PREVIEW / futures_5min / 2012-10-14

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-10-14.parquet
  size:    47 KB
  rows:    2,458

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
2012-10-14 18:00:00	ES	Futures	1454.61	1455.12	1453.59	1454.1	3567.0
2012-10-14 18:05:00	ES	Futures	1454.1	1454.35	1453.59	1453.59	689.0
2012-10-14 18:10:00	ES	Futures	1453.59	1454.1	1453.59	1454.1	1321.0
2012-10-14 18:15:00	ES	Futures	1454.1	1454.1	1453.59	1453.84	611.0
2012-10-14 18:20:00	ES	Futures	1453.84	1454.1	1453.59	1453.59	238.0
2012-10-14 18:25:00	ES	Futures	1453.33	1453.33	1451.54	1451.8	1463.0
2012-10-14 18:30:00	ES	Futures	1451.8	1452.82	1451.8	1452.57	285.0
2012-10-14 18:35:00	ES	Futures	1452.31	1452.82	1452.31	1452.57	222.0
2012-10-14 18:40:00	ES	Futures	1452.31	1452.57	1451.8	1452.06	307.0
2012-10-14 18:45:00	ES	Futures	1452.06	1452.31	1451.8	1451.8	129.0
2012-10-14 18:50:00	ES	Futures	1452.06	1452.06	1451.54	1452.06	227.0
2012-10-14 18:55:00	ES	Futures	1452.06	1452.57	1452.06	1452.57	256.0
2012-10-14 19:00:00	ES	Futures	1452.31	1452.57	1451.29	1452.06	406.0
2012-10-14 19:05:00	ES	Futures	1451.8	1452.06	1451.54	1451.54	79.0
2012-10-14 19:10:00	ES	Futures	1451.54	1452.06	1451.29	1451.8	356.0
2012-10-14 19:15:00	ES	Futures	1451.8	1452.06	1451.29	1451.29	249.0
2012-10-14 19:20:00	ES	Futures	1451.29	1451.8	1451.29	1451.54	164.0
2012-10-14 19:25:00	ES	Futures	1451.54	1451.8	1451.54	1451.8	161.0
2012-10-14 19:30:00	ES	Futures	1451.8	1452.06	1451.54	1451.54	472.0
2012-10-14 19:35:00	ES	Futures	1451.8	1451.8	1451.54	1451.54	260.0
2012-10-14 19:40:00	ES	Futures	1451.8	1451.8	1451.03	1451.29	878.0
2012-10-14 19:45:00	ES	Futures	1451.29	1452.06	1451.29	1451.8	412.0
2012-10-14 19:50:00	ES	Futures	1451.8	1452.82	1451.54	1452.82	873.0
2012-10-14 19:55:00	ES	Futures	1452.82	1453.08	1451.03	1451.29	1150.0
2012-10-14 20:00:00	ES	Futures	1451.29	1451.8	1451.03	1451.29	1219.0
2012-10-14 20:05:00	ES	Futures	1451.54	1451.54	1451.03	1451.54	1042.0
2012-10-14 20:10:00	ES	Futures	1451.54	1452.06	1451.54	1451.8	547.0
2012-10-14 20:15:00	ES	Futures	1452.06	1452.06	1448.22	1449.25	8769.0
2012-10-14 20:20:00	ES	Futures	1448.99	1449.25	1447.46	1447.71	5368.0
2012-10-14 20:25:00	ES	Futures	1447.46	1448.99	1447.46	1448.48	1693.0
2012-10-14 20:30:00	ES	Futures	1448.48	1449.5	1448.22	1449.25	1442.0
2012-10-14 20:35:00	ES	Futures	1449.25	1449.76	1449.25	1449.25	551.0
2012-10-14 20:40:00	ES	Futures	1449.25	1449.5	1448.48	1448.99	1242.0
2012-10-14 20:45:00	ES	Futures	1448.99	1449.76	1448.48	1449.76	774.0
2012-10-14 20:50:00	ES	Futures	1449.76	1450.01	1449.25	1449.25	416.0
2012-10-14 20:55:00	ES	Futures	1449.5	1450.01	1449.25	1449.5	563.0
2012-10-14 21:00:00	ES	Futures	1449.5	1449.5	1448.48	1449.5	627.0
2012-10-14 21:05:00	ES	Futures	1449.5	1451.03	1449.25	1450.78	1688.0
2012-10-14 21:10:00	ES	Futures	1451.03	1451.54	1450.78	1451.54	1608.0
2012-10-14 21:15:00	ES	Futures	1451.54	1451.8	1451.03	1451.29	689.0
2012-10-14 21:20:00	ES	Futures	1451.54	1451.8	1451.29	1451.29	358.0
2012-10-14 21:25:00	ES	Futures	1451.29	1451.54	1451.03	1451.54	288.0
2012-10-14 21:30:00	ES	Futures	1451.54	1451.54	1450.52	1451.29	675.0
2012-10-14 21:35:00	ES	Futures	1451.29	1452.06	1451.29	1452.06	531.0
2012-10-14 21:40:00	ES	Futures	1451.8	1452.06	1451.29	1451.8	361.0
2012-10-14 21:45:00	ES	Futures	1451.8	1453.08	1451.54	1453.08	816.0
2012-10-14 21:50:00	ES	Futures	1453.08	1453.08	1452.31	1452.57	1013.0
2012-10-14 21:55:00	ES	Futures	1452.57	1453.08	1452.31	1452.82	457.0
2012-10-14 22:00:00	ES	Futures	1452.82	1452.82	1451.03	1451.54	1205.0
2012-10-14 22:05:00	ES	Futures	1451.8	1451.8	1451.03	1451.03	417.0

> showing 50 of 2,458 rows — these rows as CSV

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