PREVIEW / futures_5min / 2012-10-21

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-10-21.parquet
  size:    50 KB
  rows:    2,494

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
2012-10-21 18:00:00	ES	Futures	1455.63	1457.16	1455.38	1456.91	3292.0
2012-10-21 18:05:00	ES	Futures	1457.16	1457.16	1455.63	1455.89	1163.0
2012-10-21 18:10:00	ES	Futures	1455.89	1456.14	1455.38	1455.89	1182.0
2012-10-21 18:15:00	ES	Futures	1456.14	1456.14	1454.61	1455.38	1421.0
2012-10-21 18:20:00	ES	Futures	1455.38	1456.14	1455.12	1455.38	738.0
2012-10-21 18:25:00	ES	Futures	1455.63	1455.63	1455.12	1455.12	196.0
2012-10-21 18:30:00	ES	Futures	1455.38	1456.14	1455.12	1455.89	510.0
2012-10-21 18:35:00	ES	Futures	1456.14	1456.4	1455.63	1455.63	124.0
2012-10-21 18:40:00	ES	Futures	1455.89	1455.89	1455.63	1455.89	424.0
2012-10-21 18:45:00	ES	Futures	1455.63	1456.4	1455.63	1456.4	208.0
2012-10-21 18:50:00	ES	Futures	1456.4	1456.4	1455.89	1455.89	119.0
2012-10-21 18:55:00	ES	Futures	1455.89	1455.89	1455.12	1455.38	441.0
2012-10-21 19:00:00	ES	Futures	1455.12	1455.12	1454.61	1454.87	495.0
2012-10-21 19:05:00	ES	Futures	1454.87	1455.12	1454.87	1455.12	154.0
2012-10-21 19:10:00	ES	Futures	1455.12	1455.63	1454.87	1455.38	531.0
2012-10-21 19:15:00	ES	Futures	1455.38	1455.38	1454.61	1454.61	297.0
2012-10-21 19:20:00	ES	Futures	1454.61	1454.61	1453.59	1453.59	1719.0
2012-10-21 19:25:00	ES	Futures	1453.84	1453.84	1452.31	1452.31	2280.0
2012-10-21 19:30:00	ES	Futures	1452.31	1453.84	1452.06	1453.33	1208.0
2012-10-21 19:35:00	ES	Futures	1453.33	1453.84	1453.08	1453.84	571.0
2012-10-21 19:40:00	ES	Futures	1453.84	1453.84	1452.57	1452.82	596.0
2012-10-21 19:45:00	ES	Futures	1453.08	1453.33	1451.8	1453.08	1881.0
2012-10-21 19:50:00	ES	Futures	1452.82	1453.59	1452.82	1453.59	414.0
2012-10-21 19:55:00	ES	Futures	1453.59	1453.84	1453.33	1453.59	242.0
2012-10-21 20:00:00	ES	Futures	1453.84	1455.12	1453.84	1454.87	1309.0
2012-10-21 20:05:00	ES	Futures	1454.87	1455.89	1454.61	1455.38	1098.0
2012-10-21 20:10:00	ES	Futures	1455.38	1456.4	1455.38	1455.89	964.0
2012-10-21 20:15:00	ES	Futures	1456.14	1456.4	1455.63	1455.89	1316.0
2012-10-21 20:20:00	ES	Futures	1456.14	1456.14	1455.63	1455.63	508.0
2012-10-21 20:25:00	ES	Futures	1455.89	1456.14	1455.63	1456.14	363.0
2012-10-21 20:30:00	ES	Futures	1455.89	1456.4	1455.89	1455.89	549.0
2012-10-21 20:35:00	ES	Futures	1455.89	1456.65	1455.89	1456.4	703.0
2012-10-21 20:40:00	ES	Futures	1456.65	1456.91	1456.14	1456.14	914.0
2012-10-21 20:45:00	ES	Futures	1455.89	1456.4	1455.89	1456.14	761.0
2012-10-21 20:50:00	ES	Futures	1456.14	1456.14	1455.89	1455.89	54.0
2012-10-21 20:55:00	ES	Futures	1455.89	1456.65	1455.89	1456.4	957.0
2012-10-21 21:00:00	ES	Futures	1456.4	1456.65	1456.4	1456.4	453.0
2012-10-21 21:05:00	ES	Futures	1456.4	1456.65	1456.14	1456.14	393.0
2012-10-21 21:10:00	ES	Futures	1456.14	1456.91	1456.14	1456.65	716.0
2012-10-21 21:15:00	ES	Futures	1456.4	1456.91	1456.4	1456.91	565.0
2012-10-21 21:20:00	ES	Futures	1456.65	1457.16	1456.65	1457.16	921.0
2012-10-21 21:25:00	ES	Futures	1456.91	1457.16	1456.4	1456.65	1711.0
2012-10-21 21:30:00	ES	Futures	1456.65	1457.16	1456.4	1456.91	702.0
2012-10-21 21:35:00	ES	Futures	1456.65	1456.91	1456.14	1456.14	529.0
2012-10-21 21:40:00	ES	Futures	1456.14	1456.4	1456.14	1456.14	160.0
2012-10-21 21:45:00	ES	Futures	1456.4	1456.4	1455.63	1455.63	887.0
2012-10-21 21:50:00	ES	Futures	1455.63	1456.14	1455.63	1455.89	719.0
2012-10-21 21:55:00	ES	Futures	1455.63	1456.65	1455.63	1456.65	277.0
2012-10-21 22:00:00	ES	Futures	1456.65	1456.65	1456.14	1456.14	305.0
2012-10-21 22:05:00	ES	Futures	1456.14	1456.14	1455.89	1455.89	124.0

> showing 50 of 2,494 rows — these rows as CSV

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