PREVIEW / futures_5min / 2012-03-05

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-03-05.parquet
  size:    199 KB
  rows:    12,598

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
2012-03-05 00:00:00	ES	Futures	1376.11	1376.36	1375.35	1375.6	1128.0
2012-03-05 00:05:00	ES	Futures	1375.85	1376.11	1375.35	1375.6	785.0
2012-03-05 00:10:00	ES	Futures	1375.6	1375.6	1375.35	1375.35	138.0
2012-03-05 00:15:00	ES	Futures	1375.6	1375.85	1375.1	1375.6	821.0
2012-03-05 00:20:00	ES	Futures	1375.6	1375.6	1375.35	1375.35	211.0
2012-03-05 00:25:00	ES	Futures	1375.35	1375.6	1375.1	1375.35	419.0
2012-03-05 00:30:00	ES	Futures	1375.35	1375.85	1375.35	1375.85	259.0
2012-03-05 00:35:00	ES	Futures	1375.85	1376.11	1375.6	1375.85	169.0
2012-03-05 00:40:00	ES	Futures	1375.85	1376.11	1375.85	1375.85	93.0
2012-03-05 00:45:00	ES	Futures	1375.6	1375.85	1375.6	1375.6	140.0
2012-03-05 00:50:00	ES	Futures	1375.85	1375.85	1375.35	1375.6	137.0
2012-03-05 00:55:00	ES	Futures	1375.6	1375.6	1375.1	1375.6	128.0
2012-03-05 01:00:00	ES	Futures	1375.6	1375.85	1375.35	1375.35	274.0
2012-03-05 01:05:00	ES	Futures	1375.35	1375.6	1375.35	1375.35	167.0
2012-03-05 01:10:00	ES	Futures	1375.1	1375.35	1375.1	1375.35	263.0
2012-03-05 01:15:00	ES	Futures	1375.35	1375.6	1375.1	1375.6	134.0
2012-03-05 01:20:00	ES	Futures	1375.35	1376.11	1375.35	1375.85	347.0
2012-03-05 01:25:00	ES	Futures	1375.85	1376.36	1375.85	1376.36	323.0
2012-03-05 01:30:00	ES	Futures	1376.36	1376.86	1376.36	1376.86	1098.0
2012-03-05 01:35:00	ES	Futures	1376.86	1377.11	1376.36	1376.61	372.0
2012-03-05 01:40:00	ES	Futures	1376.36	1376.61	1376.11	1376.36	171.0
2012-03-05 01:45:00	ES	Futures	1376.11	1376.61	1376.11	1376.36	225.0
2012-03-05 01:50:00	ES	Futures	1376.36	1376.61	1376.36	1376.36	114.0
2012-03-05 01:55:00	ES	Futures	1376.36	1376.61	1375.85	1376.11	288.0
2012-03-05 02:00:00	ES	Futures	1376.11	1376.11	1375.6	1375.85	811.0
2012-03-05 02:05:00	ES	Futures	1375.85	1376.11	1375.6	1375.6	468.0
2012-03-05 02:10:00	ES	Futures	1375.6	1375.6	1374.85	1374.85	1636.0
2012-03-05 02:15:00	ES	Futures	1374.85	1375.1	1374.59	1374.59	634.0
2012-03-05 02:20:00	ES	Futures	1374.85	1375.35	1374.59	1375.1	1047.0
2012-03-05 02:25:00	ES	Futures	1375.1	1375.35	1375.1	1375.1	434.0
2012-03-05 02:30:00	ES	Futures	1375.1	1375.35	1375.1	1375.1	266.0
2012-03-05 02:35:00	ES	Futures	1375.1	1375.6	1375.1	1375.1	532.0
2012-03-05 02:40:00	ES	Futures	1375.1	1375.6	1375.1	1375.35	145.0
2012-03-05 02:45:00	ES	Futures	1375.35	1375.85	1375.1	1375.6	497.0
2012-03-05 02:50:00	ES	Futures	1375.85	1375.85	1375.1	1375.1	341.0
2012-03-05 02:55:00	ES	Futures	1375.1	1375.35	1374.85	1374.85	773.0
2012-03-05 03:00:00	ES	Futures	1374.85	1375.85	1374.59	1375.35	2273.0
2012-03-05 03:05:00	ES	Futures	1375.1	1376.61	1375.1	1376.61	2274.0
2012-03-05 03:10:00	ES	Futures	1376.61	1376.86	1375.6	1376.36	2653.0
2012-03-05 03:15:00	ES	Futures	1376.11	1376.61	1374.59	1374.59	4123.0
2012-03-05 03:20:00	ES	Futures	1374.59	1375.35	1374.59	1374.85	3378.0
2012-03-05 03:25:00	ES	Futures	1374.59	1375.85	1374.59	1375.35	1557.0
2012-03-05 03:30:00	ES	Futures	1375.1	1375.85	1374.85	1375.35	1545.0
2012-03-05 03:35:00	ES	Futures	1375.35	1375.35	1374.59	1374.85	1830.0
2012-03-05 03:40:00	ES	Futures	1374.59	1374.85	1373.84	1374.09	3560.0
2012-03-05 03:45:00	ES	Futures	1374.34	1374.59	1374.09	1374.59	1497.0
2012-03-05 03:50:00	ES	Futures	1374.34	1375.1	1374.34	1374.59	1971.0
2012-03-05 03:55:00	ES	Futures	1374.85	1374.85	1372.83	1373.08	6713.0
2012-03-05 04:00:00	ES	Futures	1372.83	1373.08	1372.07	1372.33	7966.0
2012-03-05 04:05:00	ES	Futures	1372.33	1372.58	1371.32	1372.33	5774.0

> showing 50 of 12,598 rows — these rows as CSV

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