PREVIEW / futures_5min / 2012-06-17

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-06-17.parquet
  size:    52 KB
  rows:    2,472

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
2012-06-17 18:00:00	ES	Futures	1368.3	1370.08	1366.26	1369.32	12031.0
2012-06-17 18:05:00	ES	Futures	1369.57	1370.59	1367.03	1367.54	5593.0
2012-06-17 18:10:00	ES	Futures	1367.54	1369.32	1367.03	1369.06	3986.0
2012-06-17 18:15:00	ES	Futures	1368.81	1369.57	1368.04	1368.04	1820.0
2012-06-17 18:20:00	ES	Futures	1368.3	1369.06	1368.04	1369.06	2482.0
2012-06-17 18:25:00	ES	Futures	1368.81	1370.33	1368.81	1369.82	2560.0
2012-06-17 18:30:00	ES	Futures	1369.82	1370.59	1369.06	1369.32	1092.0
2012-06-17 18:35:00	ES	Futures	1369.32	1369.57	1367.54	1367.79	1336.0
2012-06-17 18:40:00	ES	Futures	1367.54	1368.3	1367.28	1367.54	1035.0
2012-06-17 18:45:00	ES	Futures	1367.54	1367.79	1366.77	1367.03	1112.0
2012-06-17 18:50:00	ES	Futures	1367.28	1367.54	1363.98	1364.99	3735.0
2012-06-17 18:55:00	ES	Futures	1364.74	1364.99	1362.7	1364.23	3967.0
2012-06-17 19:00:00	ES	Futures	1364.48	1366.26	1364.23	1366.26	1718.0
2012-06-17 19:05:00	ES	Futures	1366.26	1366.77	1366.01	1366.01	893.0
2012-06-17 19:10:00	ES	Futures	1366.26	1366.77	1365.5	1366.01	1018.0
2012-06-17 19:15:00	ES	Futures	1366.01	1366.26	1365.25	1366.01	520.0
2012-06-17 19:20:00	ES	Futures	1366.26	1366.77	1366.01	1366.52	398.0
2012-06-17 19:25:00	ES	Futures	1366.26	1366.52	1366.26	1366.52	189.0
2012-06-17 19:30:00	ES	Futures	1366.26	1366.26	1365.76	1366.26	489.0
2012-06-17 19:35:00	ES	Futures	1366.26	1366.77	1366.01	1366.52	345.0
2012-06-17 19:40:00	ES	Futures	1366.52	1367.54	1366.52	1367.28	1073.0
2012-06-17 19:45:00	ES	Futures	1367.28	1367.79	1366.77	1366.77	736.0
2012-06-17 19:50:00	ES	Futures	1366.77	1367.03	1366.26	1366.26	485.0
2012-06-17 19:55:00	ES	Futures	1366.26	1367.28	1366.26	1367.03	486.0
2012-06-17 20:00:00	ES	Futures	1366.77	1368.55	1366.77	1368.3	1656.0
2012-06-17 20:05:00	ES	Futures	1368.3	1370.08	1368.3	1369.32	2418.0
2012-06-17 20:10:00	ES	Futures	1369.32	1369.57	1368.55	1368.81	578.0
2012-06-17 20:15:00	ES	Futures	1368.55	1369.06	1368.55	1368.81	784.0
2012-06-17 20:20:00	ES	Futures	1368.81	1369.32	1368.55	1368.81	761.0
2012-06-17 20:25:00	ES	Futures	1368.81	1369.32	1368.55	1368.81	822.0
2012-06-17 20:30:00	ES	Futures	1368.55	1369.06	1368.3	1368.55	514.0
2012-06-17 20:35:00	ES	Futures	1368.55	1369.06	1368.3	1369.06	509.0
2012-06-17 20:40:00	ES	Futures	1369.32	1369.82	1369.06	1369.32	835.0
2012-06-17 20:45:00	ES	Futures	1369.32	1369.82	1369.06	1369.82	866.0
2012-06-17 20:50:00	ES	Futures	1369.57	1370.08	1369.32	1369.32	1108.0
2012-06-17 20:55:00	ES	Futures	1369.32	1369.57	1369.06	1369.32	815.0
2012-06-17 21:00:00	ES	Futures	1369.32	1369.57	1368.55	1368.55	1061.0
2012-06-17 21:05:00	ES	Futures	1368.55	1369.06	1368.3	1368.55	779.0
2012-06-17 21:10:00	ES	Futures	1368.55	1368.55	1367.54	1367.79	1020.0
2012-06-17 21:15:00	ES	Futures	1367.79	1368.3	1367.28	1368.3	717.0
2012-06-17 21:20:00	ES	Futures	1368.04	1368.55	1366.77	1367.03	1594.0
2012-06-17 21:25:00	ES	Futures	1366.77	1367.03	1366.01	1366.01	1667.0
2012-06-17 21:30:00	ES	Futures	1366.01	1366.52	1365.5	1365.5	1334.0
2012-06-17 21:35:00	ES	Futures	1365.76	1365.76	1365.25	1365.25	1796.0
2012-06-17 21:40:00	ES	Futures	1365.5	1365.76	1364.74	1364.99	1008.0
2012-06-17 21:45:00	ES	Futures	1364.99	1364.99	1363.98	1364.99	1372.0
2012-06-17 21:50:00	ES	Futures	1364.99	1365.5	1364.74	1364.99	497.0
2012-06-17 21:55:00	ES	Futures	1364.99	1365.76	1364.48	1364.74	753.0
2012-06-17 22:00:00	ES	Futures	1364.74	1365.5	1364.74	1365.25	459.0
2012-06-17 22:05:00	ES	Futures	1365.25	1366.01	1364.99	1366.01	875.0

> showing 50 of 2,472 rows — these rows as CSV

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