PREVIEW / futures_5min / 2012-01-18

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-01-18.parquet
  size:    230 KB
  rows:    13,591

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
2012-01-18 00:00:00	ES	Futures	1303.79	1304.04	1303.28	1303.28	405.0
2012-01-18 00:05:00	ES	Futures	1303.28	1303.53	1303.03	1303.03	263.0
2012-01-18 00:10:00	ES	Futures	1303.28	1303.53	1303.03	1303.53	233.0
2012-01-18 00:15:00	ES	Futures	1303.28	1303.53	1303.03	1303.03	241.0
2012-01-18 00:20:00	ES	Futures	1303.28	1303.79	1303.28	1303.28	281.0
2012-01-18 00:25:00	ES	Futures	1303.28	1303.53	1303.03	1303.03	214.0
2012-01-18 00:30:00	ES	Futures	1303.03	1303.53	1303.03	1303.03	423.0
2012-01-18 00:35:00	ES	Futures	1303.03	1303.03	1302.27	1302.78	642.0
2012-01-18 00:40:00	ES	Futures	1302.53	1303.03	1302.53	1302.78	100.0
2012-01-18 00:45:00	ES	Futures	1302.53	1303.03	1302.53	1302.78	169.0
2012-01-18 00:50:00	ES	Futures	1303.03	1303.28	1302.78	1303.28	248.0
2012-01-18 00:55:00	ES	Futures	1303.03	1303.28	1302.78	1302.78	130.0
2012-01-18 01:00:00	ES	Futures	1302.53	1303.03	1302.02	1302.02	437.0
2012-01-18 01:05:00	ES	Futures	1302.02	1302.27	1301.77	1302.02	336.0
2012-01-18 01:10:00	ES	Futures	1302.02	1302.27	1302.02	1302.02	138.0
2012-01-18 01:15:00	ES	Futures	1302.02	1302.02	1300.51	1301.01	1271.0
2012-01-18 01:20:00	ES	Futures	1301.01	1301.27	1300.76	1301.27	422.0
2012-01-18 01:25:00	ES	Futures	1301.01	1301.01	1300.51	1300.76	456.0
2012-01-18 01:30:00	ES	Futures	1300.51	1301.52	1300.51	1301.27	379.0
2012-01-18 01:35:00	ES	Futures	1301.27	1301.52	1300.26	1300.76	566.0
2012-01-18 01:40:00	ES	Futures	1300.51	1300.76	1300.26	1300.51	181.0
2012-01-18 01:45:00	ES	Futures	1300.76	1300.76	1300.01	1300.51	246.0
2012-01-18 01:50:00	ES	Futures	1300.26	1300.76	1300.26	1300.76	75.0
2012-01-18 01:55:00	ES	Futures	1300.51	1301.27	1300.51	1301.01	471.0
2012-01-18 02:00:00	ES	Futures	1301.01	1301.52	1301.01	1301.01	982.0
2012-01-18 02:05:00	ES	Futures	1301.27	1301.77	1300.76	1301.77	937.0
2012-01-18 02:10:00	ES	Futures	1301.77	1302.27	1301.52	1301.77	506.0
2012-01-18 02:15:00	ES	Futures	1301.77	1302.02	1301.27	1301.77	542.0
2012-01-18 02:20:00	ES	Futures	1301.77	1301.77	1301.01	1301.52	629.0
2012-01-18 02:25:00	ES	Futures	1301.27	1302.02	1301.27	1302.02	247.0
2012-01-18 02:30:00	ES	Futures	1302.02	1303.03	1301.77	1302.78	1125.0
2012-01-18 02:35:00	ES	Futures	1302.78	1303.03	1302.53	1303.03	258.0
2012-01-18 02:40:00	ES	Futures	1303.03	1303.53	1302.78	1303.03	1280.0
2012-01-18 02:45:00	ES	Futures	1303.03	1303.53	1302.78	1302.78	831.0
2012-01-18 02:50:00	ES	Futures	1302.78	1303.28	1302.78	1303.03	639.0
2012-01-18 02:55:00	ES	Futures	1303.03	1303.03	1302.27	1302.53	618.0
2012-01-18 03:00:00	ES	Futures	1302.78	1303.03	1301.27	1301.52	2087.0
2012-01-18 03:05:00	ES	Futures	1301.77	1301.77	1300.26	1300.26	2405.0
2012-01-18 03:10:00	ES	Futures	1300.26	1300.76	1299.5	1299.5	2630.0
2012-01-18 03:15:00	ES	Futures	1299.75	1300.01	1299.0	1299.5	3536.0
2012-01-18 03:20:00	ES	Futures	1299.5	1300.01	1298.75	1299.0	2060.0
2012-01-18 03:25:00	ES	Futures	1298.75	1299.75	1298.49	1299.25	2982.0
2012-01-18 03:30:00	ES	Futures	1299.0	1299.25	1296.98	1297.23	5420.0
2012-01-18 03:35:00	ES	Futures	1297.49	1298.49	1297.23	1297.99	2721.0
2012-01-18 03:40:00	ES	Futures	1298.24	1298.75	1297.49	1298.49	2751.0
2012-01-18 03:45:00	ES	Futures	1298.49	1299.25	1297.99	1299.0	2566.0
2012-01-18 03:50:00	ES	Futures	1299.0	1299.0	1298.24	1298.49	1103.0
2012-01-18 03:55:00	ES	Futures	1298.49	1300.01	1298.49	1299.5	3029.0
2012-01-18 04:00:00	ES	Futures	1299.5	1299.75	1298.75	1299.5	1561.0
2012-01-18 04:05:00	ES	Futures	1299.75	1300.51	1299.5	1300.26	2798.0

> showing 50 of 13,591 rows — these rows as CSV

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