PREVIEW / futures_5min / 2012-06-04

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-06-04.parquet
  size:    221 KB
  rows:    12,772

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
2012-06-04 00:00:00	ES	Futures	1281.11	1281.87	1280.86	1281.11	760.0
2012-06-04 00:05:00	ES	Futures	1280.86	1282.12	1280.35	1281.87	1128.0
2012-06-04 00:10:00	ES	Futures	1281.87	1282.12	1281.62	1281.62	407.0
2012-06-04 00:15:00	ES	Futures	1281.87	1281.87	1280.35	1280.86	503.0
2012-06-04 00:20:00	ES	Futures	1280.86	1281.11	1279.85	1280.86	724.0
2012-06-04 00:25:00	ES	Futures	1280.61	1281.11	1279.85	1280.35	598.0
2012-06-04 00:30:00	ES	Futures	1280.35	1280.35	1279.09	1279.34	635.0
2012-06-04 00:35:00	ES	Futures	1279.59	1280.86	1279.34	1280.61	505.0
2012-06-04 00:40:00	ES	Futures	1280.61	1281.37	1279.85	1280.35	961.0
2012-06-04 00:45:00	ES	Futures	1280.1	1280.61	1279.85	1280.61	149.0
2012-06-04 00:50:00	ES	Futures	1280.61	1281.37	1280.61	1281.37	270.0
2012-06-04 00:55:00	ES	Futures	1281.37	1281.62	1280.86	1281.11	527.0
2012-06-04 01:00:00	ES	Futures	1281.11	1281.62	1280.1	1280.86	695.0
2012-06-04 01:05:00	ES	Futures	1280.86	1281.87	1280.86	1281.37	478.0
2012-06-04 01:10:00	ES	Futures	1281.37	1281.87	1281.11	1281.37	449.0
2012-06-04 01:15:00	ES	Futures	1281.62	1281.62	1280.61	1281.11	365.0
2012-06-04 01:20:00	ES	Futures	1280.61	1281.11	1280.35	1280.86	391.0
2012-06-04 01:25:00	ES	Futures	1280.61	1281.11	1280.61	1280.86	262.0
2012-06-04 01:30:00	ES	Futures	1280.86	1281.62	1280.61	1280.86	851.0
2012-06-04 01:35:00	ES	Futures	1280.86	1282.88	1280.86	1282.63	1532.0
2012-06-04 01:40:00	ES	Futures	1282.63	1282.88	1282.38	1282.88	552.0
2012-06-04 01:45:00	ES	Futures	1282.88	1282.88	1281.87	1282.12	598.0
2012-06-04 01:50:00	ES	Futures	1282.38	1282.63	1281.62	1282.12	565.0
2012-06-04 01:55:00	ES	Futures	1281.87	1282.38	1281.87	1281.87	414.0
2012-06-04 02:00:00	ES	Futures	1282.12	1283.64	1281.87	1283.39	2534.0
2012-06-04 02:05:00	ES	Futures	1283.39	1283.39	1281.87	1282.38	1003.0
2012-06-04 02:10:00	ES	Futures	1282.38	1282.63	1281.62	1281.87	768.0
2012-06-04 02:15:00	ES	Futures	1281.87	1282.12	1281.62	1282.12	317.0
2012-06-04 02:20:00	ES	Futures	1282.12	1282.63	1281.62	1282.63	909.0
2012-06-04 02:25:00	ES	Futures	1282.88	1283.14	1282.12	1282.12	761.0
2012-06-04 02:30:00	ES	Futures	1282.12	1282.38	1280.61	1281.37	1610.0
2012-06-04 02:35:00	ES	Futures	1281.37	1281.62	1280.86	1281.11	585.0
2012-06-04 02:40:00	ES	Futures	1280.86	1281.37	1280.1	1281.37	1248.0
2012-06-04 02:45:00	ES	Futures	1281.37	1281.37	1280.61	1281.37	620.0
2012-06-04 02:50:00	ES	Futures	1281.37	1282.63	1280.86	1282.63	2283.0
2012-06-04 02:55:00	ES	Futures	1282.63	1283.14	1281.62	1281.87	1555.0
2012-06-04 03:00:00	ES	Futures	1281.87	1283.39	1281.37	1283.14	3357.0
2012-06-04 03:05:00	ES	Futures	1282.88	1283.14	1281.87	1281.87	2822.0
2012-06-04 03:10:00	ES	Futures	1282.12	1282.12	1280.61	1281.11	4086.0
2012-06-04 03:15:00	ES	Futures	1280.86	1282.12	1280.61	1281.11	2517.0
2012-06-04 03:20:00	ES	Futures	1281.11	1282.88	1280.86	1282.63	3442.0
2012-06-04 03:25:00	ES	Futures	1282.63	1283.14	1281.62	1282.63	1996.0
2012-06-04 03:30:00	ES	Futures	1282.88	1284.4	1282.88	1283.9	4391.0
2012-06-04 03:35:00	ES	Futures	1283.9	1284.65	1283.39	1283.9	3506.0
2012-06-04 03:40:00	ES	Futures	1283.64	1284.65	1283.64	1284.4	3130.0
2012-06-04 03:45:00	ES	Futures	1284.4	1284.65	1282.88	1284.4	3834.0
2012-06-04 03:50:00	ES	Futures	1284.4	1284.91	1283.64	1284.65	3784.0
2012-06-04 03:55:00	ES	Futures	1284.4	1284.65	1283.14	1283.64	2968.0
2012-06-04 04:00:00	ES	Futures	1283.64	1284.15	1282.63	1282.88	2107.0
2012-06-04 04:05:00	ES	Futures	1282.88	1282.88	1282.38	1282.63	2591.0

> showing 50 of 12,772 rows — these rows as CSV

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