PREVIEW / futures_5min / 2012-09-02

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-09-02.parquet
  size:    36 KB
  rows:    1,693

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
2012-09-02 18:00:00	ES	Futures	1430.34	1430.34	1427.29	1427.55	2771.0
2012-09-02 18:05:00	ES	Futures	1427.8	1427.8	1427.04	1427.29	566.0
2012-09-02 18:10:00	ES	Futures	1427.04	1427.29	1426.53	1427.04	387.0
2012-09-02 18:15:00	ES	Futures	1426.78	1426.78	1426.02	1426.53	397.0
2012-09-02 18:20:00	ES	Futures	1426.53	1426.53	1425.77	1425.77	424.0
2012-09-02 18:25:00	ES	Futures	1425.77	1427.29	1425.77	1427.29	627.0
2012-09-02 18:30:00	ES	Futures	1427.29	1429.58	1427.04	1428.82	1799.0
2012-09-02 18:35:00	ES	Futures	1429.07	1429.33	1428.82	1429.33	159.0
2012-09-02 18:40:00	ES	Futures	1429.07	1429.33	1429.07	1429.07	74.0
2012-09-02 18:45:00	ES	Futures	1429.07	1429.07	1428.82	1429.07	134.0
2012-09-02 18:50:00	ES	Futures	1428.82	1429.33	1428.82	1428.82	123.0
2012-09-02 18:55:00	ES	Futures	1429.07	1429.07	1428.82	1429.07	54.0
2012-09-02 19:00:00	ES	Futures	1429.07	1429.07	1428.56	1428.82	251.0
2012-09-02 19:05:00	ES	Futures	1428.82	1428.82	1428.56	1428.82	63.0
2012-09-02 19:10:00	ES	Futures	1428.82	1428.82	1427.55	1427.8	304.0
2012-09-02 19:15:00	ES	Futures	1427.8	1428.06	1427.55	1427.8	91.0
2012-09-02 19:20:00	ES	Futures	1427.8	1427.8	1427.04	1427.29	193.0
2012-09-02 19:25:00	ES	Futures	1427.29	1427.55	1427.04	1427.55	31.0
2012-09-02 19:30:00	ES	Futures	1427.55	1427.55	1425.51	1425.51	735.0
2012-09-02 19:35:00	ES	Futures	1425.51	1425.77	1425.51	1425.51	550.0
2012-09-02 19:40:00	ES	Futures	1425.77	1425.77	1425.0	1425.26	289.0
2012-09-02 19:45:00	ES	Futures	1425.26	1425.51	1425.0	1425.51	370.0
2012-09-02 19:50:00	ES	Futures	1425.51	1426.02	1425.26	1425.77	311.0
2012-09-02 19:55:00	ES	Futures	1425.51	1425.51	1424.5	1424.5	828.0
2012-09-02 20:00:00	ES	Futures	1424.75	1424.75	1423.99	1424.24	997.0
2012-09-02 20:05:00	ES	Futures	1424.24	1424.5	1423.73	1423.73	815.0
2012-09-02 20:10:00	ES	Futures	1423.73	1423.99	1422.97	1423.48	908.0
2012-09-02 20:15:00	ES	Futures	1423.48	1423.48	1421.95	1422.46	2252.0
2012-09-02 20:20:00	ES	Futures	1422.21	1422.46	1421.7	1422.21	830.0
2012-09-02 20:25:00	ES	Futures	1422.46	1422.46	1420.94	1421.19	1480.0
2012-09-02 20:30:00	ES	Futures	1421.19	1421.44	1420.68	1421.44	1433.0
2012-09-02 20:35:00	ES	Futures	1421.19	1421.7	1421.19	1421.44	658.0
2012-09-02 20:40:00	ES	Futures	1421.44	1421.7	1421.44	1421.7	299.0
2012-09-02 20:45:00	ES	Futures	1421.7	1421.95	1421.44	1421.7	552.0
2012-09-02 20:50:00	ES	Futures	1421.7	1421.7	1420.68	1420.94	792.0
2012-09-02 20:55:00	ES	Futures	1420.94	1421.44	1420.68	1421.19	563.0
2012-09-02 21:00:00	ES	Futures	1421.19	1421.44	1420.68	1421.19	632.0
2012-09-02 21:05:00	ES	Futures	1421.44	1421.95	1421.19	1421.7	454.0
2012-09-02 21:10:00	ES	Futures	1421.95	1421.95	1421.44	1421.7	331.0
2012-09-02 21:15:00	ES	Futures	1421.7	1422.46	1421.44	1421.7	914.0
2012-09-02 21:20:00	ES	Futures	1421.7	1422.21	1421.44	1422.21	528.0
2012-09-02 21:25:00	ES	Futures	1421.95	1422.97	1421.95	1422.72	798.0
2012-09-02 21:30:00	ES	Futures	1422.46	1422.72	1421.44	1422.21	1015.0
2012-09-02 21:35:00	ES	Futures	1422.21	1422.97	1422.21	1422.97	410.0
2012-09-02 21:40:00	ES	Futures	1422.97	1423.48	1422.72	1423.22	1052.0
2012-09-02 21:45:00	ES	Futures	1423.22	1423.48	1422.97	1422.97	351.0
2012-09-02 21:50:00	ES	Futures	1423.22	1423.73	1422.97	1423.48	402.0
2012-09-02 21:55:00	ES	Futures	1423.48	1424.5	1423.22	1424.24	1116.0
2012-09-02 22:00:00	ES	Futures	1424.24	1424.24	1423.73	1424.24	244.0
2012-09-02 22:05:00	ES	Futures	1424.24	1424.5	1423.99	1424.24	360.0

> showing 50 of 1,693 rows — these rows as CSV

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