PREVIEW / futures_5min / 2012-01-22

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-01-22.parquet
  size:    42 KB
  rows:    2,261

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
2012-01-22 18:00:00	ES	Futures	1317.9	1318.4	1316.64	1317.14	5675.0
2012-01-22 18:05:00	ES	Futures	1317.14	1317.39	1316.89	1317.39	1281.0
2012-01-22 18:10:00	ES	Futures	1317.39	1317.39	1317.14	1317.39	538.0
2012-01-22 18:15:00	ES	Futures	1317.14	1317.9	1317.14	1317.9	983.0
2012-01-22 18:20:00	ES	Futures	1317.65	1318.15	1317.65	1317.65	840.0
2012-01-22 18:25:00	ES	Futures	1317.9	1317.9	1317.39	1317.65	299.0
2012-01-22 18:30:00	ES	Futures	1317.9	1317.9	1317.14	1317.39	512.0
2012-01-22 18:35:00	ES	Futures	1317.39	1317.39	1317.14	1317.39	66.0
2012-01-22 18:40:00	ES	Futures	1317.39	1317.39	1317.14	1317.39	431.0
2012-01-22 18:45:00	ES	Futures	1317.14	1317.39	1316.39	1316.39	949.0
2012-01-22 18:50:00	ES	Futures	1316.39	1316.89	1315.88	1315.88	1062.0
2012-01-22 18:55:00	ES	Futures	1315.88	1316.39	1315.88	1316.39	503.0
2012-01-22 19:00:00	ES	Futures	1316.39	1316.64	1315.63	1316.13	1204.0
2012-01-22 19:05:00	ES	Futures	1316.13	1316.13	1315.63	1315.88	534.0
2012-01-22 19:10:00	ES	Futures	1315.88	1316.13	1315.38	1315.63	659.0
2012-01-22 19:15:00	ES	Futures	1315.63	1316.89	1315.63	1316.64	1960.0
2012-01-22 19:20:00	ES	Futures	1316.39	1316.89	1316.39	1316.39	184.0
2012-01-22 19:25:00	ES	Futures	1316.39	1316.64	1316.39	1316.39	313.0
2012-01-22 19:30:00	ES	Futures	1316.39	1317.14	1316.39	1317.14	382.0
2012-01-22 19:35:00	ES	Futures	1317.14	1317.14	1316.64	1316.89	142.0
2012-01-22 19:40:00	ES	Futures	1316.89	1317.14	1316.64	1316.89	129.0
2012-01-22 19:45:00	ES	Futures	1316.89	1317.39	1316.89	1317.14	209.0
2012-01-22 19:50:00	ES	Futures	1317.14	1317.39	1316.89	1317.14	196.0
2012-01-22 19:55:00	ES	Futures	1316.89	1317.14	1316.89	1317.14	313.0
2012-01-22 20:00:00	ES	Futures	1317.14	1317.14	1316.89	1317.14	145.0
2012-01-22 20:05:00	ES	Futures	1317.14	1317.14	1316.89	1316.89	105.0
2012-01-22 20:10:00	ES	Futures	1317.14	1317.39	1316.89	1317.14	98.0
2012-01-22 20:15:00	ES	Futures	1317.14	1317.39	1317.14	1317.39	344.0
2012-01-22 20:20:00	ES	Futures	1317.39	1317.65	1317.14	1317.65	467.0
2012-01-22 20:25:00	ES	Futures	1317.65	1317.9	1317.39	1317.39	455.0
2012-01-22 20:30:00	ES	Futures	1317.39	1317.65	1317.39	1317.39	152.0
2012-01-22 20:35:00	ES	Futures	1317.39	1317.65	1317.14	1317.14	690.0
2012-01-22 20:40:00	ES	Futures	1317.14	1317.39	1316.89	1317.39	151.0
2012-01-22 20:45:00	ES	Futures	1317.39	1317.39	1317.14	1317.14	48.0
2012-01-22 20:50:00	ES	Futures	1317.39	1317.39	1315.38	1315.63	2015.0
2012-01-22 20:55:00	ES	Futures	1315.38	1315.88	1315.38	1315.88	564.0
2012-01-22 21:00:00	ES	Futures	1315.88	1316.13	1315.88	1316.13	216.0
2012-01-22 21:05:00	ES	Futures	1315.88	1316.13	1315.63	1316.13	225.0
2012-01-22 21:10:00	ES	Futures	1315.88	1316.13	1315.63	1315.88	138.0
2012-01-22 21:15:00	ES	Futures	1316.13	1316.39	1315.88	1316.13	243.0
2012-01-22 21:20:00	ES	Futures	1316.13	1316.13	1315.88	1315.88	138.0
2012-01-22 21:25:00	ES	Futures	1315.88	1316.39	1315.88	1316.13	160.0
2012-01-22 21:30:00	ES	Futures	1316.13	1316.13	1315.63	1315.88	168.0
2012-01-22 21:35:00	ES	Futures	1315.63	1315.88	1315.63	1315.88	123.0
2012-01-22 21:40:00	ES	Futures	1315.63	1315.88	1315.63	1315.88	44.0
2012-01-22 21:45:00	ES	Futures	1315.88	1316.13	1315.63	1315.88	280.0
2012-01-22 21:50:00	ES	Futures	1315.88	1316.39	1315.88	1316.39	112.0
2012-01-22 21:55:00	ES	Futures	1316.39	1316.39	1316.13	1316.39	72.0
2012-01-22 22:00:00	ES	Futures	1316.13	1316.89	1316.13	1316.89	452.0
2012-01-22 22:05:00	ES	Futures	1316.89	1317.14	1316.64	1316.89	239.0

> showing 50 of 2,261 rows — these rows as CSV

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