PREVIEW / futures_5min / 2013-11-20

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-11-20.parquet
  size:    230 KB
  rows:    14,123

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
2013-11-20 00:00:00	ES	Futures	1842.61	1842.61	1842.1	1842.35	121.0
2013-11-20 00:05:00	ES	Futures	1842.1	1842.35	1841.32	1841.32	355.0
2013-11-20 00:10:00	ES	Futures	1841.32	1842.1	1841.06	1842.1	557.0
2013-11-20 00:15:00	ES	Futures	1841.84	1842.1	1841.58	1841.84	189.0
2013-11-20 00:20:00	ES	Futures	1841.58	1841.84	1841.06	1841.32	176.0
2013-11-20 00:25:00	ES	Futures	1841.32	1841.58	1841.06	1841.32	218.0
2013-11-20 00:30:00	ES	Futures	1841.58	1842.1	1841.58	1842.1	106.0
2013-11-20 00:35:00	ES	Futures	1842.1	1842.1	1841.58	1841.58	174.0
2013-11-20 00:40:00	ES	Futures	1841.58	1841.58	1841.32	1841.32	323.0
2013-11-20 00:45:00	ES	Futures	1841.32	1841.58	1841.32	1841.32	124.0
2013-11-20 00:50:00	ES	Futures	1841.58	1841.58	1841.06	1841.58	150.0
2013-11-20 00:55:00	ES	Futures	1841.58	1841.58	1840.81	1841.06	181.0
2013-11-20 01:00:00	ES	Futures	1840.81	1841.32	1840.81	1841.06	356.0
2013-11-20 01:05:00	ES	Futures	1841.32	1841.58	1841.06	1841.32	288.0
2013-11-20 01:10:00	ES	Futures	1841.32	1841.32	1841.06	1841.32	63.0
2013-11-20 01:15:00	ES	Futures	1841.32	1841.32	1841.06	1841.32	190.0
2013-11-20 01:20:00	ES	Futures	1841.32	1841.32	1841.06	1841.32	33.0
2013-11-20 01:25:00	ES	Futures	1841.32	1841.58	1840.81	1840.81	281.0
2013-11-20 01:30:00	ES	Futures	1840.81	1841.06	1840.29	1840.81	1121.0
2013-11-20 01:35:00	ES	Futures	1840.81	1841.58	1840.81	1841.58	214.0
2013-11-20 01:40:00	ES	Futures	1841.32	1842.1	1841.32	1841.84	344.0
2013-11-20 01:45:00	ES	Futures	1842.1	1842.35	1841.84	1842.1	492.0
2013-11-20 01:50:00	ES	Futures	1842.1	1842.1	1841.32	1841.58	182.0
2013-11-20 01:55:00	ES	Futures	1841.58	1841.84	1841.06	1841.06	633.0
2013-11-20 02:00:00	ES	Futures	1841.06	1841.84	1841.06	1841.84	540.0
2013-11-20 02:05:00	ES	Futures	1842.1	1842.1	1841.58	1841.58	327.0
2013-11-20 02:10:00	ES	Futures	1841.84	1841.84	1841.32	1841.58	367.0
2013-11-20 02:15:00	ES	Futures	1841.58	1842.1	1841.32	1842.1	473.0
2013-11-20 02:20:00	ES	Futures	1842.1	1842.87	1841.84	1842.35	864.0
2013-11-20 02:25:00	ES	Futures	1842.35	1842.61	1842.1	1842.61	473.0
2013-11-20 02:30:00	ES	Futures	1842.35	1842.61	1842.35	1842.35	396.0
2013-11-20 02:35:00	ES	Futures	1842.61	1842.87	1842.35	1842.61	354.0
2013-11-20 02:40:00	ES	Futures	1842.61	1842.87	1842.61	1842.61	318.0
2013-11-20 02:45:00	ES	Futures	1842.87	1842.87	1841.58	1841.84	916.0
2013-11-20 02:50:00	ES	Futures	1841.58	1841.84	1841.58	1841.84	51.0
2013-11-20 02:55:00	ES	Futures	1841.84	1842.35	1841.58	1841.84	569.0
2013-11-20 03:00:00	ES	Futures	1841.84	1842.1	1841.06	1841.32	1510.0
2013-11-20 03:05:00	ES	Futures	1841.58	1843.13	1841.32	1842.35	2361.0
2013-11-20 03:10:00	ES	Futures	1842.61	1842.87	1841.58	1842.1	4326.0
2013-11-20 03:15:00	ES	Futures	1842.1	1842.61	1841.58	1842.61	2743.0
2013-11-20 03:20:00	ES	Futures	1842.61	1844.16	1842.35	1843.39	3463.0
2013-11-20 03:25:00	ES	Futures	1843.13	1843.64	1842.87	1842.87	1465.0
2013-11-20 03:30:00	ES	Futures	1842.61	1843.64	1842.35	1843.39	1350.0
2013-11-20 03:35:00	ES	Futures	1843.39	1844.42	1843.39	1844.16	1734.0
2013-11-20 03:40:00	ES	Futures	1844.16	1844.42	1843.9	1844.16	902.0
2013-11-20 03:45:00	ES	Futures	1843.9	1844.16	1842.61	1842.87	2169.0
2013-11-20 03:50:00	ES	Futures	1842.87	1843.39	1842.61	1843.13	2064.0
2013-11-20 03:55:00	ES	Futures	1843.13	1843.39	1842.87	1843.39	659.0
2013-11-20 04:00:00	ES	Futures	1843.13	1843.39	1842.1	1842.1	1604.0
2013-11-20 04:05:00	ES	Futures	1842.1	1842.87	1842.1	1842.61	977.0

> showing 50 of 14,123 rows — these rows as CSV

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