PREVIEW / futures_5min / 2012-09-07

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-09-07.parquet
  size:    191 KB
  rows:    10,846

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
2012-09-07 00:00:00	ES	Futures	1456.54	1456.54	1456.03	1456.28	183.0
2012-09-07 00:05:00	ES	Futures	1456.28	1456.28	1455.77	1456.28	693.0
2012-09-07 00:10:00	ES	Futures	1456.28	1456.54	1456.28	1456.54	285.0
2012-09-07 00:15:00	ES	Futures	1456.28	1456.54	1456.28	1456.54	58.0
2012-09-07 00:20:00	ES	Futures	1456.54	1457.04	1456.28	1456.54	377.0
2012-09-07 00:25:00	ES	Futures	1456.79	1456.79	1456.54	1456.54	557.0
2012-09-07 00:30:00	ES	Futures	1456.54	1456.54	1456.28	1456.54	305.0
2012-09-07 00:35:00	ES	Futures	1456.54	1456.79	1456.28	1456.28	282.0
2012-09-07 00:40:00	ES	Futures	1456.28	1456.79	1456.28	1456.54	458.0
2012-09-07 00:45:00	ES	Futures	1456.28	1456.79	1456.28	1456.79	184.0
2012-09-07 00:50:00	ES	Futures	1456.79	1456.79	1456.54	1456.54	146.0
2012-09-07 00:55:00	ES	Futures	1456.79	1456.79	1456.54	1456.54	191.0
2012-09-07 01:00:00	ES	Futures	1456.54	1456.79	1456.28	1456.79	412.0
2012-09-07 01:05:00	ES	Futures	1456.54	1456.79	1456.28	1456.54	696.0
2012-09-07 01:10:00	ES	Futures	1456.79	1456.79	1456.03	1456.03	258.0
2012-09-07 01:15:00	ES	Futures	1456.03	1456.54	1456.03	1456.54	595.0
2012-09-07 01:20:00	ES	Futures	1456.28	1456.54	1456.03	1456.28	223.0
2012-09-07 01:25:00	ES	Futures	1456.28	1456.79	1456.03	1456.79	412.0
2012-09-07 01:30:00	ES	Futures	1456.79	1456.79	1456.28	1456.54	367.0
2012-09-07 01:35:00	ES	Futures	1456.28	1456.54	1456.03	1456.03	283.0
2012-09-07 01:40:00	ES	Futures	1456.03	1456.28	1455.77	1456.03	478.0
2012-09-07 01:45:00	ES	Futures	1456.28	1456.28	1455.77	1456.28	216.0
2012-09-07 01:50:00	ES	Futures	1456.03	1456.28	1455.77	1456.03	222.0
2012-09-07 01:55:00	ES	Futures	1456.03	1456.54	1456.03	1456.28	308.0
2012-09-07 02:00:00	ES	Futures	1456.54	1457.3	1456.28	1456.79	1306.0
2012-09-07 02:05:00	ES	Futures	1456.79	1457.3	1456.79	1457.04	657.0
2012-09-07 02:10:00	ES	Futures	1457.04	1457.81	1456.79	1457.81	2132.0
2012-09-07 02:15:00	ES	Futures	1457.55	1457.81	1457.04	1457.3	1388.0
2012-09-07 02:20:00	ES	Futures	1457.55	1458.57	1457.3	1458.32	2299.0
2012-09-07 02:25:00	ES	Futures	1458.06	1458.32	1457.81	1458.06	861.0
2012-09-07 02:30:00	ES	Futures	1458.06	1458.06	1457.55	1457.81	628.0
2012-09-07 02:35:00	ES	Futures	1457.81	1458.32	1457.55	1457.81	664.0
2012-09-07 02:40:00	ES	Futures	1457.81	1457.81	1457.04	1457.55	479.0
2012-09-07 02:45:00	ES	Futures	1457.55	1457.81	1457.04	1457.3	474.0
2012-09-07 02:50:00	ES	Futures	1457.04	1457.55	1457.04	1457.3	1149.0
2012-09-07 02:55:00	ES	Futures	1457.04	1457.55	1457.04	1457.3	432.0
2012-09-07 03:00:00	ES	Futures	1457.3	1458.06	1456.79	1457.55	4047.0
2012-09-07 03:05:00	ES	Futures	1457.55	1458.06	1457.04	1457.55	4048.0
2012-09-07 03:10:00	ES	Futures	1457.55	1458.32	1457.3	1458.32	3171.0
2012-09-07 03:15:00	ES	Futures	1458.32	1459.08	1458.06	1458.57	4631.0
2012-09-07 03:20:00	ES	Futures	1458.57	1459.33	1458.57	1458.82	2156.0
2012-09-07 03:25:00	ES	Futures	1458.82	1460.1	1458.57	1459.84	6435.0
2012-09-07 03:30:00	ES	Futures	1459.59	1461.37	1459.59	1461.37	8005.0
2012-09-07 03:35:00	ES	Futures	1461.11	1461.37	1459.84	1460.35	5329.0
2012-09-07 03:40:00	ES	Futures	1460.35	1461.37	1460.35	1460.86	5207.0
2012-09-07 03:45:00	ES	Futures	1460.86	1461.11	1460.35	1460.6	2850.0
2012-09-07 03:50:00	ES	Futures	1460.35	1460.6	1459.59	1459.59	3709.0
2012-09-07 03:55:00	ES	Futures	1459.59	1459.84	1459.33	1459.33	3897.0
2012-09-07 04:00:00	ES	Futures	1459.08	1459.59	1458.82	1459.33	3062.0
2012-09-07 04:05:00	ES	Futures	1459.33	1459.84	1458.82	1459.59	4128.0

> showing 50 of 10,846 rows — these rows as CSV

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