PREVIEW / futures_5min / 2012-01-26

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-01-26.parquet
  size:    228 KB
  rows:    13,659

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
2012-01-26 00:00:00	ES	Futures	1330.24	1330.24	1329.74	1329.99	79.0
2012-01-26 00:05:00	ES	Futures	1329.99	1329.99	1329.74	1329.99	19.0
2012-01-26 00:10:00	ES	Futures	1329.99	1330.24	1329.74	1329.74	78.0
2012-01-26 00:15:00	ES	Futures	1329.99	1329.99	1329.74	1329.99	263.0
2012-01-26 00:20:00	ES	Futures	1329.74	1329.99	1329.49	1329.74	153.0
2012-01-26 00:25:00	ES	Futures	1329.74	1329.74	1329.24	1329.49	241.0
2012-01-26 00:30:00	ES	Futures	1329.24	1329.74	1329.24	1329.74	281.0
2012-01-26 00:35:00	ES	Futures	1329.74	1329.99	1329.49	1329.74	364.0
2012-01-26 00:40:00	ES	Futures	1329.99	1330.24	1329.74	1329.74	508.0
2012-01-26 00:45:00	ES	Futures	1329.99	1329.99	1329.49	1329.49	75.0
2012-01-26 00:50:00	ES	Futures	1329.49	1329.74	1328.98	1329.24	328.0
2012-01-26 00:55:00	ES	Futures	1329.24	1329.49	1328.98	1328.98	314.0
2012-01-26 01:00:00	ES	Futures	1328.98	1329.24	1328.98	1328.98	348.0
2012-01-26 01:05:00	ES	Futures	1329.24	1329.49	1328.98	1329.24	305.0
2012-01-26 01:10:00	ES	Futures	1329.24	1329.24	1328.98	1328.98	155.0
2012-01-26 01:15:00	ES	Futures	1329.24	1329.49	1328.98	1329.24	373.0
2012-01-26 01:20:00	ES	Futures	1328.98	1329.49	1328.98	1329.24	79.0
2012-01-26 01:25:00	ES	Futures	1329.24	1329.49	1328.98	1329.24	193.0
2012-01-26 01:30:00	ES	Futures	1329.24	1329.74	1329.24	1329.74	322.0
2012-01-26 01:35:00	ES	Futures	1329.49	1329.99	1329.49	1329.74	230.0
2012-01-26 01:40:00	ES	Futures	1329.74	1329.99	1329.74	1329.74	241.0
2012-01-26 01:45:00	ES	Futures	1329.99	1330.5	1329.74	1330.5	383.0
2012-01-26 01:50:00	ES	Futures	1330.5	1330.5	1329.99	1329.99	277.0
2012-01-26 01:55:00	ES	Futures	1330.24	1330.24	1329.74	1329.74	203.0
2012-01-26 02:00:00	ES	Futures	1329.74	1330.5	1329.74	1330.5	458.0
2012-01-26 02:05:00	ES	Futures	1330.24	1330.75	1330.24	1330.75	386.0
2012-01-26 02:10:00	ES	Futures	1330.75	1330.75	1329.99	1330.24	531.0
2012-01-26 02:15:00	ES	Futures	1330.24	1330.5	1329.99	1330.24	304.0
2012-01-26 02:20:00	ES	Futures	1330.24	1330.24	1329.24	1329.49	345.0
2012-01-26 02:25:00	ES	Futures	1329.74	1329.74	1329.24	1329.24	305.0
2012-01-26 02:30:00	ES	Futures	1329.24	1329.99	1329.24	1329.99	245.0
2012-01-26 02:35:00	ES	Futures	1329.74	1329.99	1329.24	1329.74	1231.0
2012-01-26 02:40:00	ES	Futures	1329.74	1329.99	1329.74	1329.74	242.0
2012-01-26 02:45:00	ES	Futures	1329.74	1330.5	1329.74	1330.24	455.0
2012-01-26 02:50:00	ES	Futures	1330.24	1330.5	1329.49	1329.49	981.0
2012-01-26 02:55:00	ES	Futures	1329.74	1329.99	1329.24	1329.24	917.0
2012-01-26 03:00:00	ES	Futures	1329.24	1330.5	1328.73	1328.73	4008.0
2012-01-26 03:05:00	ES	Futures	1328.98	1328.98	1328.23	1328.48	3417.0
2012-01-26 03:10:00	ES	Futures	1328.23	1328.98	1328.23	1328.23	3778.0
2012-01-26 03:15:00	ES	Futures	1328.23	1328.23	1327.47	1327.98	3865.0
2012-01-26 03:20:00	ES	Futures	1327.72	1328.48	1327.72	1328.23	1987.0
2012-01-26 03:25:00	ES	Futures	1328.23	1328.98	1328.23	1328.48	2671.0
2012-01-26 03:30:00	ES	Futures	1328.48	1328.48	1326.46	1326.72	5083.0
2012-01-26 03:35:00	ES	Futures	1326.97	1327.47	1326.21	1327.47	3200.0
2012-01-26 03:40:00	ES	Futures	1327.47	1327.72	1326.46	1327.22	1690.0
2012-01-26 03:45:00	ES	Futures	1327.22	1327.72	1326.97	1327.47	1272.0
2012-01-26 03:50:00	ES	Futures	1327.47	1328.23	1327.22	1327.47	1555.0
2012-01-26 03:55:00	ES	Futures	1327.47	1328.23	1327.22	1327.47	1348.0
2012-01-26 04:00:00	ES	Futures	1327.47	1327.98	1327.22	1327.72	1174.0
2012-01-26 04:05:00	ES	Futures	1327.72	1328.48	1327.72	1328.48	2008.0

> showing 50 of 13,659 rows — these rows as CSV

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