PREVIEW / futures_5min / 2012-05-28

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-05-28.parquet
  size:    135 KB
  rows:    8,608

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
2012-05-28 00:00:00	ES	Futures	1341.32	1341.32	1341.07	1341.07	66.0
2012-05-28 00:05:00	ES	Futures	1341.07	1341.32	1341.07	1341.32	110.0
2012-05-28 00:10:00	ES	Futures	1341.32	1341.83	1341.32	1341.83	220.0
2012-05-28 00:15:00	ES	Futures	1341.83	1341.83	1341.32	1341.32	257.0
2012-05-28 00:20:00	ES	Futures	1341.32	1341.32	1341.07	1341.32	16.0
2012-05-28 00:25:00	ES	Futures	1341.07	1341.58	1341.07	1341.32	144.0
2012-05-28 00:30:00	ES	Futures	1341.32	1341.58	1340.82	1340.82	232.0
2012-05-28 00:35:00	ES	Futures	1341.07	1341.32	1341.07	1341.07	63.0
2012-05-28 00:40:00	ES	Futures	1341.07	1341.07	1340.82	1341.07	23.0
2012-05-28 00:45:00	ES	Futures	1341.07	1341.58	1341.07	1341.58	162.0
2012-05-28 00:50:00	ES	Futures	1341.58	1341.83	1341.32	1341.83	42.0
2012-05-28 00:55:00	ES	Futures	1341.83	1341.83	1341.58	1341.83	222.0
2012-05-28 01:00:00	ES	Futures	1341.58	1341.58	1341.32	1341.32	74.0
2012-05-28 01:05:00	ES	Futures	1341.32	1341.58	1341.07	1341.07	101.0
2012-05-28 01:10:00	ES	Futures	1341.32	1342.08	1341.07	1342.08	147.0
2012-05-28 01:15:00	ES	Futures	1341.83	1342.59	1341.83	1342.59	742.0
2012-05-28 01:20:00	ES	Futures	1342.59	1342.59	1342.08	1342.33	101.0
2012-05-28 01:25:00	ES	Futures	1342.33	1343.35	1342.33	1343.09	588.0
2012-05-28 01:30:00	ES	Futures	1342.84	1343.35	1342.84	1343.35	684.0
2012-05-28 01:35:00	ES	Futures	1343.35	1343.35	1343.09	1343.35	412.0
2012-05-28 01:40:00	ES	Futures	1343.09	1343.6	1343.09	1343.35	330.0
2012-05-28 01:45:00	ES	Futures	1343.35	1343.85	1343.09	1343.85	506.0
2012-05-28 01:50:00	ES	Futures	1343.85	1343.85	1343.09	1343.35	532.0
2012-05-28 01:55:00	ES	Futures	1343.35	1343.6	1342.84	1343.09	197.0
2012-05-28 02:00:00	ES	Futures	1342.84	1343.6	1342.84	1343.35	1119.0
2012-05-28 02:05:00	ES	Futures	1343.35	1343.35	1342.84	1343.09	683.0
2012-05-28 02:10:00	ES	Futures	1343.09	1343.85	1342.84	1343.09	1126.0
2012-05-28 02:15:00	ES	Futures	1343.35	1343.35	1342.08	1342.33	714.0
2012-05-28 02:20:00	ES	Futures	1342.08	1343.09	1342.08	1342.59	847.0
2012-05-28 02:25:00	ES	Futures	1342.59	1342.59	1342.33	1342.33	177.0
2012-05-28 02:30:00	ES	Futures	1342.59	1343.6	1342.59	1343.35	389.0
2012-05-28 02:35:00	ES	Futures	1343.35	1343.6	1342.59	1342.59	391.0
2012-05-28 02:40:00	ES	Futures	1342.59	1343.35	1342.33	1342.59	607.0
2012-05-28 02:45:00	ES	Futures	1342.59	1342.84	1342.33	1342.84	609.0
2012-05-28 02:50:00	ES	Futures	1342.84	1343.6	1342.59	1343.09	384.0
2012-05-28 02:55:00	ES	Futures	1342.84	1342.84	1341.83	1341.83	282.0
2012-05-28 03:00:00	ES	Futures	1341.83	1344.36	1341.83	1343.35	3243.0
2012-05-28 03:05:00	ES	Futures	1343.09	1343.85	1343.09	1343.09	1405.0
2012-05-28 03:10:00	ES	Futures	1343.35	1343.35	1342.08	1342.59	1070.0
2012-05-28 03:15:00	ES	Futures	1342.84	1343.6	1342.08	1342.33	834.0
2012-05-28 03:20:00	ES	Futures	1342.59	1343.35	1342.08	1342.84	1170.0
2012-05-28 03:25:00	ES	Futures	1343.09	1343.09	1340.56	1340.56	3036.0
2012-05-28 03:30:00	ES	Futures	1340.82	1341.83	1340.06	1341.58	3037.0
2012-05-28 03:35:00	ES	Futures	1341.58	1342.84	1341.58	1341.83	801.0
2012-05-28 03:40:00	ES	Futures	1342.08	1342.33	1341.32	1342.08	1393.0
2012-05-28 03:45:00	ES	Futures	1342.08	1342.08	1340.31	1341.07	1185.0
2012-05-28 03:50:00	ES	Futures	1341.07	1341.58	1340.31	1340.82	1084.0
2012-05-28 03:55:00	ES	Futures	1340.82	1341.32	1340.56	1340.56	786.0
2012-05-28 04:00:00	ES	Futures	1340.56	1341.07	1339.81	1340.06	1289.0
2012-05-28 04:05:00	ES	Futures	1340.06	1340.31	1338.54	1339.05	2020.0

> showing 50 of 8,608 rows — these rows as CSV

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