PREVIEW / futures_5min / 2012-01-19

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-01-19.parquet
  size:    224 KB
  rows:    13,590

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
2012-01-19 00:00:00	ES	Futures	1312.86	1312.86	1312.35	1312.35	262.0
2012-01-19 00:05:00	ES	Futures	1312.35	1312.86	1312.1	1312.1	742.0
2012-01-19 00:10:00	ES	Futures	1312.1	1312.61	1312.1	1312.35	223.0
2012-01-19 00:15:00	ES	Futures	1312.61	1313.11	1312.35	1312.61	409.0
2012-01-19 00:20:00	ES	Futures	1312.61	1312.86	1312.35	1312.86	177.0
2012-01-19 00:25:00	ES	Futures	1312.86	1313.11	1312.61	1313.11	385.0
2012-01-19 00:30:00	ES	Futures	1312.86	1313.11	1312.61	1312.61	150.0
2012-01-19 00:35:00	ES	Futures	1312.61	1312.86	1312.61	1312.61	212.0
2012-01-19 00:40:00	ES	Futures	1312.86	1312.86	1312.61	1312.61	79.0
2012-01-19 00:45:00	ES	Futures	1312.61	1313.11	1312.35	1312.61	326.0
2012-01-19 00:50:00	ES	Futures	1312.86	1312.86	1312.35	1312.61	180.0
2012-01-19 00:55:00	ES	Futures	1312.61	1312.86	1312.61	1312.61	273.0
2012-01-19 01:00:00	ES	Futures	1312.86	1313.36	1312.61	1313.11	328.0
2012-01-19 01:05:00	ES	Futures	1313.36	1313.36	1313.11	1313.11	196.0
2012-01-19 01:10:00	ES	Futures	1313.11	1313.36	1312.86	1313.11	258.0
2012-01-19 01:15:00	ES	Futures	1313.11	1313.36	1312.86	1312.86	61.0
2012-01-19 01:20:00	ES	Futures	1313.11	1313.36	1312.86	1312.86	262.0
2012-01-19 01:25:00	ES	Futures	1312.61	1312.86	1312.61	1312.86	230.0
2012-01-19 01:30:00	ES	Futures	1312.61	1313.11	1312.61	1312.86	256.0
2012-01-19 01:35:00	ES	Futures	1312.61	1312.86	1312.61	1312.61	81.0
2012-01-19 01:40:00	ES	Futures	1312.61	1313.11	1312.61	1312.86	133.0
2012-01-19 01:45:00	ES	Futures	1312.86	1313.11	1312.61	1313.11	224.0
2012-01-19 01:50:00	ES	Futures	1312.86	1313.11	1312.61	1312.86	252.0
2012-01-19 01:55:00	ES	Futures	1313.11	1313.11	1312.1	1312.35	688.0
2012-01-19 02:00:00	ES	Futures	1312.1	1312.61	1312.1	1312.35	586.0
2012-01-19 02:05:00	ES	Futures	1312.35	1313.11	1312.35	1312.61	503.0
2012-01-19 02:10:00	ES	Futures	1312.61	1312.86	1311.6	1311.85	911.0
2012-01-19 02:15:00	ES	Futures	1312.1	1312.35	1311.85	1312.35	147.0
2012-01-19 02:20:00	ES	Futures	1312.1	1312.35	1311.85	1312.1	375.0
2012-01-19 02:25:00	ES	Futures	1312.1	1312.61	1312.1	1312.35	464.0
2012-01-19 02:30:00	ES	Futures	1312.1	1312.35	1311.6	1311.85	1306.0
2012-01-19 02:35:00	ES	Futures	1311.85	1312.1	1311.6	1311.85	472.0
2012-01-19 02:40:00	ES	Futures	1311.85	1312.1	1310.59	1310.84	2072.0
2012-01-19 02:45:00	ES	Futures	1310.84	1311.09	1310.34	1310.84	1901.0
2012-01-19 02:50:00	ES	Futures	1310.84	1311.6	1310.59	1311.35	1385.0
2012-01-19 02:55:00	ES	Futures	1311.35	1311.6	1311.09	1311.09	1188.0
2012-01-19 03:00:00	ES	Futures	1311.35	1312.35	1310.84	1311.09	2695.0
2012-01-19 03:05:00	ES	Futures	1311.09	1311.35	1310.34	1310.59	2282.0
2012-01-19 03:10:00	ES	Futures	1310.34	1310.84	1310.09	1310.59	2824.0
2012-01-19 03:15:00	ES	Futures	1310.59	1311.35	1310.59	1311.35	2052.0
2012-01-19 03:20:00	ES	Futures	1311.6	1311.6	1310.84	1311.09	1763.0
2012-01-19 03:25:00	ES	Futures	1311.09	1311.85	1310.34	1310.59	1855.0
2012-01-19 03:30:00	ES	Futures	1310.59	1310.84	1309.83	1309.83	2647.0
2012-01-19 03:35:00	ES	Futures	1309.83	1310.84	1309.58	1310.59	2275.0
2012-01-19 03:40:00	ES	Futures	1310.34	1310.84	1310.09	1310.59	1125.0
2012-01-19 03:45:00	ES	Futures	1310.59	1311.09	1310.34	1310.84	1331.0
2012-01-19 03:50:00	ES	Futures	1310.84	1310.84	1310.34	1310.84	1332.0
2012-01-19 03:55:00	ES	Futures	1310.84	1312.35	1310.34	1312.35	2168.0
2012-01-19 04:00:00	ES	Futures	1312.1	1313.11	1311.85	1312.35	3231.0
2012-01-19 04:05:00	ES	Futures	1312.35	1312.61	1311.35	1311.6	1095.0

> showing 50 of 13,590 rows — these rows as CSV

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