PREVIEW / futures_5min / 2013-10-23

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-10-23.parquet
  size:    213 KB
  rows:    14,644

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
2013-10-23 00:00:00	ES	Futures	1800.82	1801.34	1800.56	1801.08	1178.0
2013-10-23 00:05:00	ES	Futures	1801.34	1801.34	1800.82	1800.82	523.0
2013-10-23 00:10:00	ES	Futures	1800.82	1801.08	1800.05	1800.31	1813.0
2013-10-23 00:15:00	ES	Futures	1800.31	1800.31	1799.79	1799.79	1034.0
2013-10-23 00:20:00	ES	Futures	1800.05	1800.05	1799.27	1799.53	966.0
2013-10-23 00:25:00	ES	Futures	1799.53	1800.05	1799.27	1799.53	687.0
2013-10-23 00:30:00	ES	Futures	1799.79	1800.56	1798.76	1799.02	3864.0
2013-10-23 00:35:00	ES	Futures	1799.02	1799.02	1798.76	1799.02	753.0
2013-10-23 00:40:00	ES	Futures	1799.27	1799.27	1798.76	1799.02	368.0
2013-10-23 00:45:00	ES	Futures	1799.02	1799.02	1798.76	1798.76	116.0
2013-10-23 00:50:00	ES	Futures	1799.02	1799.53	1798.76	1799.27	171.0
2013-10-23 00:55:00	ES	Futures	1799.27	1799.53	1799.02	1799.53	286.0
2013-10-23 01:00:00	ES	Futures	1799.27	1799.79	1799.02	1799.27	542.0
2013-10-23 01:05:00	ES	Futures	1799.27	1799.53	1799.02	1799.02	311.0
2013-10-23 01:10:00	ES	Futures	1799.02	1799.27	1798.76	1798.76	1080.0
2013-10-23 01:15:00	ES	Futures	1798.76	1799.02	1798.24	1798.76	1743.0
2013-10-23 01:20:00	ES	Futures	1798.76	1799.02	1798.5	1798.5	604.0
2013-10-23 01:25:00	ES	Futures	1798.5	1798.76	1797.98	1798.24	956.0
2013-10-23 01:30:00	ES	Futures	1798.24	1798.5	1797.98	1798.5	613.0
2013-10-23 01:35:00	ES	Futures	1798.5	1798.5	1797.98	1798.5	732.0
2013-10-23 01:40:00	ES	Futures	1798.24	1798.76	1797.98	1798.24	454.0
2013-10-23 01:45:00	ES	Futures	1797.98	1798.5	1797.98	1798.5	280.0
2013-10-23 01:50:00	ES	Futures	1798.24	1798.5	1797.98	1798.5	221.0
2013-10-23 01:55:00	ES	Futures	1798.5	1798.5	1797.73	1797.73	632.0
2013-10-23 02:00:00	ES	Futures	1797.73	1798.5	1797.73	1797.98	1243.0
2013-10-23 02:05:00	ES	Futures	1797.98	1797.98	1797.21	1797.73	2084.0
2013-10-23 02:10:00	ES	Futures	1797.98	1798.5	1797.98	1798.24	564.0
2013-10-23 02:15:00	ES	Futures	1798.24	1798.5	1797.98	1798.5	439.0
2013-10-23 02:20:00	ES	Futures	1798.5	1799.02	1798.24	1798.76	891.0
2013-10-23 02:25:00	ES	Futures	1798.76	1798.76	1797.73	1798.24	1053.0
2013-10-23 02:30:00	ES	Futures	1798.24	1798.24	1797.73	1797.73	622.0
2013-10-23 02:35:00	ES	Futures	1797.73	1797.98	1797.47	1797.73	882.0
2013-10-23 02:40:00	ES	Futures	1797.73	1797.98	1797.47	1797.73	323.0
2013-10-23 02:45:00	ES	Futures	1797.73	1797.73	1797.47	1797.47	1035.0
2013-10-23 02:50:00	ES	Futures	1797.73	1797.73	1796.69	1796.95	2704.0
2013-10-23 02:55:00	ES	Futures	1796.95	1797.21	1795.66	1796.44	2310.0
2013-10-23 03:00:00	ES	Futures	1796.44	1797.98	1796.44	1796.69	3565.0
2013-10-23 03:05:00	ES	Futures	1796.69	1797.73	1796.44	1797.47	1853.0
2013-10-23 03:10:00	ES	Futures	1797.47	1797.73	1796.95	1797.21	1601.0
2013-10-23 03:15:00	ES	Futures	1796.95	1797.21	1796.18	1796.44	1703.0
2013-10-23 03:20:00	ES	Futures	1796.18	1796.44	1795.15	1795.66	5025.0
2013-10-23 03:25:00	ES	Futures	1795.4	1796.69	1795.4	1796.44	1635.0
2013-10-23 03:30:00	ES	Futures	1796.44	1797.47	1796.18	1796.18	2286.0
2013-10-23 03:35:00	ES	Futures	1796.18	1796.69	1795.4	1795.92	1480.0
2013-10-23 03:40:00	ES	Futures	1795.92	1796.44	1795.4	1795.4	1420.0
2013-10-23 03:45:00	ES	Futures	1795.66	1795.92	1793.6	1793.86	4676.0
2013-10-23 03:50:00	ES	Futures	1793.86	1794.11	1793.34	1793.86	4279.0
2013-10-23 03:55:00	ES	Futures	1793.86	1794.37	1793.6	1794.37	1154.0
2013-10-23 04:00:00	ES	Futures	1794.11	1794.37	1793.34	1793.86	3926.0
2013-10-23 04:05:00	ES	Futures	1793.86	1793.86	1792.82	1793.08	2362.0

> showing 50 of 14,644 rows — these rows as CSV

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