PREVIEW / futures_5min / 2012-09-19

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-09-19.parquet
  size:    220 KB
  rows:    13,724

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
2012-09-19 00:00:00	ES	Futures	1488.84	1489.35	1488.59	1489.35	783.0
2012-09-19 00:05:00	ES	Futures	1489.35	1489.86	1489.1	1489.86	1247.0
2012-09-19 00:10:00	ES	Futures	1489.86	1489.86	1489.35	1489.61	736.0
2012-09-19 00:15:00	ES	Futures	1489.86	1490.38	1489.61	1490.12	902.0
2012-09-19 00:20:00	ES	Futures	1489.86	1490.89	1489.61	1490.38	1785.0
2012-09-19 00:25:00	ES	Futures	1490.63	1490.63	1490.12	1490.63	527.0
2012-09-19 00:30:00	ES	Futures	1490.63	1490.63	1490.12	1490.38	346.0
2012-09-19 00:35:00	ES	Futures	1490.38	1490.38	1489.61	1489.86	512.0
2012-09-19 00:40:00	ES	Futures	1489.86	1490.89	1489.86	1490.63	1213.0
2012-09-19 00:45:00	ES	Futures	1490.63	1490.63	1489.86	1490.12	323.0
2012-09-19 00:50:00	ES	Futures	1490.12	1490.12	1489.86	1489.86	148.0
2012-09-19 00:55:00	ES	Futures	1490.12	1490.63	1489.86	1490.38	463.0
2012-09-19 01:00:00	ES	Futures	1490.63	1490.89	1490.38	1490.63	546.0
2012-09-19 01:05:00	ES	Futures	1490.63	1490.89	1490.63	1490.63	242.0
2012-09-19 01:10:00	ES	Futures	1490.63	1490.89	1490.38	1490.63	320.0
2012-09-19 01:15:00	ES	Futures	1490.63	1490.89	1490.63	1490.63	278.0
2012-09-19 01:20:00	ES	Futures	1490.63	1490.63	1490.38	1490.38	105.0
2012-09-19 01:25:00	ES	Futures	1490.63	1490.63	1490.12	1490.12	174.0
2012-09-19 01:30:00	ES	Futures	1490.12	1490.38	1489.86	1489.86	715.0
2012-09-19 01:35:00	ES	Futures	1489.61	1489.86	1489.35	1489.86	421.0
2012-09-19 01:40:00	ES	Futures	1489.86	1490.12	1489.61	1490.12	573.0
2012-09-19 01:45:00	ES	Futures	1490.12	1490.63	1489.86	1490.38	370.0
2012-09-19 01:50:00	ES	Futures	1490.63	1490.89	1490.38	1490.63	374.0
2012-09-19 01:55:00	ES	Futures	1490.63	1490.89	1490.38	1490.63	672.0
2012-09-19 02:00:00	ES	Futures	1490.63	1490.89	1490.38	1490.38	585.0
2012-09-19 02:05:00	ES	Futures	1490.38	1490.63	1490.38	1490.38	292.0
2012-09-19 02:10:00	ES	Futures	1490.63	1490.63	1489.86	1489.86	409.0
2012-09-19 02:15:00	ES	Futures	1490.12	1490.12	1489.1	1489.35	1250.0
2012-09-19 02:20:00	ES	Futures	1489.61	1490.12	1489.35	1490.12	593.0
2012-09-19 02:25:00	ES	Futures	1489.86	1489.86	1489.35	1489.35	683.0
2012-09-19 02:30:00	ES	Futures	1489.61	1489.86	1489.35	1489.86	226.0
2012-09-19 02:35:00	ES	Futures	1489.61	1489.86	1489.61	1489.86	549.0
2012-09-19 02:40:00	ES	Futures	1489.86	1490.38	1489.86	1489.86	1188.0
2012-09-19 02:45:00	ES	Futures	1489.86	1489.86	1489.1	1489.61	612.0
2012-09-19 02:50:00	ES	Futures	1489.35	1489.61	1489.1	1489.35	188.0
2012-09-19 02:55:00	ES	Futures	1489.1	1489.61	1489.1	1489.35	679.0
2012-09-19 03:00:00	ES	Futures	1489.1	1490.12	1488.84	1490.12	2502.0
2012-09-19 03:05:00	ES	Futures	1489.86	1490.63	1489.86	1490.38	2474.0
2012-09-19 03:10:00	ES	Futures	1490.12	1490.38	1489.35	1489.61	2030.0
2012-09-19 03:15:00	ES	Futures	1489.86	1490.12	1489.35	1489.86	1421.0
2012-09-19 03:20:00	ES	Futures	1489.61	1490.38	1489.61	1490.12	2389.0
2012-09-19 03:25:00	ES	Futures	1489.86	1490.63	1489.86	1490.38	1867.0
2012-09-19 03:30:00	ES	Futures	1490.38	1490.89	1490.38	1490.63	1724.0
2012-09-19 03:35:00	ES	Futures	1490.63	1491.14	1490.38	1490.63	2258.0
2012-09-19 03:40:00	ES	Futures	1490.63	1490.89	1490.12	1490.38	1838.0
2012-09-19 03:45:00	ES	Futures	1490.38	1490.63	1490.12	1490.38	1143.0
2012-09-19 03:50:00	ES	Futures	1490.38	1490.38	1489.1	1489.35	3524.0
2012-09-19 03:55:00	ES	Futures	1489.35	1489.61	1488.84	1488.84	1418.0
2012-09-19 04:00:00	ES	Futures	1488.59	1489.61	1488.59	1489.61	3049.0
2012-09-19 04:05:00	ES	Futures	1489.61	1489.86	1489.35	1489.61	1303.0

> showing 50 of 13,724 rows — these rows as CSV

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