PREVIEW / futures_5min / 2012-05-13

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-05-13.parquet
  size:    46 KB
  rows:    2,367

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
2012-05-13 18:00:00	ES	Futures	1362.07	1363.08	1359.54	1359.79	8588.0
2012-05-13 18:05:00	ES	Futures	1360.04	1362.07	1359.54	1360.8	2438.0
2012-05-13 18:10:00	ES	Futures	1360.8	1360.8	1358.27	1358.27	2396.0
2012-05-13 18:15:00	ES	Futures	1358.27	1361.06	1358.02	1360.8	3107.0
2012-05-13 18:20:00	ES	Futures	1360.8	1361.31	1360.55	1360.8	1043.0
2012-05-13 18:25:00	ES	Futures	1360.8	1361.31	1360.04	1360.55	1198.0
2012-05-13 18:30:00	ES	Futures	1360.3	1360.55	1360.04	1360.55	295.0
2012-05-13 18:35:00	ES	Futures	1360.3	1360.8	1360.3	1360.55	208.0
2012-05-13 18:40:00	ES	Futures	1360.3	1361.31	1360.3	1360.8	757.0
2012-05-13 18:45:00	ES	Futures	1360.8	1361.06	1360.55	1360.8	422.0
2012-05-13 18:50:00	ES	Futures	1360.8	1360.8	1360.04	1360.3	249.0
2012-05-13 18:55:00	ES	Futures	1360.3	1360.8	1360.04	1360.3	601.0
2012-05-13 19:00:00	ES	Futures	1360.3	1360.3	1359.79	1360.04	396.0
2012-05-13 19:05:00	ES	Futures	1360.04	1360.3	1359.79	1360.04	175.0
2012-05-13 19:10:00	ES	Futures	1360.04	1360.04	1359.28	1359.28	557.0
2012-05-13 19:15:00	ES	Futures	1359.54	1360.55	1359.28	1360.3	612.0
2012-05-13 19:20:00	ES	Futures	1360.3	1360.55	1360.04	1360.55	275.0
2012-05-13 19:25:00	ES	Futures	1360.3	1361.06	1360.3	1361.06	583.0
2012-05-13 19:30:00	ES	Futures	1361.06	1361.06	1360.04	1360.3	436.0
2012-05-13 19:35:00	ES	Futures	1360.3	1360.55	1360.04	1360.04	85.0
2012-05-13 19:40:00	ES	Futures	1360.04	1360.55	1360.04	1360.04	314.0
2012-05-13 19:45:00	ES	Futures	1360.3	1360.8	1360.04	1360.55	253.0
2012-05-13 19:50:00	ES	Futures	1360.55	1361.81	1360.55	1361.56	496.0
2012-05-13 19:55:00	ES	Futures	1361.81	1362.07	1361.56	1362.07	768.0
2012-05-13 20:00:00	ES	Futures	1362.07	1363.59	1361.81	1363.59	2986.0
2012-05-13 20:05:00	ES	Futures	1363.84	1363.84	1362.57	1363.59	1461.0
2012-05-13 20:10:00	ES	Futures	1363.59	1364.6	1362.83	1364.6	1641.0
2012-05-13 20:15:00	ES	Futures	1364.34	1365.36	1363.59	1364.09	1632.0
2012-05-13 20:20:00	ES	Futures	1364.09	1364.6	1363.33	1364.34	814.0
2012-05-13 20:25:00	ES	Futures	1364.34	1365.36	1364.34	1364.85	762.0
2012-05-13 20:30:00	ES	Futures	1365.1	1365.61	1364.85	1365.36	1393.0
2012-05-13 20:35:00	ES	Futures	1365.36	1365.61	1363.84	1364.85	1265.0
2012-05-13 20:40:00	ES	Futures	1364.85	1365.86	1364.34	1365.61	878.0
2012-05-13 20:45:00	ES	Futures	1365.61	1365.86	1365.36	1365.61	593.0
2012-05-13 20:50:00	ES	Futures	1365.61	1366.87	1365.61	1366.87	4108.0
2012-05-13 20:55:00	ES	Futures	1366.62	1366.62	1366.12	1366.37	566.0
2012-05-13 21:00:00	ES	Futures	1366.37	1367.13	1366.37	1366.62	1203.0
2012-05-13 21:05:00	ES	Futures	1366.37	1366.62	1365.61	1366.12	483.0
2012-05-13 21:10:00	ES	Futures	1365.86	1366.12	1365.61	1365.61	445.0
2012-05-13 21:15:00	ES	Futures	1365.61	1365.86	1365.1	1365.36	680.0
2012-05-13 21:20:00	ES	Futures	1365.1	1365.61	1365.1	1365.36	297.0
2012-05-13 21:25:00	ES	Futures	1365.1	1365.1	1364.6	1364.85	578.0
2012-05-13 21:30:00	ES	Futures	1364.85	1365.1	1364.34	1364.6	574.0
2012-05-13 21:35:00	ES	Futures	1364.85	1365.1	1364.6	1364.85	635.0
2012-05-13 21:40:00	ES	Futures	1364.85	1364.85	1364.34	1364.6	287.0
2012-05-13 21:45:00	ES	Futures	1364.85	1365.1	1364.34	1364.34	567.0
2012-05-13 21:50:00	ES	Futures	1364.34	1364.34	1362.57	1362.83	1126.0
2012-05-13 21:55:00	ES	Futures	1362.57	1363.08	1361.56	1361.81	1714.0
2012-05-13 22:00:00	ES	Futures	1361.81	1362.83	1361.56	1362.83	641.0
2012-05-13 22:05:00	ES	Futures	1362.83	1363.08	1362.32	1362.32	636.0

> showing 50 of 2,367 rows — these rows as CSV

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