PREVIEW / futures_5min / 2012-03-15

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-03-15.parquet
  size:    223 KB
  rows:    13,358

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
2012-03-15 00:00:00	ES	Futures	1407.6	1407.6	1407.35	1407.35	90.0
2012-03-15 00:05:00	ES	Futures	1407.35	1407.35	1407.35	1407.35	89.0
2012-03-15 00:10:00	ES	Futures	1407.35	1407.35	1407.35	1407.35	50.0
2012-03-15 00:15:00	ES	Futures	1407.35	1407.35	1407.1	1407.1	34.0
2012-03-15 00:20:00	ES	Futures	1407.1	1407.1	1407.1	1407.1	9.0
2012-03-15 00:25:00	ES	Futures	1407.35	1407.6	1407.1	1407.6	261.0
2012-03-15 00:30:00	ES	Futures	1407.6	1407.86	1407.35	1407.6	742.0
2012-03-15 00:35:00	ES	Futures	1407.86	1409.12	1407.86	1408.87	3161.0
2012-03-15 00:40:00	ES	Futures	1408.87	1410.13	1408.87	1409.12	2536.0
2012-03-15 00:45:00	ES	Futures	1409.38	1409.38	1408.62	1408.87	518.0
2012-03-15 00:50:00	ES	Futures	1409.12	1409.12	1408.36	1408.87	503.0
2012-03-15 00:55:00	ES	Futures	1408.62	1409.12	1408.62	1408.87	64.0
2012-03-15 01:00:00	ES	Futures	1408.87	1409.38	1408.87	1409.38	237.0
2012-03-15 01:05:00	ES	Futures	1409.38	1409.38	1408.36	1408.36	391.0
2012-03-15 01:10:00	ES	Futures	1408.62	1408.62	1408.11	1408.11	194.0
2012-03-15 01:15:00	ES	Futures	1407.86	1408.36	1407.86	1408.36	489.0
2012-03-15 01:20:00	ES	Futures	1408.36	1408.36	1407.6	1407.86	566.0
2012-03-15 01:25:00	ES	Futures	1407.6	1407.86	1407.6	1407.86	185.0
2012-03-15 01:30:00	ES	Futures	1407.86	1407.86	1407.35	1407.6	238.0
2012-03-15 01:35:00	ES	Futures	1407.35	1407.6	1406.59	1406.59	901.0
2012-03-15 01:40:00	ES	Futures	1406.85	1407.35	1406.34	1407.35	936.0
2012-03-15 01:45:00	ES	Futures	1407.1	1407.35	1406.85	1407.35	173.0
2012-03-15 01:50:00	ES	Futures	1407.35	1407.35	1405.83	1406.59	1811.0
2012-03-15 01:55:00	ES	Futures	1406.34	1406.59	1405.58	1405.83	863.0
2012-03-15 02:00:00	ES	Futures	1405.83	1406.59	1405.83	1406.59	319.0
2012-03-15 02:05:00	ES	Futures	1406.59	1406.59	1406.34	1406.59	170.0
2012-03-15 02:10:00	ES	Futures	1406.59	1406.85	1406.09	1406.34	750.0
2012-03-15 02:15:00	ES	Futures	1406.34	1406.34	1405.83	1406.09	346.0
2012-03-15 02:20:00	ES	Futures	1406.09	1406.34	1406.09	1406.34	207.0
2012-03-15 02:25:00	ES	Futures	1406.34	1406.59	1406.34	1406.59	262.0
2012-03-15 02:30:00	ES	Futures	1406.59	1407.1	1406.59	1407.1	657.0
2012-03-15 02:35:00	ES	Futures	1407.1	1407.1	1406.59	1406.85	400.0
2012-03-15 02:40:00	ES	Futures	1406.85	1407.1	1406.59	1407.1	449.0
2012-03-15 02:45:00	ES	Futures	1406.85	1407.1	1406.59	1407.1	344.0
2012-03-15 02:50:00	ES	Futures	1407.1	1407.86	1406.85	1407.86	903.0
2012-03-15 02:55:00	ES	Futures	1407.6	1407.86	1407.35	1407.86	203.0
2012-03-15 03:00:00	ES	Futures	1407.6	1407.86	1406.34	1406.59	936.0
2012-03-15 03:05:00	ES	Futures	1406.59	1407.35	1406.34	1407.35	476.0
2012-03-15 03:10:00	ES	Futures	1407.35	1407.86	1407.1	1407.86	422.0
2012-03-15 03:15:00	ES	Futures	1407.86	1408.87	1407.35	1408.62	3344.0
2012-03-15 03:20:00	ES	Futures	1408.87	1408.87	1407.86	1408.11	1059.0
2012-03-15 03:25:00	ES	Futures	1408.11	1408.62	1408.11	1408.36	599.0
2012-03-15 03:30:00	ES	Futures	1408.36	1408.36	1408.11	1408.11	477.0
2012-03-15 03:35:00	ES	Futures	1408.11	1408.87	1407.86	1408.62	720.0
2012-03-15 03:40:00	ES	Futures	1408.36	1408.62	1408.11	1408.36	294.0
2012-03-15 03:45:00	ES	Futures	1408.36	1408.36	1407.86	1408.11	300.0
2012-03-15 03:50:00	ES	Futures	1408.11	1408.62	1408.11	1408.11	717.0
2012-03-15 03:55:00	ES	Futures	1408.36	1408.62	1408.11	1408.36	257.0
2012-03-15 04:00:00	ES	Futures	1408.36	1408.62	1407.35	1408.11	3111.0
2012-03-15 04:05:00	ES	Futures	1407.86	1408.36	1406.85	1406.85	3554.0

> showing 50 of 13,358 rows — these rows as CSV

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