PREVIEW / futures_5min / 2013-08-22

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-08-22.parquet
  size:    212 KB
  rows:    13,524

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
2013-08-22 00:00:00	ES	Futures	1689.52	1689.78	1689.52	1689.78	194.0
2013-08-22 00:05:00	ES	Futures	1689.78	1689.78	1689.01	1689.52	292.0
2013-08-22 00:10:00	ES	Futures	1689.52	1690.04	1689.52	1690.04	108.0
2013-08-22 00:15:00	ES	Futures	1690.04	1690.04	1689.78	1689.78	59.0
2013-08-22 00:20:00	ES	Futures	1689.78	1689.78	1689.52	1689.78	46.0
2013-08-22 00:25:00	ES	Futures	1689.52	1689.78	1689.26	1689.26	212.0
2013-08-22 00:30:00	ES	Futures	1689.52	1689.78	1689.52	1689.52	94.0
2013-08-22 00:35:00	ES	Futures	1689.52	1689.78	1689.52	1689.78	123.0
2013-08-22 00:40:00	ES	Futures	1689.78	1690.04	1689.78	1690.04	190.0
2013-08-22 00:45:00	ES	Futures	1690.04	1690.04	1689.78	1689.78	32.0
2013-08-22 00:50:00	ES	Futures	1689.78	1690.04	1689.78	1690.04	442.0
2013-08-22 00:55:00	ES	Futures	1690.04	1690.81	1690.04	1690.56	625.0
2013-08-22 01:00:00	ES	Futures	1690.81	1690.81	1690.3	1690.56	173.0
2013-08-22 01:05:00	ES	Futures	1690.56	1690.56	1690.3	1690.3	110.0
2013-08-22 01:10:00	ES	Futures	1690.3	1690.3	1690.04	1690.04	208.0
2013-08-22 01:15:00	ES	Futures	1690.04	1690.04	1689.26	1689.52	823.0
2013-08-22 01:20:00	ES	Futures	1689.52	1689.52	1689.26	1689.52	127.0
2013-08-22 01:25:00	ES	Futures	1689.26	1689.52	1689.01	1689.01	337.0
2013-08-22 01:30:00	ES	Futures	1689.26	1689.26	1689.01	1689.26	235.0
2013-08-22 01:35:00	ES	Futures	1689.01	1689.26	1689.01	1689.26	35.0
2013-08-22 01:40:00	ES	Futures	1689.01	1689.26	1688.75	1689.01	419.0
2013-08-22 01:45:00	ES	Futures	1689.01	1689.01	1688.75	1689.01	384.0
2013-08-22 01:50:00	ES	Futures	1688.75	1689.78	1688.75	1689.52	438.0
2013-08-22 01:55:00	ES	Futures	1689.52	1690.04	1689.26	1690.04	434.0
2013-08-22 02:00:00	ES	Futures	1690.04	1691.59	1689.78	1691.33	2158.0
2013-08-22 02:05:00	ES	Futures	1691.33	1691.85	1691.07	1691.33	1123.0
2013-08-22 02:10:00	ES	Futures	1691.33	1692.11	1691.07	1692.11	699.0
2013-08-22 02:15:00	ES	Futures	1691.85	1692.11	1691.07	1691.33	755.0
2013-08-22 02:20:00	ES	Futures	1691.33	1691.85	1691.33	1691.59	745.0
2013-08-22 02:25:00	ES	Futures	1691.59	1692.11	1691.33	1691.85	462.0
2013-08-22 02:30:00	ES	Futures	1691.85	1692.88	1691.85	1692.62	1419.0
2013-08-22 02:35:00	ES	Futures	1692.88	1693.14	1692.37	1692.37	1881.0
2013-08-22 02:40:00	ES	Futures	1692.37	1692.88	1692.37	1692.62	773.0
2013-08-22 02:45:00	ES	Futures	1692.62	1692.88	1692.37	1692.62	315.0
2013-08-22 02:50:00	ES	Futures	1692.62	1693.14	1692.37	1693.14	688.0
2013-08-22 02:55:00	ES	Futures	1693.4	1693.66	1692.88	1692.88	1318.0
2013-08-22 03:00:00	ES	Futures	1692.88	1693.92	1692.88	1693.66	3385.0
2013-08-22 03:05:00	ES	Futures	1693.92	1695.21	1693.66	1694.69	6524.0
2013-08-22 03:10:00	ES	Futures	1694.69	1695.21	1694.43	1694.69	2174.0
2013-08-22 03:15:00	ES	Futures	1694.69	1695.47	1694.43	1694.43	2517.0
2013-08-22 03:20:00	ES	Futures	1694.69	1694.95	1694.17	1694.43	2002.0
2013-08-22 03:25:00	ES	Futures	1694.69	1696.24	1694.43	1695.98	6112.0
2013-08-22 03:30:00	ES	Futures	1695.98	1697.28	1695.73	1697.02	6265.0
2013-08-22 03:35:00	ES	Futures	1697.02	1699.6	1696.76	1699.34	8706.0
2013-08-22 03:40:00	ES	Futures	1699.34	1699.34	1698.31	1698.57	3313.0
2013-08-22 03:45:00	ES	Futures	1698.57	1699.34	1698.57	1698.83	2987.0
2013-08-22 03:50:00	ES	Futures	1698.83	1699.09	1698.31	1698.31	1269.0
2013-08-22 03:55:00	ES	Futures	1698.31	1699.09	1698.31	1699.09	1776.0
2013-08-22 04:00:00	ES	Futures	1699.09	1699.86	1698.83	1699.86	2596.0
2013-08-22 04:05:00	ES	Futures	1699.6	1700.64	1699.34	1699.6	4696.0

> showing 50 of 13,524 rows — these rows as CSV

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