PREVIEW / futures_5min / 2012-02-21

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-02-21.parquet
  size:    211 KB
  rows:    13,056

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
2012-02-21 00:00:00	ES	Futures	1375.85	1376.36	1375.6	1376.11	280.0
2012-02-21 00:05:00	ES	Futures	1376.11	1376.11	1375.35	1375.35	525.0
2012-02-21 00:10:00	ES	Futures	1375.6	1376.36	1375.6	1376.11	358.0
2012-02-21 00:15:00	ES	Futures	1375.85	1376.36	1375.85	1376.36	344.0
2012-02-21 00:20:00	ES	Futures	1376.11	1376.36	1376.11	1376.36	196.0
2012-02-21 00:25:00	ES	Futures	1376.11	1376.86	1376.11	1376.61	725.0
2012-02-21 00:30:00	ES	Futures	1376.61	1376.86	1375.85	1376.61	475.0
2012-02-21 00:35:00	ES	Futures	1376.36	1376.36	1376.11	1376.36	75.0
2012-02-21 00:40:00	ES	Futures	1376.36	1376.86	1376.36	1376.36	512.0
2012-02-21 00:45:00	ES	Futures	1376.61	1377.37	1376.61	1377.37	578.0
2012-02-21 00:50:00	ES	Futures	1377.11	1377.37	1376.86	1377.37	255.0
2012-02-21 00:55:00	ES	Futures	1377.37	1377.62	1376.86	1377.11	607.0
2012-02-21 01:00:00	ES	Futures	1376.86	1377.62	1376.86	1377.37	963.0
2012-02-21 01:05:00	ES	Futures	1377.62	1377.62	1377.37	1377.62	101.0
2012-02-21 01:10:00	ES	Futures	1377.37	1377.87	1377.37	1377.62	511.0
2012-02-21 01:15:00	ES	Futures	1377.62	1377.87	1377.62	1377.62	507.0
2012-02-21 01:20:00	ES	Futures	1377.87	1378.37	1377.62	1378.12	791.0
2012-02-21 01:25:00	ES	Futures	1378.37	1378.37	1378.12	1378.12	177.0
2012-02-21 01:30:00	ES	Futures	1378.12	1378.37	1378.12	1378.37	215.0
2012-02-21 01:35:00	ES	Futures	1378.37	1378.63	1378.12	1378.37	205.0
2012-02-21 01:40:00	ES	Futures	1378.37	1378.63	1378.37	1378.37	157.0
2012-02-21 01:45:00	ES	Futures	1378.63	1378.63	1378.37	1378.63	308.0
2012-02-21 01:50:00	ES	Futures	1378.37	1378.63	1377.87	1378.37	604.0
2012-02-21 01:55:00	ES	Futures	1378.63	1378.63	1378.12	1378.37	261.0
2012-02-21 02:00:00	ES	Futures	1378.12	1378.37	1376.61	1377.11	2415.0
2012-02-21 02:05:00	ES	Futures	1377.37	1377.62	1376.36	1377.37	1021.0
2012-02-21 02:10:00	ES	Futures	1377.37	1377.62	1377.11	1377.11	623.0
2012-02-21 02:15:00	ES	Futures	1377.37	1377.37	1376.11	1376.36	916.0
2012-02-21 02:20:00	ES	Futures	1376.36	1376.36	1375.85	1376.11	1033.0
2012-02-21 02:25:00	ES	Futures	1375.85	1376.11	1375.85	1376.11	857.0
2012-02-21 02:30:00	ES	Futures	1376.11	1376.11	1375.35	1375.35	1005.0
2012-02-21 02:35:00	ES	Futures	1375.6	1375.6	1374.59	1375.1	1310.0
2012-02-21 02:40:00	ES	Futures	1375.1	1375.6	1375.1	1375.6	349.0
2012-02-21 02:45:00	ES	Futures	1375.85	1376.11	1375.6	1375.85	381.0
2012-02-21 02:50:00	ES	Futures	1375.85	1377.37	1375.85	1377.11	1225.0
2012-02-21 02:55:00	ES	Futures	1377.11	1377.37	1376.61	1377.37	1130.0
2012-02-21 03:00:00	ES	Futures	1377.11	1377.37	1375.35	1375.85	2687.0
2012-02-21 03:05:00	ES	Futures	1375.85	1375.85	1374.09	1374.09	4407.0
2012-02-21 03:10:00	ES	Futures	1374.34	1374.59	1373.59	1374.09	2664.0
2012-02-21 03:15:00	ES	Futures	1374.09	1374.34	1373.33	1374.34	2566.0
2012-02-21 03:20:00	ES	Futures	1374.34	1375.35	1374.09	1375.1	2837.0
2012-02-21 03:25:00	ES	Futures	1375.1	1375.6	1374.59	1374.85	1587.0
2012-02-21 03:30:00	ES	Futures	1375.1	1376.36	1375.1	1375.85	2830.0
2012-02-21 03:35:00	ES	Futures	1375.85	1376.61	1375.1	1375.1	2517.0
2012-02-21 03:40:00	ES	Futures	1375.35	1375.35	1374.59	1375.1	2067.0
2012-02-21 03:45:00	ES	Futures	1375.1	1376.11	1374.85	1375.6	1734.0
2012-02-21 03:50:00	ES	Futures	1375.6	1376.11	1375.35	1375.6	765.0
2012-02-21 03:55:00	ES	Futures	1375.6	1376.36	1375.6	1375.85	1039.0
2012-02-21 04:00:00	ES	Futures	1375.85	1376.86	1375.85	1376.36	2224.0
2012-02-21 04:05:00	ES	Futures	1376.36	1376.86	1376.11	1376.86	2520.0

> showing 50 of 13,056 rows — these rows as CSV

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