PREVIEW / futures_5min / 2012-01-15

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-01-15.parquet
  size:    35 KB
  rows:    1,773

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
2012-01-15 18:00:00	ES	Futures	1295.47	1296.73	1294.97	1296.48	6632.0
2012-01-15 18:05:00	ES	Futures	1296.48	1296.73	1295.97	1296.48	1090.0
2012-01-15 18:10:00	ES	Futures	1296.48	1297.49	1296.23	1296.98	1055.0
2012-01-15 18:15:00	ES	Futures	1296.73	1297.49	1296.73	1297.23	601.0
2012-01-15 18:20:00	ES	Futures	1297.23	1297.23	1296.73	1296.73	449.0
2012-01-15 18:25:00	ES	Futures	1296.73	1297.99	1296.73	1297.74	727.0
2012-01-15 18:30:00	ES	Futures	1297.74	1297.99	1297.49	1297.74	342.0
2012-01-15 18:35:00	ES	Futures	1297.74	1297.74	1297.49	1297.49	154.0
2012-01-15 18:40:00	ES	Futures	1297.49	1297.74	1297.23	1297.23	382.0
2012-01-15 18:45:00	ES	Futures	1297.23	1297.49	1297.23	1297.23	304.0
2012-01-15 18:50:00	ES	Futures	1297.23	1297.23	1296.48	1296.73	590.0
2012-01-15 18:55:00	ES	Futures	1296.73	1296.73	1296.23	1296.48	511.0
2012-01-15 19:00:00	ES	Futures	1296.73	1296.73	1294.46	1295.22	3241.0
2012-01-15 19:05:00	ES	Futures	1295.22	1295.47	1294.71	1294.97	647.0
2012-01-15 19:10:00	ES	Futures	1294.97	1294.97	1293.96	1294.46	774.0
2012-01-15 19:15:00	ES	Futures	1294.46	1294.97	1293.71	1293.71	801.0
2012-01-15 19:20:00	ES	Futures	1293.96	1294.71	1293.71	1294.71	691.0
2012-01-15 19:25:00	ES	Futures	1294.46	1294.71	1293.96	1293.96	262.0
2012-01-15 19:30:00	ES	Futures	1294.21	1294.46	1293.71	1294.21	346.0
2012-01-15 19:35:00	ES	Futures	1294.46	1294.71	1293.71	1293.96	237.0
2012-01-15 19:40:00	ES	Futures	1293.96	1294.21	1293.71	1294.21	201.0
2012-01-15 19:45:00	ES	Futures	1294.21	1294.46	1293.71	1293.96	261.0
2012-01-15 19:50:00	ES	Futures	1293.96	1294.21	1293.71	1293.96	195.0
2012-01-15 19:55:00	ES	Futures	1293.96	1293.96	1293.45	1293.45	631.0
2012-01-15 20:00:00	ES	Futures	1293.45	1293.71	1292.95	1292.95	1159.0
2012-01-15 20:05:00	ES	Futures	1293.2	1293.71	1292.95	1293.71	413.0
2012-01-15 20:10:00	ES	Futures	1293.71	1293.96	1293.2	1293.2	383.0
2012-01-15 20:15:00	ES	Futures	1293.45	1293.45	1293.2	1293.2	455.0
2012-01-15 20:20:00	ES	Futures	1293.2	1293.2	1292.45	1292.7	933.0
2012-01-15 20:25:00	ES	Futures	1292.95	1292.95	1292.19	1292.19	805.0
2012-01-15 20:30:00	ES	Futures	1292.45	1292.7	1291.94	1292.45	733.0
2012-01-15 20:35:00	ES	Futures	1292.45	1292.45	1291.94	1291.94	645.0
2012-01-15 20:40:00	ES	Futures	1291.94	1292.45	1291.69	1292.19	484.0
2012-01-15 20:45:00	ES	Futures	1292.19	1292.7	1291.94	1292.45	328.0
2012-01-15 20:50:00	ES	Futures	1292.7	1292.95	1291.94	1292.19	746.0
2012-01-15 20:55:00	ES	Futures	1292.19	1292.95	1292.19	1292.7	634.0
2012-01-15 21:00:00	ES	Futures	1292.95	1293.2	1292.7	1292.7	295.0
2012-01-15 21:05:00	ES	Futures	1292.7	1292.95	1292.19	1292.45	531.0
2012-01-15 21:10:00	ES	Futures	1292.45	1292.7	1292.19	1292.45	307.0
2012-01-15 21:15:00	ES	Futures	1292.45	1292.45	1291.94	1292.19	300.0
2012-01-15 21:20:00	ES	Futures	1292.45	1292.7	1292.45	1292.45	403.0
2012-01-15 21:25:00	ES	Futures	1292.45	1292.95	1292.45	1292.7	289.0
2012-01-15 21:30:00	ES	Futures	1292.7	1292.95	1292.19	1292.19	328.0
2012-01-15 21:35:00	ES	Futures	1292.45	1292.45	1291.94	1291.94	262.0
2012-01-15 21:40:00	ES	Futures	1291.94	1292.45	1291.94	1292.19	265.0
2012-01-15 21:45:00	ES	Futures	1292.19	1292.95	1291.94	1292.95	505.0
2012-01-15 21:50:00	ES	Futures	1292.7	1292.95	1292.45	1292.7	184.0
2012-01-15 21:55:00	ES	Futures	1292.7	1292.95	1292.45	1292.45	269.0
2012-01-15 22:00:00	ES	Futures	1292.45	1292.7	1292.19	1292.7	157.0
2012-01-15 22:05:00	ES	Futures	1292.7	1292.7	1292.45	1292.45	121.0

> showing 50 of 1,773 rows — these rows as CSV

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