PREVIEW / futures_5min / 2012-07-03

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-07-03.parquet
  size:    198 KB
  rows:    12,545

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
2012-07-03 00:00:00	ES	Futures	1382.54	1383.3	1382.54	1383.05	739.0
2012-07-03 00:05:00	ES	Futures	1383.05	1383.3	1382.79	1383.3	304.0
2012-07-03 00:10:00	ES	Futures	1383.05	1383.3	1382.79	1382.79	204.0
2012-07-03 00:15:00	ES	Futures	1382.79	1383.05	1382.54	1382.79	187.0
2012-07-03 00:20:00	ES	Futures	1382.79	1383.81	1382.79	1383.56	869.0
2012-07-03 00:25:00	ES	Futures	1383.56	1383.81	1383.05	1383.56	379.0
2012-07-03 00:30:00	ES	Futures	1383.3	1383.56	1382.54	1382.79	315.0
2012-07-03 00:35:00	ES	Futures	1383.05	1383.05	1382.54	1382.79	114.0
2012-07-03 00:40:00	ES	Futures	1382.54	1383.05	1382.54	1382.79	136.0
2012-07-03 00:45:00	ES	Futures	1382.79	1383.05	1382.54	1382.79	122.0
2012-07-03 00:50:00	ES	Futures	1383.05	1383.05	1382.28	1382.54	129.0
2012-07-03 00:55:00	ES	Futures	1382.28	1382.54	1382.28	1382.54	43.0
2012-07-03 01:00:00	ES	Futures	1382.54	1382.54	1382.03	1382.03	282.0
2012-07-03 01:05:00	ES	Futures	1382.03	1382.28	1381.78	1382.28	252.0
2012-07-03 01:10:00	ES	Futures	1382.28	1382.54	1382.03	1382.28	188.0
2012-07-03 01:15:00	ES	Futures	1382.03	1382.28	1381.78	1382.03	285.0
2012-07-03 01:20:00	ES	Futures	1382.28	1382.28	1381.78	1382.03	227.0
2012-07-03 01:25:00	ES	Futures	1382.03	1382.28	1381.78	1382.03	106.0
2012-07-03 01:30:00	ES	Futures	1382.28	1382.28	1381.78	1382.03	90.0
2012-07-03 01:35:00	ES	Futures	1381.78	1381.78	1381.27	1381.52	585.0
2012-07-03 01:40:00	ES	Futures	1381.78	1381.78	1381.27	1381.52	145.0
2012-07-03 01:45:00	ES	Futures	1381.78	1381.78	1381.27	1381.52	370.0
2012-07-03 01:50:00	ES	Futures	1381.52	1381.78	1381.27	1381.78	306.0
2012-07-03 01:55:00	ES	Futures	1381.78	1381.78	1381.52	1381.78	543.0
2012-07-03 02:00:00	ES	Futures	1382.03	1382.79	1381.52	1382.79	1324.0
2012-07-03 02:05:00	ES	Futures	1382.79	1383.05	1382.28	1382.28	841.0
2012-07-03 02:10:00	ES	Futures	1382.28	1382.54	1380.76	1381.27	1840.0
2012-07-03 02:15:00	ES	Futures	1381.27	1381.52	1381.01	1381.27	452.0
2012-07-03 02:20:00	ES	Futures	1381.27	1381.52	1380.76	1380.76	717.0
2012-07-03 02:25:00	ES	Futures	1380.76	1381.27	1380.76	1381.01	302.0
2012-07-03 02:30:00	ES	Futures	1380.76	1381.01	1379.74	1380.0	1734.0
2012-07-03 02:35:00	ES	Futures	1380.25	1380.76	1380.0	1380.25	515.0
2012-07-03 02:40:00	ES	Futures	1380.25	1380.5	1380.0	1380.0	492.0
2012-07-03 02:45:00	ES	Futures	1380.0	1380.5	1379.74	1380.25	592.0
2012-07-03 02:50:00	ES	Futures	1380.25	1380.25	1380.0	1380.0	481.0
2012-07-03 02:55:00	ES	Futures	1380.0	1380.5	1379.74	1380.25	586.0
2012-07-03 03:00:00	ES	Futures	1380.25	1380.5	1379.23	1380.25	2757.0
2012-07-03 03:05:00	ES	Futures	1380.25	1381.52	1379.74	1381.27	4031.0
2012-07-03 03:10:00	ES	Futures	1381.27	1381.52	1379.74	1380.0	2882.0
2012-07-03 03:15:00	ES	Futures	1380.0	1381.01	1379.23	1380.76	3211.0
2012-07-03 03:20:00	ES	Futures	1380.76	1380.76	1380.0	1380.5	3084.0
2012-07-03 03:25:00	ES	Futures	1380.25	1381.27	1379.49	1381.27	3928.0
2012-07-03 03:30:00	ES	Futures	1381.01	1381.27	1379.74	1380.25	3198.0
2012-07-03 03:35:00	ES	Futures	1380.25	1381.01	1379.74	1380.0	2161.0
2012-07-03 03:40:00	ES	Futures	1379.74	1380.25	1379.49	1380.25	2179.0
2012-07-03 03:45:00	ES	Futures	1380.25	1380.76	1379.74	1380.5	2439.0
2012-07-03 03:50:00	ES	Futures	1380.5	1381.52	1380.25	1381.01	3019.0
2012-07-03 03:55:00	ES	Futures	1381.01	1381.27	1380.25	1380.5	2141.0
2012-07-03 04:00:00	ES	Futures	1380.5	1381.27	1380.25	1381.27	1995.0
2012-07-03 04:05:00	ES	Futures	1381.27	1381.52	1381.01	1381.01	1535.0

> showing 50 of 12,545 rows — these rows as CSV

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