PREVIEW / futures_5min / 2013-09-03

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-09-03.parquet
  size:    215 KB
  rows:    13,381

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
2013-09-03 00:00:00	ES	Futures	1703.74	1704.0	1703.74	1703.74	454.0
2013-09-03 00:05:00	ES	Futures	1703.74	1704.0	1703.74	1703.74	374.0
2013-09-03 00:10:00	ES	Futures	1703.74	1704.0	1703.48	1703.74	501.0
2013-09-03 00:15:00	ES	Futures	1703.74	1703.74	1703.48	1703.74	494.0
2013-09-03 00:20:00	ES	Futures	1704.0	1704.0	1703.48	1703.74	439.0
2013-09-03 00:25:00	ES	Futures	1703.74	1704.0	1703.74	1704.0	220.0
2013-09-03 00:30:00	ES	Futures	1703.74	1704.0	1703.48	1703.74	556.0
2013-09-03 00:35:00	ES	Futures	1704.0	1704.0	1702.71	1703.22	985.0
2013-09-03 00:40:00	ES	Futures	1703.22	1703.74	1703.22	1703.74	345.0
2013-09-03 00:45:00	ES	Futures	1703.48	1703.48	1702.45	1703.22	1008.0
2013-09-03 00:50:00	ES	Futures	1702.96	1703.22	1702.45	1702.96	409.0
2013-09-03 00:55:00	ES	Futures	1702.96	1702.96	1702.19	1702.71	551.0
2013-09-03 01:00:00	ES	Futures	1702.71	1703.22	1702.71	1703.22	215.0
2013-09-03 01:05:00	ES	Futures	1703.22	1703.22	1703.22	1703.22	48.0
2013-09-03 01:10:00	ES	Futures	1703.22	1704.0	1703.22	1703.74	439.0
2013-09-03 01:15:00	ES	Futures	1703.74	1704.0	1703.48	1703.74	109.0
2013-09-03 01:20:00	ES	Futures	1704.0	1704.0	1703.74	1703.74	159.0
2013-09-03 01:25:00	ES	Futures	1704.0	1704.0	1703.74	1704.0	104.0
2013-09-03 01:30:00	ES	Futures	1704.0	1704.26	1704.0	1704.26	409.0
2013-09-03 01:35:00	ES	Futures	1704.26	1704.51	1704.0	1704.26	312.0
2013-09-03 01:40:00	ES	Futures	1704.26	1704.51	1704.0	1704.26	231.0
2013-09-03 01:45:00	ES	Futures	1704.26	1704.51	1704.26	1704.26	126.0
2013-09-03 01:50:00	ES	Futures	1704.51	1704.51	1704.0	1704.26	151.0
2013-09-03 01:55:00	ES	Futures	1704.26	1704.51	1704.0	1704.26	159.0
2013-09-03 02:00:00	ES	Futures	1704.26	1704.51	1704.0	1704.26	1169.0
2013-09-03 02:05:00	ES	Futures	1704.0	1705.03	1704.0	1704.51	2017.0
2013-09-03 02:10:00	ES	Futures	1704.51	1705.03	1704.26	1704.77	890.0
2013-09-03 02:15:00	ES	Futures	1704.77	1705.03	1704.26	1704.26	999.0
2013-09-03 02:20:00	ES	Futures	1704.26	1704.51	1704.0	1704.51	929.0
2013-09-03 02:25:00	ES	Futures	1704.51	1705.03	1704.26	1704.51	493.0
2013-09-03 02:30:00	ES	Futures	1704.77	1704.77	1704.26	1704.51	277.0
2013-09-03 02:35:00	ES	Futures	1704.51	1704.77	1704.26	1704.26	362.0
2013-09-03 02:40:00	ES	Futures	1704.26	1704.77	1704.26	1704.26	106.0
2013-09-03 02:45:00	ES	Futures	1704.51	1704.77	1704.26	1704.51	313.0
2013-09-03 02:50:00	ES	Futures	1704.77	1704.77	1704.51	1704.51	472.0
2013-09-03 02:55:00	ES	Futures	1704.51	1704.51	1704.26	1704.51	251.0
2013-09-03 03:00:00	ES	Futures	1704.26	1704.26	1703.22	1704.26	2679.0
2013-09-03 03:05:00	ES	Futures	1704.26	1704.26	1702.71	1702.71	2586.0
2013-09-03 03:10:00	ES	Futures	1702.96	1703.74	1702.19	1703.48	3766.0
2013-09-03 03:15:00	ES	Futures	1703.22	1703.48	1702.71	1703.22	2741.0
2013-09-03 03:20:00	ES	Futures	1703.22	1703.22	1702.71	1702.96	2258.0
2013-09-03 03:25:00	ES	Futures	1703.22	1704.51	1702.45	1704.26	3152.0
2013-09-03 03:30:00	ES	Futures	1704.26	1704.26	1702.96	1703.22	2331.0
2013-09-03 03:35:00	ES	Futures	1703.48	1704.26	1703.48	1704.26	1892.0
2013-09-03 03:40:00	ES	Futures	1704.0	1704.26	1703.48	1703.48	942.0
2013-09-03 03:45:00	ES	Futures	1703.48	1703.74	1702.96	1703.74	1962.0
2013-09-03 03:50:00	ES	Futures	1703.74	1704.51	1703.74	1704.26	1399.0
2013-09-03 03:55:00	ES	Futures	1704.26	1704.51	1704.0	1704.51	1040.0
2013-09-03 04:00:00	ES	Futures	1704.26	1704.51	1703.48	1704.26	1503.0
2013-09-03 04:05:00	ES	Futures	1704.0	1704.51	1704.0	1704.26	1012.0

> showing 50 of 13,381 rows — these rows as CSV

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