PREVIEW / futures_5min / 2012-01-20

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-01-20.parquet
  size:    188 KB
  rows:    11,158

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
2012-01-20 00:00:00	ES	Futures	1318.91	1318.91	1318.65	1318.91	47.0
2012-01-20 00:05:00	ES	Futures	1318.91	1319.41	1318.65	1319.41	368.0
2012-01-20 00:10:00	ES	Futures	1319.41	1319.66	1319.41	1319.66	392.0
2012-01-20 00:15:00	ES	Futures	1319.41	1320.17	1319.41	1319.91	479.0
2012-01-20 00:20:00	ES	Futures	1319.91	1320.17	1319.91	1319.91	334.0
2012-01-20 00:25:00	ES	Futures	1320.17	1320.42	1319.91	1320.17	159.0
2012-01-20 00:30:00	ES	Futures	1320.17	1320.42	1320.17	1320.42	244.0
2012-01-20 00:35:00	ES	Futures	1320.17	1320.92	1320.17	1320.67	1102.0
2012-01-20 00:40:00	ES	Futures	1320.67	1320.92	1320.42	1320.92	242.0
2012-01-20 00:45:00	ES	Futures	1320.92	1320.92	1320.17	1320.42	512.0
2012-01-20 00:50:00	ES	Futures	1320.42	1320.67	1320.17	1320.42	162.0
2012-01-20 00:55:00	ES	Futures	1320.42	1320.92	1320.17	1320.92	425.0
2012-01-20 01:00:00	ES	Futures	1320.92	1320.92	1320.42	1320.67	271.0
2012-01-20 01:05:00	ES	Futures	1320.42	1320.67	1320.17	1320.17	152.0
2012-01-20 01:10:00	ES	Futures	1320.42	1320.92	1320.42	1320.92	276.0
2012-01-20 01:15:00	ES	Futures	1320.92	1321.43	1320.67	1321.17	419.0
2012-01-20 01:20:00	ES	Futures	1321.17	1321.43	1321.17	1321.17	73.0
2012-01-20 01:25:00	ES	Futures	1321.43	1321.93	1321.17	1321.17	822.0
2012-01-20 01:30:00	ES	Futures	1321.17	1321.43	1321.17	1321.43	124.0
2012-01-20 01:35:00	ES	Futures	1321.17	1321.43	1320.92	1320.92	108.0
2012-01-20 01:40:00	ES	Futures	1321.17	1321.43	1320.92	1321.17	93.0
2012-01-20 01:45:00	ES	Futures	1321.17	1321.17	1320.67	1320.92	382.0
2012-01-20 01:50:00	ES	Futures	1320.67	1321.17	1320.17	1320.42	531.0
2012-01-20 01:55:00	ES	Futures	1320.17	1320.67	1320.17	1320.67	64.0
2012-01-20 02:00:00	ES	Futures	1320.67	1320.67	1319.66	1319.66	779.0
2012-01-20 02:05:00	ES	Futures	1319.66	1320.42	1319.66	1320.17	172.0
2012-01-20 02:10:00	ES	Futures	1320.17	1320.67	1320.17	1320.17	582.0
2012-01-20 02:15:00	ES	Futures	1320.17	1320.42	1319.91	1320.42	309.0
2012-01-20 02:20:00	ES	Futures	1320.42	1320.92	1320.17	1320.67	254.0
2012-01-20 02:25:00	ES	Futures	1320.42	1321.17	1320.17	1320.92	718.0
2012-01-20 02:30:00	ES	Futures	1320.67	1321.43	1320.67	1321.43	431.0
2012-01-20 02:35:00	ES	Futures	1321.17	1321.68	1320.92	1321.17	637.0
2012-01-20 02:40:00	ES	Futures	1321.17	1321.43	1320.92	1320.92	82.0
2012-01-20 02:45:00	ES	Futures	1320.92	1321.43	1320.92	1321.17	226.0
2012-01-20 02:50:00	ES	Futures	1320.92	1321.17	1320.67	1320.92	248.0
2012-01-20 02:55:00	ES	Futures	1320.92	1320.92	1320.42	1320.42	474.0
2012-01-20 03:00:00	ES	Futures	1320.67	1320.67	1319.16	1320.42	2798.0
2012-01-20 03:05:00	ES	Futures	1320.42	1321.17	1319.41	1319.41	2645.0
2012-01-20 03:10:00	ES	Futures	1319.16	1319.41	1318.15	1318.4	3605.0
2012-01-20 03:15:00	ES	Futures	1318.15	1318.91	1318.15	1318.4	2262.0
2012-01-20 03:20:00	ES	Futures	1318.4	1319.16	1318.15	1318.91	2727.0
2012-01-20 03:25:00	ES	Futures	1319.16	1319.16	1318.15	1318.4	1812.0
2012-01-20 03:30:00	ES	Futures	1318.4	1318.4	1317.39	1317.65	3114.0
2012-01-20 03:35:00	ES	Futures	1317.65	1317.9	1317.14	1317.65	3269.0
2012-01-20 03:40:00	ES	Futures	1317.65	1317.9	1317.14	1317.39	1132.0
2012-01-20 03:45:00	ES	Futures	1317.65	1317.9	1316.64	1316.64	3250.0
2012-01-20 03:50:00	ES	Futures	1316.89	1317.39	1316.39	1316.64	2154.0
2012-01-20 03:55:00	ES	Futures	1316.64	1317.14	1316.39	1316.64	2182.0
2012-01-20 04:00:00	ES	Futures	1316.89	1317.14	1316.39	1316.89	2999.0
2012-01-20 04:05:00	ES	Futures	1317.14	1317.9	1316.64	1317.65	1836.0

> showing 50 of 11,158 rows — these rows as CSV

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