PREVIEW / futures_5min / 2012-09-20

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-09-20.parquet
  size:    224 KB
  rows:    13,740

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
2012-09-20 00:00:00	ES	Futures	1481.43	1481.43	1479.13	1479.39	4895.0
2012-09-20 00:05:00	ES	Futures	1479.39	1480.16	1479.39	1480.16	876.0
2012-09-20 00:10:00	ES	Futures	1479.9	1480.16	1479.65	1480.16	275.0
2012-09-20 00:15:00	ES	Futures	1479.9	1480.67	1479.9	1480.67	280.0
2012-09-20 00:20:00	ES	Futures	1480.67	1480.92	1480.41	1480.92	277.0
2012-09-20 00:25:00	ES	Futures	1480.92	1481.18	1480.41	1480.67	303.0
2012-09-20 00:30:00	ES	Futures	1480.67	1480.92	1480.41	1480.92	308.0
2012-09-20 00:35:00	ES	Futures	1480.92	1481.18	1480.41	1480.67	298.0
2012-09-20 00:40:00	ES	Futures	1480.67	1480.92	1480.41	1480.92	89.0
2012-09-20 00:45:00	ES	Futures	1480.92	1481.18	1480.67	1480.67	163.0
2012-09-20 00:50:00	ES	Futures	1480.92	1480.92	1480.16	1480.41	412.0
2012-09-20 00:55:00	ES	Futures	1480.41	1480.67	1480.16	1480.16	169.0
2012-09-20 01:00:00	ES	Futures	1480.41	1480.41	1479.9	1479.9	345.0
2012-09-20 01:05:00	ES	Futures	1479.9	1481.18	1479.9	1481.18	958.0
2012-09-20 01:10:00	ES	Futures	1480.92	1481.18	1480.41	1480.92	484.0
2012-09-20 01:15:00	ES	Futures	1481.18	1481.18	1480.67	1480.92	140.0
2012-09-20 01:20:00	ES	Futures	1480.67	1481.18	1479.9	1480.16	471.0
2012-09-20 01:25:00	ES	Futures	1479.9	1480.41	1479.9	1480.16	546.0
2012-09-20 01:30:00	ES	Futures	1480.41	1480.67	1480.16	1480.67	520.0
2012-09-20 01:35:00	ES	Futures	1480.67	1481.18	1480.67	1480.67	465.0
2012-09-20 01:40:00	ES	Futures	1480.67	1481.18	1480.67	1480.67	572.0
2012-09-20 01:45:00	ES	Futures	1480.67	1480.92	1480.41	1480.41	345.0
2012-09-20 01:50:00	ES	Futures	1480.41	1480.92	1480.16	1480.67	467.0
2012-09-20 01:55:00	ES	Futures	1480.67	1481.18	1480.16	1480.41	811.0
2012-09-20 02:00:00	ES	Futures	1480.41	1480.92	1479.9	1480.16	1533.0
2012-09-20 02:05:00	ES	Futures	1480.16	1480.41	1479.39	1479.39	1091.0
2012-09-20 02:10:00	ES	Futures	1479.39	1480.16	1479.13	1479.9	1162.0
2012-09-20 02:15:00	ES	Futures	1479.9	1479.9	1479.39	1479.9	970.0
2012-09-20 02:20:00	ES	Futures	1479.9	1480.16	1479.39	1479.9	712.0
2012-09-20 02:25:00	ES	Futures	1479.9	1480.16	1479.65	1479.65	1002.0
2012-09-20 02:30:00	ES	Futures	1479.9	1480.16	1479.39	1479.9	1410.0
2012-09-20 02:35:00	ES	Futures	1479.9	1480.41	1479.9	1480.16	516.0
2012-09-20 02:40:00	ES	Futures	1480.16	1480.16	1479.9	1479.9	104.0
2012-09-20 02:45:00	ES	Futures	1479.9	1479.9	1479.39	1479.39	959.0
2012-09-20 02:50:00	ES	Futures	1479.39	1479.9	1479.13	1479.65	348.0
2012-09-20 02:55:00	ES	Futures	1479.65	1479.9	1477.6	1477.6	6559.0
2012-09-20 03:00:00	ES	Futures	1477.86	1478.11	1477.09	1477.6	6629.0
2012-09-20 03:05:00	ES	Futures	1477.86	1477.86	1476.84	1477.35	5977.0
2012-09-20 03:10:00	ES	Futures	1477.35	1477.86	1476.84	1477.86	3947.0
2012-09-20 03:15:00	ES	Futures	1477.86	1477.86	1477.35	1477.86	2374.0
2012-09-20 03:20:00	ES	Futures	1477.86	1478.11	1477.35	1477.86	2346.0
2012-09-20 03:25:00	ES	Futures	1477.86	1479.65	1477.6	1479.13	9165.0
2012-09-20 03:30:00	ES	Futures	1479.13	1479.65	1478.11	1478.37	4623.0
2012-09-20 03:35:00	ES	Futures	1478.62	1479.39	1478.37	1479.13	2767.0
2012-09-20 03:40:00	ES	Futures	1479.39	1479.65	1478.62	1479.13	1810.0
2012-09-20 03:45:00	ES	Futures	1478.88	1479.65	1478.62	1478.88	1948.0
2012-09-20 03:50:00	ES	Futures	1478.88	1479.13	1478.37	1478.37	2040.0
2012-09-20 03:55:00	ES	Futures	1478.62	1479.13	1478.11	1478.62	2226.0
2012-09-20 04:00:00	ES	Futures	1478.62	1478.62	1477.6	1478.11	2637.0
2012-09-20 04:05:00	ES	Futures	1478.11	1479.65	1478.11	1478.88	2378.0

> showing 50 of 13,740 rows — these rows as CSV

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