PREVIEW / futures_5min / 2013-10-27

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-10-27.parquet
  size:    41 KB
  rows:    2,251

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
2013-10-27 18:00:00	ES	Futures	1809.59	1809.85	1809.08	1809.85	1117.0
2013-10-27 18:05:00	ES	Futures	1809.85	1810.37	1809.85	1810.11	341.0
2013-10-27 18:10:00	ES	Futures	1810.11	1810.62	1810.11	1810.37	417.0
2013-10-27 18:15:00	ES	Futures	1810.11	1810.37	1810.11	1810.11	199.0
2013-10-27 18:20:00	ES	Futures	1810.11	1810.37	1809.85	1810.11	153.0
2013-10-27 18:25:00	ES	Futures	1809.85	1810.37	1809.85	1809.85	169.0
2013-10-27 18:30:00	ES	Futures	1809.85	1810.37	1809.85	1810.11	58.0
2013-10-27 18:35:00	ES	Futures	1810.11	1810.37	1809.59	1809.85	299.0
2013-10-27 18:40:00	ES	Futures	1809.59	1809.85	1809.08	1809.33	242.0
2013-10-27 18:45:00	ES	Futures	1809.08	1809.33	1808.82	1809.08	408.0
2013-10-27 18:50:00	ES	Futures	1808.82	1809.08	1808.56	1808.82	287.0
2013-10-27 18:55:00	ES	Futures	1808.82	1809.08	1808.56	1808.56	166.0
2013-10-27 19:00:00	ES	Futures	1808.56	1809.33	1808.56	1809.08	183.0
2013-10-27 19:05:00	ES	Futures	1809.08	1809.08	1808.82	1808.82	205.0
2013-10-27 19:10:00	ES	Futures	1808.82	1809.08	1808.82	1808.82	167.0
2013-10-27 19:15:00	ES	Futures	1808.82	1809.08	1808.56	1808.82	143.0
2013-10-27 19:20:00	ES	Futures	1808.56	1809.08	1808.56	1808.82	170.0
2013-10-27 19:25:00	ES	Futures	1808.82	1809.08	1808.56	1808.56	192.0
2013-10-27 19:30:00	ES	Futures	1808.56	1809.33	1808.56	1809.08	508.0
2013-10-27 19:35:00	ES	Futures	1809.33	1810.62	1809.33	1810.11	633.0
2013-10-27 19:40:00	ES	Futures	1810.11	1810.88	1810.11	1810.62	581.0
2013-10-27 19:45:00	ES	Futures	1810.62	1810.88	1810.62	1810.62	324.0
2013-10-27 19:50:00	ES	Futures	1810.88	1815.01	1810.88	1814.24	5693.0
2013-10-27 19:55:00	ES	Futures	1814.24	1815.27	1813.72	1814.24	1474.0
2013-10-27 20:00:00	ES	Futures	1814.24	1814.49	1813.46	1813.98	766.0
2013-10-27 20:05:00	ES	Futures	1813.98	1814.75	1813.72	1814.24	1223.0
2013-10-27 20:10:00	ES	Futures	1814.24	1814.49	1813.72	1813.98	523.0
2013-10-27 20:15:00	ES	Futures	1813.98	1814.24	1813.72	1813.98	420.0
2013-10-27 20:20:00	ES	Futures	1813.98	1814.24	1812.95	1813.46	1290.0
2013-10-27 20:25:00	ES	Futures	1813.46	1814.24	1813.46	1814.24	445.0
2013-10-27 20:30:00	ES	Futures	1813.98	1814.24	1813.72	1813.98	311.0
2013-10-27 20:35:00	ES	Futures	1813.98	1814.49	1813.98	1814.24	332.0
2013-10-27 20:40:00	ES	Futures	1814.24	1814.49	1814.24	1814.49	416.0
2013-10-27 20:45:00	ES	Futures	1814.49	1814.75	1814.49	1814.75	419.0
2013-10-27 20:50:00	ES	Futures	1814.75	1814.75	1814.49	1814.75	309.0
2013-10-27 20:55:00	ES	Futures	1814.49	1814.75	1813.98	1814.75	707.0
2013-10-27 21:00:00	ES	Futures	1814.49	1815.01	1814.49	1814.75	486.0
2013-10-27 21:05:00	ES	Futures	1815.01	1815.78	1814.75	1815.53	1529.0
2013-10-27 21:10:00	ES	Futures	1815.53	1815.78	1814.49	1815.27	589.0
2013-10-27 21:15:00	ES	Futures	1815.27	1815.53	1814.49	1814.49	716.0
2013-10-27 21:20:00	ES	Futures	1814.49	1815.01	1814.24	1815.01	373.0
2013-10-27 21:25:00	ES	Futures	1815.01	1815.53	1814.75	1815.53	472.0
2013-10-27 21:30:00	ES	Futures	1815.53	1815.53	1815.01	1815.27	152.0
2013-10-27 21:35:00	ES	Futures	1815.27	1816.04	1815.01	1815.78	1274.0
2013-10-27 21:40:00	ES	Futures	1815.78	1817.59	1815.53	1817.33	3669.0
2013-10-27 21:45:00	ES	Futures	1817.33	1818.36	1817.07	1817.59	3671.0
2013-10-27 21:50:00	ES	Futures	1817.59	1817.59	1816.3	1816.56	1207.0
2013-10-27 21:55:00	ES	Futures	1816.56	1816.82	1816.04	1816.3	931.0
2013-10-27 22:00:00	ES	Futures	1816.04	1816.56	1816.04	1816.3	723.0
2013-10-27 22:05:00	ES	Futures	1816.04	1816.56	1816.04	1816.3	252.0

> showing 50 of 2,251 rows — these rows as CSV

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