PREVIEW / futures_5min / 2012-03-06

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-03-06.parquet
  size:    238 KB
  rows:    13,539

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
2012-03-06 00:00:00	ES	Futures	1370.56	1371.07	1370.31	1370.56	844.0
2012-03-06 00:05:00	ES	Futures	1370.81	1371.57	1370.56	1371.32	763.0
2012-03-06 00:10:00	ES	Futures	1371.07	1371.57	1371.07	1371.32	514.0
2012-03-06 00:15:00	ES	Futures	1371.32	1371.82	1371.07	1371.32	979.0
2012-03-06 00:20:00	ES	Futures	1371.32	1371.32	1370.56	1370.81	697.0
2012-03-06 00:25:00	ES	Futures	1370.81	1371.07	1370.06	1371.07	652.0
2012-03-06 00:30:00	ES	Futures	1370.81	1371.32	1370.81	1371.07	438.0
2012-03-06 00:35:00	ES	Futures	1371.32	1371.57	1371.07	1371.32	192.0
2012-03-06 00:40:00	ES	Futures	1371.57	1371.82	1371.32	1371.82	243.0
2012-03-06 00:45:00	ES	Futures	1371.57	1372.33	1371.32	1372.07	1058.0
2012-03-06 00:50:00	ES	Futures	1372.07	1372.58	1372.07	1372.33	336.0
2012-03-06 00:55:00	ES	Futures	1372.33	1372.58	1371.82	1372.58	432.0
2012-03-06 01:00:00	ES	Futures	1372.58	1373.08	1372.33	1372.58	1271.0
2012-03-06 01:05:00	ES	Futures	1372.58	1372.83	1372.07	1372.07	527.0
2012-03-06 01:10:00	ES	Futures	1372.07	1372.07	1371.32	1371.57	551.0
2012-03-06 01:15:00	ES	Futures	1371.82	1371.82	1371.32	1371.32	198.0
2012-03-06 01:20:00	ES	Futures	1371.57	1371.57	1371.32	1371.32	179.0
2012-03-06 01:25:00	ES	Futures	1371.57	1371.82	1371.32	1371.82	104.0
2012-03-06 01:30:00	ES	Futures	1371.82	1371.82	1371.57	1371.82	69.0
2012-03-06 01:35:00	ES	Futures	1371.82	1371.82	1371.32	1371.57	166.0
2012-03-06 01:40:00	ES	Futures	1371.57	1371.82	1371.07	1371.32	482.0
2012-03-06 01:45:00	ES	Futures	1371.57	1371.57	1371.32	1371.32	239.0
2012-03-06 01:50:00	ES	Futures	1371.57	1371.57	1371.07	1371.07	318.0
2012-03-06 01:55:00	ES	Futures	1371.32	1371.57	1371.07	1371.32	282.0
2012-03-06 02:00:00	ES	Futures	1371.07	1371.57	1370.56	1371.07	816.0
2012-03-06 02:05:00	ES	Futures	1370.81	1371.07	1370.56	1370.56	895.0
2012-03-06 02:10:00	ES	Futures	1370.81	1370.81	1370.06	1370.31	585.0
2012-03-06 02:15:00	ES	Futures	1370.56	1371.32	1370.31	1371.32	728.0
2012-03-06 02:20:00	ES	Futures	1371.32	1371.57	1371.32	1371.57	480.0
2012-03-06 02:25:00	ES	Futures	1371.57	1371.57	1370.56	1370.56	595.0
2012-03-06 02:30:00	ES	Futures	1370.56	1370.81	1370.06	1370.56	793.0
2012-03-06 02:35:00	ES	Futures	1370.31	1370.56	1370.06	1370.56	353.0
2012-03-06 02:40:00	ES	Futures	1370.31	1370.56	1370.31	1370.56	262.0
2012-03-06 02:45:00	ES	Futures	1370.56	1370.56	1370.31	1370.31	683.0
2012-03-06 02:50:00	ES	Futures	1370.56	1370.56	1369.81	1370.06	1005.0
2012-03-06 02:55:00	ES	Futures	1370.31	1370.81	1370.06	1370.56	1289.0
2012-03-06 03:00:00	ES	Futures	1370.56	1370.81	1369.05	1369.3	4623.0
2012-03-06 03:05:00	ES	Futures	1369.3	1369.81	1368.55	1369.81	5510.0
2012-03-06 03:10:00	ES	Futures	1369.81	1370.06	1369.3	1370.06	2061.0
2012-03-06 03:15:00	ES	Futures	1370.06	1370.31	1369.55	1369.81	3503.0
2012-03-06 03:20:00	ES	Futures	1369.81	1369.81	1368.29	1368.8	6579.0
2012-03-06 03:25:00	ES	Futures	1368.8	1369.05	1367.29	1368.04	8837.0
2012-03-06 03:30:00	ES	Futures	1367.79	1368.55	1367.03	1368.55	7274.0
2012-03-06 03:35:00	ES	Futures	1368.55	1369.05	1367.79	1369.05	2163.0
2012-03-06 03:40:00	ES	Futures	1369.05	1369.55	1368.04	1368.8	4660.0
2012-03-06 03:45:00	ES	Futures	1368.8	1369.05	1368.04	1368.29	3665.0
2012-03-06 03:50:00	ES	Futures	1368.29	1369.05	1367.79	1368.8	1837.0
2012-03-06 03:55:00	ES	Futures	1368.8	1368.8	1367.29	1367.54	4627.0
2012-03-06 04:00:00	ES	Futures	1367.54	1367.79	1367.03	1367.54	3711.0
2012-03-06 04:05:00	ES	Futures	1367.79	1368.29	1367.03	1368.04	5023.0

> showing 50 of 13,539 rows — these rows as CSV

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