	ES	Futures	1710.2	1710.2	1709.68	1709.94	877.0
2013-08-19 02:35:00	ES	Futures	1709.94	1710.98	1709.68	1710.98	1466.0
2013-08-19 02:40:00	ES	Futures	1710.98	1711.24	1710.72	1710.98	1277.0
2013-08-19 02:45:00	ES	Futures	1710.72	1710.98	1710.46	1710.72	973.0
2013-08-19 02:50:00	ES	Futures	1710.46	1710.46	1709.94	1709.94	369.0
2013-08-19 02:55:00	ES	Futures	1709.94	1710.46	1709.68	1710.2	448.0
2013-08-19 03:00:00	ES	Futures	1710.2	1710.46	1709.43	1709.43	2074.0
2013-08-19 03:05:00	ES	Futures	1709.68	1709.94	1708.91	1709.68	1499.0
2013-08-19 03:10:00	ES	Futures	1709.94	1710.46	1709.43	1709.94	1399.0
2013-08-19 03:15:00	ES	Futures	1710.2	1710.2	1708.91	1708.91	1595.0
2013-08-19 03:20:00	ES	Futures	1708.91	1709.17	1707.88	1708.65	2590.0
2013-08-19 03:25:00	ES	Futures	1708.65	1708.65	1707.62	1708.13	1977.0
2013-08-19 03:30:00	ES	Futures	1708.13	1708.13	1706.32	1707.36	3764.0
2013-08-19 03:35:00	ES	Futures	1707.36	1709.17	1706.58	1708.65	3138.0
2013-08-19 03:40:00	ES	Futures	1708.65	1708.65	1706.84	1707.36	2049.0
2013-08-19 03:45:00	ES	Futures	1707.36	1707.88	1707.1	1707.36	1061.0
2013-08-19 03:50:00	ES	Futures	1707.62	1708.65	1707.1	1708.39	994.0
2013-08-19 03:55:00	ES	Futures	1708.39	1708.65	1707.88	1708.13	1392.0
2013-08-19 04:00:00	ES	Futures	1708.39	1708.39	1707.1	1707.1	966.0
2013-08-19 04:05:00	ES	Futures	1707.1	1707.62	1706.58	1707.62	2254.0

> showing 50 of 13,493 rows — these rows as CSV

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