PREVIEW / futures_5min / 2012-01-23

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-01-23.parquet
  size:    221 KB
  rows:    13,259

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
2012-01-23 00:00:00	ES	Futures	1317.14	1317.9	1317.14	1317.9	529.0
2012-01-23 00:05:00	ES	Futures	1317.65	1318.15	1317.14	1317.39	1101.0
2012-01-23 00:10:00	ES	Futures	1317.14	1317.65	1317.14	1317.65	585.0
2012-01-23 00:15:00	ES	Futures	1317.39	1317.65	1316.89	1317.39	367.0
2012-01-23 00:20:00	ES	Futures	1317.14	1317.9	1317.14	1317.9	508.0
2012-01-23 00:25:00	ES	Futures	1317.9	1317.9	1317.39	1317.65	599.0
2012-01-23 00:30:00	ES	Futures	1317.9	1317.9	1317.65	1317.9	109.0
2012-01-23 00:35:00	ES	Futures	1317.9	1317.9	1317.39	1317.9	353.0
2012-01-23 00:40:00	ES	Futures	1317.9	1317.9	1317.14	1317.14	540.0
2012-01-23 00:45:00	ES	Futures	1317.39	1317.39	1317.14	1317.39	151.0
2012-01-23 00:50:00	ES	Futures	1317.39	1317.65	1317.14	1317.65	51.0
2012-01-23 00:55:00	ES	Futures	1317.65	1317.9	1317.39	1317.39	82.0
2012-01-23 01:00:00	ES	Futures	1317.39	1317.9	1317.39	1317.9	314.0
2012-01-23 01:05:00	ES	Futures	1317.9	1318.15	1317.65	1318.15	85.0
2012-01-23 01:10:00	ES	Futures	1318.15	1318.4	1317.9	1318.15	155.0
2012-01-23 01:15:00	ES	Futures	1318.4	1318.4	1318.15	1318.15	151.0
2012-01-23 01:20:00	ES	Futures	1318.15	1318.15	1317.65	1317.9	148.0
2012-01-23 01:25:00	ES	Futures	1317.65	1317.9	1317.14	1317.14	342.0
2012-01-23 01:30:00	ES	Futures	1317.39	1317.39	1317.14	1317.39	95.0
2012-01-23 01:35:00	ES	Futures	1317.39	1317.39	1317.14	1317.14	8.0
2012-01-23 01:40:00	ES	Futures	1317.39	1317.39	1317.14	1317.14	238.0
2012-01-23 01:45:00	ES	Futures	1317.14	1317.39	1316.89	1316.89	525.0
2012-01-23 01:50:00	ES	Futures	1316.89	1317.39	1316.64	1317.39	821.0
2012-01-23 01:55:00	ES	Futures	1317.39	1317.65	1317.14	1317.39	250.0
2012-01-23 02:00:00	ES	Futures	1317.39	1317.65	1316.39	1316.64	582.0
2012-01-23 02:05:00	ES	Futures	1316.39	1316.89	1316.39	1316.89	673.0
2012-01-23 02:10:00	ES	Futures	1316.64	1317.39	1316.39	1317.14	380.0
2012-01-23 02:15:00	ES	Futures	1317.14	1317.9	1316.89	1317.9	431.0
2012-01-23 02:20:00	ES	Futures	1317.65	1317.9	1317.39	1317.65	468.0
2012-01-23 02:25:00	ES	Futures	1317.65	1317.65	1316.64	1316.89	996.0
2012-01-23 02:30:00	ES	Futures	1316.89	1317.14	1316.64	1316.89	311.0
2012-01-23 02:35:00	ES	Futures	1316.89	1317.14	1316.64	1317.14	161.0
2012-01-23 02:40:00	ES	Futures	1317.39	1317.65	1316.89	1317.65	465.0
2012-01-23 02:45:00	ES	Futures	1317.65	1317.9	1316.89	1316.89	588.0
2012-01-23 02:50:00	ES	Futures	1316.89	1317.14	1316.64	1316.89	418.0
2012-01-23 02:55:00	ES	Futures	1316.89	1317.65	1316.64	1317.14	768.0
2012-01-23 03:00:00	ES	Futures	1317.14	1317.39	1316.13	1316.89	2427.0
2012-01-23 03:05:00	ES	Futures	1316.89	1317.9	1316.89	1317.9	2500.0
2012-01-23 03:10:00	ES	Futures	1317.9	1318.4	1317.65	1317.9	3465.0
2012-01-23 03:15:00	ES	Futures	1318.15	1318.91	1317.65	1318.4	2234.0
2012-01-23 03:20:00	ES	Futures	1318.4	1318.91	1318.15	1318.4	1562.0
2012-01-23 03:25:00	ES	Futures	1318.4	1319.66	1318.4	1318.91	3352.0
2012-01-23 03:30:00	ES	Futures	1319.16	1320.17	1319.16	1319.41	2182.0
2012-01-23 03:35:00	ES	Futures	1319.41	1319.66	1318.15	1318.15	1948.0
2012-01-23 03:40:00	ES	Futures	1318.4	1318.91	1317.9	1317.9	1113.0
2012-01-23 03:45:00	ES	Futures	1318.15	1318.15	1317.39	1318.15	1817.0
2012-01-23 03:50:00	ES	Futures	1318.15	1318.15	1317.39	1317.9	2879.0
2012-01-23 03:55:00	ES	Futures	1317.9	1317.9	1316.64	1316.89	2478.0
2012-01-23 04:00:00	ES	Futures	1316.89	1317.14	1315.63	1316.39	4452.0
2012-01-23 04:05:00	ES	Futures	1316.39	1317.14	1316.13	1316.89	2943.0

> showing 50 of 13,259 rows — these rows as CSV

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