PREVIEW / futures_5min / 2012-03-26

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-03-26.parquet
  size:    223 KB
  rows:    13,103

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
2012-03-26 00:00:00	ES	Futures	1413.68	1413.68	1413.17	1413.17	316.0
2012-03-26 00:05:00	ES	Futures	1412.92	1413.17	1412.92	1413.17	45.0
2012-03-26 00:10:00	ES	Futures	1413.17	1413.42	1412.92	1413.17	169.0
2012-03-26 00:15:00	ES	Futures	1412.92	1412.92	1412.41	1412.66	274.0
2012-03-26 00:20:00	ES	Futures	1412.41	1412.66	1412.41	1412.41	139.0
2012-03-26 00:25:00	ES	Futures	1412.41	1412.41	1411.91	1411.91	234.0
2012-03-26 00:30:00	ES	Futures	1412.16	1412.16	1411.91	1412.16	85.0
2012-03-26 00:35:00	ES	Futures	1412.16	1412.66	1411.91	1412.66	209.0
2012-03-26 00:40:00	ES	Futures	1412.41	1412.92	1412.41	1412.66	157.0
2012-03-26 00:45:00	ES	Futures	1412.66	1412.66	1411.91	1412.16	120.0
2012-03-26 00:50:00	ES	Futures	1412.16	1412.16	1411.4	1411.4	343.0
2012-03-26 00:55:00	ES	Futures	1411.65	1411.91	1411.4	1411.4	246.0
2012-03-26 01:00:00	ES	Futures	1411.4	1412.16	1411.4	1412.16	185.0
2012-03-26 01:05:00	ES	Futures	1411.91	1411.91	1411.4	1411.4	509.0
2012-03-26 01:10:00	ES	Futures	1411.65	1411.91	1411.4	1411.65	228.0
2012-03-26 01:15:00	ES	Futures	1411.65	1411.65	1411.15	1411.15	263.0
2012-03-26 01:20:00	ES	Futures	1411.4	1411.65	1411.15	1411.15	342.0
2012-03-26 01:25:00	ES	Futures	1411.15	1412.16	1411.15	1411.91	758.0
2012-03-26 01:30:00	ES	Futures	1411.91	1412.16	1411.65	1412.16	107.0
2012-03-26 01:35:00	ES	Futures	1411.91	1412.41	1411.91	1411.91	277.0
2012-03-26 01:40:00	ES	Futures	1412.16	1412.16	1411.65	1411.65	161.0
2012-03-26 01:45:00	ES	Futures	1411.65	1411.91	1411.65	1411.91	59.0
2012-03-26 01:50:00	ES	Futures	1411.65	1411.91	1411.4	1411.65	343.0
2012-03-26 01:55:00	ES	Futures	1411.4	1411.91	1411.4	1411.65	370.0
2012-03-26 02:00:00	ES	Futures	1411.65	1411.91	1411.4	1411.65	726.0
2012-03-26 02:05:00	ES	Futures	1411.65	1412.16	1411.65	1412.16	407.0
2012-03-26 02:10:00	ES	Futures	1411.91	1412.41	1411.91	1412.41	281.0
2012-03-26 02:15:00	ES	Futures	1412.16	1412.41	1411.91	1411.91	393.0
2012-03-26 02:20:00	ES	Futures	1412.16	1412.16	1411.65	1411.65	659.0
2012-03-26 02:25:00	ES	Futures	1411.91	1411.91	1411.4	1411.65	290.0
2012-03-26 02:30:00	ES	Futures	1411.65	1412.16	1411.65	1412.16	607.0
2012-03-26 02:35:00	ES	Futures	1412.16	1412.41	1411.91	1411.91	404.0
2012-03-26 02:40:00	ES	Futures	1411.91	1412.16	1411.91	1412.16	233.0
2012-03-26 02:45:00	ES	Futures	1412.16	1413.42	1411.91	1413.42	1191.0
2012-03-26 02:50:00	ES	Futures	1413.42	1414.44	1413.42	1413.93	2259.0
2012-03-26 02:55:00	ES	Futures	1413.93	1414.18	1413.42	1413.42	692.0
2012-03-26 03:00:00	ES	Futures	1413.42	1413.93	1412.66	1413.93	2296.0
2012-03-26 03:05:00	ES	Futures	1413.68	1413.93	1412.66	1413.17	2162.0
2012-03-26 03:10:00	ES	Futures	1413.42	1413.93	1412.92	1413.68	1990.0
2012-03-26 03:15:00	ES	Futures	1413.42	1414.18	1413.17	1413.93	1624.0
2012-03-26 03:20:00	ES	Futures	1413.93	1413.93	1411.15	1411.4	4663.0
2012-03-26 03:25:00	ES	Futures	1411.65	1411.91	1411.15	1411.65	2902.0
2012-03-26 03:30:00	ES	Futures	1411.4	1411.4	1410.13	1411.4	4125.0
2012-03-26 03:35:00	ES	Futures	1411.15	1411.4	1409.63	1409.63	4417.0
2012-03-26 03:40:00	ES	Futures	1409.88	1410.89	1409.63	1410.64	4093.0
2012-03-26 03:45:00	ES	Futures	1410.64	1410.64	1409.63	1409.63	1611.0
2012-03-26 03:50:00	ES	Futures	1409.63	1409.88	1409.12	1409.63	3549.0
2012-03-26 03:55:00	ES	Futures	1409.38	1410.39	1409.38	1410.13	3424.0
2012-03-26 04:00:00	ES	Futures	1410.39	1413.17	1410.13	1412.41	8263.0
2012-03-26 04:05:00	ES	Futures	1412.66	1412.66	1411.65	1411.91	2533.0

> showing 50 of 13,103 rows — these rows as CSV

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