PREVIEW / futures_5min / 2013-09-15

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-09-15.parquet
  size:    45 KB
  rows:    2,390

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
2013-09-15 18:00:00	ES	Futures	1746.91	1752.84	1745.88	1751.29	22652.0
2013-09-15 18:05:00	ES	Futures	1751.29	1755.68	1750.78	1752.33	8252.0
2013-09-15 18:10:00	ES	Futures	1752.07	1753.61	1752.07	1753.1	4472.0
2013-09-15 18:15:00	ES	Futures	1753.1	1754.13	1752.84	1753.36	3434.0
2013-09-15 18:20:00	ES	Futures	1753.36	1754.13	1752.58	1753.36	4022.0
2013-09-15 18:25:00	ES	Futures	1753.1	1753.61	1752.84	1753.36	2077.0
2013-09-15 18:30:00	ES	Futures	1753.36	1754.9	1753.36	1754.13	2838.0
2013-09-15 18:35:00	ES	Futures	1754.13	1754.39	1753.61	1754.39	1026.0
2013-09-15 18:40:00	ES	Futures	1754.13	1758.0	1753.87	1756.97	8664.0
2013-09-15 18:45:00	ES	Futures	1756.97	1758.0	1756.19	1756.19	3715.0
2013-09-15 18:50:00	ES	Futures	1756.19	1756.71	1755.68	1755.94	1284.0
2013-09-15 18:55:00	ES	Futures	1755.68	1756.19	1754.39	1754.9	2540.0
2013-09-15 19:00:00	ES	Futures	1754.9	1755.42	1754.65	1754.9	1388.0
2013-09-15 19:05:00	ES	Futures	1755.16	1755.94	1754.9	1755.94	1026.0
2013-09-15 19:10:00	ES	Futures	1755.68	1755.94	1755.42	1755.42	478.0
2013-09-15 19:15:00	ES	Futures	1755.16	1755.68	1754.9	1754.9	881.0
2013-09-15 19:20:00	ES	Futures	1755.16	1755.68	1754.9	1755.68	1238.0
2013-09-15 19:25:00	ES	Futures	1755.68	1755.94	1754.9	1755.16	788.0
2013-09-15 19:30:00	ES	Futures	1755.16	1755.16	1754.65	1754.9	773.0
2013-09-15 19:35:00	ES	Futures	1754.9	1755.16	1754.65	1754.65	947.0
2013-09-15 19:40:00	ES	Futures	1754.65	1755.16	1754.39	1754.65	552.0
2013-09-15 19:45:00	ES	Futures	1754.65	1755.16	1754.39	1754.65	607.0
2013-09-15 19:50:00	ES	Futures	1754.65	1754.65	1753.61	1753.61	1963.0
2013-09-15 19:55:00	ES	Futures	1753.61	1754.13	1753.36	1754.13	986.0
2013-09-15 20:00:00	ES	Futures	1753.87	1754.13	1753.61	1753.87	691.0
2013-09-15 20:05:00	ES	Futures	1754.13	1754.13	1753.61	1753.61	795.0
2013-09-15 20:10:00	ES	Futures	1753.87	1754.13	1753.61	1753.61	326.0
2013-09-15 20:15:00	ES	Futures	1753.61	1754.39	1753.36	1753.87	1201.0
2013-09-15 20:20:00	ES	Futures	1753.87	1754.13	1753.61	1753.87	542.0
2013-09-15 20:25:00	ES	Futures	1754.13	1754.13	1753.87	1753.87	452.0
2013-09-15 20:30:00	ES	Futures	1753.87	1754.13	1753.61	1754.13	458.0
2013-09-15 20:35:00	ES	Futures	1753.87	1754.65	1753.61	1754.39	1251.0
2013-09-15 20:40:00	ES	Futures	1754.13	1754.39	1754.13	1754.39	102.0
2013-09-15 20:45:00	ES	Futures	1754.13	1754.65	1754.13	1754.13	475.0
2013-09-15 20:50:00	ES	Futures	1754.39	1754.39	1753.87	1754.13	329.0
2013-09-15 20:55:00	ES	Futures	1753.87	1754.13	1753.87	1753.87	1443.0
2013-09-15 21:00:00	ES	Futures	1753.87	1754.13	1753.61	1753.87	552.0
2013-09-15 21:05:00	ES	Futures	1753.87	1754.13	1753.87	1754.13	209.0
2013-09-15 21:10:00	ES	Futures	1753.87	1754.39	1753.87	1753.87	580.0
2013-09-15 21:15:00	ES	Futures	1753.87	1754.13	1753.87	1754.13	125.0
2013-09-15 21:20:00	ES	Futures	1753.87	1754.13	1753.87	1753.87	209.0
2013-09-15 21:25:00	ES	Futures	1753.87	1754.13	1753.61	1753.87	1667.0
2013-09-15 21:30:00	ES	Futures	1753.87	1754.13	1753.61	1753.61	324.0
2013-09-15 21:35:00	ES	Futures	1753.61	1753.87	1753.61	1753.87	231.0
2013-09-15 21:40:00	ES	Futures	1753.61	1753.87	1753.36	1753.61	341.0
2013-09-15 21:45:00	ES	Futures	1753.87	1753.87	1753.36	1753.36	298.0
2013-09-15 21:50:00	ES	Futures	1753.61	1753.61	1753.1	1753.36	538.0
2013-09-15 21:55:00	ES	Futures	1753.36	1753.61	1753.36	1753.61	87.0
2013-09-15 22:00:00	ES	Futures	1753.36	1753.61	1753.36	1753.36	280.0
2013-09-15 22:05:00	ES	Futures	1753.36	1753.61	1753.1	1753.36	170.0

> showing 50 of 2,390 rows — these rows as CSV

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