PREVIEW / futures_5min / 2012-03-27

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-03-27.parquet
  size:    220 KB
  rows:    13,427

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
2012-03-27 00:00:00	ES	Futures	1431.89	1431.89	1431.64	1431.89	349.0
2012-03-27 00:05:00	ES	Futures	1431.64	1431.89	1431.39	1431.39	429.0
2012-03-27 00:10:00	ES	Futures	1431.39	1431.64	1431.39	1431.39	207.0
2012-03-27 00:15:00	ES	Futures	1431.39	1431.64	1431.13	1431.39	268.0
2012-03-27 00:20:00	ES	Futures	1431.39	1431.64	1431.13	1431.13	298.0
2012-03-27 00:25:00	ES	Futures	1431.13	1431.64	1431.13	1431.39	191.0
2012-03-27 00:30:00	ES	Futures	1431.64	1432.4	1431.39	1432.14	723.0
2012-03-27 00:35:00	ES	Futures	1432.14	1432.4	1431.89	1432.14	419.0
2012-03-27 00:40:00	ES	Futures	1431.89	1432.14	1431.89	1432.14	54.0
2012-03-27 00:45:00	ES	Futures	1432.14	1432.9	1431.89	1432.4	648.0
2012-03-27 00:50:00	ES	Futures	1432.65	1432.65	1432.14	1432.4	344.0
2012-03-27 00:55:00	ES	Futures	1432.4	1432.65	1432.4	1432.4	107.0
2012-03-27 01:00:00	ES	Futures	1432.14	1432.4	1431.89	1432.4	338.0
2012-03-27 01:05:00	ES	Futures	1432.14	1432.4	1432.14	1432.4	277.0
2012-03-27 01:10:00	ES	Futures	1432.4	1432.65	1432.14	1432.14	796.0
2012-03-27 01:15:00	ES	Futures	1432.14	1432.4	1432.14	1432.4	313.0
2012-03-27 01:20:00	ES	Futures	1432.65	1433.16	1432.4	1432.65	819.0
2012-03-27 01:25:00	ES	Futures	1432.9	1432.9	1432.4	1432.65	506.0
2012-03-27 01:30:00	ES	Futures	1432.65	1432.9	1432.4	1432.9	433.0
2012-03-27 01:35:00	ES	Futures	1433.16	1433.16	1432.4	1432.4	471.0
2012-03-27 01:40:00	ES	Futures	1432.65	1432.9	1432.4	1432.9	476.0
2012-03-27 01:45:00	ES	Futures	1432.65	1433.16	1432.65	1433.16	254.0
2012-03-27 01:50:00	ES	Futures	1432.9	1433.16	1432.65	1432.65	447.0
2012-03-27 01:55:00	ES	Futures	1432.65	1433.16	1432.65	1432.9	801.0
2012-03-27 02:00:00	ES	Futures	1432.65	1433.92	1432.4	1433.92	2054.0
2012-03-27 02:05:00	ES	Futures	1433.92	1433.92	1433.41	1433.41	940.0
2012-03-27 02:10:00	ES	Futures	1433.41	1433.66	1433.16	1433.66	887.0
2012-03-27 02:15:00	ES	Futures	1433.66	1433.92	1433.41	1433.41	472.0
2012-03-27 02:20:00	ES	Futures	1433.41	1433.66	1433.41	1433.66	420.0
2012-03-27 02:25:00	ES	Futures	1433.66	1433.92	1433.41	1433.41	480.0
2012-03-27 02:30:00	ES	Futures	1433.41	1433.41	1432.9	1433.16	863.0
2012-03-27 02:35:00	ES	Futures	1433.41	1433.41	1432.9	1433.16	311.0
2012-03-27 02:40:00	ES	Futures	1433.16	1433.16	1432.4	1432.65	468.0
2012-03-27 02:45:00	ES	Futures	1432.65	1432.9	1432.4	1432.9	581.0
2012-03-27 02:50:00	ES	Futures	1432.9	1433.16	1432.65	1432.9	248.0
2012-03-27 02:55:00	ES	Futures	1432.9	1433.16	1432.4	1432.65	753.0
2012-03-27 03:00:00	ES	Futures	1432.9	1432.9	1431.39	1431.64	4815.0
2012-03-27 03:05:00	ES	Futures	1431.64	1432.4	1431.13	1431.39	2906.0
2012-03-27 03:10:00	ES	Futures	1431.39	1431.89	1431.13	1431.89	1820.0
2012-03-27 03:15:00	ES	Futures	1431.64	1431.89	1430.88	1430.88	2541.0
2012-03-27 03:20:00	ES	Futures	1430.88	1431.13	1430.12	1431.13	5640.0
2012-03-27 03:25:00	ES	Futures	1431.13	1431.89	1431.13	1431.64	1311.0
2012-03-27 03:30:00	ES	Futures	1431.89	1432.65	1431.64	1432.65	1710.0
2012-03-27 03:35:00	ES	Futures	1432.65	1432.9	1431.89	1432.14	1797.0
2012-03-27 03:40:00	ES	Futures	1431.89	1432.4	1431.64	1431.89	1235.0
2012-03-27 03:45:00	ES	Futures	1431.89	1432.65	1431.64	1432.4	965.0
2012-03-27 03:50:00	ES	Futures	1432.4	1432.9	1432.14	1432.65	1273.0
2012-03-27 03:55:00	ES	Futures	1432.9	1432.9	1432.4	1432.9	1776.0
2012-03-27 04:00:00	ES	Futures	1432.65	1433.66	1432.4	1433.66	5196.0
2012-03-27 04:05:00	ES	Futures	1433.66	1435.43	1433.66	1435.43	9816.0

> showing 50 of 13,427 rows — these rows as CSV

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