PREVIEW / futures_5min / 2012-09-26

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-09-26.parquet
  size:    227 KB
  rows:    13,882

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
2012-09-26 00:00:00	ES	Futures	1470.45	1470.45	1469.94	1469.94	297.0
2012-09-26 00:05:00	ES	Futures	1469.94	1470.19	1469.43	1469.94	625.0
2012-09-26 00:10:00	ES	Futures	1469.94	1469.94	1469.43	1469.68	215.0
2012-09-26 00:15:00	ES	Futures	1469.43	1469.68	1469.17	1469.43	555.0
2012-09-26 00:20:00	ES	Futures	1469.43	1469.43	1469.17	1469.17	78.0
2012-09-26 00:25:00	ES	Futures	1469.43	1469.68	1469.17	1469.68	221.0
2012-09-26 00:30:00	ES	Futures	1469.68	1469.94	1468.92	1468.92	396.0
2012-09-26 00:35:00	ES	Futures	1468.92	1469.43	1468.92	1469.17	193.0
2012-09-26 00:40:00	ES	Futures	1469.17	1469.43	1468.92	1469.43	142.0
2012-09-26 00:45:00	ES	Futures	1469.43	1469.43	1469.17	1469.43	213.0
2012-09-26 00:50:00	ES	Futures	1469.17	1469.68	1469.17	1469.68	117.0
2012-09-26 00:55:00	ES	Futures	1469.43	1469.68	1469.43	1469.43	36.0
2012-09-26 01:00:00	ES	Futures	1469.68	1469.68	1469.43	1469.68	443.0
2012-09-26 01:05:00	ES	Futures	1469.68	1469.94	1469.43	1469.68	277.0
2012-09-26 01:10:00	ES	Futures	1469.68	1469.94	1469.68	1469.68	205.0
2012-09-26 01:15:00	ES	Futures	1469.68	1470.19	1469.68	1470.19	544.0
2012-09-26 01:20:00	ES	Futures	1470.19	1470.45	1469.94	1470.19	217.0
2012-09-26 01:25:00	ES	Futures	1470.19	1470.45	1469.94	1470.45	440.0
2012-09-26 01:30:00	ES	Futures	1470.19	1470.7	1470.19	1470.7	208.0
2012-09-26 01:35:00	ES	Futures	1470.7	1470.7	1470.19	1470.19	641.0
2012-09-26 01:40:00	ES	Futures	1470.45	1470.7	1469.94	1470.45	474.0
2012-09-26 01:45:00	ES	Futures	1470.19	1470.7	1470.19	1470.19	293.0
2012-09-26 01:50:00	ES	Futures	1470.19	1470.45	1469.68	1469.94	430.0
2012-09-26 01:55:00	ES	Futures	1469.68	1470.19	1469.43	1469.68	1499.0
2012-09-26 02:00:00	ES	Futures	1469.43	1469.94	1469.17	1469.94	1022.0
2012-09-26 02:05:00	ES	Futures	1469.94	1469.94	1469.43	1469.68	680.0
2012-09-26 02:10:00	ES	Futures	1469.43	1469.94	1469.17	1469.68	960.0
2012-09-26 02:15:00	ES	Futures	1469.68	1469.94	1469.43	1469.43	648.0
2012-09-26 02:20:00	ES	Futures	1469.17	1470.19	1469.17	1469.94	872.0
2012-09-26 02:25:00	ES	Futures	1469.94	1470.45	1469.94	1470.19	568.0
2012-09-26 02:30:00	ES	Futures	1470.45	1470.7	1470.19	1470.45	845.0
2012-09-26 02:35:00	ES	Futures	1470.45	1470.45	1470.19	1470.45	492.0
2012-09-26 02:40:00	ES	Futures	1470.45	1471.22	1470.45	1470.96	622.0
2012-09-26 02:45:00	ES	Futures	1470.96	1471.22	1470.45	1470.45	995.0
2012-09-26 02:50:00	ES	Futures	1470.19	1470.7	1470.19	1470.7	391.0
2012-09-26 02:55:00	ES	Futures	1470.7	1470.96	1470.45	1470.45	486.0
2012-09-26 03:00:00	ES	Futures	1470.7	1470.96	1469.94	1470.45	4658.0
2012-09-26 03:05:00	ES	Futures	1470.45	1470.45	1469.68	1469.68	3634.0
2012-09-26 03:10:00	ES	Futures	1469.68	1469.68	1468.66	1469.43	5034.0
2012-09-26 03:15:00	ES	Futures	1469.43	1469.94	1469.43	1469.94	2011.0
2012-09-26 03:20:00	ES	Futures	1469.94	1469.94	1469.43	1469.43	1036.0
2012-09-26 03:25:00	ES	Futures	1469.68	1469.94	1469.17	1469.68	3343.0
2012-09-26 03:30:00	ES	Futures	1469.68	1469.68	1469.17	1469.17	2270.0
2012-09-26 03:35:00	ES	Futures	1469.17	1469.43	1468.41	1468.41	3109.0
2012-09-26 03:40:00	ES	Futures	1468.41	1468.66	1467.89	1468.41	3813.0
2012-09-26 03:45:00	ES	Futures	1468.41	1468.41	1467.13	1467.38	6267.0
2012-09-26 03:50:00	ES	Futures	1467.38	1468.15	1467.13	1467.64	2610.0
2012-09-26 03:55:00	ES	Futures	1467.89	1468.41	1467.64	1467.89	2078.0
2012-09-26 04:00:00	ES	Futures	1467.64	1467.89	1466.87	1467.38	3526.0
2012-09-26 04:05:00	ES	Futures	1467.13	1467.38	1466.36	1466.36	3274.0

> showing 50 of 13,882 rows — these rows as CSV

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