PREVIEW / futures_5min / 2012-03-09

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-03-09.parquet
  size:    189 KB
  rows:    11,235

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
2012-03-09 00:00:00	ES	Futures	1378.12	1378.63	1377.87	1378.63	828.0
2012-03-09 00:05:00	ES	Futures	1378.63	1378.88	1378.37	1378.88	507.0
2012-03-09 00:10:00	ES	Futures	1378.88	1378.88	1378.63	1378.63	210.0
2012-03-09 00:15:00	ES	Futures	1378.63	1378.88	1378.37	1378.88	332.0
2012-03-09 00:20:00	ES	Futures	1378.88	1379.38	1378.63	1378.88	347.0
2012-03-09 00:25:00	ES	Futures	1378.88	1379.13	1378.63	1378.88	260.0
2012-03-09 00:30:00	ES	Futures	1378.63	1378.88	1377.62	1377.87	787.0
2012-03-09 00:35:00	ES	Futures	1377.87	1378.12	1377.87	1378.12	153.0
2012-03-09 00:40:00	ES	Futures	1378.12	1378.63	1377.87	1378.63	216.0
2012-03-09 00:45:00	ES	Futures	1378.63	1378.63	1378.12	1378.37	285.0
2012-03-09 00:50:00	ES	Futures	1378.37	1378.88	1378.37	1378.63	236.0
2012-03-09 00:55:00	ES	Futures	1378.63	1378.88	1378.12	1378.12	214.0
2012-03-09 01:00:00	ES	Futures	1377.87	1378.37	1375.35	1375.6	1985.0
2012-03-09 01:05:00	ES	Futures	1375.6	1375.85	1375.35	1375.6	1121.0
2012-03-09 01:10:00	ES	Futures	1375.6	1375.85	1375.1	1375.6	936.0
2012-03-09 01:15:00	ES	Futures	1375.35	1375.35	1374.34	1374.34	917.0
2012-03-09 01:20:00	ES	Futures	1374.34	1374.85	1374.09	1374.59	1150.0
2012-03-09 01:25:00	ES	Futures	1374.85	1375.85	1374.59	1375.35	912.0
2012-03-09 01:30:00	ES	Futures	1375.6	1375.85	1375.35	1375.85	161.0
2012-03-09 01:35:00	ES	Futures	1375.6	1375.85	1375.6	1375.85	102.0
2012-03-09 01:40:00	ES	Futures	1375.85	1376.11	1375.6	1375.85	329.0
2012-03-09 01:45:00	ES	Futures	1375.85	1376.11	1375.85	1376.11	58.0
2012-03-09 01:50:00	ES	Futures	1376.11	1376.11	1375.85	1376.11	224.0
2012-03-09 01:55:00	ES	Futures	1376.11	1376.11	1375.85	1376.11	499.0
2012-03-09 02:00:00	ES	Futures	1375.85	1376.11	1375.6	1375.85	717.0
2012-03-09 02:05:00	ES	Futures	1375.85	1376.61	1375.6	1376.61	788.0
2012-03-09 02:10:00	ES	Futures	1376.36	1377.11	1376.11	1376.86	576.0
2012-03-09 02:15:00	ES	Futures	1377.11	1377.11	1376.36	1376.86	758.0
2012-03-09 02:20:00	ES	Futures	1376.61	1376.86	1376.61	1376.61	209.0
2012-03-09 02:25:00	ES	Futures	1376.61	1376.86	1376.36	1376.36	722.0
2012-03-09 02:30:00	ES	Futures	1376.36	1376.61	1376.11	1376.36	376.0
2012-03-09 02:35:00	ES	Futures	1376.11	1376.61	1376.11	1376.36	662.0
2012-03-09 02:40:00	ES	Futures	1376.36	1377.37	1376.11	1377.11	721.0
2012-03-09 02:45:00	ES	Futures	1377.11	1377.37	1376.36	1376.36	569.0
2012-03-09 02:50:00	ES	Futures	1376.11	1376.61	1376.11	1376.11	381.0
2012-03-09 02:55:00	ES	Futures	1376.11	1376.61	1376.11	1376.11	821.0
2012-03-09 03:00:00	ES	Futures	1376.36	1376.61	1375.6	1375.85	1929.0
2012-03-09 03:05:00	ES	Futures	1375.6	1375.85	1374.85	1375.35	2136.0
2012-03-09 03:10:00	ES	Futures	1375.35	1375.6	1374.59	1375.1	2651.0
2012-03-09 03:15:00	ES	Futures	1375.35	1376.11	1375.1	1376.11	1138.0
2012-03-09 03:20:00	ES	Futures	1375.85	1377.62	1375.85	1377.37	2006.0
2012-03-09 03:25:00	ES	Futures	1377.11	1378.63	1376.86	1377.62	2048.0
2012-03-09 03:30:00	ES	Futures	1377.37	1377.87	1376.11	1376.11	1110.0
2012-03-09 03:35:00	ES	Futures	1376.11	1377.87	1375.85	1377.62	1370.0
2012-03-09 03:40:00	ES	Futures	1377.62	1377.62	1376.36	1376.61	563.0
2012-03-09 03:45:00	ES	Futures	1376.61	1376.86	1376.11	1376.61	1002.0
2012-03-09 03:50:00	ES	Futures	1376.61	1377.11	1376.11	1376.86	463.0
2012-03-09 03:55:00	ES	Futures	1376.61	1376.86	1375.35	1375.85	767.0
2012-03-09 04:00:00	ES	Futures	1375.85	1376.11	1375.35	1375.6	711.0
2012-03-09 04:05:00	ES	Futures	1375.6	1376.36	1375.6	1376.11	828.0

> showing 50 of 11,235 rows — these rows as CSV

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