PREVIEW / futures_5min / 2012-05-31

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-05-31.parquet
  size:    245 KB
  rows:    14,144

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
2012-05-31 00:00:00	ES	Futures	1322.35	1323.11	1322.1	1322.86	456.0
2012-05-31 00:05:00	ES	Futures	1323.11	1323.36	1322.6	1323.11	131.0
2012-05-31 00:10:00	ES	Futures	1323.11	1323.61	1323.11	1323.11	195.0
2012-05-31 00:15:00	ES	Futures	1323.11	1323.36	1322.86	1323.36	167.0
2012-05-31 00:20:00	ES	Futures	1323.11	1323.61	1323.11	1323.61	408.0
2012-05-31 00:25:00	ES	Futures	1323.61	1323.87	1322.86	1323.36	399.0
2012-05-31 00:30:00	ES	Futures	1323.61	1323.61	1323.36	1323.36	113.0
2012-05-31 00:35:00	ES	Futures	1323.61	1324.12	1323.36	1324.12	450.0
2012-05-31 00:40:00	ES	Futures	1324.12	1324.37	1323.61	1324.12	175.0
2012-05-31 00:45:00	ES	Futures	1323.87	1324.63	1323.87	1324.63	393.0
2012-05-31 00:50:00	ES	Futures	1324.63	1324.63	1324.37	1324.37	433.0
2012-05-31 00:55:00	ES	Futures	1324.37	1324.63	1324.12	1324.63	182.0
2012-05-31 01:00:00	ES	Futures	1324.37	1325.39	1324.37	1325.39	1126.0
2012-05-31 01:05:00	ES	Futures	1325.39	1325.39	1324.88	1324.88	282.0
2012-05-31 01:10:00	ES	Futures	1324.88	1325.13	1324.88	1324.88	138.0
2012-05-31 01:15:00	ES	Futures	1324.88	1325.64	1324.88	1325.13	628.0
2012-05-31 01:20:00	ES	Futures	1325.39	1325.64	1325.13	1325.39	784.0
2012-05-31 01:25:00	ES	Futures	1325.13	1326.4	1325.13	1326.4	1206.0
2012-05-31 01:30:00	ES	Futures	1326.14	1326.4	1325.89	1326.14	546.0
2012-05-31 01:35:00	ES	Futures	1325.89	1326.4	1325.89	1326.14	665.0
2012-05-31 01:40:00	ES	Futures	1326.14	1326.65	1325.89	1326.14	816.0
2012-05-31 01:45:00	ES	Futures	1326.14	1327.16	1325.89	1326.65	1073.0
2012-05-31 01:50:00	ES	Futures	1326.65	1327.41	1326.65	1327.16	775.0
2012-05-31 01:55:00	ES	Futures	1327.16	1327.66	1326.9	1326.9	1162.0
2012-05-31 02:00:00	ES	Futures	1327.16	1327.91	1327.16	1327.66	2788.0
2012-05-31 02:05:00	ES	Futures	1327.41	1328.17	1327.41	1328.17	1283.0
2012-05-31 02:10:00	ES	Futures	1328.17	1328.17	1326.65	1326.9	1267.0
2012-05-31 02:15:00	ES	Futures	1326.9	1327.41	1326.14	1327.16	1454.0
2012-05-31 02:20:00	ES	Futures	1327.16	1327.16	1326.4	1326.65	1047.0
2012-05-31 02:25:00	ES	Futures	1326.65	1327.41	1326.4	1327.16	763.0
2012-05-31 02:30:00	ES	Futures	1327.41	1328.17	1327.16	1327.91	1344.0
2012-05-31 02:35:00	ES	Futures	1327.91	1327.91	1327.16	1327.66	1248.0
2012-05-31 02:40:00	ES	Futures	1327.66	1327.91	1327.16	1327.66	713.0
2012-05-31 02:45:00	ES	Futures	1327.41	1327.41	1326.4	1326.9	895.0
2012-05-31 02:50:00	ES	Futures	1326.9	1327.66	1326.65	1327.66	632.0
2012-05-31 02:55:00	ES	Futures	1327.41	1327.41	1326.14	1326.65	1500.0
2012-05-31 03:00:00	ES	Futures	1326.4	1327.66	1326.14	1326.4	3837.0
2012-05-31 03:05:00	ES	Futures	1326.4	1328.42	1326.4	1327.91	4505.0
2012-05-31 03:10:00	ES	Futures	1327.91	1328.67	1327.66	1328.17	2970.0
2012-05-31 03:15:00	ES	Futures	1328.17	1329.43	1327.91	1329.18	3839.0
2012-05-31 03:20:00	ES	Futures	1329.18	1329.18	1327.91	1328.17	2518.0
2012-05-31 03:25:00	ES	Futures	1328.17	1328.42	1327.16	1327.41	3170.0
2012-05-31 03:30:00	ES	Futures	1327.16	1327.41	1325.13	1325.39	5194.0
2012-05-31 03:35:00	ES	Futures	1325.39	1327.16	1325.39	1326.65	3080.0
2012-05-31 03:40:00	ES	Futures	1326.65	1328.67	1326.4	1327.91	4038.0
2012-05-31 03:45:00	ES	Futures	1327.91	1328.17	1325.13	1326.14	3461.0
2012-05-31 03:50:00	ES	Futures	1326.4	1327.41	1325.64	1326.65	3938.0
2012-05-31 03:55:00	ES	Futures	1326.65	1328.42	1326.14	1327.91	4328.0
2012-05-31 04:00:00	ES	Futures	1327.91	1328.67	1327.16	1327.91	5891.0
2012-05-31 04:05:00	ES	Futures	1327.91	1329.43	1327.66	1328.93	4779.0

> showing 50 of 14,144 rows — these rows as CSV

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