PREVIEW / futures_5min / 2013-09-30

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-09-30.parquet
  size:    216 KB
  rows:    14,004

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
2013-09-30 00:00:00	ES	Futures	1729.37	1729.37	1728.85	1729.11	302.0
2013-09-30 00:05:00	ES	Futures	1729.11	1729.37	1728.85	1729.37	150.0
2013-09-30 00:10:00	ES	Futures	1729.11	1729.37	1729.11	1729.11	107.0
2013-09-30 00:15:00	ES	Futures	1729.11	1729.37	1728.85	1728.85	106.0
2013-09-30 00:20:00	ES	Futures	1729.11	1729.11	1727.82	1728.33	538.0
2013-09-30 00:25:00	ES	Futures	1728.08	1728.33	1728.08	1728.08	114.0
2013-09-30 00:30:00	ES	Futures	1728.08	1728.33	1728.08	1728.33	77.0
2013-09-30 00:35:00	ES	Futures	1728.08	1728.33	1728.08	1728.33	205.0
2013-09-30 00:40:00	ES	Futures	1728.59	1728.59	1728.08	1728.08	150.0
2013-09-30 00:45:00	ES	Futures	1728.08	1728.33	1728.08	1728.33	52.0
2013-09-30 00:50:00	ES	Futures	1728.33	1728.33	1728.08	1728.33	151.0
2013-09-30 00:55:00	ES	Futures	1728.33	1728.33	1728.08	1728.08	95.0
2013-09-30 01:00:00	ES	Futures	1728.33	1728.85	1728.33	1728.59	441.0
2013-09-30 01:05:00	ES	Futures	1728.33	1729.11	1728.33	1728.85	347.0
2013-09-30 01:10:00	ES	Futures	1728.85	1728.85	1728.08	1728.08	336.0
2013-09-30 01:15:00	ES	Futures	1728.33	1728.33	1728.08	1728.08	347.0
2013-09-30 01:20:00	ES	Futures	1728.33	1728.33	1728.08	1728.33	489.0
2013-09-30 01:25:00	ES	Futures	1728.33	1728.33	1728.08	1728.33	108.0
2013-09-30 01:30:00	ES	Futures	1728.33	1728.33	1728.08	1728.33	98.0
2013-09-30 01:35:00	ES	Futures	1728.33	1728.85	1728.08	1728.33	194.0
2013-09-30 01:40:00	ES	Futures	1728.59	1729.11	1728.33	1728.85	285.0
2013-09-30 01:45:00	ES	Futures	1728.85	1729.11	1728.59	1729.11	345.0
2013-09-30 01:50:00	ES	Futures	1729.11	1729.11	1728.59	1728.85	437.0
2013-09-30 01:55:00	ES	Futures	1729.11	1729.37	1728.59	1728.59	1221.0
2013-09-30 02:00:00	ES	Futures	1728.59	1728.59	1726.27	1727.56	3784.0
2013-09-30 02:05:00	ES	Futures	1727.3	1727.56	1726.27	1726.53	1503.0
2013-09-30 02:10:00	ES	Futures	1726.53	1726.79	1726.01	1726.79	906.0
2013-09-30 02:15:00	ES	Futures	1726.79	1727.82	1726.79	1726.79	1242.0
2013-09-30 02:20:00	ES	Futures	1727.04	1727.04	1726.53	1726.79	675.0
2013-09-30 02:25:00	ES	Futures	1726.79	1727.3	1726.53	1727.04	1474.0
2013-09-30 02:30:00	ES	Futures	1727.04	1727.3	1726.53	1726.79	805.0
2013-09-30 02:35:00	ES	Futures	1726.79	1727.3	1726.27	1726.53	665.0
2013-09-30 02:40:00	ES	Futures	1726.53	1726.79	1726.27	1726.27	589.0
2013-09-30 02:45:00	ES	Futures	1726.53	1726.53	1724.47	1724.72	2635.0
2013-09-30 02:50:00	ES	Futures	1724.98	1726.01	1724.98	1725.76	960.0
2013-09-30 02:55:00	ES	Futures	1725.76	1726.27	1725.5	1726.01	603.0
2013-09-30 03:00:00	ES	Futures	1726.01	1726.53	1725.24	1726.53	3867.0
2013-09-30 03:05:00	ES	Futures	1726.53	1727.56	1726.01	1727.56	3950.0
2013-09-30 03:10:00	ES	Futures	1727.56	1727.82	1726.27	1727.3	3470.0
2013-09-30 03:15:00	ES	Futures	1727.04	1727.56	1726.27	1727.3	2478.0
2013-09-30 03:20:00	ES	Futures	1727.04	1727.82	1726.79	1727.82	1295.0
2013-09-30 03:25:00	ES	Futures	1727.56	1728.85	1727.3	1728.08	2636.0
2013-09-30 03:30:00	ES	Futures	1728.33	1728.33	1727.04	1727.3	2240.0
2013-09-30 03:35:00	ES	Futures	1727.56	1727.56	1726.79	1727.04	1625.0
2013-09-30 03:40:00	ES	Futures	1727.04	1727.04	1726.27	1726.79	1235.0
2013-09-30 03:45:00	ES	Futures	1726.53	1726.79	1725.5	1726.01	1794.0
2013-09-30 03:50:00	ES	Futures	1725.76	1726.01	1725.24	1725.76	2039.0
2013-09-30 03:55:00	ES	Futures	1725.5	1726.79	1725.5	1726.27	1501.0
2013-09-30 04:00:00	ES	Futures	1726.53	1726.53	1725.76	1726.01	1451.0
2013-09-30 04:05:00	ES	Futures	1726.01	1727.04	1726.01	1726.79	1230.0

> showing 50 of 14,004 rows — these rows as CSV

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