PREVIEW / futures_5min / 2012-01-16

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-01-16.parquet
  size:    143 KB
  rows:    8,830

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
2012-01-16 00:00:00	ES	Futures	1291.69	1291.94	1291.44	1291.94	227.0
2012-01-16 00:05:00	ES	Futures	1291.94	1292.45	1291.94	1292.45	375.0
2012-01-16 00:10:00	ES	Futures	1292.45	1292.45	1292.19	1292.45	30.0
2012-01-16 00:15:00	ES	Futures	1292.45	1292.95	1292.45	1292.95	303.0
2012-01-16 00:20:00	ES	Futures	1292.95	1293.2	1292.7	1293.2	170.0
2012-01-16 00:25:00	ES	Futures	1293.2	1293.2	1292.45	1292.95	156.0
2012-01-16 00:30:00	ES	Futures	1292.95	1293.2	1292.45	1292.7	224.0
2012-01-16 00:35:00	ES	Futures	1292.7	1292.95	1292.7	1292.7	161.0
2012-01-16 00:40:00	ES	Futures	1292.45	1292.95	1292.45	1292.45	129.0
2012-01-16 00:45:00	ES	Futures	1292.45	1292.7	1292.19	1292.45	183.0
2012-01-16 00:50:00	ES	Futures	1292.19	1292.7	1292.19	1292.7	64.0
2012-01-16 00:55:00	ES	Futures	1292.7	1292.95	1292.45	1292.7	71.0
2012-01-16 01:00:00	ES	Futures	1292.45	1292.7	1291.94	1292.19	195.0
2012-01-16 01:05:00	ES	Futures	1292.19	1292.19	1291.69	1291.94	170.0
2012-01-16 01:10:00	ES	Futures	1291.94	1292.7	1291.69	1292.7	333.0
2012-01-16 01:15:00	ES	Futures	1292.7	1292.7	1292.45	1292.45	94.0
2012-01-16 01:20:00	ES	Futures	1292.7	1292.95	1292.7	1292.95	169.0
2012-01-16 01:25:00	ES	Futures	1292.95	1293.45	1292.7	1292.95	170.0
2012-01-16 01:30:00	ES	Futures	1292.95	1293.2	1292.95	1292.95	157.0
2012-01-16 01:35:00	ES	Futures	1292.95	1292.95	1292.7	1292.7	69.0
2012-01-16 01:40:00	ES	Futures	1292.7	1292.95	1292.45	1292.45	119.0
2012-01-16 01:45:00	ES	Futures	1292.7	1292.7	1292.45	1292.45	31.0
2012-01-16 01:50:00	ES	Futures	1292.7	1292.95	1292.45	1292.7	125.0
2012-01-16 01:55:00	ES	Futures	1292.95	1293.2	1292.7	1292.7	106.0
2012-01-16 02:00:00	ES	Futures	1292.7	1292.95	1291.94	1292.45	600.0
2012-01-16 02:05:00	ES	Futures	1292.19	1292.95	1292.19	1292.7	474.0
2012-01-16 02:10:00	ES	Futures	1292.95	1293.71	1292.7	1292.95	871.0
2012-01-16 02:15:00	ES	Futures	1292.7	1293.96	1292.7	1293.45	547.0
2012-01-16 02:20:00	ES	Futures	1293.71	1293.71	1293.45	1293.45	153.0
2012-01-16 02:25:00	ES	Futures	1293.45	1294.71	1293.45	1294.46	1190.0
2012-01-16 02:30:00	ES	Futures	1294.46	1294.46	1293.45	1294.21	779.0
2012-01-16 02:35:00	ES	Futures	1294.21	1294.21	1292.95	1293.2	738.0
2012-01-16 02:40:00	ES	Futures	1293.2	1293.96	1292.19	1293.45	1071.0
2012-01-16 02:45:00	ES	Futures	1293.2	1293.45	1292.45	1292.7	351.0
2012-01-16 02:50:00	ES	Futures	1292.45	1293.2	1292.45	1293.2	565.0
2012-01-16 02:55:00	ES	Futures	1292.95	1293.2	1292.19	1292.45	473.0
2012-01-16 03:00:00	ES	Futures	1292.45	1293.71	1291.44	1292.45	2787.0
2012-01-16 03:05:00	ES	Futures	1292.45	1294.21	1291.94	1293.45	2610.0
2012-01-16 03:10:00	ES	Futures	1293.71	1295.72	1293.71	1295.47	3128.0
2012-01-16 03:15:00	ES	Futures	1295.72	1296.23	1295.22	1295.72	3033.0
2012-01-16 03:20:00	ES	Futures	1295.72	1296.98	1295.47	1296.48	1389.0
2012-01-16 03:25:00	ES	Futures	1296.73	1296.98	1295.72	1296.48	1478.0
2012-01-16 03:30:00	ES	Futures	1296.73	1297.23	1295.47	1295.72	1620.0
2012-01-16 03:35:00	ES	Futures	1295.72	1295.97	1294.71	1295.22	1842.0
2012-01-16 03:40:00	ES	Futures	1295.22	1295.47	1294.21	1295.22	1491.0
2012-01-16 03:45:00	ES	Futures	1295.22	1295.97	1295.22	1295.72	1647.0
2012-01-16 03:50:00	ES	Futures	1295.97	1297.74	1295.72	1297.23	3162.0
2012-01-16 03:55:00	ES	Futures	1297.23	1298.24	1297.23	1297.74	2902.0
2012-01-16 04:00:00	ES	Futures	1297.49	1298.49	1297.23	1297.23	1519.0
2012-01-16 04:05:00	ES	Futures	1297.23	1297.49	1296.48	1296.98	1520.0

> showing 50 of 8,830 rows — these rows as CSV

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