PREVIEW / futures_5min / 2012-08-09

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-08-09.parquet
  size:    207 KB
  rows:    13,451

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
2012-08-09 00:00:00	ES	Futures	1426.02	1426.53	1425.77	1426.28	1534.0
2012-08-09 00:05:00	ES	Futures	1426.53	1426.53	1426.02	1426.28	402.0
2012-08-09 00:10:00	ES	Futures	1426.28	1426.53	1426.02	1426.28	286.0
2012-08-09 00:15:00	ES	Futures	1426.28	1426.28	1425.77	1426.02	361.0
2012-08-09 00:20:00	ES	Futures	1425.77	1426.02	1425.77	1425.77	67.0
2012-08-09 00:25:00	ES	Futures	1425.77	1426.02	1425.26	1426.02	453.0
2012-08-09 00:30:00	ES	Futures	1426.28	1426.28	1426.02	1426.28	414.0
2012-08-09 00:35:00	ES	Futures	1426.28	1426.53	1426.02	1426.02	217.0
2012-08-09 00:40:00	ES	Futures	1426.28	1426.53	1426.28	1426.28	147.0
2012-08-09 00:45:00	ES	Futures	1426.53	1426.53	1426.28	1426.28	248.0
2012-08-09 00:50:00	ES	Futures	1426.53	1427.04	1426.28	1427.04	675.0
2012-08-09 00:55:00	ES	Futures	1427.04	1427.04	1426.78	1426.78	405.0
2012-08-09 01:00:00	ES	Futures	1426.78	1427.29	1426.78	1427.29	722.0
2012-08-09 01:05:00	ES	Futures	1427.29	1427.8	1427.29	1427.55	1314.0
2012-08-09 01:10:00	ES	Futures	1427.55	1427.8	1427.55	1427.55	447.0
2012-08-09 01:15:00	ES	Futures	1427.55	1427.8	1427.04	1427.55	458.0
2012-08-09 01:20:00	ES	Futures	1427.55	1427.8	1427.04	1427.55	648.0
2012-08-09 01:25:00	ES	Futures	1427.55	1427.8	1427.04	1427.29	815.0
2012-08-09 01:30:00	ES	Futures	1427.29	1427.29	1425.77	1426.02	1936.0
2012-08-09 01:35:00	ES	Futures	1425.77	1426.28	1425.51	1426.02	1009.0
2012-08-09 01:40:00	ES	Futures	1425.77	1426.02	1425.26	1425.77	560.0
2012-08-09 01:45:00	ES	Futures	1426.02	1426.02	1425.26	1426.02	545.0
2012-08-09 01:50:00	ES	Futures	1426.02	1426.02	1425.0	1425.51	781.0
2012-08-09 01:55:00	ES	Futures	1425.26	1426.02	1425.26	1425.77	472.0
2012-08-09 02:00:00	ES	Futures	1425.77	1426.02	1425.77	1426.02	636.0
2012-08-09 02:05:00	ES	Futures	1426.02	1426.02	1425.26	1425.51	274.0
2012-08-09 02:10:00	ES	Futures	1425.51	1425.77	1425.26	1425.51	498.0
2012-08-09 02:15:00	ES	Futures	1425.51	1427.29	1425.51	1427.04	1439.0
2012-08-09 02:20:00	ES	Futures	1426.78	1426.78	1426.02	1426.28	680.0
2012-08-09 02:25:00	ES	Futures	1426.53	1427.04	1426.02	1426.28	584.0
2012-08-09 02:30:00	ES	Futures	1426.53	1427.8	1426.28	1427.55	1638.0
2012-08-09 02:35:00	ES	Futures	1427.8	1427.8	1426.78	1426.78	831.0
2012-08-09 02:40:00	ES	Futures	1426.78	1427.29	1426.78	1427.29	357.0
2012-08-09 02:45:00	ES	Futures	1427.04	1427.29	1427.04	1427.29	298.0
2012-08-09 02:50:00	ES	Futures	1427.29	1427.8	1427.04	1427.04	1112.0
2012-08-09 02:55:00	ES	Futures	1427.04	1427.04	1426.53	1426.53	481.0
2012-08-09 03:00:00	ES	Futures	1426.53	1426.78	1425.26	1425.26	3049.0
2012-08-09 03:05:00	ES	Futures	1425.51	1426.53	1425.26	1425.77	2722.0
2012-08-09 03:10:00	ES	Futures	1425.51	1426.02	1424.5	1425.0	3136.0
2012-08-09 03:15:00	ES	Futures	1425.0	1425.51	1424.5	1425.51	1804.0
2012-08-09 03:20:00	ES	Futures	1425.26	1425.26	1424.24	1425.0	2191.0
2012-08-09 03:25:00	ES	Futures	1424.75	1425.0	1423.99	1424.5	2776.0
2012-08-09 03:30:00	ES	Futures	1424.5	1425.0	1424.24	1424.5	1503.0
2012-08-09 03:35:00	ES	Futures	1424.24	1425.0	1424.24	1424.75	1427.0
2012-08-09 03:40:00	ES	Futures	1424.75	1424.75	1423.99	1424.5	1113.0
2012-08-09 03:45:00	ES	Futures	1424.5	1424.5	1423.22	1423.22	2002.0
2012-08-09 03:50:00	ES	Futures	1423.48	1424.24	1423.22	1423.99	2037.0
2012-08-09 03:55:00	ES	Futures	1423.99	1423.99	1422.97	1423.48	1697.0
2012-08-09 04:00:00	ES	Futures	1423.22	1423.73	1422.97	1423.48	2811.0
2012-08-09 04:05:00	ES	Futures	1423.48	1423.73	1423.22	1423.48	1768.0

> showing 50 of 13,451 rows — these rows as CSV

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