PREVIEW / futures_5min / 2012-08-26

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-08-26.parquet
  size:    41 KB
  rows:    2,106

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
2012-08-26 18:00:00	ES	Futures	1434.16	1435.68	1433.9	1435.43	2640.0
2012-08-26 18:05:00	ES	Futures	1435.18	1436.19	1435.18	1436.19	908.0
2012-08-26 18:10:00	ES	Futures	1435.94	1436.19	1435.43	1435.94	740.0
2012-08-26 18:15:00	ES	Futures	1435.94	1437.21	1435.94	1436.45	1464.0
2012-08-26 18:20:00	ES	Futures	1436.45	1436.7	1435.94	1436.19	601.0
2012-08-26 18:25:00	ES	Futures	1436.19	1436.45	1435.94	1435.94	212.0
2012-08-26 18:30:00	ES	Futures	1436.19	1436.19	1435.94	1435.94	71.0
2012-08-26 18:35:00	ES	Futures	1435.94	1436.19	1435.94	1435.94	47.0
2012-08-26 18:40:00	ES	Futures	1435.94	1436.19	1435.94	1435.94	264.0
2012-08-26 18:45:00	ES	Futures	1436.19	1436.7	1435.94	1436.45	256.0
2012-08-26 18:50:00	ES	Futures	1436.45	1436.7	1436.45	1436.45	38.0
2012-08-26 18:55:00	ES	Futures	1436.7	1436.7	1436.45	1436.45	98.0
2012-08-26 19:00:00	ES	Futures	1436.45	1436.96	1436.45	1436.7	384.0
2012-08-26 19:05:00	ES	Futures	1436.96	1437.46	1436.96	1437.46	459.0
2012-08-26 19:10:00	ES	Futures	1437.46	1437.46	1436.7	1436.7	314.0
2012-08-26 19:15:00	ES	Futures	1436.7	1436.96	1436.7	1436.7	118.0
2012-08-26 19:20:00	ES	Futures	1436.7	1436.96	1436.7	1436.7	130.0
2012-08-26 19:25:00	ES	Futures	1436.7	1436.7	1436.45	1436.45	14.0
2012-08-26 19:30:00	ES	Futures	1436.7	1436.96	1436.45	1436.7	365.0
2012-08-26 19:35:00	ES	Futures	1436.7	1436.7	1435.94	1435.94	441.0
2012-08-26 19:40:00	ES	Futures	1435.94	1436.19	1435.68	1435.94	190.0
2012-08-26 19:45:00	ES	Futures	1435.68	1435.94	1435.43	1435.68	299.0
2012-08-26 19:50:00	ES	Futures	1435.68	1435.68	1434.92	1434.92	690.0
2012-08-26 19:55:00	ES	Futures	1434.92	1435.18	1434.67	1434.92	599.0
2012-08-26 20:00:00	ES	Futures	1434.92	1435.43	1434.41	1435.18	812.0
2012-08-26 20:05:00	ES	Futures	1435.18	1435.68	1434.92	1434.92	489.0
2012-08-26 20:10:00	ES	Futures	1434.92	1435.18	1434.92	1434.92	416.0
2012-08-26 20:15:00	ES	Futures	1435.18	1435.18	1434.67	1434.92	608.0
2012-08-26 20:20:00	ES	Futures	1435.18	1435.18	1434.67	1434.92	479.0
2012-08-26 20:25:00	ES	Futures	1435.18	1435.43	1435.18	1435.43	263.0
2012-08-26 20:30:00	ES	Futures	1435.43	1435.68	1434.92	1435.43	317.0
2012-08-26 20:35:00	ES	Futures	1435.43	1435.68	1435.43	1435.68	380.0
2012-08-26 20:40:00	ES	Futures	1435.68	1436.19	1435.43	1435.68	333.0
2012-08-26 20:45:00	ES	Futures	1435.68	1436.19	1435.43	1436.19	419.0
2012-08-26 20:50:00	ES	Futures	1436.19	1436.45	1435.94	1436.19	657.0
2012-08-26 20:55:00	ES	Futures	1436.19	1436.7	1436.19	1436.45	234.0
2012-08-26 21:00:00	ES	Futures	1436.19	1436.7	1436.19	1436.7	124.0
2012-08-26 21:05:00	ES	Futures	1436.45	1436.96	1436.45	1436.7	355.0
2012-08-26 21:10:00	ES	Futures	1436.7	1436.96	1436.45	1436.96	261.0
2012-08-26 21:15:00	ES	Futures	1436.96	1436.96	1434.67	1435.18	1660.0
2012-08-26 21:20:00	ES	Futures	1435.18	1436.7	1434.92	1436.19	1052.0
2012-08-26 21:25:00	ES	Futures	1435.94	1436.19	1435.43	1435.68	419.0
2012-08-26 21:30:00	ES	Futures	1435.68	1435.68	1434.92	1434.92	1059.0
2012-08-26 21:35:00	ES	Futures	1434.92	1435.43	1434.92	1435.18	678.0
2012-08-26 21:40:00	ES	Futures	1435.18	1436.19	1435.18	1435.94	550.0
2012-08-26 21:45:00	ES	Futures	1435.68	1435.68	1434.92	1435.43	508.0
2012-08-26 21:50:00	ES	Futures	1435.18	1436.19	1435.18	1436.19	494.0
2012-08-26 21:55:00	ES	Futures	1435.94	1435.94	1435.18	1435.18	402.0
2012-08-26 22:00:00	ES	Futures	1435.43	1435.68	1434.41	1434.67	712.0
2012-08-26 22:05:00	ES	Futures	1434.41	1434.92	1434.41	1434.67	521.0

> showing 50 of 2,106 rows — these rows as CSV

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