PREVIEW / futures_5min / 2012-01-24

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-01-24.parquet
  size:    222 KB
  rows:    13,472

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
2012-01-24 00:00:00	ES	Futures	1317.14	1317.39	1316.89	1316.89	236.0
2012-01-24 00:05:00	ES	Futures	1316.89	1317.14	1316.64	1317.14	307.0
2012-01-24 00:10:00	ES	Futures	1317.14	1317.39	1316.89	1317.39	265.0
2012-01-24 00:15:00	ES	Futures	1317.14	1317.14	1316.89	1317.14	76.0
2012-01-24 00:20:00	ES	Futures	1317.14	1317.39	1316.89	1317.39	175.0
2012-01-24 00:25:00	ES	Futures	1317.14	1317.65	1317.14	1317.39	296.0
2012-01-24 00:30:00	ES	Futures	1317.39	1317.65	1317.39	1317.39	69.0
2012-01-24 00:35:00	ES	Futures	1317.65	1317.65	1317.39	1317.65	251.0
2012-01-24 00:40:00	ES	Futures	1317.39	1317.65	1317.14	1317.39	149.0
2012-01-24 00:45:00	ES	Futures	1317.14	1317.65	1317.14	1317.39	90.0
2012-01-24 00:50:00	ES	Futures	1317.39	1317.65	1317.39	1317.39	67.0
2012-01-24 00:55:00	ES	Futures	1317.39	1317.39	1317.14	1317.14	305.0
2012-01-24 01:00:00	ES	Futures	1317.14	1317.65	1317.14	1317.65	292.0
2012-01-24 01:05:00	ES	Futures	1317.65	1317.65	1317.39	1317.39	199.0
2012-01-24 01:10:00	ES	Futures	1317.39	1317.9	1317.39	1317.9	152.0
2012-01-24 01:15:00	ES	Futures	1317.9	1317.9	1317.39	1317.65	125.0
2012-01-24 01:20:00	ES	Futures	1317.39	1318.15	1317.39	1318.15	315.0
2012-01-24 01:25:00	ES	Futures	1318.15	1318.4	1317.9	1318.4	718.0
2012-01-24 01:30:00	ES	Futures	1318.15	1318.91	1318.15	1318.4	546.0
2012-01-24 01:35:00	ES	Futures	1318.4	1318.4	1318.15	1318.15	134.0
2012-01-24 01:40:00	ES	Futures	1318.4	1318.65	1318.15	1318.65	56.0
2012-01-24 01:45:00	ES	Futures	1318.65	1318.91	1318.65	1318.65	374.0
2012-01-24 01:50:00	ES	Futures	1318.65	1319.16	1318.65	1319.16	127.0
2012-01-24 01:55:00	ES	Futures	1318.91	1319.16	1318.65	1318.65	394.0
2012-01-24 02:00:00	ES	Futures	1318.65	1318.91	1318.15	1318.15	547.0
2012-01-24 02:05:00	ES	Futures	1318.4	1318.4	1317.14	1317.39	756.0
2012-01-24 02:10:00	ES	Futures	1317.14	1318.15	1317.14	1318.15	304.0
2012-01-24 02:15:00	ES	Futures	1318.15	1318.65	1318.15	1318.4	357.0
2012-01-24 02:20:00	ES	Futures	1318.65	1318.91	1318.4	1318.91	185.0
2012-01-24 02:25:00	ES	Futures	1318.91	1319.16	1318.4	1318.4	355.0
2012-01-24 02:30:00	ES	Futures	1318.4	1318.4	1317.65	1317.65	451.0
2012-01-24 02:35:00	ES	Futures	1317.9	1318.15	1317.65	1317.65	294.0
2012-01-24 02:40:00	ES	Futures	1317.65	1318.4	1317.39	1317.65	1038.0
2012-01-24 02:45:00	ES	Futures	1317.9	1318.65	1317.65	1318.65	550.0
2012-01-24 02:50:00	ES	Futures	1318.65	1318.65	1317.14	1317.39	2103.0
2012-01-24 02:55:00	ES	Futures	1317.14	1317.65	1317.14	1317.14	1230.0
2012-01-24 03:00:00	ES	Futures	1317.14	1317.39	1315.88	1316.64	3661.0
2012-01-24 03:05:00	ES	Futures	1316.64	1317.39	1315.88	1317.14	4525.0
2012-01-24 03:10:00	ES	Futures	1316.89	1318.4	1316.64	1317.14	3469.0
2012-01-24 03:15:00	ES	Futures	1317.14	1317.9	1316.13	1316.39	2561.0
2012-01-24 03:20:00	ES	Futures	1316.39	1316.64	1315.38	1315.63	3330.0
2012-01-24 03:25:00	ES	Futures	1315.63	1316.39	1314.12	1316.39	7638.0
2012-01-24 03:30:00	ES	Futures	1316.13	1317.9	1316.13	1317.39	5070.0
2012-01-24 03:35:00	ES	Futures	1317.39	1318.4	1317.14	1317.65	2473.0
2012-01-24 03:40:00	ES	Futures	1317.65	1317.65	1315.38	1315.88	3562.0
2012-01-24 03:45:00	ES	Futures	1315.63	1316.64	1315.38	1315.63	3417.0
2012-01-24 03:50:00	ES	Futures	1315.88	1316.39	1315.13	1315.63	2345.0
2012-01-24 03:55:00	ES	Futures	1315.88	1316.39	1315.13	1316.39	969.0
2012-01-24 04:00:00	ES	Futures	1316.39	1317.39	1316.13	1317.14	2015.0
2012-01-24 04:05:00	ES	Futures	1317.14	1318.4	1316.89	1317.9	3267.0

> showing 50 of 13,472 rows — these rows as CSV

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