PREVIEW / futures_5min / 2012-01-27

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-01-27.parquet
  size:    193 KB
  rows:    11,209

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
2012-01-27 00:00:00	ES	Futures	1321.68	1321.93	1321.68	1321.93	233.0
2012-01-27 00:05:00	ES	Futures	1321.68	1322.18	1321.68	1321.93	462.0
2012-01-27 00:10:00	ES	Futures	1321.93	1322.43	1321.68	1322.18	401.0
2012-01-27 00:15:00	ES	Futures	1322.18	1322.43	1322.18	1322.43	225.0
2012-01-27 00:20:00	ES	Futures	1322.18	1322.43	1322.18	1322.43	189.0
2012-01-27 00:25:00	ES	Futures	1322.43	1322.69	1322.18	1322.43	285.0
2012-01-27 00:30:00	ES	Futures	1322.43	1322.69	1321.93	1322.69	438.0
2012-01-27 00:35:00	ES	Futures	1322.69	1322.94	1322.18	1322.43	276.0
2012-01-27 00:40:00	ES	Futures	1322.18	1322.43	1321.93	1322.18	209.0
2012-01-27 00:45:00	ES	Futures	1322.18	1322.43	1321.93	1321.93	251.0
2012-01-27 00:50:00	ES	Futures	1321.93	1322.43	1321.68	1321.93	183.0
2012-01-27 00:55:00	ES	Futures	1322.18	1322.18	1321.68	1321.68	120.0
2012-01-27 01:00:00	ES	Futures	1321.68	1321.93	1321.17	1321.43	860.0
2012-01-27 01:05:00	ES	Futures	1321.68	1321.93	1321.43	1321.93	148.0
2012-01-27 01:10:00	ES	Futures	1321.68	1321.93	1321.68	1321.68	138.0
2012-01-27 01:15:00	ES	Futures	1321.93	1322.18	1321.68	1322.18	126.0
2012-01-27 01:20:00	ES	Futures	1322.18	1322.18	1321.93	1322.18	81.0
2012-01-27 01:25:00	ES	Futures	1322.18	1322.43	1321.93	1321.93	131.0
2012-01-27 01:30:00	ES	Futures	1321.68	1322.43	1321.68	1322.43	109.0
2012-01-27 01:35:00	ES	Futures	1322.43	1322.43	1322.18	1322.43	74.0
2012-01-27 01:40:00	ES	Futures	1322.43	1322.94	1322.18	1322.69	138.0
2012-01-27 01:45:00	ES	Futures	1322.94	1322.94	1322.43	1322.69	306.0
2012-01-27 01:50:00	ES	Futures	1322.69	1324.45	1322.69	1323.94	1660.0
2012-01-27 01:55:00	ES	Futures	1323.94	1324.45	1323.94	1324.2	456.0
2012-01-27 02:00:00	ES	Futures	1324.2	1324.7	1323.94	1323.94	809.0
2012-01-27 02:05:00	ES	Futures	1323.94	1324.2	1323.44	1323.94	407.0
2012-01-27 02:10:00	ES	Futures	1324.2	1324.2	1323.44	1323.69	160.0
2012-01-27 02:15:00	ES	Futures	1323.69	1323.94	1322.69	1322.69	613.0
2012-01-27 02:20:00	ES	Futures	1322.94	1323.44	1322.69	1322.94	483.0
2012-01-27 02:25:00	ES	Futures	1322.94	1323.44	1322.69	1323.44	465.0
2012-01-27 02:30:00	ES	Futures	1323.44	1324.2	1323.19	1323.94	687.0
2012-01-27 02:35:00	ES	Futures	1324.2	1324.7	1323.94	1324.2	1092.0
2012-01-27 02:40:00	ES	Futures	1324.2	1324.45	1323.19	1323.44	675.0
2012-01-27 02:45:00	ES	Futures	1323.44	1323.44	1322.18	1322.69	772.0
2012-01-27 02:50:00	ES	Futures	1322.69	1322.69	1322.18	1322.43	566.0
2012-01-27 02:55:00	ES	Futures	1322.43	1322.43	1321.17	1322.18	2555.0
2012-01-27 03:00:00	ES	Futures	1322.18	1322.69	1321.43	1322.69	3420.0
2012-01-27 03:05:00	ES	Futures	1322.43	1323.44	1321.43	1323.19	3676.0
2012-01-27 03:10:00	ES	Futures	1323.44	1323.94	1322.94	1322.94	4755.0
2012-01-27 03:15:00	ES	Futures	1322.94	1324.2	1322.43	1324.2	1929.0
2012-01-27 03:20:00	ES	Futures	1324.2	1324.95	1324.2	1324.7	2266.0
2012-01-27 03:25:00	ES	Futures	1324.7	1324.95	1323.44	1323.69	1863.0
2012-01-27 03:30:00	ES	Futures	1323.69	1325.46	1323.44	1325.46	4631.0
2012-01-27 03:35:00	ES	Futures	1325.46	1325.96	1324.2	1324.7	2967.0
2012-01-27 03:40:00	ES	Futures	1324.7	1326.21	1324.7	1324.95	2624.0
2012-01-27 03:45:00	ES	Futures	1324.95	1325.71	1324.45	1325.46	1473.0
2012-01-27 03:50:00	ES	Futures	1325.2	1326.21	1325.2	1325.46	1984.0
2012-01-27 03:55:00	ES	Futures	1325.46	1325.71	1324.7	1325.2	1547.0
2012-01-27 04:00:00	ES	Futures	1325.2	1325.96	1324.45	1325.71	2054.0
2012-01-27 04:05:00	ES	Futures	1325.71	1325.71	1324.7	1325.46	1841.0

> showing 50 of 11,209 rows — these rows as CSV

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