PREVIEW / futures_5min / 2012-01-06

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-01-06.parquet
  size:    183 KB
  rows:    11,025

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
2012-01-06 00:00:00	ES	Futures	1278.34	1278.59	1277.58	1277.58	1682.0
2012-01-06 00:05:00	ES	Futures	1277.58	1277.83	1276.82	1277.33	2401.0
2012-01-06 00:10:00	ES	Futures	1277.33	1277.58	1276.82	1277.08	785.0
2012-01-06 00:15:00	ES	Futures	1277.33	1277.83	1277.08	1277.83	366.0
2012-01-06 00:20:00	ES	Futures	1277.83	1278.59	1277.58	1277.83	862.0
2012-01-06 00:25:00	ES	Futures	1277.83	1278.34	1277.83	1277.83	319.0
2012-01-06 00:30:00	ES	Futures	1277.83	1278.84	1277.58	1278.08	522.0
2012-01-06 00:35:00	ES	Futures	1278.08	1279.6	1278.08	1279.09	1051.0
2012-01-06 00:40:00	ES	Futures	1279.09	1279.85	1279.09	1279.85	511.0
2012-01-06 00:45:00	ES	Futures	1279.6	1279.85	1279.6	1279.85	253.0
2012-01-06 00:50:00	ES	Futures	1279.85	1279.85	1279.34	1279.34	656.0
2012-01-06 00:55:00	ES	Futures	1279.6	1279.85	1279.34	1279.34	454.0
2012-01-06 01:00:00	ES	Futures	1279.34	1279.85	1279.34	1279.85	261.0
2012-01-06 01:05:00	ES	Futures	1279.85	1279.85	1279.34	1279.6	349.0
2012-01-06 01:10:00	ES	Futures	1279.6	1279.85	1279.34	1279.6	477.0
2012-01-06 01:15:00	ES	Futures	1279.6	1279.85	1279.6	1279.85	93.0
2012-01-06 01:20:00	ES	Futures	1279.6	1280.35	1279.6	1280.35	346.0
2012-01-06 01:25:00	ES	Futures	1280.35	1280.86	1280.1	1280.86	348.0
2012-01-06 01:30:00	ES	Futures	1280.86	1280.86	1280.35	1280.35	407.0
2012-01-06 01:35:00	ES	Futures	1280.1	1280.86	1280.1	1280.35	285.0
2012-01-06 01:40:00	ES	Futures	1280.35	1280.6	1280.1	1280.1	233.0
2012-01-06 01:45:00	ES	Futures	1280.1	1280.35	1280.1	1280.1	99.0
2012-01-06 01:50:00	ES	Futures	1280.1	1280.35	1280.1	1280.35	81.0
2012-01-06 01:55:00	ES	Futures	1280.35	1280.35	1279.85	1280.35	344.0
2012-01-06 02:00:00	ES	Futures	1280.35	1280.86	1280.35	1280.86	397.0
2012-01-06 02:05:00	ES	Futures	1280.6	1281.86	1280.6	1281.86	829.0
2012-01-06 02:10:00	ES	Futures	1281.61	1281.86	1281.11	1281.36	329.0
2012-01-06 02:15:00	ES	Futures	1281.11	1282.11	1281.11	1282.11	806.0
2012-01-06 02:20:00	ES	Futures	1281.86	1282.37	1281.61	1281.86	685.0
2012-01-06 02:25:00	ES	Futures	1281.86	1282.37	1281.61	1282.11	515.0
2012-01-06 02:30:00	ES	Futures	1282.37	1282.37	1281.36	1281.36	463.0
2012-01-06 02:35:00	ES	Futures	1281.36	1282.11	1281.36	1281.36	1354.0
2012-01-06 02:40:00	ES	Futures	1281.36	1281.61	1281.36	1281.61	473.0
2012-01-06 02:45:00	ES	Futures	1281.36	1281.86	1281.11	1281.11	261.0
2012-01-06 02:50:00	ES	Futures	1281.36	1281.36	1280.1	1280.1	1680.0
2012-01-06 02:55:00	ES	Futures	1280.35	1280.86	1280.35	1280.6	483.0
2012-01-06 03:00:00	ES	Futures	1280.86	1281.86	1280.1	1280.86	2341.0
2012-01-06 03:05:00	ES	Futures	1281.11	1283.12	1280.86	1282.62	2855.0
2012-01-06 03:10:00	ES	Futures	1282.37	1283.63	1282.37	1282.87	2953.0
2012-01-06 03:15:00	ES	Futures	1282.87	1283.88	1282.62	1283.88	1677.0
2012-01-06 03:20:00	ES	Futures	1283.63	1283.88	1282.62	1282.62	1403.0
2012-01-06 03:25:00	ES	Futures	1282.62	1282.87	1281.86	1282.37	1552.0
2012-01-06 03:30:00	ES	Futures	1282.37	1283.37	1281.61	1282.87	1987.0
2012-01-06 03:35:00	ES	Futures	1283.12	1283.37	1282.11	1282.62	905.0
2012-01-06 03:40:00	ES	Futures	1282.62	1284.38	1282.37	1284.13	2547.0
2012-01-06 03:45:00	ES	Futures	1284.13	1284.89	1283.88	1284.63	1748.0
2012-01-06 03:50:00	ES	Futures	1284.63	1284.89	1283.63	1283.88	1754.0
2012-01-06 03:55:00	ES	Futures	1283.88	1284.38	1283.63	1283.63	1215.0
2012-01-06 04:00:00	ES	Futures	1283.88	1284.89	1283.63	1284.38	2589.0
2012-01-06 04:05:00	ES	Futures	1284.38	1285.14	1284.13	1284.38	1718.0

> showing 50 of 11,025 rows — these rows as CSV

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