PREVIEW / futures_5min / 2012-08-16

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-08-16.parquet
  size:    205 KB
  rows:    13,167

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
2012-08-16 00:00:00	ES	Futures	1430.09	1430.34	1429.33	1429.84	962.0
2012-08-16 00:05:00	ES	Futures	1429.84	1430.6	1429.58	1430.6	936.0
2012-08-16 00:10:00	ES	Futures	1430.34	1430.85	1430.09	1430.09	751.0
2012-08-16 00:15:00	ES	Futures	1430.09	1430.6	1430.09	1430.34	369.0
2012-08-16 00:20:00	ES	Futures	1430.6	1430.6	1430.09	1430.34	87.0
2012-08-16 00:25:00	ES	Futures	1430.34	1430.34	1430.09	1430.09	125.0
2012-08-16 00:30:00	ES	Futures	1430.09	1430.34	1429.84	1429.84	152.0
2012-08-16 00:35:00	ES	Futures	1429.84	1430.6	1429.84	1430.6	141.0
2012-08-16 00:40:00	ES	Futures	1430.34	1430.6	1430.34	1430.6	412.0
2012-08-16 00:45:00	ES	Futures	1430.6	1430.6	1430.09	1430.09	177.0
2012-08-16 00:50:00	ES	Futures	1430.09	1430.6	1429.84	1430.6	313.0
2012-08-16 00:55:00	ES	Futures	1430.34	1430.6	1429.84	1429.84	162.0
2012-08-16 01:00:00	ES	Futures	1429.84	1430.09	1429.58	1429.84	101.0
2012-08-16 01:05:00	ES	Futures	1429.84	1430.34	1429.84	1430.09	491.0
2012-08-16 01:10:00	ES	Futures	1430.34	1430.85	1430.09	1430.6	488.0
2012-08-16 01:15:00	ES	Futures	1430.6	1431.11	1430.6	1430.85	690.0
2012-08-16 01:20:00	ES	Futures	1431.11	1431.36	1430.85	1431.11	576.0
2012-08-16 01:25:00	ES	Futures	1431.36	1431.36	1430.85	1430.85	289.0
2012-08-16 01:30:00	ES	Futures	1430.85	1431.11	1430.34	1430.6	510.0
2012-08-16 01:35:00	ES	Futures	1430.6	1431.11	1430.6	1431.11	314.0
2012-08-16 01:40:00	ES	Futures	1431.11	1431.11	1430.85	1431.11	349.0
2012-08-16 01:45:00	ES	Futures	1431.11	1431.36	1430.85	1431.36	118.0
2012-08-16 01:50:00	ES	Futures	1431.36	1431.87	1431.11	1431.62	1253.0
2012-08-16 01:55:00	ES	Futures	1431.62	1431.87	1431.36	1431.62	217.0
2012-08-16 02:00:00	ES	Futures	1431.36	1431.62	1430.85	1430.85	897.0
2012-08-16 02:05:00	ES	Futures	1431.11	1431.11	1430.6	1430.85	347.0
2012-08-16 02:10:00	ES	Futures	1430.85	1430.85	1429.33	1429.58	2604.0
2012-08-16 02:15:00	ES	Futures	1429.58	1430.6	1429.58	1430.34	654.0
2012-08-16 02:20:00	ES	Futures	1430.34	1430.6	1430.09	1430.09	247.0
2012-08-16 02:25:00	ES	Futures	1430.09	1430.34	1429.58	1429.58	422.0
2012-08-16 02:30:00	ES	Futures	1429.84	1429.84	1429.33	1429.84	211.0
2012-08-16 02:35:00	ES	Futures	1429.84	1429.84	1429.58	1429.58	290.0
2012-08-16 02:40:00	ES	Futures	1429.58	1429.84	1429.33	1429.33	161.0
2012-08-16 02:45:00	ES	Futures	1429.33	1429.33	1428.31	1429.07	1137.0
2012-08-16 02:50:00	ES	Futures	1428.82	1429.07	1428.06	1428.56	930.0
2012-08-16 02:55:00	ES	Futures	1428.31	1428.82	1428.31	1428.82	409.0
2012-08-16 03:00:00	ES	Futures	1428.56	1429.07	1428.06	1428.31	1121.0
2012-08-16 03:05:00	ES	Futures	1428.56	1428.56	1427.8	1427.8	1993.0
2012-08-16 03:10:00	ES	Futures	1427.8	1427.8	1427.04	1427.55	3105.0
2012-08-16 03:15:00	ES	Futures	1427.55	1428.06	1427.29	1428.06	1818.0
2012-08-16 03:20:00	ES	Futures	1427.8	1428.31	1427.55	1427.8	1667.0
2012-08-16 03:25:00	ES	Futures	1427.8	1428.06	1427.29	1427.8	1407.0
2012-08-16 03:30:00	ES	Futures	1427.55	1428.06	1427.29	1427.29	1733.0
2012-08-16 03:35:00	ES	Futures	1427.29	1427.8	1427.04	1427.29	1645.0
2012-08-16 03:40:00	ES	Futures	1427.29	1428.06	1427.04	1427.8	1946.0
2012-08-16 03:45:00	ES	Futures	1427.8	1428.06	1427.55	1427.8	1648.0
2012-08-16 03:50:00	ES	Futures	1427.8	1428.06	1427.8	1428.06	685.0
2012-08-16 03:55:00	ES	Futures	1428.06	1428.06	1427.29	1427.55	1242.0
2012-08-16 04:00:00	ES	Futures	1427.55	1428.31	1427.29	1428.06	2243.0
2012-08-16 04:05:00	ES	Futures	1428.06	1428.31	1427.55	1428.06	891.0

> showing 50 of 13,167 rows — these rows as CSV

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