PREVIEW / futures_5min / 2012-07-30

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-07-30.parquet
  size:    201 KB
  rows:    13,132

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
2012-07-30 00:00:00	ES	Futures	1403.14	1403.14	1402.88	1402.88	179.0
2012-07-30 00:05:00	ES	Futures	1403.14	1403.14	1402.88	1403.14	57.0
2012-07-30 00:10:00	ES	Futures	1403.14	1403.14	1402.63	1402.88	274.0
2012-07-30 00:15:00	ES	Futures	1402.88	1403.14	1402.37	1402.63	211.0
2012-07-30 00:20:00	ES	Futures	1402.63	1402.63	1402.37	1402.63	327.0
2012-07-30 00:25:00	ES	Futures	1402.63	1402.63	1402.37	1402.63	125.0
2012-07-30 00:30:00	ES	Futures	1402.88	1402.88	1402.37	1402.37	128.0
2012-07-30 00:35:00	ES	Futures	1402.37	1402.37	1401.86	1401.86	217.0
2012-07-30 00:40:00	ES	Futures	1401.86	1401.86	1400.85	1401.36	1308.0
2012-07-30 00:45:00	ES	Futures	1401.61	1401.61	1401.1	1401.1	74.0
2012-07-30 00:50:00	ES	Futures	1401.1	1401.36	1401.1	1401.36	166.0
2012-07-30 00:55:00	ES	Futures	1401.36	1401.61	1401.1	1401.36	148.0
2012-07-30 01:00:00	ES	Futures	1401.36	1401.86	1401.36	1401.61	347.0
2012-07-30 01:05:00	ES	Futures	1401.61	1401.61	1401.1	1401.36	85.0
2012-07-30 01:10:00	ES	Futures	1401.1	1401.36	1401.1	1401.36	162.0
2012-07-30 01:15:00	ES	Futures	1401.36	1401.36	1401.1	1401.36	93.0
2012-07-30 01:20:00	ES	Futures	1401.36	1401.61	1401.1	1401.1	233.0
2012-07-30 01:25:00	ES	Futures	1401.36	1401.86	1401.1	1401.86	241.0
2012-07-30 01:30:00	ES	Futures	1401.86	1401.86	1401.36	1401.36	173.0
2012-07-30 01:35:00	ES	Futures	1401.61	1401.61	1401.36	1401.61	89.0
2012-07-30 01:40:00	ES	Futures	1401.86	1401.86	1401.1	1401.36	401.0
2012-07-30 01:45:00	ES	Futures	1401.36	1401.36	1401.1	1401.36	546.0
2012-07-30 01:50:00	ES	Futures	1401.1	1402.37	1401.1	1402.12	406.0
2012-07-30 01:55:00	ES	Futures	1402.12	1402.37	1401.86	1402.12	271.0
2012-07-30 02:00:00	ES	Futures	1402.37	1402.37	1401.36	1401.61	1008.0
2012-07-30 02:05:00	ES	Futures	1401.61	1401.86	1401.36	1401.86	838.0
2012-07-30 02:10:00	ES	Futures	1401.86	1402.63	1401.86	1401.86	309.0
2012-07-30 02:15:00	ES	Futures	1402.12	1402.63	1401.86	1402.37	577.0
2012-07-30 02:20:00	ES	Futures	1402.37	1402.37	1401.86	1402.12	481.0
2012-07-30 02:25:00	ES	Futures	1402.12	1402.12	1401.36	1401.36	501.0
2012-07-30 02:30:00	ES	Futures	1401.36	1401.61	1401.1	1401.36	539.0
2012-07-30 02:35:00	ES	Futures	1401.36	1401.61	1401.1	1401.36	554.0
2012-07-30 02:40:00	ES	Futures	1401.36	1401.86	1401.1	1401.61	493.0
2012-07-30 02:45:00	ES	Futures	1401.61	1402.37	1401.61	1401.86	356.0
2012-07-30 02:50:00	ES	Futures	1401.61	1401.86	1401.1	1401.61	664.0
2012-07-30 02:55:00	ES	Futures	1401.36	1401.36	1400.59	1400.85	1030.0
2012-07-30 03:00:00	ES	Futures	1400.59	1401.1	1399.83	1400.08	4898.0
2012-07-30 03:05:00	ES	Futures	1399.83	1401.61	1399.83	1401.1	5232.0
2012-07-30 03:10:00	ES	Futures	1401.1	1402.12	1401.1	1401.36	4691.0
2012-07-30 03:15:00	ES	Futures	1401.36	1401.61	1400.85	1401.36	3765.0
2012-07-30 03:20:00	ES	Futures	1401.1	1401.86	1400.85	1401.86	3528.0
2012-07-30 03:25:00	ES	Futures	1401.61	1402.37	1401.61	1401.61	4021.0
2012-07-30 03:30:00	ES	Futures	1401.86	1402.12	1400.59	1401.1	2589.0
2012-07-30 03:35:00	ES	Futures	1401.36	1401.36	1400.08	1401.1	2381.0
2012-07-30 03:40:00	ES	Futures	1401.1	1401.36	1400.08	1400.34	2476.0
2012-07-30 03:45:00	ES	Futures	1400.34	1401.36	1400.08	1400.85	3035.0
2012-07-30 03:50:00	ES	Futures	1400.85	1402.37	1400.59	1401.86	3118.0
2012-07-30 03:55:00	ES	Futures	1401.86	1402.37	1401.36	1401.61	2226.0
2012-07-30 04:00:00	ES	Futures	1401.61	1401.86	1400.85	1400.85	1847.0
2012-07-30 04:05:00	ES	Futures	1400.85	1401.86	1400.59	1401.1	1535.0

> showing 50 of 13,132 rows — these rows as CSV

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