PREVIEW / futures_5min / 2012-05-18

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-05-18.parquet
  size:    213 KB
  rows:    11,641

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
2012-05-18 00:00:00	ES	Futures	1317.04	1317.29	1317.04	1317.04	407.0
2012-05-18 00:05:00	ES	Futures	1317.29	1317.29	1315.52	1316.02	2832.0
2012-05-18 00:10:00	ES	Futures	1315.77	1316.28	1315.77	1316.28	460.0
2012-05-18 00:15:00	ES	Futures	1316.28	1316.78	1316.02	1316.28	507.0
2012-05-18 00:20:00	ES	Futures	1316.28	1316.28	1315.77	1316.02	404.0
2012-05-18 00:25:00	ES	Futures	1315.77	1316.28	1315.77	1316.28	246.0
2012-05-18 00:30:00	ES	Futures	1316.02	1317.04	1316.02	1316.78	857.0
2012-05-18 00:35:00	ES	Futures	1316.78	1317.29	1316.53	1316.78	388.0
2012-05-18 00:40:00	ES	Futures	1316.78	1316.78	1315.77	1315.77	324.0
2012-05-18 00:45:00	ES	Futures	1316.02	1316.02	1314.76	1315.01	1492.0
2012-05-18 00:50:00	ES	Futures	1315.27	1315.27	1313.75	1314.0	2797.0
2012-05-18 00:55:00	ES	Futures	1314.25	1314.25	1312.99	1313.24	3395.0
2012-05-18 01:00:00	ES	Futures	1313.24	1313.75	1312.99	1313.24	1069.0
2012-05-18 01:05:00	ES	Futures	1313.24	1313.49	1312.99	1313.24	413.0
2012-05-18 01:10:00	ES	Futures	1312.99	1313.24	1311.22	1311.22	2616.0
2012-05-18 01:15:00	ES	Futures	1311.22	1311.72	1309.7	1309.95	5289.0
2012-05-18 01:20:00	ES	Futures	1310.21	1311.47	1309.95	1310.71	2285.0
2012-05-18 01:25:00	ES	Futures	1310.71	1310.71	1309.19	1309.7	2567.0
2012-05-18 01:30:00	ES	Futures	1309.95	1310.21	1309.19	1309.95	1940.0
2012-05-18 01:35:00	ES	Futures	1309.95	1310.46	1309.45	1309.95	1332.0
2012-05-18 01:40:00	ES	Futures	1309.95	1309.95	1308.94	1309.19	1808.0
2012-05-18 01:45:00	ES	Futures	1309.19	1309.95	1308.94	1309.95	1173.0
2012-05-18 01:50:00	ES	Futures	1309.95	1310.21	1309.45	1310.21	1043.0
2012-05-18 01:55:00	ES	Futures	1309.95	1311.72	1309.7	1311.47	2353.0
2012-05-18 02:00:00	ES	Futures	1311.47	1312.99	1311.22	1312.48	4456.0
2012-05-18 02:05:00	ES	Futures	1312.48	1312.74	1311.98	1312.23	1121.0
2012-05-18 02:10:00	ES	Futures	1312.23	1312.74	1311.47	1311.47	2056.0
2012-05-18 02:15:00	ES	Futures	1311.72	1311.98	1311.22	1311.98	1265.0
2012-05-18 02:20:00	ES	Futures	1311.98	1313.75	1311.98	1313.49	2777.0
2012-05-18 02:25:00	ES	Futures	1313.49	1315.01	1313.49	1314.25	2541.0
2012-05-18 02:30:00	ES	Futures	1314.0	1314.51	1312.48	1312.74	2191.0
2012-05-18 02:35:00	ES	Futures	1312.74	1312.74	1310.96	1311.72	1489.0
2012-05-18 02:40:00	ES	Futures	1311.72	1313.49	1311.72	1313.49	2196.0
2012-05-18 02:45:00	ES	Futures	1313.49	1314.51	1313.24	1314.25	2277.0
2012-05-18 02:50:00	ES	Futures	1314.0	1314.51	1313.49	1313.75	1259.0
2012-05-18 02:55:00	ES	Futures	1313.75	1315.01	1313.49	1314.25	1685.0
2012-05-18 03:00:00	ES	Futures	1314.25	1316.02	1314.0	1315.52	5893.0
2012-05-18 03:05:00	ES	Futures	1315.52	1316.78	1315.27	1315.27	4477.0
2012-05-18 03:10:00	ES	Futures	1315.01	1315.01	1312.74	1313.75	6433.0
2012-05-18 03:15:00	ES	Futures	1313.75	1316.78	1313.49	1316.28	6330.0
2012-05-18 03:20:00	ES	Futures	1316.28	1318.55	1316.28	1317.8	7134.0
2012-05-18 03:25:00	ES	Futures	1317.8	1319.82	1317.04	1319.57	6974.0
2012-05-18 03:30:00	ES	Futures	1319.31	1320.07	1318.55	1319.57	5471.0
2012-05-18 03:35:00	ES	Futures	1319.57	1320.33	1318.81	1319.06	3834.0
2012-05-18 03:40:00	ES	Futures	1319.06	1319.57	1317.29	1319.06	5180.0
2012-05-18 03:45:00	ES	Futures	1318.81	1319.31	1317.04	1317.29	4982.0
2012-05-18 03:50:00	ES	Futures	1317.54	1319.57	1317.29	1319.06	5695.0
2012-05-18 03:55:00	ES	Futures	1319.31	1319.57	1317.8	1318.3	2682.0
2012-05-18 04:00:00	ES	Futures	1318.05	1318.81	1317.29	1317.54	3262.0
2012-05-18 04:05:00	ES	Futures	1317.8	1320.33	1317.8	1319.82	3695.0

> showing 50 of 11,641 rows — these rows as CSV

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