PREVIEW / futures_5min / 2012-09-05

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-09-05.parquet
  size:    202 KB
  rows:    12,824

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
2012-09-05 00:00:00	ES	Futures	1427.04	1427.04	1426.53	1426.53	200.0
2012-09-05 00:05:00	ES	Futures	1426.53	1426.78	1426.53	1426.78	175.0
2012-09-05 00:10:00	ES	Futures	1426.78	1426.78	1426.53	1426.78	118.0
2012-09-05 00:15:00	ES	Futures	1426.78	1426.78	1426.28	1426.28	289.0
2012-09-05 00:20:00	ES	Futures	1426.28	1426.53	1426.02	1426.28	541.0
2012-09-05 00:25:00	ES	Futures	1426.02	1426.28	1425.51	1425.51	1364.0
2012-09-05 00:30:00	ES	Futures	1425.51	1425.77	1425.26	1425.26	492.0
2012-09-05 00:35:00	ES	Futures	1425.51	1425.51	1425.26	1425.26	197.0
2012-09-05 00:40:00	ES	Futures	1425.51	1425.51	1425.0	1425.26	488.0
2012-09-05 00:45:00	ES	Futures	1425.0	1425.26	1424.75	1425.0	712.0
2012-09-05 00:50:00	ES	Futures	1425.0	1425.26	1424.75	1425.26	281.0
2012-09-05 00:55:00	ES	Futures	1425.0	1425.77	1425.0	1425.51	383.0
2012-09-05 01:00:00	ES	Futures	1425.51	1425.77	1425.26	1425.51	325.0
2012-09-05 01:05:00	ES	Futures	1425.51	1425.51	1424.75	1425.0	401.0
2012-09-05 01:10:00	ES	Futures	1425.26	1425.26	1424.75	1425.0	453.0
2012-09-05 01:15:00	ES	Futures	1425.0	1425.26	1424.75	1424.75	164.0
2012-09-05 01:20:00	ES	Futures	1425.0	1425.0	1424.24	1424.24	981.0
2012-09-05 01:25:00	ES	Futures	1424.24	1425.0	1424.24	1424.75	368.0
2012-09-05 01:30:00	ES	Futures	1424.75	1425.0	1424.5	1424.5	210.0
2012-09-05 01:35:00	ES	Futures	1424.75	1424.75	1424.24	1424.5	493.0
2012-09-05 01:40:00	ES	Futures	1424.5	1425.0	1424.5	1424.75	285.0
2012-09-05 01:45:00	ES	Futures	1424.75	1425.26	1424.75	1425.26	490.0
2012-09-05 01:50:00	ES	Futures	1425.51	1425.51	1425.0	1425.26	157.0
2012-09-05 01:55:00	ES	Futures	1425.26	1425.51	1425.0	1425.0	389.0
2012-09-05 02:00:00	ES	Futures	1425.0	1425.26	1424.24	1424.24	664.0
2012-09-05 02:05:00	ES	Futures	1424.24	1424.75	1424.24	1424.75	197.0
2012-09-05 02:10:00	ES	Futures	1424.75	1424.75	1423.99	1424.24	454.0
2012-09-05 02:15:00	ES	Futures	1424.24	1424.5	1423.99	1424.24	1158.0
2012-09-05 02:20:00	ES	Futures	1424.5	1424.5	1423.99	1424.24	439.0
2012-09-05 02:25:00	ES	Futures	1424.24	1424.5	1424.24	1424.24	205.0
2012-09-05 02:30:00	ES	Futures	1424.5	1424.5	1424.24	1424.5	454.0
2012-09-05 02:35:00	ES	Futures	1424.75	1425.77	1424.5	1425.51	1263.0
2012-09-05 02:40:00	ES	Futures	1425.51	1426.02	1425.26	1425.51	1495.0
2012-09-05 02:45:00	ES	Futures	1425.51	1425.51	1424.75	1425.26	934.0
2012-09-05 02:50:00	ES	Futures	1425.0	1426.02	1425.0	1425.26	1001.0
2012-09-05 02:55:00	ES	Futures	1425.26	1425.26	1424.24	1424.5	620.0
2012-09-05 03:00:00	ES	Futures	1424.75	1425.77	1424.24	1425.51	2174.0
2012-09-05 03:05:00	ES	Futures	1425.51	1426.28	1425.26	1425.77	2699.0
2012-09-05 03:10:00	ES	Futures	1425.77	1426.28	1425.51	1425.77	1658.0
2012-09-05 03:15:00	ES	Futures	1425.77	1426.02	1425.51	1425.77	2227.0
2012-09-05 03:20:00	ES	Futures	1425.51	1426.02	1425.26	1425.26	1784.0
2012-09-05 03:25:00	ES	Futures	1425.26	1426.02	1424.75	1425.0	1287.0
2012-09-05 03:30:00	ES	Futures	1424.75	1425.0	1424.5	1424.75	806.0
2012-09-05 03:35:00	ES	Futures	1424.75	1425.0	1423.99	1424.24	1955.0
2012-09-05 03:40:00	ES	Futures	1424.24	1424.75	1423.99	1424.5	1425.0
2012-09-05 03:45:00	ES	Futures	1424.75	1424.75	1424.24	1424.75	780.0
2012-09-05 03:50:00	ES	Futures	1424.5	1424.75	1423.99	1424.5	1173.0
2012-09-05 03:55:00	ES	Futures	1424.24	1424.5	1422.97	1423.73	4249.0
2012-09-05 04:00:00	ES	Futures	1423.48	1423.48	1422.46	1423.22	4083.0
2012-09-05 04:05:00	ES	Futures	1423.22	1423.22	1422.21	1422.72	2779.0

> showing 50 of 12,824 rows — these rows as CSV

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