PREVIEW / futures_5min / 2012-05-27

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-05-27.parquet
  size:    38 KB
  rows:    1,775

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
2012-05-27 18:00:00	ES	Futures	1337.78	1338.29	1336.01	1337.28	3248.0
2012-05-27 18:05:00	ES	Futures	1337.28	1338.03	1336.26	1336.26	1393.0
2012-05-27 18:10:00	ES	Futures	1336.52	1337.02	1336.01	1336.52	930.0
2012-05-27 18:15:00	ES	Futures	1336.52	1336.77	1336.26	1336.26	473.0
2012-05-27 18:20:00	ES	Futures	1336.52	1336.52	1336.26	1336.52	68.0
2012-05-27 18:25:00	ES	Futures	1336.52	1336.77	1336.26	1336.52	233.0
2012-05-27 18:30:00	ES	Futures	1336.52	1337.28	1336.52	1337.28	193.0
2012-05-27 18:35:00	ES	Futures	1337.02	1337.28	1337.02	1337.28	158.0
2012-05-27 18:40:00	ES	Futures	1337.28	1337.53	1336.52	1336.52	383.0
2012-05-27 18:45:00	ES	Futures	1336.52	1337.28	1336.52	1336.52	175.0
2012-05-27 18:50:00	ES	Futures	1336.52	1337.28	1336.52	1337.28	309.0
2012-05-27 18:55:00	ES	Futures	1337.02	1337.78	1337.02	1337.53	189.0
2012-05-27 19:00:00	ES	Futures	1337.53	1338.03	1337.53	1337.78	236.0
2012-05-27 19:05:00	ES	Futures	1337.78	1337.78	1337.28	1337.28	271.0
2012-05-27 19:10:00	ES	Futures	1337.28	1337.78	1337.28	1337.53	322.0
2012-05-27 19:15:00	ES	Futures	1337.53	1338.29	1337.53	1338.03	212.0
2012-05-27 19:20:00	ES	Futures	1338.03	1338.29	1338.03	1338.03	496.0
2012-05-27 19:25:00	ES	Futures	1338.03	1338.29	1337.28	1337.28	580.0
2012-05-27 19:30:00	ES	Futures	1337.02	1337.53	1337.02	1337.28	259.0
2012-05-27 19:35:00	ES	Futures	1337.28	1337.53	1337.28	1337.28	66.0
2012-05-27 19:40:00	ES	Futures	1337.28	1337.28	1337.28	1337.28	144.0
2012-05-27 19:45:00	ES	Futures	1337.28	1337.53	1337.28	1337.53	72.0
2012-05-27 19:50:00	ES	Futures	1337.53	1339.55	1337.53	1339.3	2087.0
2012-05-27 19:55:00	ES	Futures	1339.3	1339.81	1339.3	1339.55	815.0
2012-05-27 20:00:00	ES	Futures	1339.55	1339.55	1338.54	1339.3	842.0
2012-05-27 20:05:00	ES	Futures	1339.55	1339.55	1339.05	1339.05	407.0
2012-05-27 20:10:00	ES	Futures	1339.05	1339.81	1339.05	1339.3	927.0
2012-05-27 20:15:00	ES	Futures	1339.3	1340.31	1339.3	1340.06	924.0
2012-05-27 20:20:00	ES	Futures	1339.81	1341.32	1339.81	1340.56	1658.0
2012-05-27 20:25:00	ES	Futures	1340.82	1341.32	1340.56	1340.56	863.0
2012-05-27 20:30:00	ES	Futures	1340.56	1341.32	1340.56	1341.07	348.0
2012-05-27 20:35:00	ES	Futures	1341.07	1341.32	1340.56	1340.56	759.0
2012-05-27 20:40:00	ES	Futures	1340.82	1341.07	1340.56	1340.82	712.0
2012-05-27 20:45:00	ES	Futures	1340.82	1341.07	1340.56	1340.56	909.0
2012-05-27 20:50:00	ES	Futures	1340.56	1340.82	1340.31	1340.31	503.0
2012-05-27 20:55:00	ES	Futures	1340.06	1340.31	1339.81	1340.06	849.0
2012-05-27 21:00:00	ES	Futures	1340.31	1340.31	1339.81	1340.06	219.0
2012-05-27 21:05:00	ES	Futures	1340.31	1340.56	1340.06	1340.31	109.0
2012-05-27 21:10:00	ES	Futures	1340.31	1341.07	1340.06	1340.82	336.0
2012-05-27 21:15:00	ES	Futures	1340.82	1341.07	1340.31	1340.56	347.0
2012-05-27 21:20:00	ES	Futures	1340.56	1340.82	1340.06	1340.82	546.0
2012-05-27 21:25:00	ES	Futures	1340.56	1341.32	1340.56	1341.07	423.0
2012-05-27 21:30:00	ES	Futures	1341.07	1341.32	1340.82	1341.32	1091.0
2012-05-27 21:35:00	ES	Futures	1341.07	1342.33	1341.07	1342.08	1760.0
2012-05-27 21:40:00	ES	Futures	1342.33	1342.33	1341.58	1341.83	591.0
2012-05-27 21:45:00	ES	Futures	1342.08	1342.33	1341.83	1342.08	703.0
2012-05-27 21:50:00	ES	Futures	1342.08	1342.33	1341.83	1342.08	309.0
2012-05-27 21:55:00	ES	Futures	1342.08	1342.08	1341.58	1341.58	597.0
2012-05-27 22:00:00	ES	Futures	1341.58	1341.83	1341.32	1341.32	238.0
2012-05-27 22:05:00	ES	Futures	1341.32	1341.58	1340.82	1340.82	397.0

> showing 50 of 1,775 rows — these rows as CSV

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