PREVIEW / futures_5min / 2012-10-11

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-10-11.parquet
  size:    216 KB
  rows:    13,942

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
2012-10-11 00:00:00	ES	Futures	1458.44	1458.44	1458.19	1458.19	206.0
2012-10-11 00:05:00	ES	Futures	1458.19	1458.7	1457.93	1457.93	371.0
2012-10-11 00:10:00	ES	Futures	1458.19	1458.44	1457.93	1458.19	618.0
2012-10-11 00:15:00	ES	Futures	1458.19	1458.44	1457.93	1457.93	314.0
2012-10-11 00:20:00	ES	Futures	1457.93	1457.93	1457.42	1457.42	590.0
2012-10-11 00:25:00	ES	Futures	1457.42	1457.68	1457.16	1457.68	465.0
2012-10-11 00:30:00	ES	Futures	1457.93	1457.93	1457.16	1457.68	488.0
2012-10-11 00:35:00	ES	Futures	1457.68	1457.93	1457.42	1457.42	303.0
2012-10-11 00:40:00	ES	Futures	1457.68	1457.68	1456.91	1456.91	816.0
2012-10-11 00:45:00	ES	Futures	1456.91	1457.16	1456.4	1457.16	980.0
2012-10-11 00:50:00	ES	Futures	1456.91	1457.42	1456.91	1457.16	353.0
2012-10-11 00:55:00	ES	Futures	1457.42	1457.42	1457.16	1457.16	164.0
2012-10-11 01:00:00	ES	Futures	1457.16	1457.93	1457.16	1457.93	577.0
2012-10-11 01:05:00	ES	Futures	1457.68	1457.93	1457.42	1457.68	353.0
2012-10-11 01:10:00	ES	Futures	1457.68	1457.93	1457.42	1457.68	549.0
2012-10-11 01:15:00	ES	Futures	1457.42	1457.68	1456.65	1456.65	950.0
2012-10-11 01:20:00	ES	Futures	1456.65	1456.91	1456.14	1456.14	726.0
2012-10-11 01:25:00	ES	Futures	1456.14	1456.65	1455.89	1456.4	505.0
2012-10-11 01:30:00	ES	Futures	1456.4	1456.65	1456.14	1456.65	271.0
2012-10-11 01:35:00	ES	Futures	1456.65	1456.91	1456.4	1456.91	116.0
2012-10-11 01:40:00	ES	Futures	1456.91	1457.16	1456.65	1457.16	238.0
2012-10-11 01:45:00	ES	Futures	1457.16	1457.42	1456.91	1457.16	197.0
2012-10-11 01:50:00	ES	Futures	1457.16	1457.16	1456.91	1457.16	243.0
2012-10-11 01:55:00	ES	Futures	1457.16	1457.42	1456.65	1456.91	311.0
2012-10-11 02:00:00	ES	Futures	1456.91	1457.42	1456.65	1456.91	796.0
2012-10-11 02:05:00	ES	Futures	1456.91	1457.68	1456.91	1457.42	761.0
2012-10-11 02:10:00	ES	Futures	1457.42	1458.19	1457.16	1457.68	546.0
2012-10-11 02:15:00	ES	Futures	1457.68	1457.68	1457.16	1457.68	476.0
2012-10-11 02:20:00	ES	Futures	1457.68	1457.93	1457.42	1457.93	367.0
2012-10-11 02:25:00	ES	Futures	1457.93	1458.44	1457.42	1457.68	1098.0
2012-10-11 02:30:00	ES	Futures	1457.93	1458.44	1457.68	1458.19	538.0
2012-10-11 02:35:00	ES	Futures	1458.19	1458.44	1457.93	1457.93	177.0
2012-10-11 02:40:00	ES	Futures	1457.93	1457.93	1456.91	1457.16	810.0
2012-10-11 02:45:00	ES	Futures	1456.91	1457.42	1456.65	1457.16	718.0
2012-10-11 02:50:00	ES	Futures	1456.91	1457.68	1456.91	1457.16	277.0
2012-10-11 02:55:00	ES	Futures	1457.16	1457.68	1456.91	1457.16	638.0
2012-10-11 03:00:00	ES	Futures	1457.16	1458.44	1456.65	1457.16	3697.0
2012-10-11 03:05:00	ES	Futures	1457.16	1458.19	1456.91	1457.42	2084.0
2012-10-11 03:10:00	ES	Futures	1457.68	1458.7	1457.42	1458.44	3090.0
2012-10-11 03:15:00	ES	Futures	1458.19	1459.21	1458.19	1458.95	3360.0
2012-10-11 03:20:00	ES	Futures	1458.95	1458.95	1458.44	1458.7	1244.0
2012-10-11 03:25:00	ES	Futures	1458.95	1459.21	1458.19	1458.7	1361.0
2012-10-11 03:30:00	ES	Futures	1458.7	1459.46	1458.44	1459.46	2300.0
2012-10-11 03:35:00	ES	Futures	1459.46	1459.98	1459.21	1459.72	2905.0
2012-10-11 03:40:00	ES	Futures	1459.72	1460.49	1459.72	1459.72	2424.0
2012-10-11 03:45:00	ES	Futures	1459.72	1460.23	1459.72	1459.98	1677.0
2012-10-11 03:50:00	ES	Futures	1459.98	1460.23	1459.72	1459.72	1401.0
2012-10-11 03:55:00	ES	Futures	1459.72	1460.23	1459.46	1459.98	1753.0
2012-10-11 04:00:00	ES	Futures	1459.98	1460.23	1459.46	1459.72	1267.0
2012-10-11 04:05:00	ES	Futures	1459.72	1460.49	1459.46	1460.49	2785.0

> showing 50 of 13,942 rows — these rows as CSV

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