PREVIEW / futures_5min / 2012-05-06

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-05-06.parquet
  size:    50 KB
  rows:    2,505

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
2012-05-06 18:00:00	ES	Futures	1370.16	1370.92	1367.89	1368.9	12161.0
2012-05-06 18:05:00	ES	Futures	1369.15	1369.15	1361.31	1362.57	9977.0
2012-05-06 18:10:00	ES	Futures	1362.57	1366.12	1362.57	1366.12	6268.0
2012-05-06 18:15:00	ES	Futures	1366.12	1366.37	1364.6	1365.86	2738.0
2012-05-06 18:20:00	ES	Futures	1365.86	1366.12	1364.6	1364.85	1138.0
2012-05-06 18:25:00	ES	Futures	1364.85	1365.36	1363.33	1363.33	2654.0
2012-05-06 18:30:00	ES	Futures	1363.59	1364.34	1362.83	1363.33	2341.0
2012-05-06 18:35:00	ES	Futures	1363.59	1363.59	1358.53	1360.8	9006.0
2012-05-06 18:40:00	ES	Futures	1360.8	1363.33	1360.55	1363.33	3674.0
2012-05-06 18:45:00	ES	Futures	1363.08	1363.59	1362.83	1363.59	1417.0
2012-05-06 18:50:00	ES	Futures	1363.59	1364.6	1363.59	1363.84	2118.0
2012-05-06 18:55:00	ES	Futures	1363.84	1365.1	1363.84	1365.1	1645.0
2012-05-06 19:00:00	ES	Futures	1364.85	1365.1	1364.09	1364.09	679.0
2012-05-06 19:05:00	ES	Futures	1364.09	1365.86	1363.84	1365.86	894.0
2012-05-06 19:10:00	ES	Futures	1365.86	1365.86	1363.84	1364.09	1180.0
2012-05-06 19:15:00	ES	Futures	1364.34	1364.34	1363.59	1364.09	885.0
2012-05-06 19:20:00	ES	Futures	1364.09	1364.6	1363.84	1364.09	507.0
2012-05-06 19:25:00	ES	Futures	1363.84	1364.34	1363.59	1364.09	1018.0
2012-05-06 19:30:00	ES	Futures	1364.34	1366.37	1363.84	1366.12	2238.0
2012-05-06 19:35:00	ES	Futures	1366.37	1366.87	1365.86	1365.86	1515.0
2012-05-06 19:40:00	ES	Futures	1365.86	1366.12	1365.61	1365.86	563.0
2012-05-06 19:45:00	ES	Futures	1365.86	1366.12	1365.61	1365.86	721.0
2012-05-06 19:50:00	ES	Futures	1365.86	1366.12	1364.85	1365.1	730.0
2012-05-06 19:55:00	ES	Futures	1364.85	1365.36	1364.85	1365.1	594.0
2012-05-06 20:00:00	ES	Futures	1365.1	1365.1	1364.09	1364.09	2152.0
2012-05-06 20:05:00	ES	Futures	1364.34	1364.6	1362.83	1364.09	3481.0
2012-05-06 20:10:00	ES	Futures	1364.09	1366.62	1364.09	1366.37	3360.0
2012-05-06 20:15:00	ES	Futures	1366.37	1366.87	1365.86	1366.62	1268.0
2012-05-06 20:20:00	ES	Futures	1366.87	1367.13	1365.86	1366.12	981.0
2012-05-06 20:25:00	ES	Futures	1366.12	1366.62	1365.61	1365.61	820.0
2012-05-06 20:30:00	ES	Futures	1365.61	1367.13	1365.61	1366.87	565.0
2012-05-06 20:35:00	ES	Futures	1366.87	1367.63	1366.37	1367.13	907.0
2012-05-06 20:40:00	ES	Futures	1366.87	1367.38	1365.86	1365.86	517.0
2012-05-06 20:45:00	ES	Futures	1366.12	1366.12	1365.61	1365.86	803.0
2012-05-06 20:50:00	ES	Futures	1365.86	1366.37	1365.86	1365.86	779.0
2012-05-06 20:55:00	ES	Futures	1365.86	1365.86	1364.6	1365.1	1450.0
2012-05-06 21:00:00	ES	Futures	1365.1	1365.61	1364.85	1365.1	594.0
2012-05-06 21:05:00	ES	Futures	1364.85	1364.85	1364.09	1364.09	899.0
2012-05-06 21:10:00	ES	Futures	1364.09	1364.34	1363.84	1363.84	480.0
2012-05-06 21:15:00	ES	Futures	1364.09	1364.09	1363.84	1363.84	650.0
2012-05-06 21:20:00	ES	Futures	1364.09	1364.09	1363.33	1363.84	748.0
2012-05-06 21:25:00	ES	Futures	1363.84	1363.84	1363.33	1363.59	416.0
2012-05-06 21:30:00	ES	Futures	1363.84	1365.36	1363.84	1364.85	2358.0
2012-05-06 21:35:00	ES	Futures	1364.85	1365.1	1364.09	1364.09	1446.0
2012-05-06 21:40:00	ES	Futures	1364.09	1364.6	1363.33	1364.6	877.0
2012-05-06 21:45:00	ES	Futures	1364.6	1364.6	1363.84	1364.09	744.0
2012-05-06 21:50:00	ES	Futures	1364.34	1364.6	1364.09	1364.09	669.0
2012-05-06 21:55:00	ES	Futures	1364.09	1364.34	1363.33	1363.59	1432.0
2012-05-06 22:00:00	ES	Futures	1363.59	1363.59	1363.33	1363.59	711.0
2012-05-06 22:05:00	ES	Futures	1363.59	1363.84	1362.32	1362.32	2200.0

> showing 50 of 2,505 rows — these rows as CSV

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