PREVIEW / futures_5min / 2012-06-15

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-06-15.parquet
  size:    193 KB
  rows:    11,628

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
2012-06-15 00:00:00	ES	Futures	1350.25	1350.75	1350.25	1350.25	194.0
2012-06-15 00:05:00	ES	Futures	1350.25	1350.5	1350.25	1350.5	115.0
2012-06-15 00:10:00	ES	Futures	1350.5	1350.75	1350.25	1350.5	197.0
2012-06-15 00:15:00	ES	Futures	1350.5	1350.75	1350.5	1350.75	85.0
2012-06-15 00:20:00	ES	Futures	1350.75	1350.75	1350.5	1350.75	155.0
2012-06-15 00:25:00	ES	Futures	1350.75	1351.26	1350.75	1351.26	258.0
2012-06-15 00:30:00	ES	Futures	1351.26	1351.26	1351.01	1351.01	81.0
2012-06-15 00:35:00	ES	Futures	1351.01	1351.26	1350.75	1350.75	115.0
2012-06-15 00:40:00	ES	Futures	1351.01	1351.26	1350.75	1350.75	106.0
2012-06-15 00:45:00	ES	Futures	1351.01	1351.01	1350.5	1350.5	176.0
2012-06-15 00:50:00	ES	Futures	1350.5	1351.26	1350.5	1351.26	335.0
2012-06-15 00:55:00	ES	Futures	1351.26	1351.52	1351.01	1351.26	456.0
2012-06-15 01:00:00	ES	Futures	1351.01	1351.26	1351.01	1351.01	96.0
2012-06-15 01:05:00	ES	Futures	1351.26	1351.26	1351.01	1351.01	110.0
2012-06-15 01:10:00	ES	Futures	1351.26	1351.26	1350.5	1350.75	793.0
2012-06-15 01:15:00	ES	Futures	1350.75	1351.01	1350.25	1350.25	101.0
2012-06-15 01:20:00	ES	Futures	1350.25	1350.25	1349.74	1349.99	500.0
2012-06-15 01:25:00	ES	Futures	1349.74	1349.99	1349.23	1349.23	211.0
2012-06-15 01:30:00	ES	Futures	1349.74	1349.99	1349.23	1349.48	436.0
2012-06-15 01:35:00	ES	Futures	1349.74	1350.25	1349.48	1349.74	183.0
2012-06-15 01:40:00	ES	Futures	1349.74	1349.99	1349.48	1349.74	208.0
2012-06-15 01:45:00	ES	Futures	1349.74	1350.25	1349.74	1350.25	425.0
2012-06-15 01:50:00	ES	Futures	1349.99	1349.99	1349.48	1349.74	260.0
2012-06-15 01:55:00	ES	Futures	1349.74	1349.99	1349.48	1349.74	440.0
2012-06-15 02:00:00	ES	Futures	1349.99	1350.5	1349.23	1349.99	924.0
2012-06-15 02:05:00	ES	Futures	1349.99	1350.5	1349.74	1349.74	717.0
2012-06-15 02:10:00	ES	Futures	1349.74	1349.99	1349.23	1349.48	1044.0
2012-06-15 02:15:00	ES	Futures	1349.74	1349.99	1349.23	1349.74	530.0
2012-06-15 02:20:00	ES	Futures	1349.74	1349.74	1349.23	1349.23	734.0
2012-06-15 02:25:00	ES	Futures	1349.23	1350.25	1348.97	1350.25	477.0
2012-06-15 02:30:00	ES	Futures	1350.25	1350.25	1349.99	1349.99	274.0
2012-06-15 02:35:00	ES	Futures	1349.99	1351.26	1349.74	1351.01	1013.0
2012-06-15 02:40:00	ES	Futures	1350.75	1351.77	1350.75	1351.52	1425.0
2012-06-15 02:45:00	ES	Futures	1351.77	1351.77	1350.25	1350.25	1301.0
2012-06-15 02:50:00	ES	Futures	1350.5	1350.5	1349.99	1350.25	467.0
2012-06-15 02:55:00	ES	Futures	1350.25	1350.25	1349.74	1350.25	406.0
2012-06-15 03:00:00	ES	Futures	1349.99	1351.26	1348.97	1351.26	3561.0
2012-06-15 03:05:00	ES	Futures	1351.26	1351.52	1349.48	1350.25	3020.0
2012-06-15 03:10:00	ES	Futures	1350.25	1352.03	1350.25	1351.77	3150.0
2012-06-15 03:15:00	ES	Futures	1351.77	1352.03	1351.26	1351.52	2419.0
2012-06-15 03:20:00	ES	Futures	1351.52	1353.55	1351.52	1353.04	4740.0
2012-06-15 03:25:00	ES	Futures	1352.79	1354.57	1352.79	1353.81	6057.0
2012-06-15 03:30:00	ES	Futures	1353.81	1354.06	1353.3	1354.06	2616.0
2012-06-15 03:35:00	ES	Futures	1354.06	1354.06	1353.3	1353.81	3284.0
2012-06-15 03:40:00	ES	Futures	1353.55	1353.81	1352.79	1352.79	2536.0
2012-06-15 03:45:00	ES	Futures	1352.79	1353.55	1352.79	1353.55	2287.0
2012-06-15 03:50:00	ES	Futures	1353.3	1353.55	1352.28	1352.53	2203.0
2012-06-15 03:55:00	ES	Futures	1352.53	1352.79	1352.03	1352.28	3360.0
2012-06-15 04:00:00	ES	Futures	1352.53	1352.79	1352.03	1352.53	3279.0
2012-06-15 04:05:00	ES	Futures	1352.79	1353.81	1352.53	1353.55	2848.0

> showing 50 of 11,628 rows — these rows as CSV

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