PREVIEW / futures_5min / 2012-12-19

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-12-19.parquet
  size:    217 KB
  rows:    14,377

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
2012-12-19 00:00:00	ES	Futures	1478.73	1478.73	1478.48	1478.73	36.0
2012-12-19 00:05:00	ES	Futures	1478.73	1479.25	1478.48	1479.25	160.0
2012-12-19 00:10:00	ES	Futures	1479.25	1479.5	1479.25	1479.25	268.0
2012-12-19 00:15:00	ES	Futures	1478.99	1479.5	1478.99	1479.5	205.0
2012-12-19 00:20:00	ES	Futures	1479.25	1479.5	1479.25	1479.5	500.0
2012-12-19 00:25:00	ES	Futures	1479.5	1479.76	1479.5	1479.76	461.0
2012-12-19 00:30:00	ES	Futures	1479.5	1479.76	1479.5	1479.76	305.0
2012-12-19 00:35:00	ES	Futures	1479.76	1480.02	1479.5	1479.5	207.0
2012-12-19 00:40:00	ES	Futures	1479.76	1479.76	1478.99	1478.99	317.0
2012-12-19 00:45:00	ES	Futures	1478.99	1479.25	1478.99	1478.99	38.0
2012-12-19 00:50:00	ES	Futures	1479.25	1479.5	1478.99	1479.5	149.0
2012-12-19 00:55:00	ES	Futures	1479.5	1479.5	1479.25	1479.5	260.0
2012-12-19 01:00:00	ES	Futures	1479.76	1480.02	1479.5	1479.5	422.0
2012-12-19 01:05:00	ES	Futures	1479.5	1480.02	1479.5	1479.76	423.0
2012-12-19 01:10:00	ES	Futures	1479.76	1480.02	1479.76	1480.02	208.0
2012-12-19 01:15:00	ES	Futures	1480.02	1480.27	1480.02	1480.27	397.0
2012-12-19 01:20:00	ES	Futures	1480.27	1480.53	1480.02	1480.27	520.0
2012-12-19 01:25:00	ES	Futures	1480.27	1480.53	1480.27	1480.27	446.0
2012-12-19 01:30:00	ES	Futures	1480.27	1480.53	1480.27	1480.27	168.0
2012-12-19 01:35:00	ES	Futures	1480.27	1480.53	1480.27	1480.27	133.0
2012-12-19 01:40:00	ES	Futures	1480.53	1480.53	1480.02	1480.27	324.0
2012-12-19 01:45:00	ES	Futures	1480.27	1480.53	1480.27	1480.27	174.0
2012-12-19 01:50:00	ES	Futures	1480.27	1480.53	1480.27	1480.27	33.0
2012-12-19 01:55:00	ES	Futures	1480.27	1480.53	1480.02	1480.27	310.0
2012-12-19 02:00:00	ES	Futures	1480.27	1480.27	1479.5	1479.5	491.0
2012-12-19 02:05:00	ES	Futures	1479.5	1480.27	1479.25	1480.02	722.0
2012-12-19 02:10:00	ES	Futures	1480.27	1480.79	1480.02	1480.53	796.0
2012-12-19 02:15:00	ES	Futures	1480.53	1480.79	1480.53	1480.53	179.0
2012-12-19 02:20:00	ES	Futures	1480.53	1480.79	1480.53	1480.53	500.0
2012-12-19 02:25:00	ES	Futures	1480.53	1480.79	1480.27	1480.53	656.0
2012-12-19 02:30:00	ES	Futures	1480.53	1480.53	1479.76	1480.02	757.0
2012-12-19 02:35:00	ES	Futures	1480.02	1480.27	1480.02	1480.27	660.0
2012-12-19 02:40:00	ES	Futures	1480.27	1480.53	1480.02	1480.27	398.0
2012-12-19 02:45:00	ES	Futures	1480.02	1480.79	1480.02	1480.27	497.0
2012-12-19 02:50:00	ES	Futures	1480.27	1480.79	1480.27	1480.53	393.0
2012-12-19 02:55:00	ES	Futures	1480.79	1481.04	1480.53	1480.79	881.0
2012-12-19 03:00:00	ES	Futures	1480.79	1481.56	1480.27	1480.53	3788.0
2012-12-19 03:05:00	ES	Futures	1480.27	1480.53	1479.76	1479.76	815.0
2012-12-19 03:10:00	ES	Futures	1479.76	1480.53	1479.76	1479.76	1466.0
2012-12-19 03:15:00	ES	Futures	1479.76	1480.53	1479.76	1479.76	1324.0
2012-12-19 03:20:00	ES	Futures	1479.76	1480.27	1479.5	1479.5	966.0
2012-12-19 03:25:00	ES	Futures	1479.76	1479.76	1478.99	1479.25	1063.0
2012-12-19 03:30:00	ES	Futures	1479.25	1479.76	1478.99	1479.76	500.0
2012-12-19 03:35:00	ES	Futures	1479.5	1479.76	1479.25	1479.25	588.0
2012-12-19 03:40:00	ES	Futures	1479.25	1479.76	1479.25	1479.5	365.0
2012-12-19 03:45:00	ES	Futures	1479.5	1479.76	1479.25	1479.5	1044.0
2012-12-19 03:50:00	ES	Futures	1479.5	1479.76	1479.25	1479.5	1400.0
2012-12-19 03:55:00	ES	Futures	1479.5	1480.02	1479.5	1479.5	2103.0
2012-12-19 04:00:00	ES	Futures	1479.5	1480.02	1479.5	1479.76	910.0
2012-12-19 04:05:00	ES	Futures	1480.02	1480.02	1478.99	1479.25	1503.0

> showing 50 of 14,377 rows — these rows as CSV

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