PREVIEW / futures_5min / 2012-08-02

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-08-02.parquet
  size:    241 KB
  rows:    13,477

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
2012-08-02 00:00:00	ES	Futures	1396.52	1396.52	1396.27	1396.52	52.0
2012-08-02 00:05:00	ES	Futures	1396.52	1396.52	1395.76	1396.27	240.0
2012-08-02 00:10:00	ES	Futures	1396.27	1396.27	1396.02	1396.27	71.0
2012-08-02 00:15:00	ES	Futures	1396.02	1396.52	1396.02	1396.27	342.0
2012-08-02 00:20:00	ES	Futures	1396.52	1396.78	1396.27	1396.52	177.0
2012-08-02 00:25:00	ES	Futures	1396.78	1397.03	1396.52	1396.78	199.0
2012-08-02 00:30:00	ES	Futures	1396.52	1397.03	1396.52	1396.78	333.0
2012-08-02 00:35:00	ES	Futures	1396.78	1397.54	1396.78	1397.29	381.0
2012-08-02 00:40:00	ES	Futures	1397.29	1397.54	1397.29	1397.29	329.0
2012-08-02 00:45:00	ES	Futures	1397.29	1397.54	1397.03	1397.54	111.0
2012-08-02 00:50:00	ES	Futures	1397.29	1397.54	1397.29	1397.54	66.0
2012-08-02 00:55:00	ES	Futures	1397.29	1398.05	1397.03	1397.8	943.0
2012-08-02 01:00:00	ES	Futures	1397.8	1397.8	1397.29	1397.29	447.0
2012-08-02 01:05:00	ES	Futures	1397.29	1397.54	1397.03	1397.29	502.0
2012-08-02 01:10:00	ES	Futures	1397.03	1397.54	1397.03	1397.54	102.0
2012-08-02 01:15:00	ES	Futures	1397.29	1397.29	1397.29	1397.29	136.0
2012-08-02 01:20:00	ES	Futures	1397.29	1397.29	1397.03	1397.03	61.0
2012-08-02 01:25:00	ES	Futures	1397.03	1397.03	1396.78	1397.03	85.0
2012-08-02 01:30:00	ES	Futures	1397.29	1397.54	1397.29	1397.29	82.0
2012-08-02 01:35:00	ES	Futures	1397.54	1397.54	1397.03	1397.03	222.0
2012-08-02 01:40:00	ES	Futures	1397.29	1397.29	1396.78	1397.29	285.0
2012-08-02 01:45:00	ES	Futures	1397.03	1397.03	1396.52	1396.78	214.0
2012-08-02 01:50:00	ES	Futures	1396.78	1397.03	1396.02	1396.27	592.0
2012-08-02 01:55:00	ES	Futures	1396.27	1396.78	1396.27	1396.78	209.0
2012-08-02 02:00:00	ES	Futures	1396.78	1397.29	1396.52	1397.29	529.0
2012-08-02 02:05:00	ES	Futures	1397.29	1397.8	1396.78	1396.78	1133.0
2012-08-02 02:10:00	ES	Futures	1397.03	1397.03	1396.27	1396.27	825.0
2012-08-02 02:15:00	ES	Futures	1396.52	1396.52	1395.51	1395.76	1163.0
2012-08-02 02:20:00	ES	Futures	1395.51	1396.02	1395.51	1395.51	1142.0
2012-08-02 02:25:00	ES	Futures	1395.51	1395.76	1395.51	1395.51	230.0
2012-08-02 02:30:00	ES	Futures	1395.76	1395.76	1395.0	1395.25	658.0
2012-08-02 02:35:00	ES	Futures	1395.25	1395.51	1395.0	1395.25	303.0
2012-08-02 02:40:00	ES	Futures	1395.25	1395.51	1395.0	1395.25	151.0
2012-08-02 02:45:00	ES	Futures	1395.25	1395.76	1395.25	1395.76	248.0
2012-08-02 02:50:00	ES	Futures	1396.02	1396.02	1395.51	1396.02	207.0
2012-08-02 02:55:00	ES	Futures	1395.76	1396.27	1395.51	1396.02	888.0
2012-08-02 03:00:00	ES	Futures	1396.27	1396.52	1396.02	1396.27	3265.0
2012-08-02 03:05:00	ES	Futures	1396.27	1396.52	1395.0	1395.76	1873.0
2012-08-02 03:10:00	ES	Futures	1395.51	1396.02	1395.25	1395.51	2838.0
2012-08-02 03:15:00	ES	Futures	1395.51	1396.27	1395.0	1396.02	2858.0
2012-08-02 03:20:00	ES	Futures	1396.02	1396.52	1395.76	1396.02	2065.0
2012-08-02 03:25:00	ES	Futures	1395.76	1397.03	1395.76	1396.78	4792.0
2012-08-02 03:30:00	ES	Futures	1396.52	1397.03	1396.02	1396.02	1290.0
2012-08-02 03:35:00	ES	Futures	1396.02	1396.52	1396.02	1396.02	1423.0
2012-08-02 03:40:00	ES	Futures	1396.02	1396.78	1395.76	1396.02	1319.0
2012-08-02 03:45:00	ES	Futures	1396.02	1396.52	1396.02	1396.52	759.0
2012-08-02 03:50:00	ES	Futures	1396.27	1396.52	1395.76	1395.76	1435.0
2012-08-02 03:55:00	ES	Futures	1395.76	1396.27	1395.51	1395.76	923.0
2012-08-02 04:00:00	ES	Futures	1396.02	1396.27	1395.0	1395.0	2760.0
2012-08-02 04:05:00	ES	Futures	1395.0	1395.25	1394.24	1394.49	2404.0

> showing 50 of 13,477 rows — these rows as CSV

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