PREVIEW / futures_5min / 2012-10-23

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-10-23.parquet
  size:    238 KB
  rows:    14,335

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
2012-10-23 00:00:00	ES	Futures	1460.23	1460.49	1459.98	1460.23	454.0
2012-10-23 00:05:00	ES	Futures	1459.98	1460.23	1459.46	1459.72	369.0
2012-10-23 00:10:00	ES	Futures	1459.72	1459.98	1459.46	1459.98	190.0
2012-10-23 00:15:00	ES	Futures	1459.98	1460.23	1459.72	1459.72	351.0
2012-10-23 00:20:00	ES	Futures	1459.98	1459.98	1459.72	1459.98	183.0
2012-10-23 00:25:00	ES	Futures	1459.98	1459.98	1459.46	1459.72	176.0
2012-10-23 00:30:00	ES	Futures	1459.72	1459.98	1459.46	1459.98	188.0
2012-10-23 00:35:00	ES	Futures	1459.72	1459.98	1459.72	1459.72	300.0
2012-10-23 00:40:00	ES	Futures	1459.98	1460.23	1459.72	1460.23	261.0
2012-10-23 00:45:00	ES	Futures	1459.98	1460.49	1459.98	1460.49	110.0
2012-10-23 00:50:00	ES	Futures	1460.23	1460.49	1459.72	1459.98	294.0
2012-10-23 00:55:00	ES	Futures	1459.98	1460.23	1459.72	1459.98	196.0
2012-10-23 01:00:00	ES	Futures	1459.98	1459.98	1459.46	1459.46	637.0
2012-10-23 01:05:00	ES	Futures	1459.46	1459.72	1459.46	1459.46	187.0
2012-10-23 01:10:00	ES	Futures	1459.72	1459.98	1459.46	1459.46	216.0
2012-10-23 01:15:00	ES	Futures	1459.72	1459.72	1459.46	1459.72	127.0
2012-10-23 01:20:00	ES	Futures	1459.72	1459.72	1459.21	1459.46	334.0
2012-10-23 01:25:00	ES	Futures	1459.46	1459.72	1459.21	1459.46	144.0
2012-10-23 01:30:00	ES	Futures	1459.46	1459.72	1459.21	1459.21	187.0
2012-10-23 01:35:00	ES	Futures	1459.46	1459.72	1459.21	1459.72	353.0
2012-10-23 01:40:00	ES	Futures	1459.72	1459.72	1459.21	1459.21	254.0
2012-10-23 01:45:00	ES	Futures	1459.21	1459.72	1459.21	1459.46	374.0
2012-10-23 01:50:00	ES	Futures	1459.72	1459.72	1458.95	1459.21	598.0
2012-10-23 01:55:00	ES	Futures	1459.46	1459.46	1458.7	1458.95	602.0
2012-10-23 02:00:00	ES	Futures	1458.95	1458.95	1458.7	1458.95	332.0
2012-10-23 02:05:00	ES	Futures	1458.95	1459.21	1458.44	1458.7	1165.0
2012-10-23 02:10:00	ES	Futures	1458.7	1458.7	1458.19	1458.44	1019.0
2012-10-23 02:15:00	ES	Futures	1458.44	1458.7	1457.93	1457.93	1162.0
2012-10-23 02:20:00	ES	Futures	1458.19	1458.95	1457.93	1458.7	1457.0
2012-10-23 02:25:00	ES	Futures	1458.7	1458.7	1458.19	1458.44	675.0
2012-10-23 02:30:00	ES	Futures	1458.44	1458.44	1457.93	1458.19	382.0
2012-10-23 02:35:00	ES	Futures	1458.44	1458.44	1457.42	1457.68	1304.0
2012-10-23 02:40:00	ES	Futures	1457.68	1457.93	1456.91	1457.16	1709.0
2012-10-23 02:45:00	ES	Futures	1457.16	1457.42	1456.91	1456.91	323.0
2012-10-23 02:50:00	ES	Futures	1457.16	1457.42	1456.91	1457.42	771.0
2012-10-23 02:55:00	ES	Futures	1457.42	1457.68	1457.16	1457.68	278.0
2012-10-23 03:00:00	ES	Futures	1457.68	1458.19	1456.91	1456.91	2713.0
2012-10-23 03:05:00	ES	Futures	1457.16	1457.42	1456.65	1456.91	1698.0
2012-10-23 03:10:00	ES	Futures	1456.91	1456.91	1456.4	1456.65	1361.0
2012-10-23 03:15:00	ES	Futures	1456.65	1456.65	1455.38	1455.89	4086.0
2012-10-23 03:20:00	ES	Futures	1455.89	1456.14	1454.87	1454.87	3534.0
2012-10-23 03:25:00	ES	Futures	1454.87	1455.12	1454.35	1454.35	4739.0
2012-10-23 03:30:00	ES	Futures	1454.35	1454.61	1452.31	1453.59	9569.0
2012-10-23 03:35:00	ES	Futures	1453.84	1454.35	1453.33	1454.1	3070.0
2012-10-23 03:40:00	ES	Futures	1453.84	1454.35	1453.59	1453.59	2443.0
2012-10-23 03:45:00	ES	Futures	1453.33	1453.33	1451.29	1451.29	8771.0
2012-10-23 03:50:00	ES	Futures	1451.29	1451.54	1450.27	1451.54	5887.0
2012-10-23 03:55:00	ES	Futures	1451.54	1451.8	1451.03	1451.54	2757.0
2012-10-23 04:00:00	ES	Futures	1451.54	1451.8	1450.78	1451.54	1856.0
2012-10-23 04:05:00	ES	Futures	1451.54	1451.54	1450.27	1450.27	3893.0

> showing 50 of 14,335 rows — these rows as CSV

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