PREVIEW / futures_5min / 2012-12-16

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-12-16.parquet
  size:    43 KB
  rows:    2,419

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
2012-12-16 18:00:00	ES	Futures	1452.56	1454.36	1452.31	1453.85	5852.0
2012-12-16 18:05:00	ES	Futures	1453.85	1454.36	1453.08	1453.08	1005.0
2012-12-16 18:10:00	ES	Futures	1453.33	1453.33	1452.82	1453.08	784.0
2012-12-16 18:15:00	ES	Futures	1453.08	1453.33	1452.31	1452.56	1087.0
2012-12-16 18:20:00	ES	Futures	1452.56	1452.56	1451.02	1451.54	1358.0
2012-12-16 18:25:00	ES	Futures	1451.54	1452.05	1451.54	1452.05	629.0
2012-12-16 18:30:00	ES	Futures	1451.79	1453.85	1451.79	1453.59	1482.0
2012-12-16 18:35:00	ES	Futures	1453.59	1454.1	1453.08	1453.85	737.0
2012-12-16 18:40:00	ES	Futures	1453.59	1454.61	1453.33	1454.1	1235.0
2012-12-16 18:45:00	ES	Futures	1454.1	1454.1	1453.33	1453.85	1072.0
2012-12-16 18:50:00	ES	Futures	1453.85	1453.85	1453.33	1453.59	1079.0
2012-12-16 18:55:00	ES	Futures	1453.59	1453.85	1453.33	1453.33	205.0
2012-12-16 19:00:00	ES	Futures	1453.59	1453.59	1451.79	1452.05	1330.0
2012-12-16 19:05:00	ES	Futures	1452.05	1452.31	1451.54	1452.05	926.0
2012-12-16 19:10:00	ES	Futures	1452.05	1452.05	1451.28	1451.54	670.0
2012-12-16 19:15:00	ES	Futures	1451.54	1452.82	1451.28	1452.31	897.0
2012-12-16 19:20:00	ES	Futures	1452.31	1453.59	1452.31	1453.33	893.0
2012-12-16 19:25:00	ES	Futures	1453.08	1453.33	1452.82	1452.82	300.0
2012-12-16 19:30:00	ES	Futures	1452.82	1453.08	1452.31	1452.31	583.0
2012-12-16 19:35:00	ES	Futures	1452.56	1452.82	1452.56	1452.56	448.0
2012-12-16 19:40:00	ES	Futures	1452.56	1452.82	1452.56	1452.56	250.0
2012-12-16 19:45:00	ES	Futures	1452.56	1453.33	1452.31	1452.31	584.0
2012-12-16 19:50:00	ES	Futures	1452.31	1452.56	1451.28	1451.54	647.0
2012-12-16 19:55:00	ES	Futures	1451.54	1451.79	1451.28	1451.54	200.0
2012-12-16 20:00:00	ES	Futures	1451.28	1452.31	1451.02	1451.79	891.0
2012-12-16 20:05:00	ES	Futures	1451.79	1452.56	1451.54	1452.31	569.0
2012-12-16 20:10:00	ES	Futures	1452.56	1452.56	1451.54	1451.79	459.0
2012-12-16 20:15:00	ES	Futures	1451.79	1451.79	1450.51	1450.77	946.0
2012-12-16 20:20:00	ES	Futures	1450.77	1451.02	1450.51	1450.77	488.0
2012-12-16 20:25:00	ES	Futures	1450.51	1450.77	1450.25	1450.77	370.0
2012-12-16 20:30:00	ES	Futures	1450.77	1451.02	1450.25	1451.02	641.0
2012-12-16 20:35:00	ES	Futures	1450.77	1451.54	1450.51	1450.77	684.0
2012-12-16 20:40:00	ES	Futures	1451.02	1451.02	1450.25	1451.02	543.0
2012-12-16 20:45:00	ES	Futures	1451.02	1451.28	1450.77	1451.28	147.0
2012-12-16 20:50:00	ES	Futures	1451.28	1452.05	1451.28	1451.79	621.0
2012-12-16 20:55:00	ES	Futures	1452.05	1452.31	1451.79	1452.31	462.0
2012-12-16 21:00:00	ES	Futures	1452.05	1452.56	1452.05	1452.56	207.0
2012-12-16 21:05:00	ES	Futures	1452.31	1452.56	1452.05	1452.31	271.0
2012-12-16 21:10:00	ES	Futures	1452.31	1452.56	1452.31	1452.56	218.0
2012-12-16 21:15:00	ES	Futures	1452.56	1452.82	1452.31	1452.56	410.0
2012-12-16 21:20:00	ES	Futures	1452.56	1452.82	1452.56	1452.56	305.0
2012-12-16 21:25:00	ES	Futures	1452.56	1452.82	1452.56	1452.82	33.0
2012-12-16 21:30:00	ES	Futures	1452.56	1452.82	1452.56	1452.56	151.0
2012-12-16 21:35:00	ES	Futures	1452.56	1452.56	1452.31	1452.31	133.0
2012-12-16 21:40:00	ES	Futures	1452.31	1452.56	1452.31	1452.56	75.0
2012-12-16 21:45:00	ES	Futures	1452.31	1452.56	1451.79	1451.79	314.0
2012-12-16 21:50:00	ES	Futures	1451.79	1452.05	1451.28	1451.54	391.0
2012-12-16 21:55:00	ES	Futures	1451.28	1451.54	1451.28	1451.54	99.0
2012-12-16 22:00:00	ES	Futures	1451.54	1452.31	1451.28	1452.05	304.0
2012-12-16 22:05:00	ES	Futures	1451.79	1452.31	1451.54	1452.31	176.0

> showing 50 of 2,419 rows — these rows as CSV

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