PREVIEW / futures_5min / 2013-08-27

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-08-27.parquet
  size:    239 KB
  rows:    13,921

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
2013-08-27 00:00:00	ES	Futures	1709.17	1709.43	1708.91	1709.17	79.0
2013-08-27 00:05:00	ES	Futures	1709.17	1709.17	1708.91	1708.91	71.0
2013-08-27 00:10:00	ES	Futures	1709.17	1709.17	1708.39	1708.39	264.0
2013-08-27 00:15:00	ES	Futures	1708.65	1708.91	1708.39	1708.39	126.0
2013-08-27 00:20:00	ES	Futures	1708.39	1708.91	1708.39	1708.39	220.0
2013-08-27 00:25:00	ES	Futures	1708.65	1708.65	1707.88	1708.13	389.0
2013-08-27 00:30:00	ES	Futures	1708.13	1708.13	1707.88	1707.88	59.0
2013-08-27 00:35:00	ES	Futures	1708.13	1708.13	1707.88	1707.88	123.0
2013-08-27 00:40:00	ES	Futures	1707.88	1708.13	1707.88	1707.88	116.0
2013-08-27 00:45:00	ES	Futures	1707.88	1707.88	1706.84	1706.84	1160.0
2013-08-27 00:50:00	ES	Futures	1706.84	1707.36	1706.32	1706.84	867.0
2013-08-27 00:55:00	ES	Futures	1706.84	1707.1	1706.32	1706.58	818.0
2013-08-27 01:00:00	ES	Futures	1706.32	1706.84	1706.32	1706.58	818.0
2013-08-27 01:05:00	ES	Futures	1706.58	1706.84	1706.32	1706.58	262.0
2013-08-27 01:10:00	ES	Futures	1706.84	1706.84	1706.07	1706.07	1417.0
2013-08-27 01:15:00	ES	Futures	1706.07	1706.58	1706.07	1706.32	600.0
2013-08-27 01:20:00	ES	Futures	1706.32	1706.58	1706.32	1706.58	169.0
2013-08-27 01:25:00	ES	Futures	1706.58	1706.84	1706.32	1706.84	290.0
2013-08-27 01:30:00	ES	Futures	1706.84	1706.84	1706.07	1706.58	284.0
2013-08-27 01:35:00	ES	Futures	1706.58	1707.36	1706.58	1707.1	691.0
2013-08-27 01:40:00	ES	Futures	1707.1	1707.1	1706.58	1707.1	702.0
2013-08-27 01:45:00	ES	Futures	1707.1	1707.1	1706.32	1706.58	640.0
2013-08-27 01:50:00	ES	Futures	1706.84	1706.84	1706.32	1706.84	369.0
2013-08-27 01:55:00	ES	Futures	1706.84	1707.1	1706.58	1707.1	395.0
2013-08-27 02:00:00	ES	Futures	1707.1	1708.13	1706.84	1708.13	1239.0
2013-08-27 02:05:00	ES	Futures	1707.88	1708.13	1707.62	1708.13	573.0
2013-08-27 02:10:00	ES	Futures	1708.13	1708.13	1707.88	1707.88	482.0
2013-08-27 02:15:00	ES	Futures	1708.13	1708.39	1707.62	1707.88	597.0
2013-08-27 02:20:00	ES	Futures	1707.88	1708.39	1707.62	1708.39	760.0
2013-08-27 02:25:00	ES	Futures	1708.39	1708.91	1708.39	1708.91	702.0
2013-08-27 02:30:00	ES	Futures	1708.91	1709.17	1708.65	1708.91	698.0
2013-08-27 02:35:00	ES	Futures	1708.91	1709.17	1708.65	1708.65	446.0
2013-08-27 02:40:00	ES	Futures	1708.91	1708.91	1708.13	1708.39	561.0
2013-08-27 02:45:00	ES	Futures	1708.39	1708.39	1707.62	1708.39	1025.0
2013-08-27 02:50:00	ES	Futures	1708.13	1708.91	1708.13	1708.65	603.0
2013-08-27 02:55:00	ES	Futures	1708.65	1708.91	1707.88	1707.88	452.0
2013-08-27 03:00:00	ES	Futures	1708.13	1708.65	1706.32	1708.13	2788.0
2013-08-27 03:05:00	ES	Futures	1708.39	1709.68	1707.88	1709.17	2752.0
2013-08-27 03:10:00	ES	Futures	1709.17	1710.98	1708.91	1710.2	3048.0
2013-08-27 03:15:00	ES	Futures	1710.2	1710.46	1709.68	1709.68	1809.0
2013-08-27 03:20:00	ES	Futures	1709.68	1709.68	1709.17	1709.43	983.0
2013-08-27 03:25:00	ES	Futures	1709.17	1709.43	1707.62	1707.62	1369.0
2013-08-27 03:30:00	ES	Futures	1707.62	1708.65	1707.1	1708.39	2139.0
2013-08-27 03:35:00	ES	Futures	1708.39	1708.39	1707.36	1707.88	1748.0
2013-08-27 03:40:00	ES	Futures	1707.88	1708.39	1707.1	1707.1	2513.0
2013-08-27 03:45:00	ES	Futures	1706.84	1706.84	1705.29	1705.55	6976.0
2013-08-27 03:50:00	ES	Futures	1705.81	1705.81	1701.93	1703.22	13078.0
2013-08-27 03:55:00	ES	Futures	1703.22	1703.48	1702.19	1703.48	6233.0
2013-08-27 04:00:00	ES	Futures	1703.48	1704.26	1701.93	1701.93	5928.0
2013-08-27 04:05:00	ES	Futures	1702.19	1703.22	1699.34	1700.12	11171.0

> showing 50 of 13,921 rows — these rows as CSV

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