PREVIEW / futures_5min / 2012-04-16

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-04-16.parquet
  size:    211 KB
  rows:    13,104

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
2012-04-16 00:00:00	ES	Futures	1377.75	1378.01	1377.75	1378.01	181.0
2012-04-16 00:05:00	ES	Futures	1378.01	1378.01	1377.75	1377.75	140.0
2012-04-16 00:10:00	ES	Futures	1378.01	1378.01	1377.75	1378.01	94.0
2012-04-16 00:15:00	ES	Futures	1378.26	1378.26	1378.01	1378.01	13.0
2012-04-16 00:20:00	ES	Futures	1378.26	1379.02	1378.26	1378.76	241.0
2012-04-16 00:25:00	ES	Futures	1378.76	1379.02	1378.26	1379.02	461.0
2012-04-16 00:30:00	ES	Futures	1379.02	1379.27	1378.76	1379.27	417.0
2012-04-16 00:35:00	ES	Futures	1379.27	1379.27	1378.76	1378.76	127.0
2012-04-16 00:40:00	ES	Futures	1379.02	1379.27	1378.76	1378.76	102.0
2012-04-16 00:45:00	ES	Futures	1378.76	1379.02	1378.26	1378.51	143.0
2012-04-16 00:50:00	ES	Futures	1378.51	1378.76	1378.26	1378.51	168.0
2012-04-16 00:55:00	ES	Futures	1378.51	1378.51	1378.26	1378.51	336.0
2012-04-16 01:00:00	ES	Futures	1378.76	1379.02	1378.26	1378.26	442.0
2012-04-16 01:05:00	ES	Futures	1378.26	1378.51	1378.01	1378.51	196.0
2012-04-16 01:10:00	ES	Futures	1378.51	1379.27	1378.26	1379.27	336.0
2012-04-16 01:15:00	ES	Futures	1379.02	1379.52	1379.02	1379.02	425.0
2012-04-16 01:20:00	ES	Futures	1379.27	1379.78	1379.02	1379.52	470.0
2012-04-16 01:25:00	ES	Futures	1379.78	1380.03	1379.52	1379.52	280.0
2012-04-16 01:30:00	ES	Futures	1379.78	1380.79	1379.78	1380.79	858.0
2012-04-16 01:35:00	ES	Futures	1380.54	1380.79	1380.03	1380.28	553.0
2012-04-16 01:40:00	ES	Futures	1380.28	1380.54	1380.03	1380.28	248.0
2012-04-16 01:45:00	ES	Futures	1380.28	1380.54	1380.03	1380.54	395.0
2012-04-16 01:50:00	ES	Futures	1380.54	1380.79	1380.28	1380.79	208.0
2012-04-16 01:55:00	ES	Futures	1380.79	1380.79	1380.28	1380.79	311.0
2012-04-16 02:00:00	ES	Futures	1380.79	1381.8	1380.54	1380.54	1865.0
2012-04-16 02:05:00	ES	Futures	1380.79	1380.79	1380.28	1380.54	871.0
2012-04-16 02:10:00	ES	Futures	1380.28	1380.54	1379.52	1379.78	1351.0
2012-04-16 02:15:00	ES	Futures	1380.03	1380.03	1379.27	1379.78	1186.0
2012-04-16 02:20:00	ES	Futures	1379.78	1380.03	1379.02	1379.52	947.0
2012-04-16 02:25:00	ES	Futures	1379.27	1379.52	1379.02	1379.27	388.0
2012-04-16 02:30:00	ES	Futures	1379.27	1379.52	1378.26	1378.26	688.0
2012-04-16 02:35:00	ES	Futures	1378.51	1378.51	1376.99	1376.99	1885.0
2012-04-16 02:40:00	ES	Futures	1376.99	1377.5	1376.74	1377.5	1473.0
2012-04-16 02:45:00	ES	Futures	1377.25	1378.26	1376.74	1378.26	1412.0
2012-04-16 02:50:00	ES	Futures	1378.51	1379.02	1378.26	1379.02	984.0
2012-04-16 02:55:00	ES	Futures	1379.02	1379.78	1379.02	1379.78	1610.0
2012-04-16 03:00:00	ES	Futures	1379.52	1381.29	1378.76	1379.27	4533.0
2012-04-16 03:05:00	ES	Futures	1379.27	1379.78	1378.51	1379.78	1878.0
2012-04-16 03:10:00	ES	Futures	1379.52	1380.54	1379.27	1380.28	2434.0
2012-04-16 03:15:00	ES	Futures	1380.03	1382.05	1380.03	1381.55	4230.0
2012-04-16 03:20:00	ES	Futures	1381.55	1383.07	1380.79	1382.56	4459.0
2012-04-16 03:25:00	ES	Futures	1382.56	1382.56	1381.55	1382.31	2654.0
2012-04-16 03:30:00	ES	Futures	1382.05	1384.08	1382.05	1383.07	4183.0
2012-04-16 03:35:00	ES	Futures	1383.32	1384.08	1381.8	1382.05	3116.0
2012-04-16 03:40:00	ES	Futures	1382.05	1382.05	1381.04	1381.04	3319.0
2012-04-16 03:45:00	ES	Futures	1381.04	1381.29	1380.28	1381.04	3184.0
2012-04-16 03:50:00	ES	Futures	1381.29	1382.56	1380.79	1382.05	2643.0
2012-04-16 03:55:00	ES	Futures	1382.31	1383.32	1381.55	1381.55	4378.0
2012-04-16 04:00:00	ES	Futures	1381.8	1382.81	1381.55	1382.56	3734.0
2012-04-16 04:05:00	ES	Futures	1382.56	1382.81	1380.54	1381.04	3148.0

> showing 50 of 13,104 rows — these rows as CSV

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