PREVIEW / futures_5min / 2012-01-03

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-01-03.parquet
  size:    192 KB
  rows:    11,206

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
2012-01-03 06:00:00	ES	Futures	1284.89	1290.18	1284.89	1285.39	24901.0
2012-01-03 06:05:00	ES	Futures	1285.64	1285.64	1282.87	1283.63	13024.0
2012-01-03 06:10:00	ES	Futures	1283.63	1285.39	1283.37	1284.38	6753.0
2012-01-03 06:15:00	ES	Futures	1284.63	1286.15	1283.63	1285.14	8475.0
2012-01-03 06:20:00	ES	Futures	1285.14	1286.9	1284.89	1286.4	5023.0
2012-01-03 06:25:00	ES	Futures	1286.4	1287.66	1285.89	1287.15	3619.0
2012-01-03 06:30:00	ES	Futures	1287.15	1287.91	1286.4	1286.65	2769.0
2012-01-03 06:35:00	ES	Futures	1286.65	1286.9	1285.89	1286.15	3454.0
2012-01-03 06:40:00	ES	Futures	1286.4	1286.4	1284.63	1285.39	3951.0
2012-01-03 06:45:00	ES	Futures	1285.14	1285.89	1284.38	1285.39	3268.0
2012-01-03 06:50:00	ES	Futures	1285.64	1285.64	1284.63	1285.14	2403.0
2012-01-03 06:55:00	ES	Futures	1285.14	1285.89	1284.63	1285.14	2869.0
2012-01-03 07:00:00	ES	Futures	1285.14	1285.89	1284.89	1285.39	1997.0
2012-01-03 07:05:00	ES	Futures	1285.39	1285.64	1284.63	1284.89	2056.0
2012-01-03 07:10:00	ES	Futures	1284.63	1285.39	1284.63	1284.89	3523.0
2012-01-03 07:15:00	ES	Futures	1285.14	1285.14	1283.88	1284.13	1806.0
2012-01-03 07:20:00	ES	Futures	1284.13	1284.38	1283.63	1284.38	1956.0
2012-01-03 07:25:00	ES	Futures	1284.13	1284.63	1283.63	1283.63	1742.0
2012-01-03 07:30:00	ES	Futures	1283.88	1283.88	1283.12	1283.37	1761.0
2012-01-03 07:35:00	ES	Futures	1283.63	1283.63	1282.62	1282.62	2470.0
2012-01-03 07:40:00	ES	Futures	1282.62	1283.12	1281.36	1282.11	5478.0
2012-01-03 07:45:00	ES	Futures	1282.11	1282.37	1281.61	1281.86	2402.0
2012-01-03 07:50:00	ES	Futures	1281.86	1282.11	1281.11	1281.11	1483.0
2012-01-03 07:55:00	ES	Futures	1281.36	1282.11	1281.11	1281.61	2689.0
2012-01-03 08:00:00	ES	Futures	1281.86	1282.37	1281.61	1282.37	2606.0
2012-01-03 08:05:00	ES	Futures	1282.37	1283.12	1281.61	1283.12	2527.0
2012-01-03 08:10:00	ES	Futures	1283.12	1283.12	1281.36	1281.61	2632.0
2012-01-03 08:15:00	ES	Futures	1281.61	1282.37	1281.61	1282.11	3006.0
2012-01-03 08:20:00	ES	Futures	1282.11	1282.87	1281.11	1281.36	5971.0
2012-01-03 08:25:00	ES	Futures	1281.36	1281.61	1280.86	1281.36	2558.0
2012-01-03 08:30:00	ES	Futures	1281.36	1281.61	1280.86	1281.61	1657.0
2012-01-03 08:35:00	ES	Futures	1281.61	1282.11	1280.86	1282.11	4223.0
2012-01-03 08:40:00	ES	Futures	1282.11	1282.87	1281.61	1282.37	4089.0
2012-01-03 08:45:00	ES	Futures	1282.62	1283.37	1282.37	1283.12	4684.0
2012-01-03 08:50:00	ES	Futures	1282.87	1282.87	1281.61	1281.86	3756.0
2012-01-03 08:55:00	ES	Futures	1282.11	1283.12	1282.11	1282.87	4482.0
2012-01-03 09:00:00	ES	Futures	1283.12	1283.88	1282.62	1283.63	4655.0
2012-01-03 09:05:00	ES	Futures	1283.63	1283.88	1283.12	1283.63	3891.0
2012-01-03 09:10:00	ES	Futures	1283.63	1284.89	1283.63	1284.38	4662.0
2012-01-03 09:15:00	ES	Futures	1284.38	1284.63	1283.63	1283.63	4080.0
2012-01-03 09:20:00	ES	Futures	1283.63	1284.63	1283.63	1284.38	6174.0
2012-01-03 09:25:00	ES	Futures	1284.38	1285.14	1283.12	1283.63	10082.0
2012-01-03 09:30:00	ES	Futures	1283.63	1286.15	1283.12	1285.39	41967.0
2012-01-03 09:35:00	ES	Futures	1285.39	1286.9	1285.14	1286.65	30402.0
2012-01-03 09:40:00	ES	Futures	1286.65	1287.15	1285.64	1286.4	27707.0
2012-01-03 09:45:00	ES	Futures	1286.65	1286.9	1284.38	1285.39	27330.0
2012-01-03 09:50:00	ES	Futures	1285.14	1285.39	1284.63	1285.14	19201.0
2012-01-03 09:55:00	ES	Futures	1285.14	1286.15	1284.89	1285.64	19652.0
2012-01-03 10:00:00	ES	Futures	1285.39	1288.67	1284.13	1288.16	46220.0
2012-01-03 10:05:00	ES	Futures	1287.91	1289.67	1287.91	1289.17	42876.0

> showing 50 of 11,206 rows — these rows as CSV

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