PREVIEW / futures_5min / 2013-09-11

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-09-11.parquet
  size:    189 KB
  rows:    12,403

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
2013-09-11 00:00:00	ES	Futures	1738.38	1738.64	1738.12	1738.64	316.0
2013-09-11 00:05:00	ES	Futures	1738.38	1738.89	1738.38	1738.64	246.0
2013-09-11 00:10:00	ES	Futures	1738.64	1738.89	1738.64	1738.64	83.0
2013-09-11 00:15:00	ES	Futures	1738.64	1738.64	1738.38	1738.64	24.0
2013-09-11 00:20:00	ES	Futures	1738.64	1738.64	1738.64	1738.64	42.0
2013-09-11 00:25:00	ES	Futures	1738.64	1738.64	1738.38	1738.38	19.0
2013-09-11 00:30:00	ES	Futures	1738.64	1738.64	1737.86	1737.86	543.0
2013-09-11 00:35:00	ES	Futures	1737.86	1738.12	1737.86	1737.86	319.0
2013-09-11 00:40:00	ES	Futures	1737.86	1738.12	1737.86	1737.86	43.0
2013-09-11 00:45:00	ES	Futures	1737.86	1738.12	1737.6	1737.6	50.0
2013-09-11 00:50:00	ES	Futures	1737.86	1738.12	1737.6	1737.86	190.0
2013-09-11 00:55:00	ES	Futures	1737.86	1738.12	1737.86	1737.86	24.0
2013-09-11 01:00:00	ES	Futures	1737.86	1738.12	1737.86	1737.86	123.0
2013-09-11 01:05:00	ES	Futures	1738.12	1738.12	1737.86	1737.86	129.0
2013-09-11 01:10:00	ES	Futures	1737.86	1738.12	1737.86	1737.86	141.0
2013-09-11 01:15:00	ES	Futures	1738.12	1738.38	1737.86	1738.38	145.0
2013-09-11 01:20:00	ES	Futures	1738.12	1738.38	1737.86	1738.12	292.0
2013-09-11 01:25:00	ES	Futures	1738.38	1738.38	1737.86	1738.12	283.0
2013-09-11 01:30:00	ES	Futures	1738.12	1738.12	1737.86	1737.86	203.0
2013-09-11 01:35:00	ES	Futures	1737.86	1738.12	1737.86	1737.86	56.0
2013-09-11 01:40:00	ES	Futures	1737.86	1738.12	1737.6	1738.12	217.0
2013-09-11 01:45:00	ES	Futures	1738.12	1738.64	1737.86	1738.64	407.0
2013-09-11 01:50:00	ES	Futures	1738.64	1738.64	1738.12	1738.64	371.0
2013-09-11 01:55:00	ES	Futures	1738.89	1738.89	1738.38	1738.64	590.0
2013-09-11 02:00:00	ES	Futures	1738.64	1738.89	1738.12	1738.38	511.0
2013-09-11 02:05:00	ES	Futures	1738.64	1738.89	1738.12	1738.38	476.0
2013-09-11 02:10:00	ES	Futures	1738.38	1738.64	1738.12	1738.64	416.0
2013-09-11 02:15:00	ES	Futures	1738.64	1738.64	1737.34	1737.6	690.0
2013-09-11 02:20:00	ES	Futures	1737.6	1737.6	1737.34	1737.6	528.0
2013-09-11 02:25:00	ES	Futures	1737.6	1737.6	1737.34	1737.6	272.0
2013-09-11 02:30:00	ES	Futures	1737.6	1737.86	1737.34	1737.34	224.0
2013-09-11 02:35:00	ES	Futures	1737.6	1737.6	1736.83	1737.09	764.0
2013-09-11 02:40:00	ES	Futures	1737.09	1737.34	1736.83	1737.34	555.0
2013-09-11 02:45:00	ES	Futures	1737.09	1737.86	1737.09	1737.34	378.0
2013-09-11 02:50:00	ES	Futures	1737.6	1737.6	1737.09	1737.34	220.0
2013-09-11 02:55:00	ES	Futures	1737.6	1737.86	1737.34	1737.6	552.0
2013-09-11 03:00:00	ES	Futures	1737.6	1737.86	1736.83	1736.83	1966.0
2013-09-11 03:05:00	ES	Futures	1737.09	1738.12	1737.09	1737.6	1635.0
2013-09-11 03:10:00	ES	Futures	1737.6	1737.6	1737.09	1737.6	2197.0
2013-09-11 03:15:00	ES	Futures	1737.6	1737.6	1736.83	1737.09	1736.0
2013-09-11 03:20:00	ES	Futures	1737.09	1738.12	1737.09	1738.12	1301.0
2013-09-11 03:25:00	ES	Futures	1738.38	1739.67	1738.12	1738.89	3368.0
2013-09-11 03:30:00	ES	Futures	1739.15	1739.15	1737.34	1737.86	1389.0
2013-09-11 03:35:00	ES	Futures	1737.6	1738.12	1737.6	1737.86	1195.0
2013-09-11 03:40:00	ES	Futures	1738.12	1738.12	1737.6	1737.86	1161.0
2013-09-11 03:45:00	ES	Futures	1737.86	1738.12	1737.34	1737.6	660.0
2013-09-11 03:50:00	ES	Futures	1737.34	1737.86	1737.34	1737.34	993.0
2013-09-11 03:55:00	ES	Futures	1737.6	1737.86	1737.09	1737.6	1172.0
2013-09-11 04:00:00	ES	Futures	1737.6	1738.38	1737.6	1738.12	1625.0
2013-09-11 04:05:00	ES	Futures	1738.12	1738.38	1737.86	1738.12	800.0

> showing 50 of 12,403 rows — these rows as CSV

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