PREVIEW / futures_5min / 2012-05-16

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-05-16.parquet
  size:    245 KB
  rows:    14,244

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
2012-05-16 00:00:00	ES	Futures	1342.33	1342.59	1342.08	1342.08	692.0
2012-05-16 00:05:00	ES	Futures	1342.33	1342.33	1341.83	1342.08	887.0
2012-05-16 00:10:00	ES	Futures	1342.08	1342.08	1341.32	1341.58	2404.0
2012-05-16 00:15:00	ES	Futures	1341.32	1341.83	1341.07	1341.83	2553.0
2012-05-16 00:20:00	ES	Futures	1341.83	1341.83	1341.32	1341.58	848.0
2012-05-16 00:25:00	ES	Futures	1341.32	1341.83	1341.07	1341.83	753.0
2012-05-16 00:30:00	ES	Futures	1341.83	1342.59	1341.58	1342.59	1130.0
2012-05-16 00:35:00	ES	Futures	1342.59	1342.84	1341.83	1342.59	1709.0
2012-05-16 00:40:00	ES	Futures	1342.59	1342.84	1342.08	1342.08	361.0
2012-05-16 00:45:00	ES	Futures	1342.33	1342.59	1342.08	1342.33	198.0
2012-05-16 00:50:00	ES	Futures	1342.33	1342.33	1342.08	1342.08	237.0
2012-05-16 00:55:00	ES	Futures	1342.08	1342.08	1341.58	1341.83	432.0
2012-05-16 01:00:00	ES	Futures	1342.08	1342.08	1341.58	1341.83	528.0
2012-05-16 01:05:00	ES	Futures	1341.58	1341.83	1341.32	1341.58	999.0
2012-05-16 01:10:00	ES	Futures	1341.58	1342.08	1341.58	1341.83	427.0
2012-05-16 01:15:00	ES	Futures	1341.83	1342.33	1341.32	1341.58	495.0
2012-05-16 01:20:00	ES	Futures	1341.83	1342.33	1341.58	1341.83	783.0
2012-05-16 01:25:00	ES	Futures	1342.08	1342.33	1341.58	1342.08	923.0
2012-05-16 01:30:00	ES	Futures	1342.08	1342.08	1341.32	1341.58	1072.0
2012-05-16 01:35:00	ES	Futures	1341.83	1341.83	1341.32	1341.32	592.0
2012-05-16 01:40:00	ES	Futures	1341.32	1341.58	1341.32	1341.58	241.0
2012-05-16 01:45:00	ES	Futures	1341.58	1341.83	1341.32	1341.58	604.0
2012-05-16 01:50:00	ES	Futures	1341.58	1341.83	1340.31	1341.32	4831.0
2012-05-16 01:55:00	ES	Futures	1341.32	1341.58	1340.06	1340.06	1411.0
2012-05-16 02:00:00	ES	Futures	1340.31	1341.07	1339.3	1339.3	4521.0
2012-05-16 02:05:00	ES	Futures	1339.55	1339.81	1339.05	1339.3	2091.0
2012-05-16 02:10:00	ES	Futures	1339.3	1339.55	1338.79	1339.3	2396.0
2012-05-16 02:15:00	ES	Futures	1339.05	1339.55	1338.79	1338.79	1321.0
2012-05-16 02:20:00	ES	Futures	1338.79	1338.79	1337.53	1338.54	5301.0
2012-05-16 02:25:00	ES	Futures	1338.54	1338.54	1336.77	1337.02	3902.0
2012-05-16 02:30:00	ES	Futures	1337.28	1338.29	1337.28	1337.78	2632.0
2012-05-16 02:35:00	ES	Futures	1337.53	1338.03	1336.77	1337.28	2436.0
2012-05-16 02:40:00	ES	Futures	1337.53	1338.79	1337.02	1338.54	1915.0
2012-05-16 02:45:00	ES	Futures	1338.54	1339.55	1338.54	1339.05	2631.0
2012-05-16 02:50:00	ES	Futures	1339.05	1339.05	1338.54	1338.79	777.0
2012-05-16 02:55:00	ES	Futures	1338.54	1340.06	1338.54	1339.81	2616.0
2012-05-16 03:00:00	ES	Futures	1339.55	1341.07	1339.55	1341.07	4061.0
2012-05-16 03:05:00	ES	Futures	1341.07	1341.32	1338.79	1338.79	5539.0
2012-05-16 03:10:00	ES	Futures	1338.79	1339.3	1337.28	1337.28	5964.0
2012-05-16 03:15:00	ES	Futures	1337.28	1339.55	1337.28	1339.3	6714.0
2012-05-16 03:20:00	ES	Futures	1339.3	1340.31	1339.05	1339.05	3479.0
2012-05-16 03:25:00	ES	Futures	1339.05	1339.55	1338.79	1338.79	3697.0
2012-05-16 03:30:00	ES	Futures	1338.79	1339.05	1338.03	1338.03	3030.0
2012-05-16 03:35:00	ES	Futures	1338.03	1338.03	1336.52	1337.53	6569.0
2012-05-16 03:40:00	ES	Futures	1337.53	1338.79	1337.28	1338.79	3699.0
2012-05-16 03:45:00	ES	Futures	1338.79	1340.31	1338.54	1340.06	5956.0
2012-05-16 03:50:00	ES	Futures	1340.06	1340.56	1339.3	1340.31	3680.0
2012-05-16 03:55:00	ES	Futures	1340.31	1341.32	1339.81	1341.07	4101.0
2012-05-16 04:00:00	ES	Futures	1341.32	1342.59	1340.82	1342.08	7784.0
2012-05-16 04:05:00	ES	Futures	1342.08	1343.09	1341.58	1341.58	6452.0

> showing 50 of 14,244 rows — these rows as CSV

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