PREVIEW / futures_5min / 2012-07-05

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-07-05.parquet
  size:    220 KB
  rows:    12,934

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
2012-07-05 00:00:00	ES	Futures	1385.84	1386.1	1385.59	1385.59	131.0
2012-07-05 00:05:00	ES	Futures	1385.59	1386.61	1385.59	1386.61	522.0
2012-07-05 00:10:00	ES	Futures	1386.61	1386.86	1386.1	1386.86	571.0
2012-07-05 00:15:00	ES	Futures	1386.61	1387.88	1386.61	1386.86	414.0
2012-07-05 00:20:00	ES	Futures	1386.86	1387.12	1386.86	1387.12	20.0
2012-07-05 00:25:00	ES	Futures	1386.86	1387.12	1386.61	1386.86	49.0
2012-07-05 00:30:00	ES	Futures	1386.86	1387.12	1386.61	1387.12	92.0
2012-07-05 00:35:00	ES	Futures	1387.12	1387.37	1386.86	1387.37	86.0
2012-07-05 00:40:00	ES	Futures	1387.12	1387.37	1386.86	1387.37	48.0
2012-07-05 00:45:00	ES	Futures	1387.12	1387.12	1386.86	1386.86	37.0
2012-07-05 00:50:00	ES	Futures	1386.86	1387.37	1386.86	1387.12	33.0
2012-07-05 00:55:00	ES	Futures	1386.86	1387.62	1386.86	1387.12	217.0
2012-07-05 01:00:00	ES	Futures	1387.12	1388.13	1387.12	1387.62	699.0
2012-07-05 01:05:00	ES	Futures	1387.88	1387.88	1386.35	1387.12	753.0
2012-07-05 01:10:00	ES	Futures	1387.12	1387.12	1386.86	1387.12	172.0
2012-07-05 01:15:00	ES	Futures	1387.12	1387.37	1386.61	1386.61	259.0
2012-07-05 01:20:00	ES	Futures	1386.61	1387.12	1386.61	1386.61	223.0
2012-07-05 01:25:00	ES	Futures	1386.61	1387.12	1386.61	1386.61	159.0
2012-07-05 01:30:00	ES	Futures	1386.61	1387.62	1386.61	1387.37	470.0
2012-07-05 01:35:00	ES	Futures	1387.37	1387.88	1386.86	1386.86	1242.0
2012-07-05 01:40:00	ES	Futures	1387.12	1387.37	1386.86	1387.12	353.0
2012-07-05 01:45:00	ES	Futures	1387.12	1387.37	1386.86	1386.86	329.0
2012-07-05 01:50:00	ES	Futures	1387.12	1387.37	1386.86	1387.12	527.0
2012-07-05 01:55:00	ES	Futures	1386.86	1387.62	1386.86	1387.12	510.0
2012-07-05 02:00:00	ES	Futures	1387.12	1388.39	1387.12	1387.88	916.0
2012-07-05 02:05:00	ES	Futures	1388.13	1388.13	1387.62	1387.62	328.0
2012-07-05 02:10:00	ES	Futures	1387.62	1388.13	1387.37	1388.13	343.0
2012-07-05 02:15:00	ES	Futures	1388.13	1388.64	1388.13	1388.39	738.0
2012-07-05 02:20:00	ES	Futures	1388.39	1388.64	1387.62	1387.62	185.0
2012-07-05 02:25:00	ES	Futures	1387.62	1387.88	1387.62	1387.62	238.0
2012-07-05 02:30:00	ES	Futures	1387.88	1388.39	1387.62	1388.39	641.0
2012-07-05 02:35:00	ES	Futures	1388.39	1390.17	1388.39	1389.4	1626.0
2012-07-05 02:40:00	ES	Futures	1389.4	1389.66	1389.15	1389.15	742.0
2012-07-05 02:45:00	ES	Futures	1389.4	1389.4	1388.9	1389.4	465.0
2012-07-05 02:50:00	ES	Futures	1389.4	1389.66	1389.15	1389.15	1066.0
2012-07-05 02:55:00	ES	Futures	1389.15	1389.4	1388.9	1389.15	337.0
2012-07-05 03:00:00	ES	Futures	1389.15	1389.4	1388.39	1388.39	1148.0
2012-07-05 03:05:00	ES	Futures	1388.64	1389.4	1387.88	1388.13	2886.0
2012-07-05 03:10:00	ES	Futures	1388.13	1388.64	1387.62	1388.13	1838.0
2012-07-05 03:15:00	ES	Futures	1388.13	1388.39	1387.37	1387.37	2016.0
2012-07-05 03:20:00	ES	Futures	1387.37	1388.39	1387.37	1388.39	2019.0
2012-07-05 03:25:00	ES	Futures	1388.13	1389.4	1387.88	1388.64	1576.0
2012-07-05 03:30:00	ES	Futures	1388.64	1389.15	1388.39	1388.39	1161.0
2012-07-05 03:35:00	ES	Futures	1388.39	1389.15	1387.88	1387.88	1361.0
2012-07-05 03:40:00	ES	Futures	1387.88	1388.9	1387.62	1388.13	1552.0
2012-07-05 03:45:00	ES	Futures	1388.39	1389.15	1388.13	1388.64	1821.0
2012-07-05 03:50:00	ES	Futures	1388.64	1389.4	1388.39	1388.9	1391.0
2012-07-05 03:55:00	ES	Futures	1388.9	1389.15	1388.39	1388.9	1349.0
2012-07-05 04:00:00	ES	Futures	1388.9	1389.4	1388.64	1389.4	1352.0
2012-07-05 04:05:00	ES	Futures	1389.15	1391.18	1388.9	1390.93	3876.0

> showing 50 of 12,934 rows — these rows as CSV

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