PREVIEW / futures_5min / 2012-05-09

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-05-09.parquet
  size:    233 KB
  rows:    14,166

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
2012-05-09 00:00:00	ES	Futures	1366.87	1367.63	1366.62	1367.38	581.0
2012-05-09 00:05:00	ES	Futures	1367.38	1368.14	1367.38	1367.89	676.0
2012-05-09 00:10:00	ES	Futures	1367.89	1368.65	1367.63	1368.39	285.0
2012-05-09 00:15:00	ES	Futures	1368.39	1368.9	1368.39	1368.65	253.0
2012-05-09 00:20:00	ES	Futures	1368.9	1369.66	1368.65	1369.66	308.0
2012-05-09 00:25:00	ES	Futures	1369.66	1369.66	1368.65	1368.9	170.0
2012-05-09 00:30:00	ES	Futures	1368.65	1368.9	1368.39	1368.9	132.0
2012-05-09 00:35:00	ES	Futures	1368.9	1368.9	1368.65	1368.9	54.0
2012-05-09 00:40:00	ES	Futures	1368.65	1369.15	1368.65	1369.15	318.0
2012-05-09 00:45:00	ES	Futures	1369.15	1369.4	1368.9	1369.4	135.0
2012-05-09 00:50:00	ES	Futures	1369.4	1369.4	1368.14	1368.65	540.0
2012-05-09 00:55:00	ES	Futures	1368.65	1368.65	1367.89	1368.14	138.0
2012-05-09 01:00:00	ES	Futures	1368.14	1368.39	1367.13	1367.38	1560.0
2012-05-09 01:05:00	ES	Futures	1367.38	1367.89	1367.13	1367.63	685.0
2012-05-09 01:10:00	ES	Futures	1367.89	1368.9	1367.63	1368.65	748.0
2012-05-09 01:15:00	ES	Futures	1368.65	1369.4	1368.39	1369.4	403.0
2012-05-09 01:20:00	ES	Futures	1369.4	1369.91	1369.15	1369.66	342.0
2012-05-09 01:25:00	ES	Futures	1369.66	1369.91	1369.15	1369.4	333.0
2012-05-09 01:30:00	ES	Futures	1369.66	1369.91	1369.4	1369.66	373.0
2012-05-09 01:35:00	ES	Futures	1369.4	1369.66	1369.15	1369.15	167.0
2012-05-09 01:40:00	ES	Futures	1369.4	1369.66	1369.15	1369.4	183.0
2012-05-09 01:45:00	ES	Futures	1369.4	1370.16	1369.4	1370.16	328.0
2012-05-09 01:50:00	ES	Futures	1370.16	1370.16	1369.66	1369.66	514.0
2012-05-09 01:55:00	ES	Futures	1369.91	1370.92	1369.91	1370.92	1137.0
2012-05-09 02:00:00	ES	Futures	1370.92	1371.18	1370.16	1370.42	1217.0
2012-05-09 02:05:00	ES	Futures	1370.16	1370.92	1370.16	1370.92	558.0
2012-05-09 02:10:00	ES	Futures	1370.92	1371.93	1370.92	1371.93	1131.0
2012-05-09 02:15:00	ES	Futures	1371.68	1372.19	1370.92	1371.18	1278.0
2012-05-09 02:20:00	ES	Futures	1371.18	1371.18	1370.67	1371.18	474.0
2012-05-09 02:25:00	ES	Futures	1371.18	1373.2	1371.18	1372.95	1435.0
2012-05-09 02:30:00	ES	Futures	1372.69	1373.2	1372.19	1372.19	793.0
2012-05-09 02:35:00	ES	Futures	1372.44	1372.95	1372.19	1372.69	1022.0
2012-05-09 02:40:00	ES	Futures	1372.95	1372.95	1372.44	1372.95	859.0
2012-05-09 02:45:00	ES	Futures	1372.69	1372.95	1372.44	1372.44	626.0
2012-05-09 02:50:00	ES	Futures	1372.69	1372.69	1370.92	1371.18	1262.0
2012-05-09 02:55:00	ES	Futures	1370.92	1371.68	1370.42	1371.18	1533.0
2012-05-09 03:00:00	ES	Futures	1371.18	1371.43	1369.15	1370.16	4429.0
2012-05-09 03:05:00	ES	Futures	1369.91	1371.18	1368.65	1370.42	4319.0
2012-05-09 03:10:00	ES	Futures	1370.67	1371.18	1368.65	1368.9	4275.0
2012-05-09 03:15:00	ES	Futures	1368.65	1369.15	1366.37	1367.38	8858.0
2012-05-09 03:20:00	ES	Futures	1367.13	1369.15	1366.87	1368.14	7997.0
2012-05-09 03:25:00	ES	Futures	1368.39	1368.39	1367.13	1367.38	4788.0
2012-05-09 03:30:00	ES	Futures	1367.38	1369.4	1366.62	1369.15	4959.0
2012-05-09 03:35:00	ES	Futures	1369.15	1370.42	1368.65	1369.91	4424.0
2012-05-09 03:40:00	ES	Futures	1369.91	1370.67	1369.4	1369.4	2231.0
2012-05-09 03:45:00	ES	Futures	1369.4	1370.42	1368.9	1369.4	2640.0
2012-05-09 03:50:00	ES	Futures	1369.4	1371.18	1369.15	1370.92	3190.0
2012-05-09 03:55:00	ES	Futures	1370.92	1372.19	1370.92	1371.18	4146.0
2012-05-09 04:00:00	ES	Futures	1371.18	1372.95	1371.18	1372.69	4146.0
2012-05-09 04:05:00	ES	Futures	1372.44	1372.69	1371.43	1372.19	3368.0

> showing 50 of 14,166 rows — these rows as CSV

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