PREVIEW / futures_5min / 2012-05-15

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-05-15.parquet
  size:    243 KB
  rows:    14,007

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
2012-05-15 00:00:00	ES	Futures	1353.47	1353.47	1353.21	1353.47	102.0
2012-05-15 00:05:00	ES	Futures	1353.21	1353.47	1353.21	1353.47	90.0
2012-05-15 00:10:00	ES	Futures	1353.47	1353.72	1353.21	1353.47	200.0
2012-05-15 00:15:00	ES	Futures	1353.47	1353.72	1352.71	1352.96	442.0
2012-05-15 00:20:00	ES	Futures	1352.96	1353.47	1352.96	1353.47	104.0
2012-05-15 00:25:00	ES	Futures	1353.21	1353.72	1353.21	1353.47	71.0
2012-05-15 00:30:00	ES	Futures	1353.47	1353.72	1353.21	1353.21	260.0
2012-05-15 00:35:00	ES	Futures	1353.21	1354.23	1353.21	1353.97	301.0
2012-05-15 00:40:00	ES	Futures	1353.97	1353.97	1353.47	1353.72	209.0
2012-05-15 00:45:00	ES	Futures	1353.47	1353.72	1353.21	1353.21	228.0
2012-05-15 00:50:00	ES	Futures	1353.47	1353.72	1353.21	1353.21	233.0
2012-05-15 00:55:00	ES	Futures	1353.21	1353.47	1353.21	1353.47	93.0
2012-05-15 01:00:00	ES	Futures	1353.47	1353.72	1353.47	1353.72	144.0
2012-05-15 01:05:00	ES	Futures	1353.97	1355.24	1353.72	1354.98	1508.0
2012-05-15 01:10:00	ES	Futures	1354.98	1355.24	1354.73	1354.98	208.0
2012-05-15 01:15:00	ES	Futures	1354.98	1354.98	1354.73	1354.98	194.0
2012-05-15 01:20:00	ES	Futures	1354.98	1355.24	1354.48	1354.48	633.0
2012-05-15 01:25:00	ES	Futures	1354.73	1355.24	1354.48	1354.98	211.0
2012-05-15 01:30:00	ES	Futures	1354.98	1355.24	1354.48	1355.24	364.0
2012-05-15 01:35:00	ES	Futures	1354.98	1355.24	1354.98	1354.98	287.0
2012-05-15 01:40:00	ES	Futures	1354.98	1355.24	1354.98	1354.98	555.0
2012-05-15 01:45:00	ES	Futures	1355.24	1355.24	1354.73	1354.98	274.0
2012-05-15 01:50:00	ES	Futures	1355.24	1355.49	1354.98	1354.98	400.0
2012-05-15 01:55:00	ES	Futures	1355.24	1355.74	1354.98	1355.74	992.0
2012-05-15 02:00:00	ES	Futures	1355.74	1357.51	1355.49	1356.76	4740.0
2012-05-15 02:05:00	ES	Futures	1357.01	1357.51	1356.76	1356.76	1246.0
2012-05-15 02:10:00	ES	Futures	1357.01	1357.26	1356.76	1356.76	589.0
2012-05-15 02:15:00	ES	Futures	1356.76	1357.01	1356.0	1356.25	1056.0
2012-05-15 02:20:00	ES	Futures	1356.25	1356.25	1355.49	1355.74	937.0
2012-05-15 02:25:00	ES	Futures	1355.74	1356.76	1355.74	1356.5	710.0
2012-05-15 02:30:00	ES	Futures	1356.25	1356.25	1355.24	1355.49	890.0
2012-05-15 02:35:00	ES	Futures	1355.49	1355.74	1355.24	1355.74	687.0
2012-05-15 02:40:00	ES	Futures	1355.74	1356.5	1354.98	1356.25	1023.0
2012-05-15 02:45:00	ES	Futures	1356.5	1357.51	1356.5	1357.51	1295.0
2012-05-15 02:50:00	ES	Futures	1357.51	1357.77	1357.01	1357.51	1434.0
2012-05-15 02:55:00	ES	Futures	1357.51	1358.02	1357.26	1357.77	1070.0
2012-05-15 03:00:00	ES	Futures	1357.51	1359.54	1357.26	1359.03	7203.0
2012-05-15 03:05:00	ES	Futures	1358.78	1359.03	1357.77	1358.53	3345.0
2012-05-15 03:10:00	ES	Futures	1358.78	1359.28	1358.27	1359.03	2575.0
2012-05-15 03:15:00	ES	Futures	1359.28	1359.54	1358.53	1358.78	3416.0
2012-05-15 03:20:00	ES	Futures	1358.53	1359.54	1358.53	1359.28	2847.0
2012-05-15 03:25:00	ES	Futures	1359.28	1359.54	1358.78	1359.28	3231.0
2012-05-15 03:30:00	ES	Futures	1359.28	1359.28	1358.02	1358.53	2541.0
2012-05-15 03:35:00	ES	Futures	1358.78	1360.04	1357.77	1359.79	6042.0
2012-05-15 03:40:00	ES	Futures	1359.54	1361.81	1359.54	1361.56	7258.0
2012-05-15 03:45:00	ES	Futures	1361.81	1362.57	1361.06	1362.07	8305.0
2012-05-15 03:50:00	ES	Futures	1362.32	1363.08	1361.81	1362.07	4101.0
2012-05-15 03:55:00	ES	Futures	1361.81	1362.32	1361.56	1361.81	2582.0
2012-05-15 04:00:00	ES	Futures	1361.81	1361.81	1360.3	1360.3	3322.0
2012-05-15 04:05:00	ES	Futures	1360.3	1360.55	1359.28	1360.04	2748.0

> showing 50 of 14,007 rows — these rows as CSV

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