PREVIEW / futures_5min / 2012-02-27

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-02-27.parquet
  size:    221 KB
  rows:    13,351

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
2012-02-27 00:00:00	ES	Futures	1372.07	1372.33	1372.07	1372.07	54.0
2012-02-27 00:05:00	ES	Futures	1372.33	1372.33	1371.82	1372.33	178.0
2012-02-27 00:10:00	ES	Futures	1372.33	1372.58	1372.07	1372.07	404.0
2012-02-27 00:15:00	ES	Futures	1372.07	1372.33	1372.07	1372.33	127.0
2012-02-27 00:20:00	ES	Futures	1372.33	1372.33	1372.07	1372.07	181.0
2012-02-27 00:25:00	ES	Futures	1372.07	1373.08	1372.07	1372.83	739.0
2012-02-27 00:30:00	ES	Futures	1372.83	1372.83	1372.33	1372.33	216.0
2012-02-27 00:35:00	ES	Futures	1372.33	1372.33	1371.82	1372.07	411.0
2012-02-27 00:40:00	ES	Futures	1372.07	1372.33	1371.82	1372.07	112.0
2012-02-27 00:45:00	ES	Futures	1372.33	1372.33	1371.82	1372.07	154.0
2012-02-27 00:50:00	ES	Futures	1371.82	1372.07	1371.57	1371.57	1230.0
2012-02-27 00:55:00	ES	Futures	1371.82	1372.07	1371.57	1371.82	182.0
2012-02-27 01:00:00	ES	Futures	1372.07	1372.58	1371.82	1372.33	524.0
2012-02-27 01:05:00	ES	Futures	1372.33	1372.33	1371.82	1372.07	137.0
2012-02-27 01:10:00	ES	Futures	1371.82	1372.07	1371.57	1371.82	330.0
2012-02-27 01:15:00	ES	Futures	1371.82	1372.07	1371.57	1371.57	171.0
2012-02-27 01:20:00	ES	Futures	1371.82	1371.82	1371.32	1371.82	279.0
2012-02-27 01:25:00	ES	Futures	1371.82	1371.82	1371.32	1371.57	170.0
2012-02-27 01:30:00	ES	Futures	1371.57	1371.57	1371.07	1371.32	442.0
2012-02-27 01:35:00	ES	Futures	1371.32	1371.57	1371.07	1371.07	198.0
2012-02-27 01:40:00	ES	Futures	1371.32	1371.32	1371.07	1371.32	229.0
2012-02-27 01:45:00	ES	Futures	1371.32	1371.32	1371.07	1371.07	197.0
2012-02-27 01:50:00	ES	Futures	1371.07	1371.07	1370.56	1370.81	828.0
2012-02-27 01:55:00	ES	Futures	1370.81	1370.81	1369.81	1370.06	1236.0
2012-02-27 02:00:00	ES	Futures	1370.06	1371.07	1369.81	1370.81	1316.0
2012-02-27 02:05:00	ES	Futures	1370.81	1370.81	1369.81	1370.06	1046.0
2012-02-27 02:10:00	ES	Futures	1369.81	1370.06	1369.55	1369.55	1397.0
2012-02-27 02:15:00	ES	Futures	1369.55	1369.81	1369.55	1369.81	729.0
2012-02-27 02:20:00	ES	Futures	1369.81	1370.56	1369.55	1370.31	848.0
2012-02-27 02:25:00	ES	Futures	1370.31	1370.56	1370.06	1370.56	559.0
2012-02-27 02:30:00	ES	Futures	1370.31	1371.32	1370.31	1371.32	1435.0
2012-02-27 02:35:00	ES	Futures	1371.07	1371.32	1370.81	1371.32	484.0
2012-02-27 02:40:00	ES	Futures	1371.32	1371.57	1371.07	1371.32	649.0
2012-02-27 02:45:00	ES	Futures	1371.32	1372.58	1371.07	1372.33	1934.0
2012-02-27 02:50:00	ES	Futures	1372.33	1372.83	1372.07	1372.58	1315.0
2012-02-27 02:55:00	ES	Futures	1372.83	1372.83	1371.57	1371.82	761.0
2012-02-27 03:00:00	ES	Futures	1372.07	1372.07	1370.06	1370.56	3218.0
2012-02-27 03:05:00	ES	Futures	1370.81	1371.82	1370.56	1370.56	2538.0
2012-02-27 03:10:00	ES	Futures	1370.81	1371.07	1369.55	1370.31	3565.0
2012-02-27 03:15:00	ES	Futures	1370.56	1370.81	1369.81	1370.31	2805.0
2012-02-27 03:20:00	ES	Futures	1370.31	1370.81	1369.81	1370.31	1804.0
2012-02-27 03:25:00	ES	Futures	1370.31	1370.81	1370.06	1370.56	1152.0
2012-02-27 03:30:00	ES	Futures	1370.81	1370.81	1368.55	1368.8	4553.0
2012-02-27 03:35:00	ES	Futures	1369.05	1369.3	1368.29	1369.3	2871.0
2012-02-27 03:40:00	ES	Futures	1369.3	1369.3	1368.55	1369.05	2880.0
2012-02-27 03:45:00	ES	Futures	1368.8	1369.3	1367.03	1367.54	6668.0
2012-02-27 03:50:00	ES	Futures	1367.79	1367.79	1366.53	1367.03	4765.0
2012-02-27 03:55:00	ES	Futures	1367.03	1368.04	1366.28	1367.54	4227.0
2012-02-27 04:00:00	ES	Futures	1367.54	1368.55	1367.03	1367.79	4332.0
2012-02-27 04:05:00	ES	Futures	1367.79	1367.79	1366.78	1367.29	3039.0

> showing 50 of 13,351 rows — these rows as CSV

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