PREVIEW / futures_5min / 2012-02-28

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-02-28.parquet
  size:    211 KB
  rows:    13,457

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
2012-02-28 00:00:00	ES	Futures	1379.89	1380.39	1379.89	1379.89	679.0
2012-02-28 00:05:00	ES	Futures	1380.14	1380.14	1379.63	1379.89	338.0
2012-02-28 00:10:00	ES	Futures	1379.89	1379.89	1379.38	1379.63	301.0
2012-02-28 00:15:00	ES	Futures	1379.63	1379.63	1379.38	1379.63	73.0
2012-02-28 00:20:00	ES	Futures	1379.38	1379.89	1379.38	1379.38	304.0
2012-02-28 00:25:00	ES	Futures	1379.38	1379.89	1379.38	1379.63	205.0
2012-02-28 00:30:00	ES	Futures	1379.63	1379.89	1379.63	1379.63	268.0
2012-02-28 00:35:00	ES	Futures	1379.89	1380.39	1379.89	1380.14	289.0
2012-02-28 00:40:00	ES	Futures	1380.39	1380.89	1380.39	1380.89	854.0
2012-02-28 00:45:00	ES	Futures	1380.64	1380.89	1380.64	1380.89	323.0
2012-02-28 00:50:00	ES	Futures	1380.89	1381.4	1380.64	1381.4	1034.0
2012-02-28 00:55:00	ES	Futures	1381.4	1383.67	1381.4	1382.91	5754.0
2012-02-28 01:00:00	ES	Futures	1382.91	1383.16	1382.41	1382.66	885.0
2012-02-28 01:05:00	ES	Futures	1382.66	1383.16	1382.66	1382.91	286.0
2012-02-28 01:10:00	ES	Futures	1382.66	1382.91	1382.66	1382.66	315.0
2012-02-28 01:15:00	ES	Futures	1382.66	1383.41	1382.66	1383.41	315.0
2012-02-28 01:20:00	ES	Futures	1383.16	1383.67	1382.66	1382.91	803.0
2012-02-28 01:25:00	ES	Futures	1382.91	1382.91	1382.66	1382.66	230.0
2012-02-28 01:30:00	ES	Futures	1382.91	1382.91	1382.41	1382.66	274.0
2012-02-28 01:35:00	ES	Futures	1382.66	1383.41	1382.66	1382.91	751.0
2012-02-28 01:40:00	ES	Futures	1382.66	1383.16	1382.41	1382.41	496.0
2012-02-28 01:45:00	ES	Futures	1382.41	1382.66	1382.15	1382.66	334.0
2012-02-28 01:50:00	ES	Futures	1382.91	1382.91	1382.41	1382.66	290.0
2012-02-28 01:55:00	ES	Futures	1382.91	1382.91	1382.41	1382.41	557.0
2012-02-28 02:00:00	ES	Futures	1382.41	1382.91	1382.15	1382.41	1673.0
2012-02-28 02:05:00	ES	Futures	1382.66	1382.66	1381.9	1382.15	520.0
2012-02-28 02:10:00	ES	Futures	1381.9	1382.15	1381.15	1381.4	890.0
2012-02-28 02:15:00	ES	Futures	1381.4	1381.65	1381.15	1381.4	609.0
2012-02-28 02:20:00	ES	Futures	1381.4	1381.65	1381.15	1381.4	488.0
2012-02-28 02:25:00	ES	Futures	1381.4	1381.65	1381.4	1381.65	213.0
2012-02-28 02:30:00	ES	Futures	1381.4	1381.65	1380.89	1381.65	1619.0
2012-02-28 02:35:00	ES	Futures	1381.65	1381.9	1381.15	1381.4	758.0
2012-02-28 02:40:00	ES	Futures	1381.4	1381.9	1381.4	1381.9	314.0
2012-02-28 02:45:00	ES	Futures	1381.9	1382.41	1381.65	1382.41	853.0
2012-02-28 02:50:00	ES	Futures	1382.15	1382.66	1382.15	1382.41	536.0
2012-02-28 02:55:00	ES	Futures	1382.41	1382.91	1382.15	1382.41	1355.0
2012-02-28 03:00:00	ES	Futures	1382.66	1382.91	1381.65	1382.41	3656.0
2012-02-28 03:05:00	ES	Futures	1382.15	1382.15	1381.15	1381.9	4420.0
2012-02-28 03:10:00	ES	Futures	1381.9	1382.41	1381.4	1381.4	3955.0
2012-02-28 03:15:00	ES	Futures	1381.65	1382.66	1381.4	1382.41	3414.0
2012-02-28 03:20:00	ES	Futures	1382.66	1383.16	1382.15	1382.91	2984.0
2012-02-28 03:25:00	ES	Futures	1382.66	1383.16	1382.15	1382.41	1993.0
2012-02-28 03:30:00	ES	Futures	1382.66	1383.92	1382.41	1383.41	4343.0
2012-02-28 03:35:00	ES	Futures	1383.67	1384.67	1383.67	1383.67	5421.0
2012-02-28 03:40:00	ES	Futures	1383.92	1384.17	1383.67	1383.92	1058.0
2012-02-28 03:45:00	ES	Futures	1383.92	1384.17	1383.41	1383.67	2793.0
2012-02-28 03:50:00	ES	Futures	1383.92	1383.92	1383.16	1383.67	2258.0
2012-02-28 03:55:00	ES	Futures	1383.67	1383.67	1383.16	1383.41	904.0
2012-02-28 04:00:00	ES	Futures	1383.41	1383.67	1383.16	1383.41	1636.0
2012-02-28 04:05:00	ES	Futures	1383.67	1383.67	1382.41	1382.66	2360.0

> showing 50 of 13,457 rows — these rows as CSV

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