PREVIEW / futures_5min / 2012-07-12

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-07-12.parquet
  size:    229 KB
  rows:    13,761

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
2012-07-12 00:00:00	ES	Futures	1358.13	1358.13	1356.6	1357.11	531.0
2012-07-12 00:05:00	ES	Futures	1356.86	1357.11	1355.33	1355.59	2045.0
2012-07-12 00:10:00	ES	Futures	1355.59	1356.35	1355.59	1356.09	1020.0
2012-07-12 00:15:00	ES	Futures	1356.09	1356.35	1355.59	1356.09	776.0
2012-07-12 00:20:00	ES	Futures	1356.09	1356.09	1355.33	1355.33	661.0
2012-07-12 00:25:00	ES	Futures	1355.33	1355.84	1355.08	1355.84	613.0
2012-07-12 00:30:00	ES	Futures	1355.59	1356.09	1355.59	1355.84	180.0
2012-07-12 00:35:00	ES	Futures	1355.84	1356.09	1355.59	1355.59	553.0
2012-07-12 00:40:00	ES	Futures	1355.59	1355.84	1355.33	1355.33	336.0
2012-07-12 00:45:00	ES	Futures	1355.33	1355.59	1355.08	1355.33	216.0
2012-07-12 00:50:00	ES	Futures	1355.33	1355.84	1355.08	1355.84	315.0
2012-07-12 00:55:00	ES	Futures	1355.59	1355.59	1355.08	1355.33	290.0
2012-07-12 01:00:00	ES	Futures	1355.33	1355.33	1355.08	1355.08	372.0
2012-07-12 01:05:00	ES	Futures	1355.08	1355.33	1354.31	1354.31	1098.0
2012-07-12 01:10:00	ES	Futures	1354.57	1355.33	1354.06	1355.08	954.0
2012-07-12 01:15:00	ES	Futures	1355.33	1355.84	1355.08	1355.59	443.0
2012-07-12 01:20:00	ES	Futures	1355.59	1356.09	1355.33	1355.84	674.0
2012-07-12 01:25:00	ES	Futures	1355.59	1355.84	1355.08	1355.84	253.0
2012-07-12 01:30:00	ES	Futures	1355.84	1356.09	1355.33	1355.59	503.0
2012-07-12 01:35:00	ES	Futures	1355.59	1355.84	1355.08	1355.59	372.0
2012-07-12 01:40:00	ES	Futures	1355.59	1355.84	1354.31	1354.31	787.0
2012-07-12 01:45:00	ES	Futures	1354.57	1354.57	1353.81	1354.06	1212.0
2012-07-12 01:50:00	ES	Futures	1354.06	1354.31	1353.55	1353.81	1016.0
2012-07-12 01:55:00	ES	Futures	1353.81	1354.06	1353.55	1353.81	869.0
2012-07-12 02:00:00	ES	Futures	1353.81	1354.31	1353.55	1353.55	1315.0
2012-07-12 02:05:00	ES	Futures	1353.55	1353.55	1353.04	1353.55	918.0
2012-07-12 02:10:00	ES	Futures	1353.55	1353.81	1353.04	1353.3	1339.0
2012-07-12 02:15:00	ES	Futures	1353.55	1354.31	1353.3	1354.31	970.0
2012-07-12 02:20:00	ES	Futures	1354.31	1354.57	1354.06	1354.06	472.0
2012-07-12 02:25:00	ES	Futures	1354.31	1354.31	1353.81	1354.06	1168.0
2012-07-12 02:30:00	ES	Futures	1354.06	1354.57	1353.81	1354.31	858.0
2012-07-12 02:35:00	ES	Futures	1354.31	1354.57	1353.81	1354.31	357.0
2012-07-12 02:40:00	ES	Futures	1354.31	1354.31	1353.81	1353.81	165.0
2012-07-12 02:45:00	ES	Futures	1353.81	1353.81	1353.04	1353.04	1141.0
2012-07-12 02:50:00	ES	Futures	1353.04	1353.04	1352.28	1352.53	1820.0
2012-07-12 02:55:00	ES	Futures	1352.53	1352.53	1352.03	1352.28	1509.0
2012-07-12 03:00:00	ES	Futures	1352.03	1352.53	1349.99	1351.01	7931.0
2012-07-12 03:05:00	ES	Futures	1351.01	1352.28	1350.5	1351.77	3325.0
2012-07-12 03:10:00	ES	Futures	1351.52	1352.53	1351.52	1352.03	2630.0
2012-07-12 03:15:00	ES	Futures	1352.03	1352.03	1351.01	1351.77	2561.0
2012-07-12 03:20:00	ES	Futures	1352.03	1352.28	1351.26	1351.26	2323.0
2012-07-12 03:25:00	ES	Futures	1351.26	1351.77	1348.72	1348.97	5359.0
2012-07-12 03:30:00	ES	Futures	1348.97	1350.5	1348.47	1350.5	7922.0
2012-07-12 03:35:00	ES	Futures	1350.5	1350.75	1349.99	1350.25	2412.0
2012-07-12 03:40:00	ES	Futures	1350.25	1350.5	1349.48	1350.5	2768.0
2012-07-12 03:45:00	ES	Futures	1350.5	1351.01	1350.25	1350.75	2397.0
2012-07-12 03:50:00	ES	Futures	1350.75	1351.77	1350.5	1351.77	2252.0
2012-07-12 03:55:00	ES	Futures	1351.52	1351.77	1350.25	1350.75	2480.0
2012-07-12 04:00:00	ES	Futures	1350.5	1352.03	1350.5	1351.52	2435.0
2012-07-12 04:05:00	ES	Futures	1351.52	1352.28	1351.01	1352.03	1640.0

> showing 50 of 13,761 rows — these rows as CSV

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