PREVIEW / futures_5min / 2012-04-15

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-04-15.parquet
  size:    45 KB
  rows:    2,337

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
2012-04-15 18:00:00	ES	Futures	1382.31	1382.56	1378.76	1379.02	4738.0
2012-04-15 18:05:00	ES	Futures	1379.27	1380.54	1379.02	1380.03	1441.0
2012-04-15 18:10:00	ES	Futures	1380.03	1380.28	1378.76	1379.02	801.0
2012-04-15 18:15:00	ES	Futures	1379.02	1379.52	1378.51	1379.02	880.0
2012-04-15 18:20:00	ES	Futures	1379.27	1379.78	1379.02	1379.52	506.0
2012-04-15 18:25:00	ES	Futures	1379.78	1379.78	1379.27	1379.52	217.0
2012-04-15 18:30:00	ES	Futures	1379.52	1381.29	1379.52	1380.79	990.0
2012-04-15 18:35:00	ES	Futures	1380.79	1381.29	1380.79	1381.04	396.0
2012-04-15 18:40:00	ES	Futures	1381.29	1381.29	1380.79	1381.04	153.0
2012-04-15 18:45:00	ES	Futures	1381.04	1381.04	1380.79	1381.04	47.0
2012-04-15 18:50:00	ES	Futures	1381.04	1381.04	1380.79	1380.79	84.0
2012-04-15 18:55:00	ES	Futures	1380.79	1380.79	1380.54	1380.54	214.0
2012-04-15 19:00:00	ES	Futures	1380.28	1380.54	1380.28	1380.54	92.0
2012-04-15 19:05:00	ES	Futures	1380.79	1380.79	1380.28	1380.54	179.0
2012-04-15 19:10:00	ES	Futures	1380.28	1380.28	1379.78	1379.78	297.0
2012-04-15 19:15:00	ES	Futures	1380.03	1380.28	1379.78	1380.28	88.0
2012-04-15 19:20:00	ES	Futures	1380.03	1380.28	1379.78	1379.78	236.0
2012-04-15 19:25:00	ES	Futures	1379.78	1379.78	1379.27	1379.27	227.0
2012-04-15 19:30:00	ES	Futures	1379.27	1379.52	1378.76	1379.02	349.0
2012-04-15 19:35:00	ES	Futures	1379.27	1379.27	1378.76	1378.76	348.0
2012-04-15 19:40:00	ES	Futures	1378.76	1379.27	1378.51	1379.02	445.0
2012-04-15 19:45:00	ES	Futures	1379.02	1380.28	1378.76	1380.03	1029.0
2012-04-15 19:50:00	ES	Futures	1380.03	1380.28	1379.78	1380.03	1016.0
2012-04-15 19:55:00	ES	Futures	1380.03	1381.29	1379.78	1380.54	1778.0
2012-04-15 20:00:00	ES	Futures	1380.54	1381.29	1380.54	1381.29	1188.0
2012-04-15 20:05:00	ES	Futures	1381.29	1381.29	1381.04	1381.29	534.0
2012-04-15 20:10:00	ES	Futures	1381.04	1381.8	1381.04	1381.55	794.0
2012-04-15 20:15:00	ES	Futures	1381.29	1381.29	1380.28	1380.79	739.0
2012-04-15 20:20:00	ES	Futures	1380.54	1381.04	1380.28	1381.04	215.0
2012-04-15 20:25:00	ES	Futures	1380.79	1381.55	1380.79	1381.04	644.0
2012-04-15 20:30:00	ES	Futures	1381.04	1381.04	1379.78	1380.28	1068.0
2012-04-15 20:35:00	ES	Futures	1380.28	1380.54	1379.02	1379.27	1507.0
2012-04-15 20:40:00	ES	Futures	1379.27	1379.78	1378.76	1379.02	1032.0
2012-04-15 20:45:00	ES	Futures	1379.02	1379.02	1377.25	1377.75	2938.0
2012-04-15 20:50:00	ES	Futures	1377.75	1378.76	1377.5	1378.01	2230.0
2012-04-15 20:55:00	ES	Futures	1378.01	1378.01	1376.74	1376.99	2042.0
2012-04-15 21:00:00	ES	Futures	1376.99	1377.75	1376.74	1377.5	1306.0
2012-04-15 21:05:00	ES	Futures	1377.75	1378.26	1376.74	1377.5	2421.0
2012-04-15 21:10:00	ES	Futures	1377.5	1377.5	1376.99	1377.5	894.0
2012-04-15 21:15:00	ES	Futures	1377.5	1378.01	1377.25	1378.01	787.0
2012-04-15 21:20:00	ES	Futures	1378.01	1378.51	1377.75	1378.01	515.0
2012-04-15 21:25:00	ES	Futures	1378.01	1378.26	1377.75	1378.26	479.0
2012-04-15 21:30:00	ES	Futures	1378.01	1379.02	1378.01	1378.76	606.0
2012-04-15 21:35:00	ES	Futures	1378.51	1378.76	1377.75	1378.01	329.0
2012-04-15 21:40:00	ES	Futures	1378.01	1379.02	1377.75	1379.02	441.0
2012-04-15 21:45:00	ES	Futures	1379.02	1380.28	1378.76	1379.52	1630.0
2012-04-15 21:50:00	ES	Futures	1379.52	1380.28	1379.52	1379.78	567.0
2012-04-15 21:55:00	ES	Futures	1379.78	1380.03	1378.76	1379.02	675.0
2012-04-15 22:00:00	ES	Futures	1379.02	1379.27	1378.51	1378.51	461.0
2012-04-15 22:05:00	ES	Futures	1378.51	1378.76	1377.5	1378.26	649.0

> showing 50 of 2,337 rows — these rows as CSV

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