PREVIEW / futures_5min / 2012-08-01

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-08-01.parquet
  size:    233 KB
  rows:    13,737

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
2012-08-01 00:00:00	ES	Futures	1397.29	1397.54	1397.03	1397.29	467.0
2012-08-01 00:05:00	ES	Futures	1397.29	1397.29	1396.78	1397.03	167.0
2012-08-01 00:10:00	ES	Futures	1396.78	1397.29	1396.78	1397.03	298.0
2012-08-01 00:15:00	ES	Futures	1397.29	1397.54	1397.03	1397.29	200.0
2012-08-01 00:20:00	ES	Futures	1397.29	1397.54	1397.03	1397.29	459.0
2012-08-01 00:25:00	ES	Futures	1397.29	1397.29	1396.52	1396.52	343.0
2012-08-01 00:30:00	ES	Futures	1396.52	1397.03	1396.52	1396.78	259.0
2012-08-01 00:35:00	ES	Futures	1397.03	1397.03	1396.52	1396.52	48.0
2012-08-01 00:40:00	ES	Futures	1396.52	1397.03	1396.52	1397.03	181.0
2012-08-01 00:45:00	ES	Futures	1397.03	1397.03	1396.78	1396.78	41.0
2012-08-01 00:50:00	ES	Futures	1396.78	1397.29	1396.78	1396.78	352.0
2012-08-01 00:55:00	ES	Futures	1396.78	1397.03	1396.78	1397.03	152.0
2012-08-01 01:00:00	ES	Futures	1397.03	1397.29	1396.78	1397.03	250.0
2012-08-01 01:05:00	ES	Futures	1397.03	1397.29	1397.03	1397.29	94.0
2012-08-01 01:10:00	ES	Futures	1397.29	1397.29	1397.03	1397.29	72.0
2012-08-01 01:15:00	ES	Futures	1397.29	1397.54	1397.03	1397.54	146.0
2012-08-01 01:20:00	ES	Futures	1397.54	1397.54	1397.03	1397.29	149.0
2012-08-01 01:25:00	ES	Futures	1397.29	1397.54	1397.03	1397.29	122.0
2012-08-01 01:30:00	ES	Futures	1397.29	1397.54	1397.29	1397.54	404.0
2012-08-01 01:35:00	ES	Futures	1397.54	1398.05	1397.54	1397.8	1227.0
2012-08-01 01:40:00	ES	Futures	1398.05	1398.05	1397.54	1397.8	516.0
2012-08-01 01:45:00	ES	Futures	1398.05	1398.05	1397.8	1397.8	303.0
2012-08-01 01:50:00	ES	Futures	1397.54	1398.05	1397.54	1397.8	287.0
2012-08-01 01:55:00	ES	Futures	1397.8	1398.05	1397.8	1398.05	123.0
2012-08-01 02:00:00	ES	Futures	1397.8	1398.56	1397.8	1398.3	1768.0
2012-08-01 02:05:00	ES	Futures	1398.3	1398.3	1397.8	1398.05	345.0
2012-08-01 02:10:00	ES	Futures	1398.3	1398.3	1398.05	1398.05	340.0
2012-08-01 02:15:00	ES	Futures	1398.3	1398.56	1398.05	1398.3	587.0
2012-08-01 02:20:00	ES	Futures	1398.56	1398.56	1398.3	1398.56	192.0
2012-08-01 02:25:00	ES	Futures	1398.56	1398.56	1398.3	1398.3	604.0
2012-08-01 02:30:00	ES	Futures	1398.56	1398.56	1398.3	1398.3	275.0
2012-08-01 02:35:00	ES	Futures	1398.56	1398.56	1397.8	1397.8	780.0
2012-08-01 02:40:00	ES	Futures	1397.8	1398.05	1397.29	1397.54	714.0
2012-08-01 02:45:00	ES	Futures	1397.8	1398.56	1397.54	1398.56	427.0
2012-08-01 02:50:00	ES	Futures	1398.56	1398.56	1398.3	1398.56	231.0
2012-08-01 02:55:00	ES	Futures	1398.3	1398.56	1397.8	1397.8	513.0
2012-08-01 03:00:00	ES	Futures	1398.05	1399.07	1397.8	1398.81	3618.0
2012-08-01 03:05:00	ES	Futures	1398.81	1400.08	1398.81	1400.08	2729.0
2012-08-01 03:10:00	ES	Futures	1400.08	1400.34	1399.07	1399.58	2580.0
2012-08-01 03:15:00	ES	Futures	1399.58	1400.59	1399.32	1400.34	1534.0
2012-08-01 03:20:00	ES	Futures	1400.34	1401.1	1400.08	1400.59	4924.0
2012-08-01 03:25:00	ES	Futures	1400.59	1400.85	1399.83	1400.59	3099.0
2012-08-01 03:30:00	ES	Futures	1400.59	1401.36	1400.34	1401.36	1629.0
2012-08-01 03:35:00	ES	Futures	1401.1	1401.36	1400.85	1401.36	1230.0
2012-08-01 03:40:00	ES	Futures	1401.36	1401.36	1400.59	1401.1	1510.0
2012-08-01 03:45:00	ES	Futures	1401.1	1402.37	1400.85	1401.61	3990.0
2012-08-01 03:50:00	ES	Futures	1401.61	1402.12	1401.36	1401.36	2100.0
2012-08-01 03:55:00	ES	Futures	1401.61	1402.37	1401.36	1401.86	1968.0
2012-08-01 04:00:00	ES	Futures	1401.61	1402.12	1401.1	1401.61	1934.0
2012-08-01 04:05:00	ES	Futures	1401.61	1402.37	1401.36	1402.37	1882.0

> showing 50 of 13,737 rows — these rows as CSV

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