PREVIEW / futures_5min / 2012-07-24

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-07-24.parquet
  size:    243 KB
  rows:    14,013

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
2012-07-24 00:00:00	ES	Futures	1367.03	1367.54	1366.77	1367.28	426.0
2012-07-24 00:05:00	ES	Futures	1367.28	1367.79	1367.28	1367.79	155.0
2012-07-24 00:10:00	ES	Futures	1367.79	1367.79	1367.28	1367.54	238.0
2012-07-24 00:15:00	ES	Futures	1367.28	1367.54	1367.03	1367.28	237.0
2012-07-24 00:20:00	ES	Futures	1367.28	1367.79	1367.28	1367.54	299.0
2012-07-24 00:25:00	ES	Futures	1367.54	1367.79	1367.28	1367.28	95.0
2012-07-24 00:30:00	ES	Futures	1367.54	1367.79	1367.54	1367.54	251.0
2012-07-24 00:35:00	ES	Futures	1367.54	1367.54	1367.03	1367.03	124.0
2012-07-24 00:40:00	ES	Futures	1367.28	1367.28	1366.77	1367.03	430.0
2012-07-24 00:45:00	ES	Futures	1367.03	1367.28	1366.77	1366.77	133.0
2012-07-24 00:50:00	ES	Futures	1367.03	1367.28	1366.77	1366.77	123.0
2012-07-24 00:55:00	ES	Futures	1367.03	1367.03	1366.77	1366.77	161.0
2012-07-24 01:00:00	ES	Futures	1367.03	1367.79	1367.03	1367.54	756.0
2012-07-24 01:05:00	ES	Futures	1367.54	1367.79	1367.28	1367.28	405.0
2012-07-24 01:10:00	ES	Futures	1367.28	1367.79	1367.28	1367.54	329.0
2012-07-24 01:15:00	ES	Futures	1367.28	1367.54	1366.52	1366.77	342.0
2012-07-24 01:20:00	ES	Futures	1366.77	1367.03	1366.01	1366.26	358.0
2012-07-24 01:25:00	ES	Futures	1366.26	1366.52	1366.01	1366.26	356.0
2012-07-24 01:30:00	ES	Futures	1366.01	1367.79	1366.01	1367.79	603.0
2012-07-24 01:35:00	ES	Futures	1367.79	1367.79	1367.28	1367.79	310.0
2012-07-24 01:40:00	ES	Futures	1367.54	1367.79	1367.54	1367.79	104.0
2012-07-24 01:45:00	ES	Futures	1367.79	1368.55	1367.54	1368.55	1346.0
2012-07-24 01:50:00	ES	Futures	1368.55	1368.55	1368.3	1368.55	631.0
2012-07-24 01:55:00	ES	Futures	1368.81	1368.81	1368.3	1368.3	300.0
2012-07-24 02:00:00	ES	Futures	1368.3	1368.55	1368.04	1368.55	759.0
2012-07-24 02:05:00	ES	Futures	1368.55	1368.55	1367.28	1367.54	1052.0
2012-07-24 02:10:00	ES	Futures	1367.54	1367.54	1367.03	1367.03	1011.0
2012-07-24 02:15:00	ES	Futures	1367.03	1367.28	1366.77	1367.03	632.0
2012-07-24 02:20:00	ES	Futures	1366.77	1367.03	1366.26	1366.52	620.0
2012-07-24 02:25:00	ES	Futures	1366.52	1366.77	1365.5	1365.76	979.0
2012-07-24 02:30:00	ES	Futures	1365.76	1366.26	1365.5	1365.76	674.0
2012-07-24 02:35:00	ES	Futures	1366.01	1366.01	1365.76	1365.76	423.0
2012-07-24 02:40:00	ES	Futures	1365.76	1365.76	1365.25	1365.76	785.0
2012-07-24 02:45:00	ES	Futures	1365.5	1366.52	1365.5	1366.52	665.0
2012-07-24 02:50:00	ES	Futures	1366.52	1366.77	1366.26	1366.52	483.0
2012-07-24 02:55:00	ES	Futures	1366.26	1366.52	1364.48	1365.76	1941.0
2012-07-24 03:00:00	ES	Futures	1365.5	1366.52	1364.99	1366.01	3369.0
2012-07-24 03:05:00	ES	Futures	1366.26	1367.54	1364.99	1365.25	5753.0
2012-07-24 03:10:00	ES	Futures	1365.25	1365.5	1363.72	1364.23	6225.0
2012-07-24 03:15:00	ES	Futures	1364.23	1365.5	1363.72	1365.5	4761.0
2012-07-24 03:20:00	ES	Futures	1365.5	1366.26	1364.74	1365.25	3951.0
2012-07-24 03:25:00	ES	Futures	1365.25	1365.25	1362.96	1363.72	6672.0
2012-07-24 03:30:00	ES	Futures	1363.72	1364.99	1363.47	1363.72	3073.0
2012-07-24 03:35:00	ES	Futures	1363.72	1364.48	1363.47	1363.98	2458.0
2012-07-24 03:40:00	ES	Futures	1363.98	1363.98	1362.7	1363.21	3648.0
2012-07-24 03:45:00	ES	Futures	1363.21	1363.47	1362.45	1362.7	3001.0
2012-07-24 03:50:00	ES	Futures	1362.7	1362.7	1360.92	1361.94	5682.0
2012-07-24 03:55:00	ES	Futures	1361.94	1363.21	1361.69	1363.21	2795.0
2012-07-24 04:00:00	ES	Futures	1363.21	1364.48	1362.96	1363.72	3797.0
2012-07-24 04:05:00	ES	Futures	1363.98	1364.23	1363.47	1363.98	1623.0

> showing 50 of 14,013 rows — these rows as CSV

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