PREVIEW / futures_5min / 2012-08-21

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-08-21.parquet
  size:    209 KB
  rows:    13,057

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
2012-08-21 00:00:00	ES	Futures	1438.99	1439.24	1438.99	1438.99	104.0
2012-08-21 00:05:00	ES	Futures	1438.74	1439.24	1438.74	1439.24	58.0
2012-08-21 00:10:00	ES	Futures	1438.99	1439.5	1438.99	1439.24	268.0
2012-08-21 00:15:00	ES	Futures	1439.24	1439.75	1439.24	1439.75	705.0
2012-08-21 00:20:00	ES	Futures	1439.5	1439.75	1439.5	1439.75	560.0
2012-08-21 00:25:00	ES	Futures	1439.75	1439.75	1439.5	1439.75	357.0
2012-08-21 00:30:00	ES	Futures	1439.75	1440.01	1439.75	1440.01	75.0
2012-08-21 00:35:00	ES	Futures	1439.75	1440.01	1439.75	1439.75	159.0
2012-08-21 00:40:00	ES	Futures	1439.5	1439.75	1439.5	1439.75	21.0
2012-08-21 00:45:00	ES	Futures	1439.5	1439.75	1439.5	1439.75	59.0
2012-08-21 00:50:00	ES	Futures	1439.5	1439.75	1439.24	1439.5	472.0
2012-08-21 00:55:00	ES	Futures	1439.5	1439.75	1439.5	1439.5	124.0
2012-08-21 01:00:00	ES	Futures	1439.5	1439.75	1439.24	1439.5	164.0
2012-08-21 01:05:00	ES	Futures	1439.24	1439.75	1439.24	1439.75	130.0
2012-08-21 01:10:00	ES	Futures	1439.5	1439.75	1439.5	1439.75	184.0
2012-08-21 01:15:00	ES	Futures	1439.75	1440.01	1439.75	1439.75	84.0
2012-08-21 01:20:00	ES	Futures	1439.5	1439.75	1439.5	1439.5	207.0
2012-08-21 01:25:00	ES	Futures	1439.24	1439.5	1439.24	1439.5	85.0
2012-08-21 01:30:00	ES	Futures	1439.24	1439.75	1439.24	1439.75	213.0
2012-08-21 01:35:00	ES	Futures	1439.5	1439.75	1438.99	1438.99	346.0
2012-08-21 01:40:00	ES	Futures	1438.99	1439.24	1438.99	1438.99	115.0
2012-08-21 01:45:00	ES	Futures	1438.99	1439.5	1438.99	1439.24	193.0
2012-08-21 01:50:00	ES	Futures	1438.99	1439.24	1438.99	1438.99	285.0
2012-08-21 01:55:00	ES	Futures	1438.99	1439.24	1438.74	1438.99	379.0
2012-08-21 02:00:00	ES	Futures	1438.74	1439.24	1438.74	1438.99	350.0
2012-08-21 02:05:00	ES	Futures	1439.24	1439.24	1438.74	1438.74	509.0
2012-08-21 02:10:00	ES	Futures	1438.74	1439.5	1438.48	1439.24	576.0
2012-08-21 02:15:00	ES	Futures	1439.24	1440.01	1439.24	1439.5	650.0
2012-08-21 02:20:00	ES	Futures	1439.75	1440.01	1439.75	1439.75	335.0
2012-08-21 02:25:00	ES	Futures	1440.01	1440.01	1439.5	1439.5	729.0
2012-08-21 02:30:00	ES	Futures	1439.75	1440.26	1439.5	1440.01	316.0
2012-08-21 02:35:00	ES	Futures	1440.01	1440.26	1440.01	1440.01	301.0
2012-08-21 02:40:00	ES	Futures	1439.75	1440.01	1439.75	1440.01	67.0
2012-08-21 02:45:00	ES	Futures	1440.01	1440.26	1439.75	1440.01	310.0
2012-08-21 02:50:00	ES	Futures	1440.26	1440.26	1440.01	1440.01	235.0
2012-08-21 02:55:00	ES	Futures	1440.01	1440.26	1439.75	1439.75	199.0
2012-08-21 03:00:00	ES	Futures	1439.75	1440.52	1439.75	1440.01	1814.0
2012-08-21 03:05:00	ES	Futures	1440.01	1440.26	1439.5	1439.75	1187.0
2012-08-21 03:10:00	ES	Futures	1439.5	1440.52	1439.24	1440.52	1981.0
2012-08-21 03:15:00	ES	Futures	1440.52	1441.53	1440.52	1440.77	5887.0
2012-08-21 03:20:00	ES	Futures	1440.77	1441.53	1440.77	1440.77	1275.0
2012-08-21 03:25:00	ES	Futures	1441.02	1443.06	1441.02	1442.8	7995.0
2012-08-21 03:30:00	ES	Futures	1442.8	1443.57	1442.3	1442.55	5594.0
2012-08-21 03:35:00	ES	Futures	1442.55	1443.06	1442.04	1442.8	3461.0
2012-08-21 03:40:00	ES	Futures	1442.8	1443.31	1442.3	1443.31	2318.0
2012-08-21 03:45:00	ES	Futures	1443.06	1443.31	1442.55	1442.55	2488.0
2012-08-21 03:50:00	ES	Futures	1442.8	1442.8	1442.3	1442.3	1487.0
2012-08-21 03:55:00	ES	Futures	1442.55	1442.55	1442.04	1442.04	1957.0
2012-08-21 04:00:00	ES	Futures	1442.04	1442.8	1442.04	1442.55	641.0
2012-08-21 04:05:00	ES	Futures	1442.8	1443.31	1442.8	1443.06	1108.0

> showing 50 of 13,057 rows — these rows as CSV

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