PREVIEW / futures_5min / 2012-06-11

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-06-11.parquet
  size:    236 KB
  rows:    12,811

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
2012-06-11 00:00:00	ES	Futures	1358.78	1359.03	1358.53	1358.53	75.0
2012-06-11 00:05:00	ES	Futures	1358.53	1358.78	1358.53	1358.78	112.0
2012-06-11 00:10:00	ES	Futures	1358.78	1359.28	1358.78	1359.03	130.0
2012-06-11 00:15:00	ES	Futures	1358.78	1359.28	1358.53	1358.53	406.0
2012-06-11 00:20:00	ES	Futures	1358.53	1358.78	1357.77	1358.53	463.0
2012-06-11 00:25:00	ES	Futures	1358.53	1359.03	1358.53	1359.03	242.0
2012-06-11 00:30:00	ES	Futures	1359.03	1359.28	1358.53	1359.28	330.0
2012-06-11 00:35:00	ES	Futures	1359.28	1359.79	1359.28	1359.54	265.0
2012-06-11 00:40:00	ES	Futures	1359.79	1359.79	1359.54	1359.79	239.0
2012-06-11 00:45:00	ES	Futures	1359.54	1360.04	1359.54	1359.79	300.0
2012-06-11 00:50:00	ES	Futures	1359.54	1360.3	1359.54	1360.3	344.0
2012-06-11 00:55:00	ES	Futures	1360.55	1360.55	1360.04	1360.3	249.0
2012-06-11 01:00:00	ES	Futures	1360.3	1360.8	1360.04	1360.55	282.0
2012-06-11 01:05:00	ES	Futures	1360.55	1361.06	1360.55	1361.06	476.0
2012-06-11 01:10:00	ES	Futures	1361.06	1361.31	1360.8	1361.31	513.0
2012-06-11 01:15:00	ES	Futures	1361.06	1361.56	1361.06	1361.56	255.0
2012-06-11 01:20:00	ES	Futures	1361.56	1361.56	1361.06	1361.31	293.0
2012-06-11 01:25:00	ES	Futures	1361.31	1361.31	1360.55	1360.8	267.0
2012-06-11 01:30:00	ES	Futures	1361.06	1361.31	1360.8	1361.06	204.0
2012-06-11 01:35:00	ES	Futures	1361.06	1361.31	1361.06	1361.06	154.0
2012-06-11 01:40:00	ES	Futures	1361.06	1361.06	1360.8	1361.06	199.0
2012-06-11 01:45:00	ES	Futures	1361.06	1361.06	1360.8	1360.8	79.0
2012-06-11 01:50:00	ES	Futures	1360.8	1360.8	1360.55	1360.55	91.0
2012-06-11 01:55:00	ES	Futures	1360.55	1361.56	1360.3	1361.31	748.0
2012-06-11 02:00:00	ES	Futures	1361.31	1362.83	1360.8	1362.32	2265.0
2012-06-11 02:05:00	ES	Futures	1362.32	1362.83	1361.81	1362.07	885.0
2012-06-11 02:10:00	ES	Futures	1361.81	1362.07	1360.3	1360.55	964.0
2012-06-11 02:15:00	ES	Futures	1360.55	1361.06	1360.04	1360.3	923.0
2012-06-11 02:20:00	ES	Futures	1360.3	1360.8	1360.04	1360.55	609.0
2012-06-11 02:25:00	ES	Futures	1360.55	1360.8	1360.04	1360.55	424.0
2012-06-11 02:30:00	ES	Futures	1360.55	1361.31	1360.55	1360.8	982.0
2012-06-11 02:35:00	ES	Futures	1360.55	1360.55	1359.79	1360.04	481.0
2012-06-11 02:40:00	ES	Futures	1359.79	1360.3	1359.54	1360.04	666.0
2012-06-11 02:45:00	ES	Futures	1360.04	1360.55	1359.54	1359.79	357.0
2012-06-11 02:50:00	ES	Futures	1360.04	1360.04	1359.54	1359.79	526.0
2012-06-11 02:55:00	ES	Futures	1359.54	1360.04	1359.03	1359.54	601.0
2012-06-11 03:00:00	ES	Futures	1359.79	1359.79	1357.77	1358.53	2393.0
2012-06-11 03:05:00	ES	Futures	1358.53	1359.79	1358.53	1359.03	747.0
2012-06-11 03:10:00	ES	Futures	1358.78	1359.79	1358.27	1359.54	951.0
2012-06-11 03:15:00	ES	Futures	1359.54	1359.79	1358.27	1358.53	687.0
2012-06-11 03:20:00	ES	Futures	1358.53	1358.53	1357.77	1358.02	718.0
2012-06-11 03:25:00	ES	Futures	1358.02	1358.27	1356.25	1356.5	2021.0
2012-06-11 03:30:00	ES	Futures	1356.25	1357.01	1356.0	1356.5	1237.0
2012-06-11 03:35:00	ES	Futures	1356.5	1357.26	1356.25	1357.26	2326.0
2012-06-11 03:40:00	ES	Futures	1357.01	1358.27	1357.01	1358.02	1192.0
2012-06-11 03:45:00	ES	Futures	1358.02	1358.78	1357.01	1358.27	676.0
2012-06-11 03:50:00	ES	Futures	1358.27	1358.78	1357.01	1357.26	1351.0
2012-06-11 03:55:00	ES	Futures	1357.01	1357.77	1357.01	1357.26	1406.0
2012-06-11 04:00:00	ES	Futures	1357.01	1359.28	1357.01	1358.27	1501.0
2012-06-11 04:05:00	ES	Futures	1358.27	1358.27	1357.77	1358.02	673.0

> showing 50 of 12,811 rows — these rows as CSV

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