PREVIEW / futures_5min / 2012-07-22

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-07-22.parquet
  size:    52 KB
  rows:    2,471

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
2012-07-22 18:00:00	ES	Futures	1378.72	1379.49	1377.96	1379.23	5446.0
2012-07-22 18:05:00	ES	Futures	1379.23	1379.49	1378.72	1379.49	695.0
2012-07-22 18:10:00	ES	Futures	1379.49	1379.74	1378.72	1378.98	707.0
2012-07-22 18:15:00	ES	Futures	1379.23	1379.23	1378.72	1378.98	472.0
2012-07-22 18:20:00	ES	Futures	1378.72	1379.23	1378.72	1378.98	928.0
2012-07-22 18:25:00	ES	Futures	1378.98	1379.74	1378.98	1379.49	507.0
2012-07-22 18:30:00	ES	Futures	1379.74	1380.0	1378.98	1379.23	358.0
2012-07-22 18:35:00	ES	Futures	1379.49	1379.74	1379.23	1379.49	133.0
2012-07-22 18:40:00	ES	Futures	1379.23	1379.23	1378.72	1378.98	281.0
2012-07-22 18:45:00	ES	Futures	1378.98	1378.98	1377.96	1377.96	1194.0
2012-07-22 18:50:00	ES	Futures	1377.96	1378.22	1377.2	1378.22	726.0
2012-07-22 18:55:00	ES	Futures	1377.96	1378.47	1377.96	1378.47	240.0
2012-07-22 19:00:00	ES	Futures	1378.47	1378.47	1377.96	1378.22	47.0
2012-07-22 19:05:00	ES	Futures	1378.22	1378.22	1377.96	1378.22	98.0
2012-07-22 19:10:00	ES	Futures	1378.22	1378.22	1377.96	1377.96	258.0
2012-07-22 19:15:00	ES	Futures	1377.96	1378.22	1377.96	1377.96	146.0
2012-07-22 19:20:00	ES	Futures	1377.71	1377.71	1377.2	1377.45	293.0
2012-07-22 19:25:00	ES	Futures	1377.71	1377.71	1377.2	1377.2	273.0
2012-07-22 19:30:00	ES	Futures	1377.2	1377.45	1376.44	1376.44	1003.0
2012-07-22 19:35:00	ES	Futures	1376.44	1376.69	1375.67	1375.93	1460.0
2012-07-22 19:40:00	ES	Futures	1376.18	1376.69	1375.93	1376.69	341.0
2012-07-22 19:45:00	ES	Futures	1376.44	1376.69	1376.18	1376.44	468.0
2012-07-22 19:50:00	ES	Futures	1376.69	1376.69	1375.42	1375.42	609.0
2012-07-22 19:55:00	ES	Futures	1375.67	1376.18	1375.67	1376.18	358.0
2012-07-22 20:00:00	ES	Futures	1375.93	1376.44	1375.93	1376.18	669.0
2012-07-22 20:05:00	ES	Futures	1376.18	1376.44	1375.42	1375.67	1431.0
2012-07-22 20:10:00	ES	Futures	1375.67	1376.44	1374.66	1376.18	2671.0
2012-07-22 20:15:00	ES	Futures	1376.18	1376.94	1375.93	1376.69	696.0
2012-07-22 20:20:00	ES	Futures	1376.69	1377.45	1375.93	1377.2	1083.0
2012-07-22 20:25:00	ES	Futures	1377.2	1377.2	1376.18	1376.44	844.0
2012-07-22 20:30:00	ES	Futures	1376.18	1376.44	1375.67	1376.18	459.0
2012-07-22 20:35:00	ES	Futures	1375.93	1376.44	1375.42	1375.67	534.0
2012-07-22 20:40:00	ES	Futures	1375.67	1376.94	1375.42	1376.69	702.0
2012-07-22 20:45:00	ES	Futures	1376.94	1376.94	1376.44	1376.94	273.0
2012-07-22 20:50:00	ES	Futures	1376.69	1377.2	1376.69	1376.69	672.0
2012-07-22 20:55:00	ES	Futures	1376.69	1376.69	1376.18	1376.44	722.0
2012-07-22 21:00:00	ES	Futures	1376.44	1376.44	1375.42	1375.42	1180.0
2012-07-22 21:05:00	ES	Futures	1375.67	1375.67	1375.16	1375.42	1166.0
2012-07-22 21:10:00	ES	Futures	1375.16	1376.44	1375.16	1376.18	859.0
2012-07-22 21:15:00	ES	Futures	1376.18	1376.18	1375.42	1375.67	397.0
2012-07-22 21:20:00	ES	Futures	1375.93	1376.18	1375.16	1376.18	1008.0
2012-07-22 21:25:00	ES	Futures	1376.44	1376.69	1376.18	1376.44	1019.0
2012-07-22 21:30:00	ES	Futures	1376.69	1376.69	1376.18	1376.44	572.0
2012-07-22 21:35:00	ES	Futures	1376.44	1376.69	1376.18	1376.44	472.0
2012-07-22 21:40:00	ES	Futures	1376.44	1377.2	1376.44	1377.2	644.0
2012-07-22 21:45:00	ES	Futures	1377.2	1377.2	1376.18	1376.44	762.0
2012-07-22 21:50:00	ES	Futures	1376.44	1376.69	1376.18	1376.44	342.0
2012-07-22 21:55:00	ES	Futures	1376.44	1376.69	1376.18	1376.44	205.0
2012-07-22 22:00:00	ES	Futures	1376.44	1376.44	1375.67	1375.93	873.0
2012-07-22 22:05:00	ES	Futures	1375.67	1375.67	1374.66	1375.16	1339.0

> showing 50 of 2,471 rows — these rows as CSV

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