PREVIEW / futures_5min / 2012-05-20

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-05-20.parquet
  size:    53 KB
  rows:    2,483

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
2012-05-20 18:00:00	ES	Futures	1307.17	1308.94	1306.16	1307.93	4741.0
2012-05-20 18:05:00	ES	Futures	1308.18	1308.44	1306.92	1307.17	2299.0
2012-05-20 18:10:00	ES	Futures	1307.17	1307.42	1305.4	1305.65	2121.0
2012-05-20 18:15:00	ES	Futures	1305.4	1306.16	1304.89	1305.65	2192.0
2012-05-20 18:20:00	ES	Futures	1305.65	1305.91	1303.63	1304.13	2337.0
2012-05-20 18:25:00	ES	Futures	1304.13	1304.64	1303.88	1304.39	767.0
2012-05-20 18:30:00	ES	Futures	1304.39	1304.39	1303.88	1304.13	681.0
2012-05-20 18:35:00	ES	Futures	1304.13	1304.39	1302.62	1303.38	2838.0
2012-05-20 18:40:00	ES	Futures	1303.38	1303.88	1303.12	1303.63	620.0
2012-05-20 18:45:00	ES	Futures	1303.88	1304.89	1303.88	1304.39	935.0
2012-05-20 18:50:00	ES	Futures	1304.39	1304.89	1304.13	1304.39	578.0
2012-05-20 18:55:00	ES	Futures	1304.13	1304.39	1303.63	1303.63	407.0
2012-05-20 19:00:00	ES	Futures	1303.63	1304.39	1303.38	1303.63	917.0
2012-05-20 19:05:00	ES	Futures	1303.88	1303.88	1303.38	1303.63	161.0
2012-05-20 19:10:00	ES	Futures	1303.63	1304.89	1303.63	1304.64	522.0
2012-05-20 19:15:00	ES	Futures	1304.39	1306.66	1304.39	1306.66	1327.0
2012-05-20 19:20:00	ES	Futures	1306.41	1307.68	1306.41	1307.68	1828.0
2012-05-20 19:25:00	ES	Futures	1307.42	1308.69	1307.17	1308.69	1184.0
2012-05-20 19:30:00	ES	Futures	1308.69	1309.95	1308.44	1309.45	2584.0
2012-05-20 19:35:00	ES	Futures	1309.19	1309.7	1308.69	1308.69	881.0
2012-05-20 19:40:00	ES	Futures	1308.69	1310.46	1308.69	1309.7	1333.0
2012-05-20 19:45:00	ES	Futures	1309.95	1310.21	1309.19	1309.19	734.0
2012-05-20 19:50:00	ES	Futures	1309.19	1309.45	1308.44	1308.94	734.0
2012-05-20 19:55:00	ES	Futures	1308.94	1310.21	1308.94	1309.95	1430.0
2012-05-20 20:00:00	ES	Futures	1309.95	1311.98	1309.45	1311.98	3490.0
2012-05-20 20:05:00	ES	Futures	1311.47	1312.23	1310.96	1311.98	2367.0
2012-05-20 20:10:00	ES	Futures	1311.72	1312.48	1311.47	1312.23	1351.0
2012-05-20 20:15:00	ES	Futures	1312.23	1312.99	1311.72	1312.99	1267.0
2012-05-20 20:20:00	ES	Futures	1312.99	1312.99	1312.23	1312.48	1446.0
2012-05-20 20:25:00	ES	Futures	1312.23	1312.48	1311.47	1311.72	800.0
2012-05-20 20:30:00	ES	Futures	1311.72	1312.74	1311.47	1312.48	1503.0
2012-05-20 20:35:00	ES	Futures	1312.23	1313.24	1312.23	1312.74	1480.0
2012-05-20 20:40:00	ES	Futures	1312.74	1312.74	1311.47	1311.72	674.0
2012-05-20 20:45:00	ES	Futures	1311.72	1311.98	1311.22	1311.22	556.0
2012-05-20 20:50:00	ES	Futures	1311.22	1312.23	1310.96	1311.22	985.0
2012-05-20 20:55:00	ES	Futures	1310.96	1311.47	1310.71	1310.71	606.0
2012-05-20 21:00:00	ES	Futures	1310.96	1311.47	1310.71	1310.71	371.0
2012-05-20 21:05:00	ES	Futures	1310.71	1311.22	1309.7	1311.22	1236.0
2012-05-20 21:10:00	ES	Futures	1310.96	1311.72	1310.96	1311.47	495.0
2012-05-20 21:15:00	ES	Futures	1311.72	1312.74	1311.72	1312.23	1908.0
2012-05-20 21:20:00	ES	Futures	1311.98	1312.48	1311.47	1312.48	651.0
2012-05-20 21:25:00	ES	Futures	1312.48	1312.48	1311.72	1312.23	345.0
2012-05-20 21:30:00	ES	Futures	1312.23	1314.51	1311.98	1313.75	3120.0
2012-05-20 21:35:00	ES	Futures	1313.49	1314.51	1312.74	1312.99	2189.0
2012-05-20 21:40:00	ES	Futures	1312.99	1313.75	1312.74	1313.24	799.0
2012-05-20 21:45:00	ES	Futures	1313.49	1313.49	1312.74	1312.99	1959.0
2012-05-20 21:50:00	ES	Futures	1312.99	1314.25	1312.99	1313.75	1319.0
2012-05-20 21:55:00	ES	Futures	1313.75	1314.76	1313.75	1314.51	1417.0
2012-05-20 22:00:00	ES	Futures	1314.25	1314.76	1313.24	1313.49	628.0
2012-05-20 22:05:00	ES	Futures	1313.49	1313.75	1313.24	1313.49	676.0

> showing 50 of 2,483 rows — these rows as CSV

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