PREVIEW / futures_5min / 2012-09-30

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-09-30.parquet
  size:    48 KB
  rows:    2,411

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
2012-09-30 18:00:00	ES	Futures	1464.06	1465.08	1464.06	1465.08	1860.0
2012-09-30 18:05:00	ES	Futures	1465.08	1465.08	1462.79	1463.04	1470.0
2012-09-30 18:10:00	ES	Futures	1463.04	1463.81	1461.76	1463.3	1973.0
2012-09-30 18:15:00	ES	Futures	1463.55	1463.55	1462.53	1462.79	485.0
2012-09-30 18:20:00	ES	Futures	1463.04	1464.06	1462.79	1464.06	303.0
2012-09-30 18:25:00	ES	Futures	1463.81	1464.06	1463.04	1463.3	575.0
2012-09-30 18:30:00	ES	Futures	1463.3	1463.3	1463.04	1463.04	180.0
2012-09-30 18:35:00	ES	Futures	1463.3	1463.3	1462.27	1462.53	538.0
2012-09-30 18:40:00	ES	Futures	1462.27	1462.53	1462.02	1462.27	433.0
2012-09-30 18:45:00	ES	Futures	1462.27	1462.53	1462.02	1462.27	281.0
2012-09-30 18:50:00	ES	Futures	1462.27	1462.79	1462.02	1462.27	372.0
2012-09-30 18:55:00	ES	Futures	1462.02	1462.27	1461.76	1462.02	176.0
2012-09-30 19:00:00	ES	Futures	1462.02	1462.27	1461.25	1461.25	856.0
2012-09-30 19:05:00	ES	Futures	1461.25	1461.51	1460.49	1460.49	1275.0
2012-09-30 19:10:00	ES	Futures	1460.49	1460.74	1459.98	1460.49	1222.0
2012-09-30 19:15:00	ES	Futures	1460.49	1461.0	1460.23	1460.74	764.0
2012-09-30 19:20:00	ES	Futures	1460.74	1461.0	1460.49	1460.74	189.0
2012-09-30 19:25:00	ES	Futures	1460.74	1460.74	1460.23	1460.23	231.0
2012-09-30 19:30:00	ES	Futures	1460.49	1460.74	1460.23	1460.49	256.0
2012-09-30 19:35:00	ES	Futures	1460.49	1461.76	1460.23	1461.51	847.0
2012-09-30 19:40:00	ES	Futures	1461.51	1461.76	1460.74	1461.51	350.0
2012-09-30 19:45:00	ES	Futures	1461.51	1461.76	1461.0	1461.0	393.0
2012-09-30 19:50:00	ES	Futures	1461.0	1461.51	1461.0	1461.25	248.0
2012-09-30 19:55:00	ES	Futures	1461.25	1461.76	1461.0	1461.51	918.0
2012-09-30 20:00:00	ES	Futures	1461.51	1462.79	1461.51	1462.53	1111.0
2012-09-30 20:05:00	ES	Futures	1462.53	1463.55	1462.27	1463.3	1559.0
2012-09-30 20:10:00	ES	Futures	1463.3	1464.32	1463.04	1463.3	1603.0
2012-09-30 20:15:00	ES	Futures	1463.3	1464.06	1462.53	1463.3	1196.0
2012-09-30 20:20:00	ES	Futures	1463.04	1463.55	1462.53	1463.04	1007.0
2012-09-30 20:25:00	ES	Futures	1463.04	1463.55	1462.79	1463.55	329.0
2012-09-30 20:30:00	ES	Futures	1463.55	1463.55	1462.79	1463.3	485.0
2012-09-30 20:35:00	ES	Futures	1463.3	1463.3	1462.53	1462.79	924.0
2012-09-30 20:40:00	ES	Futures	1462.79	1463.04	1462.53	1463.04	234.0
2012-09-30 20:45:00	ES	Futures	1463.04	1464.06	1462.79	1463.55	620.0
2012-09-30 20:50:00	ES	Futures	1463.81	1465.6	1463.55	1465.08	1709.0
2012-09-30 20:55:00	ES	Futures	1465.08	1466.11	1464.83	1465.34	1126.0
2012-09-30 21:00:00	ES	Futures	1465.34	1465.6	1464.32	1464.57	1213.0
2012-09-30 21:05:00	ES	Futures	1464.32	1464.57	1463.55	1464.06	922.0
2012-09-30 21:10:00	ES	Futures	1464.06	1464.57	1464.06	1464.57	337.0
2012-09-30 21:15:00	ES	Futures	1464.57	1465.08	1464.32	1464.32	589.0
2012-09-30 21:20:00	ES	Futures	1464.57	1465.08	1463.04	1463.3	1179.0
2012-09-30 21:25:00	ES	Futures	1463.55	1463.55	1462.79	1463.04	261.0
2012-09-30 21:30:00	ES	Futures	1463.04	1463.55	1462.02	1462.27	1623.0
2012-09-30 21:35:00	ES	Futures	1462.02	1462.02	1461.25	1461.76	1276.0
2012-09-30 21:40:00	ES	Futures	1461.76	1462.02	1461.25	1461.25	407.0
2012-09-30 21:45:00	ES	Futures	1461.25	1461.76	1461.0	1461.51	603.0
2012-09-30 21:50:00	ES	Futures	1461.25	1461.76	1461.0	1461.76	650.0
2012-09-30 21:55:00	ES	Futures	1461.76	1462.27	1461.51	1461.76	322.0
2012-09-30 22:00:00	ES	Futures	1461.51	1461.51	1460.23	1460.23	1311.0
2012-09-30 22:05:00	ES	Futures	1460.49	1460.74	1459.98	1460.74	658.0

> showing 50 of 2,411 rows — these rows as CSV

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