PREVIEW / futures_5min / 2012-08-20

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-08-20.parquet
  size:    189 KB
  rows:    12,454

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
2012-08-20 00:00:00	ES	Futures	1438.99	1438.99	1438.99	1438.99	148.0
2012-08-20 00:05:00	ES	Futures	1438.99	1439.24	1438.99	1438.99	103.0
2012-08-20 00:10:00	ES	Futures	1438.99	1439.24	1438.99	1439.24	28.0
2012-08-20 00:15:00	ES	Futures	1439.24	1439.24	1438.74	1438.74	46.0
2012-08-20 00:20:00	ES	Futures	1438.99	1439.24	1438.74	1439.24	214.0
2012-08-20 00:25:00	ES	Futures	1438.99	1439.24	1438.99	1439.24	15.0
2012-08-20 00:30:00	ES	Futures	1439.24	1439.5	1438.99	1439.5	89.0
2012-08-20 00:35:00	ES	Futures	1439.5	1439.5	1438.99	1438.99	75.0
2012-08-20 00:40:00	ES	Futures	1438.99	1439.5	1438.99	1439.24	229.0
2012-08-20 00:45:00	ES	Futures	1439.24	1439.5	1439.24	1439.5	83.0
2012-08-20 00:50:00	ES	Futures	1439.24	1439.5	1438.99	1438.99	159.0
2012-08-20 00:55:00	ES	Futures	1438.74	1439.24	1438.74	1438.99	189.0
2012-08-20 01:00:00	ES	Futures	1438.99	1439.24	1438.99	1439.24	321.0
2012-08-20 01:05:00	ES	Futures	1439.24	1439.24	1438.74	1438.74	196.0
2012-08-20 01:10:00	ES	Futures	1438.99	1438.99	1438.48	1438.48	228.0
2012-08-20 01:15:00	ES	Futures	1438.48	1438.74	1438.48	1438.74	144.0
2012-08-20 01:20:00	ES	Futures	1438.74	1438.99	1438.48	1438.74	136.0
2012-08-20 01:25:00	ES	Futures	1438.74	1438.99	1438.74	1438.99	119.0
2012-08-20 01:30:00	ES	Futures	1438.99	1439.24	1438.99	1439.24	293.0
2012-08-20 01:35:00	ES	Futures	1439.24	1439.24	1438.99	1439.24	124.0
2012-08-20 01:40:00	ES	Futures	1439.24	1439.5	1439.24	1439.24	225.0
2012-08-20 01:45:00	ES	Futures	1439.24	1439.5	1438.99	1439.5	106.0
2012-08-20 01:50:00	ES	Futures	1439.24	1439.24	1438.99	1439.24	86.0
2012-08-20 01:55:00	ES	Futures	1439.24	1439.24	1438.99	1439.24	120.0
2012-08-20 02:00:00	ES	Futures	1439.24	1439.5	1438.99	1439.5	363.0
2012-08-20 02:05:00	ES	Futures	1439.24	1440.01	1439.24	1440.01	516.0
2012-08-20 02:10:00	ES	Futures	1440.01	1440.01	1439.5	1439.5	181.0
2012-08-20 02:15:00	ES	Futures	1439.75	1439.75	1439.5	1439.75	264.0
2012-08-20 02:20:00	ES	Futures	1439.5	1440.01	1439.5	1440.01	196.0
2012-08-20 02:25:00	ES	Futures	1440.01	1440.26	1439.75	1439.75	726.0
2012-08-20 02:30:00	ES	Futures	1440.01	1440.52	1439.75	1440.52	517.0
2012-08-20 02:35:00	ES	Futures	1440.52	1440.52	1440.01	1440.26	191.0
2012-08-20 02:40:00	ES	Futures	1440.26	1440.52	1440.01	1440.52	325.0
2012-08-20 02:45:00	ES	Futures	1440.26	1440.26	1439.75	1440.01	250.0
2012-08-20 02:50:00	ES	Futures	1439.75	1440.26	1439.5	1439.5	814.0
2012-08-20 02:55:00	ES	Futures	1439.5	1440.52	1439.5	1440.26	1462.0
2012-08-20 03:00:00	ES	Futures	1440.01	1440.77	1439.5	1440.52	2319.0
2012-08-20 03:05:00	ES	Futures	1440.52	1441.02	1440.52	1440.52	2902.0
2012-08-20 03:10:00	ES	Futures	1440.77	1441.28	1440.52	1441.02	3189.0
2012-08-20 03:15:00	ES	Futures	1441.02	1441.02	1440.26	1440.52	1728.0
2012-08-20 03:20:00	ES	Futures	1440.26	1440.77	1439.75	1439.75	2975.0
2012-08-20 03:25:00	ES	Futures	1439.75	1440.01	1439.24	1439.75	1763.0
2012-08-20 03:30:00	ES	Futures	1439.75	1440.26	1439.75	1440.01	358.0
2012-08-20 03:35:00	ES	Futures	1440.01	1440.26	1439.5	1439.5	950.0
2012-08-20 03:40:00	ES	Futures	1439.5	1440.01	1439.5	1439.75	828.0
2012-08-20 03:45:00	ES	Futures	1440.01	1440.01	1439.5	1439.75	1167.0
2012-08-20 03:50:00	ES	Futures	1440.01	1440.52	1440.01	1440.26	1627.0
2012-08-20 03:55:00	ES	Futures	1440.26	1440.52	1440.26	1440.52	1240.0
2012-08-20 04:00:00	ES	Futures	1440.26	1440.77	1440.26	1440.77	1308.0
2012-08-20 04:05:00	ES	Futures	1440.52	1440.77	1440.26	1440.26	620.0

> showing 50 of 12,454 rows — these rows as CSV

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