PREVIEW / futures_5min / 2012-09-12

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-09-12.parquet
  size:    189 KB
  rows:    12,009

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
2012-09-12 00:00:00	ES	Futures	1456.79	1457.04	1456.54	1456.54	120.0
2012-09-12 00:05:00	ES	Futures	1456.54	1456.79	1456.28	1456.54	432.0
2012-09-12 00:10:00	ES	Futures	1456.54	1457.3	1456.54	1457.3	267.0
2012-09-12 00:15:00	ES	Futures	1457.3	1457.55	1457.3	1457.55	56.0
2012-09-12 00:20:00	ES	Futures	1457.55	1457.81	1457.3	1457.3	169.0
2012-09-12 00:25:00	ES	Futures	1457.3	1457.55	1457.3	1457.3	85.0
2012-09-12 00:30:00	ES	Futures	1457.55	1457.55	1457.3	1457.55	79.0
2012-09-12 00:35:00	ES	Futures	1457.55	1458.57	1457.3	1458.32	828.0
2012-09-12 00:40:00	ES	Futures	1458.57	1458.82	1457.81	1458.57	665.0
2012-09-12 00:45:00	ES	Futures	1458.57	1458.82	1458.32	1458.57	633.0
2012-09-12 00:50:00	ES	Futures	1458.32	1458.82	1458.32	1458.32	312.0
2012-09-12 00:55:00	ES	Futures	1458.32	1458.82	1458.32	1458.57	346.0
2012-09-12 01:00:00	ES	Futures	1458.82	1458.82	1458.32	1458.57	389.0
2012-09-12 01:05:00	ES	Futures	1458.57	1458.82	1458.32	1458.82	182.0
2012-09-12 01:10:00	ES	Futures	1458.57	1458.82	1458.32	1458.32	123.0
2012-09-12 01:15:00	ES	Futures	1458.32	1458.57	1458.06	1458.06	207.0
2012-09-12 01:20:00	ES	Futures	1458.06	1458.32	1458.06	1458.32	82.0
2012-09-12 01:25:00	ES	Futures	1458.06	1458.57	1457.81	1458.32	439.0
2012-09-12 01:30:00	ES	Futures	1458.32	1458.32	1457.81	1458.32	276.0
2012-09-12 01:35:00	ES	Futures	1458.32	1458.57	1458.06	1458.06	274.0
2012-09-12 01:40:00	ES	Futures	1458.06	1458.06	1457.04	1457.3	735.0
2012-09-12 01:45:00	ES	Futures	1457.3	1457.55	1457.3	1457.3	91.0
2012-09-12 01:50:00	ES	Futures	1457.3	1457.55	1457.04	1457.04	409.0
2012-09-12 01:55:00	ES	Futures	1457.04	1457.81	1457.04	1457.3	909.0
2012-09-12 02:00:00	ES	Futures	1457.55	1457.81	1457.3	1457.3	982.0
2012-09-12 02:05:00	ES	Futures	1457.3	1458.32	1457.3	1458.32	870.0
2012-09-12 02:10:00	ES	Futures	1458.32	1458.57	1458.06	1458.32	563.0
2012-09-12 02:15:00	ES	Futures	1458.32	1458.57	1457.81	1458.57	561.0
2012-09-12 02:20:00	ES	Futures	1458.57	1458.82	1458.32	1458.57	386.0
2012-09-12 02:25:00	ES	Futures	1458.32	1458.57	1458.32	1458.32	224.0
2012-09-12 02:30:00	ES	Futures	1458.06	1458.57	1458.06	1458.57	375.0
2012-09-12 02:35:00	ES	Futures	1458.57	1459.08	1458.32	1459.08	960.0
2012-09-12 02:40:00	ES	Futures	1459.08	1459.33	1458.82	1459.08	997.0
2012-09-12 02:45:00	ES	Futures	1459.08	1459.33	1458.82	1459.33	296.0
2012-09-12 02:50:00	ES	Futures	1459.08	1459.59	1459.08	1459.33	1080.0
2012-09-12 02:55:00	ES	Futures	1459.59	1459.59	1458.82	1459.08	474.0
2012-09-12 03:00:00	ES	Futures	1459.08	1459.08	1458.06	1458.32	2195.0
2012-09-12 03:05:00	ES	Futures	1458.32	1459.59	1458.06	1458.57	4006.0
2012-09-12 03:10:00	ES	Futures	1458.32	1458.82	1457.04	1457.04	3610.0
2012-09-12 03:15:00	ES	Futures	1457.3	1457.81	1457.04	1457.55	2182.0
2012-09-12 03:20:00	ES	Futures	1457.55	1457.81	1457.04	1457.3	2292.0
2012-09-12 03:25:00	ES	Futures	1457.3	1458.06	1457.04	1457.55	2717.0
2012-09-12 03:30:00	ES	Futures	1457.55	1457.81	1456.79	1457.04	2151.0
2012-09-12 03:35:00	ES	Futures	1457.04	1458.06	1456.54	1457.55	3142.0
2012-09-12 03:40:00	ES	Futures	1457.55	1458.06	1457.3	1457.55	1055.0
2012-09-12 03:45:00	ES	Futures	1457.55	1458.32	1457.55	1458.32	1425.0
2012-09-12 03:50:00	ES	Futures	1458.06	1458.82	1457.81	1458.57	2052.0
2012-09-12 03:55:00	ES	Futures	1458.57	1459.08	1458.32	1458.57	1823.0
2012-09-12 04:00:00	ES	Futures	1458.82	1460.1	1458.32	1459.84	4689.0
2012-09-12 04:05:00	ES	Futures	1459.59	1459.84	1455.52	1457.3	22585.0

> showing 50 of 12,009 rows — these rows as CSV

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