PREVIEW / futures_5min / 2012-07-27

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-07-27.parquet
  size:    218 KB
  rows:    11,410

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
2012-07-27 00:00:00	ES	Futures	1381.27	1381.52	1381.01	1381.27	144.0
2012-07-27 00:05:00	ES	Futures	1381.27	1381.52	1381.27	1381.27	68.0
2012-07-27 00:10:00	ES	Futures	1381.27	1381.27	1381.27	1381.27	13.0
2012-07-27 00:15:00	ES	Futures	1381.27	1381.52	1381.27	1381.27	62.0
2012-07-27 00:20:00	ES	Futures	1381.01	1381.27	1381.01	1381.27	47.0
2012-07-27 00:25:00	ES	Futures	1381.27	1381.52	1381.27	1381.27	56.0
2012-07-27 00:30:00	ES	Futures	1381.27	1381.27	1381.27	1381.27	25.0
2012-07-27 00:35:00	ES	Futures	1381.52	1381.52	1381.01	1381.01	72.0
2012-07-27 00:40:00	ES	Futures	1381.27	1381.52	1381.01	1381.52	184.0
2012-07-27 00:45:00	ES	Futures	1381.52	1381.52	1381.01	1381.27	29.0
2012-07-27 00:50:00	ES	Futures	1381.27	1381.52	1381.01	1381.52	249.0
2012-07-27 00:55:00	ES	Futures	1381.52	1381.78	1381.27	1381.52	125.0
2012-07-27 01:00:00	ES	Futures	1381.27	1381.52	1380.76	1381.01	393.0
2012-07-27 01:05:00	ES	Futures	1381.01	1381.27	1380.76	1381.01	233.0
2012-07-27 01:10:00	ES	Futures	1381.01	1381.01	1380.5	1380.76	266.0
2012-07-27 01:15:00	ES	Futures	1381.01	1381.01	1380.25	1380.76	353.0
2012-07-27 01:20:00	ES	Futures	1380.76	1381.27	1380.5	1381.01	142.0
2012-07-27 01:25:00	ES	Futures	1381.01	1381.27	1381.01	1381.01	89.0
2012-07-27 01:30:00	ES	Futures	1381.27	1381.78	1381.01	1381.52	603.0
2012-07-27 01:35:00	ES	Futures	1381.78	1381.78	1381.01	1381.27	95.0
2012-07-27 01:40:00	ES	Futures	1381.52	1382.03	1381.52	1382.03	509.0
2012-07-27 01:45:00	ES	Futures	1382.03	1382.54	1381.78	1382.28	876.0
2012-07-27 01:50:00	ES	Futures	1382.28	1382.79	1381.78	1382.54	575.0
2012-07-27 01:55:00	ES	Futures	1382.54	1385.34	1382.54	1384.06	5594.0
2012-07-27 02:00:00	ES	Futures	1384.06	1384.32	1383.56	1383.56	974.0
2012-07-27 02:05:00	ES	Futures	1383.81	1383.81	1382.79	1383.05	1383.0
2012-07-27 02:10:00	ES	Futures	1383.3	1383.56	1383.05	1383.05	582.0
2012-07-27 02:15:00	ES	Futures	1383.05	1384.32	1383.05	1384.06	927.0
2012-07-27 02:20:00	ES	Futures	1383.81	1384.32	1383.81	1384.06	771.0
2012-07-27 02:25:00	ES	Futures	1383.81	1384.06	1383.05	1383.56	1537.0
2012-07-27 02:30:00	ES	Futures	1383.81	1384.83	1383.3	1384.57	1136.0
2012-07-27 02:35:00	ES	Futures	1384.83	1385.34	1384.32	1384.57	1244.0
2012-07-27 02:40:00	ES	Futures	1384.32	1384.83	1384.32	1384.57	453.0
2012-07-27 02:45:00	ES	Futures	1384.32	1385.59	1384.32	1385.34	2377.0
2012-07-27 02:50:00	ES	Futures	1385.34	1385.59	1384.32	1384.57	1091.0
2012-07-27 02:55:00	ES	Futures	1384.32	1384.83	1383.81	1383.81	1351.0
2012-07-27 03:00:00	ES	Futures	1384.06	1384.06	1382.79	1383.56	3271.0
2012-07-27 03:05:00	ES	Futures	1383.3	1383.56	1381.78	1382.03	5098.0
2012-07-27 03:10:00	ES	Futures	1382.03	1384.57	1381.78	1384.32	3882.0
2012-07-27 03:15:00	ES	Futures	1384.32	1384.32	1383.05	1384.06	2338.0
2012-07-27 03:20:00	ES	Futures	1384.06	1384.83	1383.05	1383.56	2717.0
2012-07-27 03:25:00	ES	Futures	1383.81	1384.06	1382.54	1382.79	2442.0
2012-07-27 03:30:00	ES	Futures	1382.79	1383.05	1382.54	1382.54	1269.0
2012-07-27 03:35:00	ES	Futures	1382.79	1383.05	1381.78	1381.78	3298.0
2012-07-27 03:40:00	ES	Futures	1382.03	1382.28	1381.27	1381.27	2303.0
2012-07-27 03:45:00	ES	Futures	1381.52	1382.03	1381.01	1382.03	2160.0
2012-07-27 03:50:00	ES	Futures	1382.03	1382.03	1381.27	1381.78	1867.0
2012-07-27 03:55:00	ES	Futures	1382.03	1382.03	1379.74	1380.5	4365.0
2012-07-27 04:00:00	ES	Futures	1380.5	1381.01	1379.74	1380.0	2451.0
2012-07-27 04:05:00	ES	Futures	1380.0	1380.25	1379.49	1380.0	1825.0

> showing 50 of 11,410 rows — these rows as CSV

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