PREVIEW / futures_5min / 2012-08-28

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-08-28.parquet
  size:    186 KB
  rows:    12,935

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
2012-08-28 00:00:00	ES	Futures	1429.07	1429.07	1428.82	1428.82	14.0
2012-08-28 00:05:00	ES	Futures	1428.82	1429.07	1428.82	1429.07	243.0
2012-08-28 00:10:00	ES	Futures	1429.07	1429.58	1429.07	1429.33	260.0
2012-08-28 00:15:00	ES	Futures	1429.58	1429.58	1429.33	1429.58	26.0
2012-08-28 00:20:00	ES	Futures	1429.58	1429.84	1429.33	1429.58	188.0
2012-08-28 00:25:00	ES	Futures	1429.58	1429.58	1429.33	1429.58	108.0
2012-08-28 00:30:00	ES	Futures	1429.58	1429.84	1429.33	1429.58	252.0
2012-08-28 00:35:00	ES	Futures	1429.58	1429.84	1429.33	1429.58	177.0
2012-08-28 00:40:00	ES	Futures	1429.33	1429.58	1429.33	1429.58	130.0
2012-08-28 00:45:00	ES	Futures	1429.58	1429.58	1429.07	1429.33	338.0
2012-08-28 00:50:00	ES	Futures	1429.33	1429.84	1429.33	1429.84	113.0
2012-08-28 00:55:00	ES	Futures	1429.58	1429.58	1429.33	1429.33	74.0
2012-08-28 01:00:00	ES	Futures	1429.33	1429.84	1429.33	1429.33	265.0
2012-08-28 01:05:00	ES	Futures	1429.33	1430.09	1429.33	1429.84	206.0
2012-08-28 01:10:00	ES	Futures	1429.84	1430.09	1429.84	1429.84	229.0
2012-08-28 01:15:00	ES	Futures	1430.09	1430.09	1429.33	1429.58	337.0
2012-08-28 01:20:00	ES	Futures	1429.33	1429.33	1429.33	1429.33	100.0
2012-08-28 01:25:00	ES	Futures	1429.33	1429.84	1429.33	1429.84	86.0
2012-08-28 01:30:00	ES	Futures	1429.58	1430.09	1429.58	1430.09	320.0
2012-08-28 01:35:00	ES	Futures	1430.09	1431.36	1429.84	1431.11	1565.0
2012-08-28 01:40:00	ES	Futures	1431.11	1431.36	1430.85	1431.36	682.0
2012-08-28 01:45:00	ES	Futures	1431.11	1432.63	1431.11	1432.38	2487.0
2012-08-28 01:50:00	ES	Futures	1432.38	1432.38	1431.87	1432.38	188.0
2012-08-28 01:55:00	ES	Futures	1432.12	1432.63	1432.12	1432.38	426.0
2012-08-28 02:00:00	ES	Futures	1432.63	1432.63	1431.62	1431.87	775.0
2012-08-28 02:05:00	ES	Futures	1431.62	1431.87	1431.11	1431.36	833.0
2012-08-28 02:10:00	ES	Futures	1431.36	1431.62	1431.11	1431.36	304.0
2012-08-28 02:15:00	ES	Futures	1431.62	1431.87	1431.36	1431.87	462.0
2012-08-28 02:20:00	ES	Futures	1431.87	1432.38	1431.62	1431.87	406.0
2012-08-28 02:25:00	ES	Futures	1432.12	1432.12	1431.36	1431.87	845.0
2012-08-28 02:30:00	ES	Futures	1431.87	1432.38	1431.62	1432.12	475.0
2012-08-28 02:35:00	ES	Futures	1432.38	1432.38	1432.12	1432.12	125.0
2012-08-28 02:40:00	ES	Futures	1432.38	1432.38	1432.12	1432.12	179.0
2012-08-28 02:45:00	ES	Futures	1432.38	1432.38	1432.12	1432.12	354.0
2012-08-28 02:50:00	ES	Futures	1432.12	1432.12	1431.87	1431.87	395.0
2012-08-28 02:55:00	ES	Futures	1431.87	1432.63	1431.87	1432.12	418.0
2012-08-28 03:00:00	ES	Futures	1432.38	1432.38	1431.36	1431.36	1568.0
2012-08-28 03:05:00	ES	Futures	1431.62	1432.12	1431.11	1432.12	2506.0
2012-08-28 03:10:00	ES	Futures	1432.12	1432.12	1431.11	1431.87	3077.0
2012-08-28 03:15:00	ES	Futures	1431.87	1432.12	1431.36	1431.87	1566.0
2012-08-28 03:20:00	ES	Futures	1431.62	1431.62	1430.6	1430.85	2719.0
2012-08-28 03:25:00	ES	Futures	1430.85	1430.85	1430.09	1430.6	2303.0
2012-08-28 03:30:00	ES	Futures	1430.6	1430.6	1429.84	1430.34	1956.0
2012-08-28 03:35:00	ES	Futures	1430.09	1431.36	1430.09	1431.11	1997.0
2012-08-28 03:40:00	ES	Futures	1431.11	1431.36	1430.85	1431.36	771.0
2012-08-28 03:45:00	ES	Futures	1431.11	1432.12	1430.85	1432.12	1261.0
2012-08-28 03:50:00	ES	Futures	1432.12	1433.14	1431.87	1432.63	3183.0
2012-08-28 03:55:00	ES	Futures	1432.63	1434.16	1432.38	1433.9	4361.0
2012-08-28 04:00:00	ES	Futures	1433.65	1434.16	1432.89	1433.14	1482.0
2012-08-28 04:05:00	ES	Futures	1432.89	1433.14	1432.38	1432.63	1435.0

> showing 50 of 12,935 rows — these rows as CSV

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