PREVIEW / futures_5min / 2012-03-18

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-03-18.parquet
  size:    40 KB
  rows:    2,206

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
2012-03-18 18:00:00	ES	Futures	1413.93	1414.69	1413.68	1414.18	2085.0
2012-03-18 18:05:00	ES	Futures	1413.93	1414.94	1413.68	1414.94	1255.0
2012-03-18 18:10:00	ES	Futures	1414.94	1414.94	1414.18	1414.44	764.0
2012-03-18 18:15:00	ES	Futures	1414.69	1414.94	1414.44	1414.69	339.0
2012-03-18 18:20:00	ES	Futures	1414.69	1415.19	1414.44	1414.69	493.0
2012-03-18 18:25:00	ES	Futures	1414.69	1414.94	1414.44	1414.69	125.0
2012-03-18 18:30:00	ES	Futures	1414.69	1415.45	1414.44	1415.19	701.0
2012-03-18 18:35:00	ES	Futures	1415.19	1415.45	1414.94	1415.19	182.0
2012-03-18 18:40:00	ES	Futures	1415.19	1415.7	1414.94	1415.45	644.0
2012-03-18 18:45:00	ES	Futures	1415.45	1415.45	1415.19	1415.45	130.0
2012-03-18 18:50:00	ES	Futures	1415.45	1415.45	1414.69	1414.69	281.0
2012-03-18 18:55:00	ES	Futures	1414.94	1414.94	1414.69	1414.69	103.0
2012-03-18 19:00:00	ES	Futures	1414.44	1414.69	1414.18	1414.44	359.0
2012-03-18 19:05:00	ES	Futures	1414.44	1414.44	1414.18	1414.44	94.0
2012-03-18 19:10:00	ES	Futures	1414.18	1414.69	1414.18	1414.69	203.0
2012-03-18 19:15:00	ES	Futures	1414.69	1414.69	1414.18	1414.44	174.0
2012-03-18 19:20:00	ES	Futures	1414.44	1414.94	1414.44	1414.69	299.0
2012-03-18 19:25:00	ES	Futures	1414.69	1414.94	1414.69	1414.69	64.0
2012-03-18 19:30:00	ES	Futures	1414.69	1414.94	1414.69	1414.94	138.0
2012-03-18 19:35:00	ES	Futures	1414.94	1414.94	1414.44	1414.69	183.0
2012-03-18 19:40:00	ES	Futures	1414.69	1414.94	1414.44	1414.94	64.0
2012-03-18 19:45:00	ES	Futures	1414.94	1415.7	1414.69	1415.45	615.0
2012-03-18 19:50:00	ES	Futures	1415.7	1415.95	1415.19	1415.7	1098.0
2012-03-18 19:55:00	ES	Futures	1415.7	1416.21	1415.7	1415.95	520.0
2012-03-18 20:00:00	ES	Futures	1416.21	1418.48	1415.95	1416.97	4445.0
2012-03-18 20:05:00	ES	Futures	1417.22	1417.47	1416.97	1417.47	541.0
2012-03-18 20:10:00	ES	Futures	1417.47	1417.98	1416.97	1416.97	671.0
2012-03-18 20:15:00	ES	Futures	1416.97	1417.72	1416.97	1417.47	1083.0
2012-03-18 20:20:00	ES	Futures	1417.22	1417.98	1417.22	1417.72	332.0
2012-03-18 20:25:00	ES	Futures	1417.47	1417.98	1417.22	1417.47	219.0
2012-03-18 20:30:00	ES	Futures	1417.22	1417.47	1417.22	1417.47	224.0
2012-03-18 20:35:00	ES	Futures	1417.72	1418.48	1417.47	1417.98	904.0
2012-03-18 20:40:00	ES	Futures	1417.98	1418.48	1417.47	1418.23	978.0
2012-03-18 20:45:00	ES	Futures	1418.23	1418.99	1417.98	1418.74	1201.0
2012-03-18 20:50:00	ES	Futures	1418.74	1419.5	1418.48	1418.99	1385.0
2012-03-18 20:55:00	ES	Futures	1418.99	1419.24	1418.48	1418.48	353.0
2012-03-18 21:00:00	ES	Futures	1418.48	1418.74	1418.48	1418.48	507.0
2012-03-18 21:05:00	ES	Futures	1418.48	1418.74	1418.23	1418.23	171.0
2012-03-18 21:10:00	ES	Futures	1418.23	1418.74	1418.23	1418.74	370.0
2012-03-18 21:15:00	ES	Futures	1418.48	1418.99	1418.48	1418.74	533.0
2012-03-18 21:20:00	ES	Futures	1418.74	1418.74	1418.48	1418.74	201.0
2012-03-18 21:25:00	ES	Futures	1418.48	1418.74	1417.72	1417.98	618.0
2012-03-18 21:30:00	ES	Futures	1417.98	1418.48	1417.22	1417.47	1195.0
2012-03-18 21:35:00	ES	Futures	1417.47	1417.72	1417.22	1417.72	327.0
2012-03-18 21:40:00	ES	Futures	1417.72	1418.48	1417.72	1418.23	424.0
2012-03-18 21:45:00	ES	Futures	1417.98	1418.23	1417.22	1417.22	448.0
2012-03-18 21:50:00	ES	Futures	1417.22	1417.72	1417.22	1417.72	220.0
2012-03-18 21:55:00	ES	Futures	1417.72	1418.23	1417.47	1417.98	405.0
2012-03-18 22:00:00	ES	Futures	1417.98	1418.23	1417.47	1417.47	352.0
2012-03-18 22:05:00	ES	Futures	1417.47	1418.23	1417.47	1417.98	336.0

> showing 50 of 2,206 rows — these rows as CSV

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