PREVIEW / futures_5min / 2012-06-27

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-06-27.parquet
  size:    222 KB
  rows:    13,611

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
2012-06-27 00:00:00	ES	Futures	1337.79	1338.29	1337.79	1338.29	147.0
2012-06-27 00:05:00	ES	Futures	1338.04	1338.29	1338.04	1338.04	389.0
2012-06-27 00:10:00	ES	Futures	1337.79	1338.04	1337.53	1338.04	237.0
2012-06-27 00:15:00	ES	Futures	1338.04	1338.04	1337.53	1337.53	297.0
2012-06-27 00:20:00	ES	Futures	1337.79	1337.79	1337.28	1337.79	128.0
2012-06-27 00:25:00	ES	Futures	1337.53	1337.79	1337.02	1337.53	261.0
2012-06-27 00:30:00	ES	Futures	1337.53	1338.04	1337.28	1337.79	326.0
2012-06-27 00:35:00	ES	Futures	1337.79	1338.04	1337.79	1337.79	363.0
2012-06-27 00:40:00	ES	Futures	1337.53	1338.04	1337.53	1337.79	197.0
2012-06-27 00:45:00	ES	Futures	1337.79	1338.04	1337.79	1338.04	96.0
2012-06-27 00:50:00	ES	Futures	1338.04	1338.29	1337.79	1338.04	250.0
2012-06-27 00:55:00	ES	Futures	1338.04	1338.55	1338.04	1338.55	455.0
2012-06-27 01:00:00	ES	Futures	1338.29	1338.8	1338.29	1338.55	388.0
2012-06-27 01:05:00	ES	Futures	1338.29	1338.55	1338.29	1338.55	81.0
2012-06-27 01:10:00	ES	Futures	1338.55	1338.8	1338.55	1338.55	167.0
2012-06-27 01:15:00	ES	Futures	1338.55	1338.8	1338.04	1338.04	197.0
2012-06-27 01:20:00	ES	Futures	1338.29	1338.29	1338.29	1338.29	66.0
2012-06-27 01:25:00	ES	Futures	1338.29	1338.29	1338.04	1338.29	63.0
2012-06-27 01:30:00	ES	Futures	1338.29	1338.55	1338.04	1338.29	101.0
2012-06-27 01:35:00	ES	Futures	1338.29	1338.29	1338.04	1338.29	128.0
2012-06-27 01:40:00	ES	Futures	1338.55	1338.55	1338.29	1338.29	74.0
2012-06-27 01:45:00	ES	Futures	1338.55	1338.55	1338.04	1338.29	156.0
2012-06-27 01:50:00	ES	Futures	1338.29	1339.57	1338.29	1339.06	1326.0
2012-06-27 01:55:00	ES	Futures	1339.06	1339.57	1339.06	1339.57	299.0
2012-06-27 02:00:00	ES	Futures	1339.31	1339.57	1338.29	1339.06	1567.0
2012-06-27 02:05:00	ES	Futures	1339.06	1339.06	1338.04	1338.55	425.0
2012-06-27 02:10:00	ES	Futures	1338.55	1338.8	1338.04	1338.29	552.0
2012-06-27 02:15:00	ES	Futures	1338.29	1338.8	1338.29	1338.55	467.0
2012-06-27 02:20:00	ES	Futures	1338.8	1339.06	1338.29	1338.55	385.0
2012-06-27 02:25:00	ES	Futures	1338.29	1339.06	1338.29	1339.06	757.0
2012-06-27 02:30:00	ES	Futures	1339.06	1339.57	1338.8	1338.8	913.0
2012-06-27 02:35:00	ES	Futures	1338.8	1338.8	1338.29	1338.8	755.0
2012-06-27 02:40:00	ES	Futures	1338.55	1338.55	1338.04	1338.29	514.0
2012-06-27 02:45:00	ES	Futures	1338.29	1338.55	1337.79	1338.29	971.0
2012-06-27 02:50:00	ES	Futures	1338.04	1338.55	1338.04	1338.29	626.0
2012-06-27 02:55:00	ES	Futures	1338.04	1338.29	1337.79	1338.04	665.0
2012-06-27 03:00:00	ES	Futures	1338.29	1338.55	1337.53	1337.53	1874.0
2012-06-27 03:05:00	ES	Futures	1337.79	1338.04	1336.26	1337.02	4886.0
2012-06-27 03:10:00	ES	Futures	1337.02	1338.29	1337.02	1337.79	2360.0
2012-06-27 03:15:00	ES	Futures	1337.79	1339.06	1337.02	1338.29	3128.0
2012-06-27 03:20:00	ES	Futures	1338.29	1338.29	1337.28	1338.04	2099.0
2012-06-27 03:25:00	ES	Futures	1337.79	1339.31	1337.53	1339.06	2210.0
2012-06-27 03:30:00	ES	Futures	1338.8	1339.06	1338.29	1338.8	2319.0
2012-06-27 03:35:00	ES	Futures	1338.8	1340.07	1338.8	1339.31	5432.0
2012-06-27 03:40:00	ES	Futures	1339.31	1339.31	1337.79	1338.29	2486.0
2012-06-27 03:45:00	ES	Futures	1338.29	1338.55	1338.04	1338.55	1199.0
2012-06-27 03:50:00	ES	Futures	1338.55	1339.31	1337.79	1338.55	1903.0
2012-06-27 03:55:00	ES	Futures	1338.55	1339.82	1338.04	1339.57	1712.0
2012-06-27 04:00:00	ES	Futures	1339.57	1339.57	1338.29	1338.29	1943.0
2012-06-27 04:05:00	ES	Futures	1338.55	1338.8	1337.53	1337.79	1517.0

> showing 50 of 13,611 rows — these rows as CSV

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