PREVIEW / futures_5min / 2012-02-24

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-02-24.parquet
  size:    177 KB
  rows:    11,000

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
2012-02-24 00:00:00	ES	Futures	1376.36	1376.61	1376.36	1376.61	215.0
2012-02-24 00:05:00	ES	Futures	1376.36	1376.61	1376.36	1376.36	375.0
2012-02-24 00:10:00	ES	Futures	1376.36	1376.61	1376.36	1376.36	109.0
2012-02-24 00:15:00	ES	Futures	1376.36	1376.86	1376.36	1376.61	184.0
2012-02-24 00:20:00	ES	Futures	1376.61	1376.86	1376.61	1376.86	376.0
2012-02-24 00:25:00	ES	Futures	1376.86	1376.86	1376.61	1376.61	101.0
2012-02-24 00:30:00	ES	Futures	1376.61	1377.37	1376.61	1377.37	1094.0
2012-02-24 00:35:00	ES	Futures	1377.37	1377.62	1377.11	1377.11	163.0
2012-02-24 00:40:00	ES	Futures	1377.37	1377.37	1376.86	1376.86	175.0
2012-02-24 00:45:00	ES	Futures	1377.11	1377.11	1376.86	1377.11	27.0
2012-02-24 00:50:00	ES	Futures	1376.86	1376.86	1376.36	1376.36	288.0
2012-02-24 00:55:00	ES	Futures	1376.61	1376.61	1376.11	1376.11	534.0
2012-02-24 01:00:00	ES	Futures	1376.36	1376.61	1375.85	1376.11	1032.0
2012-02-24 01:05:00	ES	Futures	1376.11	1376.36	1376.11	1376.11	149.0
2012-02-24 01:10:00	ES	Futures	1376.11	1376.36	1375.85	1375.85	368.0
2012-02-24 01:15:00	ES	Futures	1376.11	1376.36	1375.85	1376.11	327.0
2012-02-24 01:20:00	ES	Futures	1375.85	1376.11	1375.6	1375.6	433.0
2012-02-24 01:25:00	ES	Futures	1375.85	1376.11	1375.6	1375.85	270.0
2012-02-24 01:30:00	ES	Futures	1376.11	1376.11	1375.85	1376.11	202.0
2012-02-24 01:35:00	ES	Futures	1375.85	1376.11	1375.85	1376.11	65.0
2012-02-24 01:40:00	ES	Futures	1376.11	1376.11	1375.85	1376.11	43.0
2012-02-24 01:45:00	ES	Futures	1375.85	1376.11	1375.85	1376.11	202.0
2012-02-24 01:50:00	ES	Futures	1376.36	1376.36	1376.11	1376.36	95.0
2012-02-24 01:55:00	ES	Futures	1376.36	1377.11	1376.11	1376.86	704.0
2012-02-24 02:00:00	ES	Futures	1376.86	1376.86	1376.61	1376.86	419.0
2012-02-24 02:05:00	ES	Futures	1376.86	1377.37	1376.61	1377.11	1252.0
2012-02-24 02:10:00	ES	Futures	1377.11	1377.62	1377.11	1377.37	576.0
2012-02-24 02:15:00	ES	Futures	1377.11	1377.87	1377.11	1377.37	892.0
2012-02-24 02:20:00	ES	Futures	1377.62	1377.62	1377.37	1377.62	158.0
2012-02-24 02:25:00	ES	Futures	1377.62	1377.62	1377.11	1377.11	289.0
2012-02-24 02:30:00	ES	Futures	1377.11	1377.37	1376.61	1376.86	754.0
2012-02-24 02:35:00	ES	Futures	1376.61	1377.11	1376.61	1376.86	644.0
2012-02-24 02:40:00	ES	Futures	1377.11	1377.62	1376.86	1377.37	586.0
2012-02-24 02:45:00	ES	Futures	1377.11	1377.37	1377.11	1377.37	313.0
2012-02-24 02:50:00	ES	Futures	1377.37	1377.37	1376.36	1376.36	652.0
2012-02-24 02:55:00	ES	Futures	1376.36	1377.37	1376.36	1377.37	1190.0
2012-02-24 03:00:00	ES	Futures	1377.37	1377.87	1376.61	1377.62	3190.0
2012-02-24 03:05:00	ES	Futures	1377.62	1377.62	1376.86	1377.11	2044.0
2012-02-24 03:10:00	ES	Futures	1377.11	1377.11	1376.36	1376.36	2152.0
2012-02-24 03:15:00	ES	Futures	1376.61	1377.11	1376.11	1376.61	2248.0
2012-02-24 03:20:00	ES	Futures	1376.61	1376.61	1375.35	1375.85	2806.0
2012-02-24 03:25:00	ES	Futures	1375.85	1376.36	1375.1	1375.6	3233.0
2012-02-24 03:30:00	ES	Futures	1375.35	1375.85	1375.1	1375.35	1522.0
2012-02-24 03:35:00	ES	Futures	1375.35	1375.85	1374.59	1375.85	3301.0
2012-02-24 03:40:00	ES	Futures	1375.85	1376.61	1375.6	1376.11	3018.0
2012-02-24 03:45:00	ES	Futures	1375.85	1376.61	1375.85	1376.61	2296.0
2012-02-24 03:50:00	ES	Futures	1376.61	1377.62	1376.36	1377.37	3097.0
2012-02-24 03:55:00	ES	Futures	1377.37	1378.12	1377.37	1377.37	3849.0
2012-02-24 04:00:00	ES	Futures	1377.37	1377.62	1376.86	1377.11	2389.0
2012-02-24 04:05:00	ES	Futures	1377.11	1377.62	1376.61	1377.62	2826.0

> showing 50 of 11,000 rows — these rows as CSV

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