PREVIEW / futures_5min / 2012-08-03

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-08-03.parquet
  size:    220 KB
  rows:    11,314

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
2012-08-03 00:00:00	ES	Futures	1385.84	1385.84	1385.34	1385.34	292.0
2012-08-03 00:05:00	ES	Futures	1385.34	1385.59	1385.08	1385.34	124.0
2012-08-03 00:10:00	ES	Futures	1385.34	1385.84	1385.34	1385.34	100.0
2012-08-03 00:15:00	ES	Futures	1385.34	1385.59	1385.08	1385.08	211.0
2012-08-03 00:20:00	ES	Futures	1385.08	1385.59	1385.08	1385.08	91.0
2012-08-03 00:25:00	ES	Futures	1385.08	1385.34	1384.57	1385.08	490.0
2012-08-03 00:30:00	ES	Futures	1385.08	1385.59	1385.08	1385.34	97.0
2012-08-03 00:35:00	ES	Futures	1385.34	1385.84	1385.34	1385.84	88.0
2012-08-03 00:40:00	ES	Futures	1385.84	1385.84	1385.34	1385.34	90.0
2012-08-03 00:45:00	ES	Futures	1385.34	1385.34	1385.34	1385.34	4.0
2012-08-03 00:50:00	ES	Futures	1385.59	1385.59	1385.34	1385.59	32.0
2012-08-03 00:55:00	ES	Futures	1385.34	1385.84	1385.34	1385.59	152.0
2012-08-03 01:00:00	ES	Futures	1385.59	1385.84	1385.08	1385.34	279.0
2012-08-03 01:05:00	ES	Futures	1385.08	1385.34	1385.08	1385.08	82.0
2012-08-03 01:10:00	ES	Futures	1385.34	1385.59	1385.34	1385.59	116.0
2012-08-03 01:15:00	ES	Futures	1385.84	1386.61	1385.84	1386.35	362.0
2012-08-03 01:20:00	ES	Futures	1386.1	1386.35	1385.84	1386.35	252.0
2012-08-03 01:25:00	ES	Futures	1386.35	1386.86	1386.1	1386.1	379.0
2012-08-03 01:30:00	ES	Futures	1386.1	1386.35	1385.59	1386.35	292.0
2012-08-03 01:35:00	ES	Futures	1386.35	1386.61	1386.1	1386.35	341.0
2012-08-03 01:40:00	ES	Futures	1386.35	1386.61	1386.1	1386.1	193.0
2012-08-03 01:45:00	ES	Futures	1386.1	1386.1	1385.34	1385.34	155.0
2012-08-03 01:50:00	ES	Futures	1385.59	1385.84	1385.34	1385.34	533.0
2012-08-03 01:55:00	ES	Futures	1385.34	1385.34	1385.08	1385.34	365.0
2012-08-03 02:00:00	ES	Futures	1385.34	1386.61	1385.34	1386.61	1056.0
2012-08-03 02:05:00	ES	Futures	1386.61	1386.61	1385.84	1386.1	826.0
2012-08-03 02:10:00	ES	Futures	1386.1	1386.86	1385.84	1386.86	392.0
2012-08-03 02:15:00	ES	Futures	1386.61	1387.62	1386.61	1387.37	1208.0
2012-08-03 02:20:00	ES	Futures	1387.37	1388.39	1387.12	1387.88	1611.0
2012-08-03 02:25:00	ES	Futures	1387.88	1388.13	1387.37	1387.88	766.0
2012-08-03 02:30:00	ES	Futures	1388.13	1388.39	1387.88	1387.88	342.0
2012-08-03 02:35:00	ES	Futures	1387.88	1388.13	1386.86	1387.37	746.0
2012-08-03 02:40:00	ES	Futures	1387.12	1387.37	1386.86	1387.37	490.0
2012-08-03 02:45:00	ES	Futures	1387.62	1388.13	1387.37	1387.88	763.0
2012-08-03 02:50:00	ES	Futures	1387.88	1388.13	1387.37	1388.13	639.0
2012-08-03 02:55:00	ES	Futures	1388.13	1388.64	1387.37	1388.39	1602.0
2012-08-03 03:00:00	ES	Futures	1388.64	1389.15	1387.88	1388.13	3876.0
2012-08-03 03:05:00	ES	Futures	1388.13	1388.64	1387.12	1387.88	5936.0
2012-08-03 03:10:00	ES	Futures	1388.13	1388.9	1387.88	1388.39	3748.0
2012-08-03 03:15:00	ES	Futures	1388.64	1390.17	1388.64	1390.17	5865.0
2012-08-03 03:20:00	ES	Futures	1389.91	1390.68	1389.91	1390.17	6296.0
2012-08-03 03:25:00	ES	Futures	1390.17	1390.68	1389.91	1390.42	2154.0
2012-08-03 03:30:00	ES	Futures	1390.68	1391.44	1390.42	1391.44	5092.0
2012-08-03 03:35:00	ES	Futures	1391.18	1391.69	1390.68	1390.68	3324.0
2012-08-03 03:40:00	ES	Futures	1390.93	1390.93	1390.42	1390.68	1886.0
2012-08-03 03:45:00	ES	Futures	1390.68	1390.93	1390.42	1390.42	2100.0
2012-08-03 03:50:00	ES	Futures	1390.42	1391.44	1390.42	1390.93	2813.0
2012-08-03 03:55:00	ES	Futures	1390.93	1391.95	1390.93	1391.95	3620.0
2012-08-03 04:00:00	ES	Futures	1391.69	1393.98	1391.69	1393.22	10636.0
2012-08-03 04:05:00	ES	Futures	1393.22	1393.47	1392.71	1393.22	3595.0

> showing 50 of 11,314 rows — these rows as CSV

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