PREVIEW / futures_5min / 2012-06-08

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-06-08.parquet
  size:    209 KB
  rows:    11,547

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
2012-06-08 00:00:00	ES	Futures	1324.88	1325.13	1324.63	1324.63	280.0
2012-06-08 00:05:00	ES	Futures	1324.63	1324.88	1324.37	1324.88	426.0
2012-06-08 00:10:00	ES	Futures	1325.13	1325.13	1324.37	1324.37	312.0
2012-06-08 00:15:00	ES	Futures	1324.37	1324.88	1324.37	1324.63	209.0
2012-06-08 00:20:00	ES	Futures	1324.88	1324.88	1324.37	1324.63	265.0
2012-06-08 00:25:00	ES	Futures	1324.63	1325.64	1324.37	1325.39	601.0
2012-06-08 00:30:00	ES	Futures	1325.39	1326.14	1325.39	1325.89	91.0
2012-06-08 00:35:00	ES	Futures	1326.14	1326.14	1325.64	1325.89	60.0
2012-06-08 00:40:00	ES	Futures	1325.64	1325.89	1325.64	1325.89	92.0
2012-06-08 00:45:00	ES	Futures	1325.89	1326.14	1325.89	1325.89	77.0
2012-06-08 00:50:00	ES	Futures	1325.89	1326.14	1325.89	1325.89	171.0
2012-06-08 00:55:00	ES	Futures	1326.14	1326.65	1326.14	1326.4	205.0
2012-06-08 01:00:00	ES	Futures	1326.65	1326.65	1325.39	1325.64	334.0
2012-06-08 01:05:00	ES	Futures	1325.39	1325.64	1325.13	1325.13	117.0
2012-06-08 01:10:00	ES	Futures	1325.13	1325.39	1324.88	1324.88	315.0
2012-06-08 01:15:00	ES	Futures	1324.88	1325.64	1324.63	1325.13	241.0
2012-06-08 01:20:00	ES	Futures	1325.13	1325.64	1325.13	1325.39	75.0
2012-06-08 01:25:00	ES	Futures	1325.39	1325.64	1324.63	1325.13	240.0
2012-06-08 01:30:00	ES	Futures	1325.39	1325.64	1324.88	1325.13	148.0
2012-06-08 01:35:00	ES	Futures	1325.39	1325.39	1323.87	1324.12	334.0
2012-06-08 01:40:00	ES	Futures	1324.12	1324.37	1323.61	1324.12	559.0
2012-06-08 01:45:00	ES	Futures	1324.12	1324.63	1323.36	1324.12	592.0
2012-06-08 01:50:00	ES	Futures	1323.87	1324.88	1323.61	1324.63	485.0
2012-06-08 01:55:00	ES	Futures	1324.88	1325.39	1324.37	1324.37	273.0
2012-06-08 02:00:00	ES	Futures	1324.63	1325.39	1324.12	1324.12	834.0
2012-06-08 02:05:00	ES	Futures	1324.12	1324.12	1323.11	1323.87	810.0
2012-06-08 02:10:00	ES	Futures	1323.87	1324.63	1323.61	1323.87	760.0
2012-06-08 02:15:00	ES	Futures	1323.87	1325.39	1323.61	1325.39	680.0
2012-06-08 02:20:00	ES	Futures	1325.39	1326.14	1325.13	1325.13	617.0
2012-06-08 02:25:00	ES	Futures	1325.13	1325.13	1323.61	1323.87	666.0
2012-06-08 02:30:00	ES	Futures	1324.12	1324.88	1324.12	1324.88	277.0
2012-06-08 02:35:00	ES	Futures	1324.63	1324.88	1323.61	1324.12	512.0
2012-06-08 02:40:00	ES	Futures	1324.37	1324.63	1324.12	1324.63	272.0
2012-06-08 02:45:00	ES	Futures	1324.88	1325.64	1324.37	1324.88	604.0
2012-06-08 02:50:00	ES	Futures	1324.88	1325.64	1324.37	1325.64	584.0
2012-06-08 02:55:00	ES	Futures	1325.64	1326.9	1325.39	1325.64	1409.0
2012-06-08 03:00:00	ES	Futures	1325.64	1326.4	1324.12	1325.39	1428.0
2012-06-08 03:05:00	ES	Futures	1325.13	1326.14	1324.37	1325.89	1311.0
2012-06-08 03:10:00	ES	Futures	1325.89	1327.41	1325.64	1325.89	2003.0
2012-06-08 03:15:00	ES	Futures	1326.14	1326.14	1323.87	1323.87	1569.0
2012-06-08 03:20:00	ES	Futures	1324.12	1324.12	1322.1	1323.61	3893.0
2012-06-08 03:25:00	ES	Futures	1323.87	1324.88	1323.11	1323.87	2035.0
2012-06-08 03:30:00	ES	Futures	1323.87	1324.63	1323.36	1324.37	1380.0
2012-06-08 03:35:00	ES	Futures	1324.37	1324.88	1323.87	1324.88	1682.0
2012-06-08 03:40:00	ES	Futures	1324.63	1324.63	1323.61	1323.61	1014.0
2012-06-08 03:45:00	ES	Futures	1323.61	1324.63	1322.86	1323.61	1472.0
2012-06-08 03:50:00	ES	Futures	1323.61	1324.12	1322.86	1323.87	2547.0
2012-06-08 03:55:00	ES	Futures	1323.61	1324.12	1322.86	1324.12	2183.0
2012-06-08 04:00:00	ES	Futures	1324.12	1324.37	1321.08	1321.34	4962.0
2012-06-08 04:05:00	ES	Futures	1321.34	1323.87	1321.08	1323.11	4458.0

> showing 50 of 11,547 rows — these rows as CSV

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