PREVIEW / futures_5min / 2012-09-03

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-09-03.parquet
  size:    130 KB
  rows:    8,661

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
2012-09-03 00:00:00	ES	Futures	1427.04	1427.04	1426.78	1427.04	35.0
2012-09-03 00:05:00	ES	Futures	1427.04	1427.04	1426.53	1426.78	218.0
2012-09-03 00:10:00	ES	Futures	1426.78	1427.04	1426.53	1426.78	122.0
2012-09-03 00:15:00	ES	Futures	1426.78	1427.04	1426.53	1426.78	166.0
2012-09-03 00:20:00	ES	Futures	1426.78	1427.04	1426.78	1427.04	151.0
2012-09-03 00:25:00	ES	Futures	1427.04	1428.06	1427.04	1427.29	458.0
2012-09-03 00:30:00	ES	Futures	1427.29	1428.06	1427.29	1427.8	458.0
2012-09-03 00:35:00	ES	Futures	1427.8	1428.31	1427.8	1428.06	304.0
2012-09-03 00:40:00	ES	Futures	1427.8	1428.31	1427.8	1428.06	80.0
2012-09-03 00:45:00	ES	Futures	1428.31	1428.31	1427.8	1427.8	62.0
2012-09-03 00:50:00	ES	Futures	1427.8	1428.06	1427.8	1428.06	34.0
2012-09-03 00:55:00	ES	Futures	1427.8	1428.31	1427.8	1428.06	83.0
2012-09-03 01:00:00	ES	Futures	1428.06	1428.56	1428.06	1428.31	494.0
2012-09-03 01:05:00	ES	Futures	1428.31	1428.56	1428.31	1428.56	256.0
2012-09-03 01:10:00	ES	Futures	1428.56	1428.56	1427.8	1427.8	176.0
2012-09-03 01:15:00	ES	Futures	1427.8	1428.06	1427.55	1427.55	88.0
2012-09-03 01:20:00	ES	Futures	1427.55	1427.8	1427.29	1427.8	223.0
2012-09-03 01:25:00	ES	Futures	1427.8	1427.8	1427.04	1427.04	278.0
2012-09-03 01:30:00	ES	Futures	1426.78	1427.04	1426.53	1426.53	142.0
2012-09-03 01:35:00	ES	Futures	1426.78	1427.29	1426.53	1427.29	131.0
2012-09-03 01:40:00	ES	Futures	1427.04	1427.29	1427.04	1427.29	82.0
2012-09-03 01:45:00	ES	Futures	1427.04	1427.29	1426.28	1426.28	249.0
2012-09-03 01:50:00	ES	Futures	1426.28	1426.53	1426.02	1426.02	327.0
2012-09-03 01:55:00	ES	Futures	1426.02	1426.02	1425.26	1425.77	719.0
2012-09-03 02:00:00	ES	Futures	1426.02	1426.53	1425.77	1426.28	543.0
2012-09-03 02:05:00	ES	Futures	1426.02	1426.28	1425.77	1426.28	610.0
2012-09-03 02:10:00	ES	Futures	1426.28	1426.53	1426.02	1426.53	282.0
2012-09-03 02:15:00	ES	Futures	1426.53	1426.53	1426.02	1426.02	329.0
2012-09-03 02:20:00	ES	Futures	1426.28	1426.78	1426.02	1426.28	649.0
2012-09-03 02:25:00	ES	Futures	1426.53	1426.78	1426.28	1426.53	430.0
2012-09-03 02:30:00	ES	Futures	1426.53	1426.78	1426.28	1426.78	368.0
2012-09-03 02:35:00	ES	Futures	1426.78	1426.78	1426.28	1426.28	516.0
2012-09-03 02:40:00	ES	Futures	1426.28	1426.53	1426.02	1426.28	182.0
2012-09-03 02:45:00	ES	Futures	1426.28	1426.28	1425.77	1425.77	677.0
2012-09-03 02:50:00	ES	Futures	1425.77	1426.28	1425.51	1426.02	339.0
2012-09-03 02:55:00	ES	Futures	1426.02	1426.28	1425.77	1426.02	356.0
2012-09-03 03:00:00	ES	Futures	1426.02	1426.53	1425.26	1426.28	1821.0
2012-09-03 03:05:00	ES	Futures	1426.53	1427.04	1426.02	1426.78	1708.0
2012-09-03 03:10:00	ES	Futures	1426.78	1428.82	1426.78	1428.56	3008.0
2012-09-03 03:15:00	ES	Futures	1428.56	1430.09	1428.31	1429.07	4704.0
2012-09-03 03:20:00	ES	Futures	1429.07	1429.84	1428.82	1429.33	1836.0
2012-09-03 03:25:00	ES	Futures	1429.07	1429.84	1429.07	1429.58	1185.0
2012-09-03 03:30:00	ES	Futures	1429.58	1429.84	1429.07	1429.58	1407.0
2012-09-03 03:35:00	ES	Futures	1429.58	1431.62	1429.58	1431.11	4123.0
2012-09-03 03:40:00	ES	Futures	1431.11	1432.12	1430.85	1431.36	2112.0
2012-09-03 03:45:00	ES	Futures	1431.36	1431.62	1430.34	1430.85	1907.0
2012-09-03 03:50:00	ES	Futures	1430.85	1431.36	1430.6	1430.6	1495.0
2012-09-03 03:55:00	ES	Futures	1430.85	1430.85	1430.09	1430.34	975.0
2012-09-03 04:00:00	ES	Futures	1430.34	1431.11	1430.09	1430.6	1736.0
2012-09-03 04:05:00	ES	Futures	1430.85	1431.11	1429.84	1430.09	1219.0

> showing 50 of 8,661 rows — these rows as CSV

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