PREVIEW / futures_5min / 2012-01-29

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-01-29.parquet
  size:    48 KB
  rows:    2,349

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
2012-01-29 18:00:00	ES	Futures	1324.45	1324.95	1323.19	1323.19	1967.0
2012-01-29 18:05:00	ES	Futures	1323.19	1323.69	1322.43	1323.69	899.0
2012-01-29 18:10:00	ES	Futures	1323.44	1324.2	1323.44	1324.2	685.0
2012-01-29 18:15:00	ES	Futures	1324.45	1324.7	1324.2	1324.45	353.0
2012-01-29 18:20:00	ES	Futures	1324.7	1324.95	1324.45	1324.7	209.0
2012-01-29 18:25:00	ES	Futures	1324.7	1324.95	1323.94	1323.94	1185.0
2012-01-29 18:30:00	ES	Futures	1324.2	1324.2	1323.69	1323.69	473.0
2012-01-29 18:35:00	ES	Futures	1323.69	1323.69	1322.94	1323.19	399.0
2012-01-29 18:40:00	ES	Futures	1322.94	1323.44	1322.94	1323.44	340.0
2012-01-29 18:45:00	ES	Futures	1323.19	1323.69	1323.19	1323.44	378.0
2012-01-29 18:50:00	ES	Futures	1323.44	1323.69	1322.43	1322.69	421.0
2012-01-29 18:55:00	ES	Futures	1322.69	1322.69	1321.43	1322.18	674.0
2012-01-29 19:00:00	ES	Futures	1321.93	1322.18	1321.68	1321.93	816.0
2012-01-29 19:05:00	ES	Futures	1322.18	1322.18	1320.67	1321.17	1138.0
2012-01-29 19:10:00	ES	Futures	1321.17	1321.43	1320.17	1320.67	805.0
2012-01-29 19:15:00	ES	Futures	1320.92	1320.92	1315.38	1317.65	6696.0
2012-01-29 19:20:00	ES	Futures	1317.65	1318.4	1317.39	1317.39	1336.0
2012-01-29 19:25:00	ES	Futures	1317.65	1317.65	1316.89	1317.14	855.0
2012-01-29 19:30:00	ES	Futures	1317.14	1317.65	1316.64	1317.39	874.0
2012-01-29 19:35:00	ES	Futures	1317.39	1317.9	1316.89	1317.9	877.0
2012-01-29 19:40:00	ES	Futures	1317.9	1318.15	1317.9	1318.15	178.0
2012-01-29 19:45:00	ES	Futures	1318.15	1318.4	1317.9	1317.9	587.0
2012-01-29 19:50:00	ES	Futures	1317.9	1318.91	1317.9	1318.65	801.0
2012-01-29 19:55:00	ES	Futures	1318.65	1319.16	1318.15	1318.4	506.0
2012-01-29 20:00:00	ES	Futures	1318.65	1318.65	1316.64	1316.89	1641.0
2012-01-29 20:05:00	ES	Futures	1316.89	1317.39	1316.64	1317.39	702.0
2012-01-29 20:10:00	ES	Futures	1317.39	1317.39	1316.89	1317.14	197.0
2012-01-29 20:15:00	ES	Futures	1317.39	1317.65	1316.64	1316.89	1085.0
2012-01-29 20:20:00	ES	Futures	1316.89	1317.14	1316.39	1316.64	841.0
2012-01-29 20:25:00	ES	Futures	1316.64	1316.64	1315.38	1316.13	1742.0
2012-01-29 20:30:00	ES	Futures	1316.13	1316.13	1315.38	1315.38	538.0
2012-01-29 20:35:00	ES	Futures	1315.63	1315.63	1313.87	1314.37	3081.0
2012-01-29 20:40:00	ES	Futures	1314.37	1315.88	1314.37	1315.38	2075.0
2012-01-29 20:45:00	ES	Futures	1315.38	1315.88	1315.13	1315.88	1210.0
2012-01-29 20:50:00	ES	Futures	1315.63	1315.63	1314.87	1315.38	599.0
2012-01-29 20:55:00	ES	Futures	1315.63	1315.88	1315.13	1315.63	739.0
2012-01-29 21:00:00	ES	Futures	1315.63	1315.63	1314.87	1315.38	690.0
2012-01-29 21:05:00	ES	Futures	1315.63	1315.88	1315.38	1315.38	678.0
2012-01-29 21:10:00	ES	Futures	1315.63	1315.63	1314.87	1315.38	763.0
2012-01-29 21:15:00	ES	Futures	1315.13	1315.63	1314.62	1314.87	873.0
2012-01-29 21:20:00	ES	Futures	1315.13	1315.63	1314.87	1315.38	472.0
2012-01-29 21:25:00	ES	Futures	1315.38	1315.88	1315.13	1315.63	640.0
2012-01-29 21:30:00	ES	Futures	1315.38	1315.63	1315.13	1315.38	226.0
2012-01-29 21:35:00	ES	Futures	1315.38	1315.63	1314.87	1315.13	316.0
2012-01-29 21:40:00	ES	Futures	1315.13	1315.38	1314.87	1315.13	251.0
2012-01-29 21:45:00	ES	Futures	1314.87	1315.63	1314.87	1315.38	201.0
2012-01-29 21:50:00	ES	Futures	1315.63	1316.13	1315.38	1316.13	344.0
2012-01-29 21:55:00	ES	Futures	1316.13	1316.39	1315.88	1316.13	328.0
2012-01-29 22:00:00	ES	Futures	1316.13	1316.64	1315.88	1316.13	434.0
2012-01-29 22:05:00	ES	Futures	1316.13	1316.64	1315.88	1316.64	621.0

> showing 50 of 2,349 rows — these rows as CSV

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