PREVIEW / futures_5min / 2012-05-24

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-05-24.parquet
  size:    234 KB
  rows:    14,090

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
2012-05-24 00:00:00	ES	Futures	1328.67	1329.43	1328.67	1329.18	159.0
2012-05-24 00:05:00	ES	Futures	1329.18	1329.18	1328.67	1328.93	87.0
2012-05-24 00:10:00	ES	Futures	1328.93	1328.93	1328.67	1328.67	87.0
2012-05-24 00:15:00	ES	Futures	1328.42	1328.67	1328.17	1328.42	188.0
2012-05-24 00:20:00	ES	Futures	1328.42	1328.42	1327.66	1327.66	591.0
2012-05-24 00:25:00	ES	Futures	1327.91	1327.91	1327.16	1327.41	606.0
2012-05-24 00:30:00	ES	Futures	1327.66	1328.17	1327.66	1328.17	221.0
2012-05-24 00:35:00	ES	Futures	1327.91	1328.17	1327.16	1327.16	459.0
2012-05-24 00:40:00	ES	Futures	1327.16	1327.66	1326.9	1327.16	417.0
2012-05-24 00:45:00	ES	Futures	1327.16	1327.66	1326.4	1326.9	1278.0
2012-05-24 00:50:00	ES	Futures	1326.9	1327.16	1326.65	1326.9	102.0
2012-05-24 00:55:00	ES	Futures	1326.9	1327.16	1326.65	1326.9	163.0
2012-05-24 01:00:00	ES	Futures	1327.16	1327.66	1326.9	1327.66	466.0
2012-05-24 01:05:00	ES	Futures	1327.66	1328.17	1327.41	1327.66	630.0
2012-05-24 01:10:00	ES	Futures	1327.91	1328.17	1327.66	1327.91	230.0
2012-05-24 01:15:00	ES	Futures	1328.17	1328.67	1327.91	1328.42	236.0
2012-05-24 01:20:00	ES	Futures	1328.42	1328.93	1328.17	1328.93	296.0
2012-05-24 01:25:00	ES	Futures	1328.93	1329.69	1328.67	1329.43	639.0
2012-05-24 01:30:00	ES	Futures	1329.69	1330.19	1329.43	1329.94	663.0
2012-05-24 01:35:00	ES	Futures	1329.94	1330.44	1329.69	1329.94	327.0
2012-05-24 01:40:00	ES	Futures	1329.94	1330.7	1329.94	1330.44	436.0
2012-05-24 01:45:00	ES	Futures	1330.44	1330.44	1329.69	1330.44	311.0
2012-05-24 01:50:00	ES	Futures	1330.44	1330.44	1329.94	1330.19	346.0
2012-05-24 01:55:00	ES	Futures	1330.44	1330.7	1329.94	1330.19	579.0
2012-05-24 02:00:00	ES	Futures	1329.94	1329.94	1327.91	1327.91	1462.0
2012-05-24 02:05:00	ES	Futures	1328.17	1328.93	1327.91	1328.67	682.0
2012-05-24 02:10:00	ES	Futures	1328.42	1328.42	1327.41	1327.41	982.0
2012-05-24 02:15:00	ES	Futures	1327.66	1327.66	1326.65	1327.66	1513.0
2012-05-24 02:20:00	ES	Futures	1327.66	1328.42	1327.66	1328.17	373.0
2012-05-24 02:25:00	ES	Futures	1328.17	1328.93	1328.17	1328.42	693.0
2012-05-24 02:30:00	ES	Futures	1328.42	1329.18	1328.42	1328.93	588.0
2012-05-24 02:35:00	ES	Futures	1328.93	1329.43	1328.67	1328.67	251.0
2012-05-24 02:40:00	ES	Futures	1328.67	1328.93	1328.42	1328.42	350.0
2012-05-24 02:45:00	ES	Futures	1328.42	1329.94	1328.42	1329.94	805.0
2012-05-24 02:50:00	ES	Futures	1329.94	1330.95	1329.43	1330.7	901.0
2012-05-24 02:55:00	ES	Futures	1330.7	1331.96	1329.43	1330.44	3968.0
2012-05-24 03:00:00	ES	Futures	1330.19	1330.44	1328.93	1329.43	3679.0
2012-05-24 03:05:00	ES	Futures	1329.69	1329.69	1327.91	1328.17	4404.0
2012-05-24 03:10:00	ES	Futures	1328.17	1328.67	1327.16	1327.66	4250.0
2012-05-24 03:15:00	ES	Futures	1327.41	1327.91	1326.9	1327.16	3809.0
2012-05-24 03:20:00	ES	Futures	1327.16	1328.67	1326.9	1328.42	2512.0
2012-05-24 03:25:00	ES	Futures	1328.17	1328.17	1324.88	1325.13	7198.0
2012-05-24 03:30:00	ES	Futures	1324.88	1326.4	1323.87	1323.87	8861.0
2012-05-24 03:35:00	ES	Futures	1323.87	1325.39	1323.11	1325.13	8471.0
2012-05-24 03:40:00	ES	Futures	1325.13	1326.14	1324.88	1325.13	5105.0
2012-05-24 03:45:00	ES	Futures	1324.88	1325.89	1324.12	1324.12	3381.0
2012-05-24 03:50:00	ES	Futures	1324.12	1324.12	1321.84	1322.86	7323.0
2012-05-24 03:55:00	ES	Futures	1322.86	1323.87	1322.86	1323.11	4220.0
2012-05-24 04:00:00	ES	Futures	1323.11	1323.61	1321.59	1323.11	11351.0
2012-05-24 04:05:00	ES	Futures	1323.11	1324.63	1323.11	1323.87	4514.0

> showing 50 of 14,090 rows — these rows as CSV

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