PREVIEW / futures_5min / 2012-12-21

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-12-21.parquet
  size:    186 KB
  rows:    11,873

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
2012-12-21 00:00:00	ES	Futures	1455.9	1456.15	1455.64	1455.9	1300.0
2012-12-21 00:05:00	ES	Futures	1455.9	1456.15	1455.13	1455.64	2426.0
2012-12-21 00:10:00	ES	Futures	1455.64	1455.9	1455.38	1455.64	842.0
2012-12-21 00:15:00	ES	Futures	1455.64	1455.64	1455.38	1455.64	684.0
2012-12-21 00:20:00	ES	Futures	1455.64	1455.9	1455.38	1455.38	330.0
2012-12-21 00:25:00	ES	Futures	1455.38	1456.15	1455.13	1455.64	3056.0
2012-12-21 00:30:00	ES	Futures	1455.38	1455.64	1455.38	1455.64	798.0
2012-12-21 00:35:00	ES	Futures	1455.38	1455.64	1455.38	1455.64	1638.0
2012-12-21 00:40:00	ES	Futures	1455.64	1455.9	1455.13	1455.38	2300.0
2012-12-21 00:45:00	ES	Futures	1455.38	1455.64	1454.87	1455.38	1722.0
2012-12-21 00:50:00	ES	Futures	1455.38	1455.9	1455.38	1455.64	1320.0
2012-12-21 00:55:00	ES	Futures	1455.64	1455.9	1455.13	1455.38	1518.0
2012-12-21 01:00:00	ES	Futures	1455.13	1455.64	1454.87	1455.38	6190.0
2012-12-21 01:05:00	ES	Futures	1455.38	1456.15	1455.13	1455.38	5184.0
2012-12-21 01:10:00	ES	Futures	1455.38	1456.41	1455.13	1456.15	3302.0
2012-12-21 01:15:00	ES	Futures	1456.15	1457.44	1456.15	1457.44	2016.0
2012-12-21 01:20:00	ES	Futures	1457.18	1457.69	1457.18	1457.44	1432.0
2012-12-21 01:25:00	ES	Futures	1457.69	1457.95	1457.44	1457.95	760.0
2012-12-21 01:30:00	ES	Futures	1457.95	1457.95	1457.44	1457.69	770.0
2012-12-21 01:35:00	ES	Futures	1457.69	1457.69	1457.18	1457.69	900.0
2012-12-21 01:40:00	ES	Futures	1457.69	1457.69	1457.18	1457.18	434.0
2012-12-21 01:45:00	ES	Futures	1457.18	1457.44	1456.67	1457.18	858.0
2012-12-21 01:50:00	ES	Futures	1456.92	1457.18	1456.67	1457.18	404.0
2012-12-21 01:55:00	ES	Futures	1457.18	1457.44	1456.92	1457.18	402.0
2012-12-21 02:00:00	ES	Futures	1457.18	1457.95	1456.41	1456.67	4770.0
2012-12-21 02:05:00	ES	Futures	1456.67	1457.95	1456.41	1456.92	3424.0
2012-12-21 02:10:00	ES	Futures	1456.92	1458.21	1456.92	1457.95	2000.0
2012-12-21 02:15:00	ES	Futures	1457.95	1459.23	1457.69	1458.98	2392.0
2012-12-21 02:20:00	ES	Futures	1458.98	1459.49	1458.98	1459.49	2390.0
2012-12-21 02:25:00	ES	Futures	1459.49	1460.26	1459.23	1460.0	3412.0
2012-12-21 02:30:00	ES	Futures	1459.75	1460.0	1459.23	1459.75	2160.0
2012-12-21 02:35:00	ES	Futures	1459.75	1460.52	1459.49	1460.52	2374.0
2012-12-21 02:40:00	ES	Futures	1460.52	1461.03	1460.0	1460.77	3210.0
2012-12-21 02:45:00	ES	Futures	1460.77	1461.03	1460.52	1461.03	2064.0
2012-12-21 02:50:00	ES	Futures	1460.77	1461.03	1460.52	1461.03	1110.0
2012-12-21 02:55:00	ES	Futures	1460.77	1460.77	1459.75	1459.75	2558.0
2012-12-21 03:00:00	ES	Futures	1459.49	1460.77	1458.21	1460.77	5832.0
2012-12-21 03:05:00	ES	Futures	1460.77	1461.54	1460.52	1460.52	5736.0
2012-12-21 03:10:00	ES	Futures	1460.77	1461.54	1460.26	1461.54	4366.0
2012-12-21 03:15:00	ES	Futures	1461.29	1462.31	1461.29	1462.06	4966.0
2012-12-21 03:20:00	ES	Futures	1461.8	1462.31	1461.03	1462.06	3902.0
2012-12-21 03:25:00	ES	Futures	1462.06	1462.31	1460.52	1460.52	3468.0
2012-12-21 03:30:00	ES	Futures	1460.52	1461.54	1460.52	1460.77	3378.0
2012-12-21 03:35:00	ES	Futures	1460.77	1460.77	1460.26	1460.52	3982.0
2012-12-21 03:40:00	ES	Futures	1460.77	1460.77	1460.26	1460.52	1826.0
2012-12-21 03:45:00	ES	Futures	1460.26	1460.26	1458.98	1460.0	5588.0
2012-12-21 03:50:00	ES	Futures	1459.75	1460.26	1459.23	1459.23	2992.0
2012-12-21 03:55:00	ES	Futures	1459.49	1459.49	1458.21	1458.46	5412.0
2012-12-21 04:00:00	ES	Futures	1458.21	1458.72	1457.69	1458.46	4808.0
2012-12-21 04:05:00	ES	Futures	1458.72	1458.98	1458.21	1458.98	4404.0

> showing 50 of 11,873 rows — these rows as CSV

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