PREVIEW / futures_5min / 2012-01-31

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-01-31.parquet
  size:    236 KB
  rows:    13,922

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
2012-01-31 00:00:00	ES	Futures	1321.17	1321.43	1320.92	1321.17	196.0
2012-01-31 00:05:00	ES	Futures	1320.92	1321.17	1320.17	1320.42	1083.0
2012-01-31 00:10:00	ES	Futures	1320.42	1320.92	1320.17	1320.42	625.0
2012-01-31 00:15:00	ES	Futures	1320.42	1320.67	1320.17	1320.17	382.0
2012-01-31 00:20:00	ES	Futures	1320.17	1320.42	1319.91	1319.91	340.0
2012-01-31 00:25:00	ES	Futures	1320.17	1320.17	1319.66	1319.66	694.0
2012-01-31 00:30:00	ES	Futures	1319.41	1320.42	1319.41	1320.42	477.0
2012-01-31 00:35:00	ES	Futures	1320.42	1320.42	1319.66	1319.66	232.0
2012-01-31 00:40:00	ES	Futures	1319.66	1320.17	1319.66	1319.91	193.0
2012-01-31 00:45:00	ES	Futures	1319.91	1320.42	1319.91	1319.91	247.0
2012-01-31 00:50:00	ES	Futures	1319.91	1320.42	1319.91	1320.42	456.0
2012-01-31 00:55:00	ES	Futures	1320.17	1321.43	1320.17	1321.43	1100.0
2012-01-31 01:00:00	ES	Futures	1321.17	1321.43	1320.67	1320.92	289.0
2012-01-31 01:05:00	ES	Futures	1320.92	1321.68	1320.92	1321.68	538.0
2012-01-31 01:10:00	ES	Futures	1321.43	1321.68	1321.17	1321.43	431.0
2012-01-31 01:15:00	ES	Futures	1321.68	1321.93	1321.43	1321.68	1001.0
2012-01-31 01:20:00	ES	Futures	1321.93	1322.43	1321.93	1322.18	486.0
2012-01-31 01:25:00	ES	Futures	1322.18	1322.43	1321.93	1322.18	175.0
2012-01-31 01:30:00	ES	Futures	1322.43	1322.43	1321.93	1321.93	255.0
2012-01-31 01:35:00	ES	Futures	1321.93	1322.18	1321.43	1321.43	216.0
2012-01-31 01:40:00	ES	Futures	1321.68	1322.18	1321.43	1321.93	405.0
2012-01-31 01:45:00	ES	Futures	1321.93	1322.18	1321.68	1321.68	249.0
2012-01-31 01:50:00	ES	Futures	1321.68	1322.18	1321.43	1321.43	402.0
2012-01-31 01:55:00	ES	Futures	1321.68	1321.93	1321.43	1321.93	166.0
2012-01-31 02:00:00	ES	Futures	1321.68	1322.43	1321.43	1322.43	745.0
2012-01-31 02:05:00	ES	Futures	1322.18	1322.69	1322.18	1322.43	361.0
2012-01-31 02:10:00	ES	Futures	1322.43	1322.94	1322.43	1322.69	399.0
2012-01-31 02:15:00	ES	Futures	1322.69	1323.69	1322.69	1323.19	1188.0
2012-01-31 02:20:00	ES	Futures	1323.19	1324.2	1323.19	1323.94	2203.0
2012-01-31 02:25:00	ES	Futures	1323.69	1323.94	1323.19	1323.19	871.0
2012-01-31 02:30:00	ES	Futures	1323.19	1323.69	1322.94	1322.94	715.0
2012-01-31 02:35:00	ES	Futures	1322.94	1323.44	1322.94	1323.19	344.0
2012-01-31 02:40:00	ES	Futures	1323.44	1323.44	1322.69	1322.69	464.0
2012-01-31 02:45:00	ES	Futures	1322.94	1323.19	1322.69	1323.19	269.0
2012-01-31 02:50:00	ES	Futures	1323.19	1323.19	1322.43	1322.69	646.0
2012-01-31 02:55:00	ES	Futures	1322.69	1322.94	1322.18	1322.18	1004.0
2012-01-31 03:00:00	ES	Futures	1322.18	1323.69	1322.18	1323.44	3334.0
2012-01-31 03:05:00	ES	Futures	1323.44	1323.94	1322.69	1323.69	4500.0
2012-01-31 03:10:00	ES	Futures	1323.69	1324.45	1323.44	1323.69	3340.0
2012-01-31 03:15:00	ES	Futures	1323.69	1324.2	1323.44	1324.2	4123.0
2012-01-31 03:20:00	ES	Futures	1324.2	1325.2	1323.94	1324.95	2796.0
2012-01-31 03:25:00	ES	Futures	1324.7	1325.2	1324.45	1324.95	1731.0
2012-01-31 03:30:00	ES	Futures	1324.95	1325.2	1323.69	1323.69	2021.0
2012-01-31 03:35:00	ES	Futures	1323.69	1324.45	1323.44	1323.69	3158.0
2012-01-31 03:40:00	ES	Futures	1323.94	1324.2	1323.44	1323.44	1483.0
2012-01-31 03:45:00	ES	Futures	1323.44	1323.94	1323.44	1323.44	1454.0
2012-01-31 03:50:00	ES	Futures	1323.44	1324.45	1323.19	1324.2	1389.0
2012-01-31 03:55:00	ES	Futures	1324.2	1324.95	1323.94	1324.2	1957.0
2012-01-31 04:00:00	ES	Futures	1323.94	1324.7	1323.69	1324.2	2555.0
2012-01-31 04:05:00	ES	Futures	1324.2	1325.46	1324.2	1325.46	2399.0

> showing 50 of 13,922 rows — these rows as CSV

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