PREVIEW / futures_5min / 2012-02-23

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-02-23.parquet
  size:    214 KB
  rows:    13,194

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
2012-02-23 00:00:00	ES	Futures	1365.77	1365.77	1365.52	1365.52	301.0
2012-02-23 00:05:00	ES	Futures	1365.52	1365.77	1365.52	1365.77	355.0
2012-02-23 00:10:00	ES	Futures	1365.77	1366.03	1365.77	1365.77	140.0
2012-02-23 00:15:00	ES	Futures	1365.77	1366.03	1365.52	1366.03	400.0
2012-02-23 00:20:00	ES	Futures	1366.03	1366.03	1365.77	1366.03	352.0
2012-02-23 00:25:00	ES	Futures	1366.03	1366.53	1366.03	1366.03	291.0
2012-02-23 00:30:00	ES	Futures	1366.03	1366.03	1365.77	1365.77	40.0
2012-02-23 00:35:00	ES	Futures	1365.77	1366.03	1365.77	1366.03	243.0
2012-02-23 00:40:00	ES	Futures	1366.03	1366.28	1366.03	1366.28	75.0
2012-02-23 00:45:00	ES	Futures	1366.28	1366.53	1366.03	1366.28	74.0
2012-02-23 00:50:00	ES	Futures	1366.53	1366.78	1366.28	1366.53	286.0
2012-02-23 00:55:00	ES	Futures	1366.28	1366.28	1365.77	1365.77	288.0
2012-02-23 01:00:00	ES	Futures	1366.03	1366.03	1365.77	1366.03	114.0
2012-02-23 01:05:00	ES	Futures	1366.03	1366.28	1365.77	1365.77	156.0
2012-02-23 01:10:00	ES	Futures	1365.77	1366.03	1365.77	1366.03	70.0
2012-02-23 01:15:00	ES	Futures	1366.03	1366.28	1365.77	1366.28	245.0
2012-02-23 01:20:00	ES	Futures	1366.03	1366.28	1366.03	1366.03	51.0
2012-02-23 01:25:00	ES	Futures	1366.03	1366.28	1365.77	1365.77	131.0
2012-02-23 01:30:00	ES	Futures	1366.03	1366.03	1365.77	1365.77	143.0
2012-02-23 01:35:00	ES	Futures	1365.77	1366.03	1365.77	1366.03	45.0
2012-02-23 01:40:00	ES	Futures	1365.77	1366.03	1365.77	1365.77	92.0
2012-02-23 01:45:00	ES	Futures	1366.03	1366.78	1365.77	1366.53	274.0
2012-02-23 01:50:00	ES	Futures	1366.53	1366.53	1366.28	1366.53	159.0
2012-02-23 01:55:00	ES	Futures	1366.78	1367.29	1366.53	1367.29	424.0
2012-02-23 02:00:00	ES	Futures	1367.03	1367.79	1367.03	1367.54	937.0
2012-02-23 02:05:00	ES	Futures	1367.54	1368.04	1367.54	1367.79	695.0
2012-02-23 02:10:00	ES	Futures	1367.79	1367.79	1366.78	1366.78	1017.0
2012-02-23 02:15:00	ES	Futures	1366.78	1367.03	1366.53	1367.03	332.0
2012-02-23 02:20:00	ES	Futures	1367.03	1367.79	1366.78	1367.54	1026.0
2012-02-23 02:25:00	ES	Futures	1367.79	1367.79	1367.54	1367.79	207.0
2012-02-23 02:30:00	ES	Futures	1367.79	1367.79	1366.53	1366.78	693.0
2012-02-23 02:35:00	ES	Futures	1366.78	1367.29	1366.78	1367.29	166.0
2012-02-23 02:40:00	ES	Futures	1367.29	1367.29	1366.78	1367.29	440.0
2012-02-23 02:45:00	ES	Futures	1367.54	1367.54	1367.03	1367.29	247.0
2012-02-23 02:50:00	ES	Futures	1367.54	1367.54	1366.78	1366.78	314.0
2012-02-23 02:55:00	ES	Futures	1367.03	1367.03	1366.28	1366.53	908.0
2012-02-23 03:00:00	ES	Futures	1366.53	1367.29	1366.03	1366.28	1865.0
2012-02-23 03:05:00	ES	Futures	1366.28	1367.54	1366.03	1367.29	2458.0
2012-02-23 03:10:00	ES	Futures	1367.29	1368.8	1367.29	1368.8	5394.0
2012-02-23 03:15:00	ES	Futures	1368.8	1369.05	1368.04	1368.29	3280.0
2012-02-23 03:20:00	ES	Futures	1368.29	1368.8	1367.79	1368.55	2894.0
2012-02-23 03:25:00	ES	Futures	1368.55	1370.31	1368.29	1369.81	6692.0
2012-02-23 03:30:00	ES	Futures	1369.81	1370.56	1369.55	1369.81	3544.0
2012-02-23 03:35:00	ES	Futures	1369.81	1370.31	1369.55	1370.06	1452.0
2012-02-23 03:40:00	ES	Futures	1370.06	1370.31	1369.55	1369.81	1562.0
2012-02-23 03:45:00	ES	Futures	1369.81	1370.31	1369.55	1370.06	1675.0
2012-02-23 03:50:00	ES	Futures	1370.06	1370.56	1369.81	1369.81	2235.0
2012-02-23 03:55:00	ES	Futures	1370.06	1371.57	1369.81	1371.32	6441.0
2012-02-23 04:00:00	ES	Futures	1371.32	1373.08	1371.07	1371.57	9388.0
2012-02-23 04:05:00	ES	Futures	1371.82	1372.58	1371.32	1372.33	3994.0

> showing 50 of 13,194 rows — these rows as CSV

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