PREVIEW / futures_5min / 2013-11-19

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-11-19.parquet
  size:    204 KB
  rows:    13,899

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
2013-11-19 00:00:00	ES	Futures	1846.48	1847.0	1846.22	1846.74	475.0
2013-11-19 00:05:00	ES	Futures	1846.74	1847.0	1846.48	1846.74	214.0
2013-11-19 00:10:00	ES	Futures	1846.74	1847.0	1846.74	1847.0	142.0
2013-11-19 00:15:00	ES	Futures	1847.0	1848.03	1846.74	1847.77	526.0
2013-11-19 00:20:00	ES	Futures	1847.77	1848.29	1847.51	1847.77	848.0
2013-11-19 00:25:00	ES	Futures	1847.77	1847.77	1847.25	1847.25	184.0
2013-11-19 00:30:00	ES	Futures	1847.25	1847.77	1847.0	1847.77	476.0
2013-11-19 00:35:00	ES	Futures	1847.77	1847.77	1847.51	1847.77	90.0
2013-11-19 00:40:00	ES	Futures	1847.77	1847.77	1847.51	1847.51	107.0
2013-11-19 00:45:00	ES	Futures	1847.77	1848.29	1847.51	1848.29	479.0
2013-11-19 00:50:00	ES	Futures	1848.29	1848.29	1847.77	1848.03	445.0
2013-11-19 00:55:00	ES	Futures	1847.77	1848.03	1847.51	1847.77	529.0
2013-11-19 01:00:00	ES	Futures	1848.03	1848.03	1847.25	1847.51	561.0
2013-11-19 01:05:00	ES	Futures	1847.77	1847.77	1847.51	1847.51	180.0
2013-11-19 01:10:00	ES	Futures	1847.77	1847.77	1847.25	1847.51	116.0
2013-11-19 01:15:00	ES	Futures	1847.25	1847.77	1847.25	1847.51	248.0
2013-11-19 01:20:00	ES	Futures	1847.77	1847.77	1847.25	1847.51	70.0
2013-11-19 01:25:00	ES	Futures	1847.51	1847.51	1847.25	1847.51	76.0
2013-11-19 01:30:00	ES	Futures	1847.51	1847.51	1847.25	1847.51	227.0
2013-11-19 01:35:00	ES	Futures	1847.51	1847.77	1847.25	1847.51	151.0
2013-11-19 01:40:00	ES	Futures	1847.51	1847.77	1847.25	1847.51	123.0
2013-11-19 01:45:00	ES	Futures	1847.51	1847.51	1847.25	1847.51	61.0
2013-11-19 01:50:00	ES	Futures	1847.51	1847.77	1847.25	1847.51	188.0
2013-11-19 01:55:00	ES	Futures	1847.25	1847.77	1847.25	1847.25	178.0
2013-11-19 02:00:00	ES	Futures	1847.0	1847.25	1845.71	1846.22	1443.0
2013-11-19 02:05:00	ES	Futures	1846.22	1846.74	1845.96	1846.48	408.0
2013-11-19 02:10:00	ES	Futures	1846.48	1846.48	1845.96	1846.22	182.0
2013-11-19 02:15:00	ES	Futures	1845.96	1845.96	1845.45	1845.71	862.0
2013-11-19 02:20:00	ES	Futures	1845.45	1845.71	1845.45	1845.45	231.0
2013-11-19 02:25:00	ES	Futures	1845.45	1846.22	1845.45	1846.22	283.0
2013-11-19 02:30:00	ES	Futures	1845.96	1846.22	1845.96	1846.22	185.0
2013-11-19 02:35:00	ES	Futures	1845.96	1846.22	1845.96	1845.96	453.0
2013-11-19 02:40:00	ES	Futures	1845.96	1846.22	1845.96	1845.96	99.0
2013-11-19 02:45:00	ES	Futures	1845.96	1846.22	1845.71	1846.22	454.0
2013-11-19 02:50:00	ES	Futures	1845.96	1846.74	1845.96	1846.48	406.0
2013-11-19 02:55:00	ES	Futures	1846.48	1846.74	1846.22	1846.74	294.0
2013-11-19 03:00:00	ES	Futures	1846.48	1846.74	1845.45	1846.48	2215.0
2013-11-19 03:05:00	ES	Futures	1846.74	1847.51	1846.48	1847.0	2984.0
2013-11-19 03:10:00	ES	Futures	1847.25	1847.25	1846.22	1846.48	1860.0
2013-11-19 03:15:00	ES	Futures	1846.48	1846.74	1845.71	1846.22	2133.0
2013-11-19 03:20:00	ES	Futures	1846.22	1846.48	1844.93	1845.45	3105.0
2013-11-19 03:25:00	ES	Futures	1845.45	1845.45	1844.16	1844.42	2138.0
2013-11-19 03:30:00	ES	Futures	1844.67	1844.67	1843.64	1843.9	2586.0
2013-11-19 03:35:00	ES	Futures	1843.9	1844.42	1843.9	1844.16	1003.0
2013-11-19 03:40:00	ES	Futures	1844.16	1844.42	1843.64	1843.64	1114.0
2013-11-19 03:45:00	ES	Futures	1843.39	1843.64	1842.87	1843.39	2656.0
2013-11-19 03:50:00	ES	Futures	1843.39	1843.39	1842.61	1843.13	1971.0
2013-11-19 03:55:00	ES	Futures	1843.13	1843.39	1842.35	1842.35	1311.0
2013-11-19 04:00:00	ES	Futures	1842.61	1843.9	1842.61	1843.64	1476.0
2013-11-19 04:05:00	ES	Futures	1843.64	1844.67	1843.39	1844.42	1551.0

> showing 50 of 13,899 rows — these rows as CSV

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