PREVIEW / futures_5min / 2013-09-06

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-09-06.parquet
  size:    193 KB
  rows:    11,192

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
2013-09-06 00:00:00	ES	Futures	1707.62	1707.62	1707.36	1707.62	336.0
2013-09-06 00:05:00	ES	Futures	1707.62	1707.88	1707.36	1707.88	444.0
2013-09-06 00:10:00	ES	Futures	1708.13	1708.39	1707.88	1708.13	912.0
2013-09-06 00:15:00	ES	Futures	1708.13	1708.39	1708.13	1708.13	41.0
2013-09-06 00:20:00	ES	Futures	1708.13	1708.91	1707.88	1708.39	868.0
2013-09-06 00:25:00	ES	Futures	1708.65	1708.65	1707.88	1708.13	348.0
2013-09-06 00:30:00	ES	Futures	1708.13	1708.13	1707.88	1708.13	246.0
2013-09-06 00:35:00	ES	Futures	1708.13	1708.13	1707.88	1708.13	303.0
2013-09-06 00:40:00	ES	Futures	1707.88	1708.39	1707.62	1708.39	445.0
2013-09-06 00:45:00	ES	Futures	1708.39	1708.65	1708.13	1708.39	222.0
2013-09-06 00:50:00	ES	Futures	1708.39	1708.65	1708.13	1708.65	391.0
2013-09-06 00:55:00	ES	Futures	1708.65	1708.65	1708.13	1708.39	336.0
2013-09-06 01:00:00	ES	Futures	1708.39	1708.65	1707.88	1707.88	373.0
2013-09-06 01:05:00	ES	Futures	1707.88	1708.13	1706.84	1706.84	1278.0
2013-09-06 01:10:00	ES	Futures	1706.84	1707.88	1706.84	1707.88	601.0
2013-09-06 01:15:00	ES	Futures	1707.88	1708.13	1707.36	1707.88	348.0
2013-09-06 01:20:00	ES	Futures	1708.13	1708.13	1707.88	1708.13	230.0
2013-09-06 01:25:00	ES	Futures	1708.13	1708.13	1707.88	1708.13	266.0
2013-09-06 01:30:00	ES	Futures	1708.13	1708.13	1706.84	1706.84	600.0
2013-09-06 01:35:00	ES	Futures	1707.1	1707.36	1706.84	1706.84	355.0
2013-09-06 01:40:00	ES	Futures	1706.84	1707.36	1706.84	1707.36	337.0
2013-09-06 01:45:00	ES	Futures	1707.36	1708.39	1707.36	1708.13	448.0
2013-09-06 01:50:00	ES	Futures	1707.88	1708.13	1707.62	1708.13	615.0
2013-09-06 01:55:00	ES	Futures	1708.13	1708.13	1707.1	1707.36	1145.0
2013-09-06 02:00:00	ES	Futures	1707.36	1708.13	1707.1	1707.88	971.0
2013-09-06 02:05:00	ES	Futures	1708.13	1708.13	1707.62	1708.13	766.0
2013-09-06 02:10:00	ES	Futures	1708.13	1708.39	1708.13	1708.39	166.0
2013-09-06 02:15:00	ES	Futures	1708.39	1708.65	1708.13	1708.65	322.0
2013-09-06 02:20:00	ES	Futures	1708.65	1709.68	1708.65	1709.43	1178.0
2013-09-06 02:25:00	ES	Futures	1709.43	1709.94	1709.43	1709.68	400.0
2013-09-06 02:30:00	ES	Futures	1709.68	1710.2	1709.68	1709.94	651.0
2013-09-06 02:35:00	ES	Futures	1709.68	1709.94	1709.43	1709.94	292.0
2013-09-06 02:40:00	ES	Futures	1709.68	1710.2	1709.68	1709.94	305.0
2013-09-06 02:45:00	ES	Futures	1709.94	1709.94	1709.68	1709.94	200.0
2013-09-06 02:50:00	ES	Futures	1709.94	1710.2	1709.43	1709.68	337.0
2013-09-06 02:55:00	ES	Futures	1709.43	1709.94	1709.17	1709.94	662.0
2013-09-06 03:00:00	ES	Futures	1709.94	1710.72	1709.68	1710.46	2201.0
2013-09-06 03:05:00	ES	Futures	1710.2	1711.75	1710.2	1710.98	3192.0
2013-09-06 03:10:00	ES	Futures	1710.72	1711.75	1710.72	1711.49	2265.0
2013-09-06 03:15:00	ES	Futures	1711.75	1712.01	1710.72	1710.72	2297.0
2013-09-06 03:20:00	ES	Futures	1710.98	1711.24	1710.2	1710.72	1586.0
2013-09-06 03:25:00	ES	Futures	1710.72	1710.72	1709.17	1710.2	2310.0
2013-09-06 03:30:00	ES	Futures	1710.2	1710.72	1709.43	1709.94	1588.0
2013-09-06 03:35:00	ES	Futures	1709.94	1710.2	1709.43	1709.94	1990.0
2013-09-06 03:40:00	ES	Futures	1709.94	1710.2	1709.43	1709.43	1088.0
2013-09-06 03:45:00	ES	Futures	1709.43	1709.43	1708.39	1709.17	3446.0
2013-09-06 03:50:00	ES	Futures	1708.91	1709.17	1708.39	1708.39	2048.0
2013-09-06 03:55:00	ES	Futures	1708.39	1709.43	1708.13	1709.17	1516.0
2013-09-06 04:00:00	ES	Futures	1709.17	1709.68	1708.91	1709.43	1837.0
2013-09-06 04:05:00	ES	Futures	1709.43	1709.43	1708.91	1709.17	1346.0

> showing 50 of 11,192 rows — these rows as CSV

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