PREVIEW / futures_5min / 2012-05-23

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-05-23.parquet
  size:    244 KB
  rows:    14,302

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
2012-05-23 00:00:00	ES	Futures	1324.37	1324.63	1323.36	1323.36	337.0
2012-05-23 00:05:00	ES	Futures	1323.61	1323.87	1323.36	1323.87	336.0
2012-05-23 00:10:00	ES	Futures	1323.61	1323.61	1323.36	1323.36	248.0
2012-05-23 00:15:00	ES	Futures	1323.36	1324.37	1323.36	1324.12	321.0
2012-05-23 00:20:00	ES	Futures	1324.12	1324.37	1323.11	1323.11	479.0
2012-05-23 00:25:00	ES	Futures	1323.11	1323.61	1323.11	1323.11	363.0
2012-05-23 00:30:00	ES	Futures	1323.36	1324.37	1323.36	1324.37	519.0
2012-05-23 00:35:00	ES	Futures	1324.12	1325.13	1324.12	1324.88	615.0
2012-05-23 00:40:00	ES	Futures	1325.13	1325.39	1324.88	1324.88	299.0
2012-05-23 00:45:00	ES	Futures	1325.13	1325.39	1324.37	1324.88	329.0
2012-05-23 00:50:00	ES	Futures	1324.88	1325.13	1324.63	1324.63	184.0
2012-05-23 00:55:00	ES	Futures	1324.63	1324.88	1324.37	1324.37	338.0
2012-05-23 01:00:00	ES	Futures	1324.12	1324.63	1323.87	1324.37	476.0
2012-05-23 01:05:00	ES	Futures	1324.37	1324.37	1323.87	1323.87	328.0
2012-05-23 01:10:00	ES	Futures	1323.87	1324.12	1323.87	1323.87	152.0
2012-05-23 01:15:00	ES	Futures	1323.87	1324.12	1323.11	1323.36	369.0
2012-05-23 01:20:00	ES	Futures	1323.11	1323.11	1322.6	1323.11	811.0
2012-05-23 01:25:00	ES	Futures	1323.11	1323.36	1322.6	1322.86	343.0
2012-05-23 01:30:00	ES	Futures	1322.6	1322.6	1322.1	1322.35	816.0
2012-05-23 01:35:00	ES	Futures	1322.6	1323.11	1322.35	1323.11	484.0
2012-05-23 01:40:00	ES	Futures	1323.11	1323.11	1322.6	1322.6	283.0
2012-05-23 01:45:00	ES	Futures	1322.86	1322.86	1322.35	1322.6	337.0
2012-05-23 01:50:00	ES	Futures	1322.6	1322.86	1322.1	1322.35	668.0
2012-05-23 01:55:00	ES	Futures	1322.1	1323.61	1322.1	1323.61	1347.0
2012-05-23 02:00:00	ES	Futures	1323.61	1324.12	1322.86	1324.12	1744.0
2012-05-23 02:05:00	ES	Futures	1324.12	1324.12	1323.11	1323.11	1128.0
2012-05-23 02:10:00	ES	Futures	1323.11	1323.61	1322.86	1323.11	816.0
2012-05-23 02:15:00	ES	Futures	1323.36	1324.88	1323.36	1323.61	2354.0
2012-05-23 02:20:00	ES	Futures	1323.61	1324.12	1323.36	1323.87	1095.0
2012-05-23 02:25:00	ES	Futures	1324.12	1324.37	1323.36	1323.61	783.0
2012-05-23 02:30:00	ES	Futures	1323.61	1325.39	1323.36	1325.13	1053.0
2012-05-23 02:35:00	ES	Futures	1324.88	1325.89	1324.88	1325.64	1781.0
2012-05-23 02:40:00	ES	Futures	1325.64	1326.4	1325.39	1325.64	1758.0
2012-05-23 02:45:00	ES	Futures	1325.64	1326.65	1325.64	1326.14	2041.0
2012-05-23 02:50:00	ES	Futures	1326.14	1326.4	1325.89	1326.14	611.0
2012-05-23 02:55:00	ES	Futures	1326.14	1326.4	1325.39	1325.89	435.0
2012-05-23 03:00:00	ES	Futures	1325.89	1326.4	1325.13	1325.39	3950.0
2012-05-23 03:05:00	ES	Futures	1325.39	1326.14	1324.63	1325.89	5191.0
2012-05-23 03:10:00	ES	Futures	1325.89	1326.65	1325.13	1326.4	3037.0
2012-05-23 03:15:00	ES	Futures	1326.14	1328.42	1325.89	1327.66	7341.0
2012-05-23 03:20:00	ES	Futures	1327.66	1327.66	1326.14	1327.41	3984.0
2012-05-23 03:25:00	ES	Futures	1327.41	1328.93	1327.16	1328.67	4437.0
2012-05-23 03:30:00	ES	Futures	1328.42	1328.93	1327.41	1327.66	3164.0
2012-05-23 03:35:00	ES	Futures	1327.41	1328.42	1327.16	1328.17	1568.0
2012-05-23 03:40:00	ES	Futures	1327.91	1328.42	1327.41	1327.66	2066.0
2012-05-23 03:45:00	ES	Futures	1327.66	1327.66	1326.4	1326.4	1899.0
2012-05-23 03:50:00	ES	Futures	1326.4	1326.4	1324.63	1325.64	4387.0
2012-05-23 03:55:00	ES	Futures	1325.89	1326.65	1325.13	1325.89	2707.0
2012-05-23 04:00:00	ES	Futures	1325.89	1326.65	1325.39	1325.89	3537.0
2012-05-23 04:05:00	ES	Futures	1325.89	1326.4	1324.88	1324.88	2581.0

> showing 50 of 14,302 rows — these rows as CSV

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