PREVIEW / futures_5min / 2012-08-17

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-08-17.parquet
  size:    168 KB
  rows:    10,883

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
2012-08-17 00:00:00	ES	Futures	1436.45	1436.7	1436.19	1436.19	210.0
2012-08-17 00:05:00	ES	Futures	1436.45	1436.45	1436.19	1436.19	86.0
2012-08-17 00:10:00	ES	Futures	1436.45	1436.45	1436.19	1436.19	100.0
2012-08-17 00:15:00	ES	Futures	1436.19	1436.45	1436.19	1436.45	138.0
2012-08-17 00:20:00	ES	Futures	1436.19	1436.7	1436.19	1436.45	342.0
2012-08-17 00:25:00	ES	Futures	1436.45	1436.7	1436.45	1436.45	109.0
2012-08-17 00:30:00	ES	Futures	1436.45	1436.7	1435.94	1436.19	531.0
2012-08-17 00:35:00	ES	Futures	1436.19	1436.96	1436.19	1436.45	728.0
2012-08-17 00:40:00	ES	Futures	1436.45	1436.7	1436.19	1436.45	410.0
2012-08-17 00:45:00	ES	Futures	1436.7	1436.7	1436.45	1436.7	117.0
2012-08-17 00:50:00	ES	Futures	1436.7	1436.7	1436.19	1436.19	431.0
2012-08-17 00:55:00	ES	Futures	1436.19	1436.7	1436.19	1436.19	173.0
2012-08-17 01:00:00	ES	Futures	1436.45	1436.7	1436.45	1436.7	185.0
2012-08-17 01:05:00	ES	Futures	1436.7	1436.7	1436.45	1436.45	138.0
2012-08-17 01:10:00	ES	Futures	1436.45	1436.96	1436.19	1436.7	394.0
2012-08-17 01:15:00	ES	Futures	1436.96	1436.96	1436.45	1436.45	132.0
2012-08-17 01:20:00	ES	Futures	1436.7	1436.7	1436.45	1436.7	36.0
2012-08-17 01:25:00	ES	Futures	1436.45	1436.7	1436.45	1436.7	174.0
2012-08-17 01:30:00	ES	Futures	1436.96	1436.96	1436.7	1436.7	232.0
2012-08-17 01:35:00	ES	Futures	1436.7	1436.7	1435.94	1435.94	412.0
2012-08-17 01:40:00	ES	Futures	1435.94	1436.7	1435.94	1436.7	331.0
2012-08-17 01:45:00	ES	Futures	1436.45	1436.7	1436.19	1436.45	236.0
2012-08-17 01:50:00	ES	Futures	1436.7	1436.7	1436.19	1436.45	299.0
2012-08-17 01:55:00	ES	Futures	1436.45	1436.45	1435.94	1435.94	456.0
2012-08-17 02:00:00	ES	Futures	1436.19	1436.96	1435.94	1436.45	489.0
2012-08-17 02:05:00	ES	Futures	1436.7	1437.21	1436.45	1437.21	492.0
2012-08-17 02:10:00	ES	Futures	1436.96	1437.72	1436.96	1437.46	580.0
2012-08-17 02:15:00	ES	Futures	1437.46	1437.46	1436.96	1437.21	211.0
2012-08-17 02:20:00	ES	Futures	1436.96	1436.96	1436.45	1436.96	481.0
2012-08-17 02:25:00	ES	Futures	1436.96	1437.46	1436.7	1437.21	830.0
2012-08-17 02:30:00	ES	Futures	1437.21	1437.46	1436.96	1437.21	318.0
2012-08-17 02:35:00	ES	Futures	1437.21	1437.46	1436.96	1437.21	682.0
2012-08-17 02:40:00	ES	Futures	1437.21	1437.97	1437.21	1437.46	990.0
2012-08-17 02:45:00	ES	Futures	1437.46	1437.72	1437.21	1437.72	420.0
2012-08-17 02:50:00	ES	Futures	1437.46	1437.72	1437.21	1437.46	422.0
2012-08-17 02:55:00	ES	Futures	1437.72	1437.97	1437.21	1437.72	512.0
2012-08-17 03:00:00	ES	Futures	1437.72	1437.72	1436.19	1436.19	2578.0
2012-08-17 03:05:00	ES	Futures	1436.19	1436.45	1435.68	1436.19	2625.0
2012-08-17 03:10:00	ES	Futures	1436.19	1436.7	1436.19	1436.7	1524.0
2012-08-17 03:15:00	ES	Futures	1436.45	1437.21	1436.45	1436.96	1787.0
2012-08-17 03:20:00	ES	Futures	1436.96	1437.97	1436.96	1437.46	2049.0
2012-08-17 03:25:00	ES	Futures	1437.46	1438.23	1436.96	1436.96	5855.0
2012-08-17 03:30:00	ES	Futures	1436.96	1437.72	1436.7	1437.21	3122.0
2012-08-17 03:35:00	ES	Futures	1436.96	1437.21	1436.45	1436.7	2283.0
2012-08-17 03:40:00	ES	Futures	1436.45	1436.96	1435.94	1436.45	3040.0
2012-08-17 03:45:00	ES	Futures	1436.19	1436.45	1435.94	1435.94	1631.0
2012-08-17 03:50:00	ES	Futures	1435.94	1436.19	1435.68	1435.94	3522.0
2012-08-17 03:55:00	ES	Futures	1435.68	1436.19	1435.68	1435.94	903.0
2012-08-17 04:00:00	ES	Futures	1435.68	1436.45	1435.68	1435.94	1769.0
2012-08-17 04:05:00	ES	Futures	1435.94	1436.19	1435.68	1435.94	682.0

> showing 50 of 10,883 rows — these rows as CSV

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