PREVIEW / futures_5min / 2012-03-28

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-03-28.parquet
  size:    224 KB
  rows:    13,431

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
2012-03-28 00:00:00	ES	Futures	1424.3	1424.55	1424.3	1424.55	40.0
2012-03-28 00:05:00	ES	Futures	1424.55	1424.81	1424.3	1424.55	133.0
2012-03-28 00:10:00	ES	Futures	1424.81	1425.06	1424.55	1424.81	331.0
2012-03-28 00:15:00	ES	Futures	1424.81	1424.81	1424.55	1424.55	164.0
2012-03-28 00:20:00	ES	Futures	1424.55	1424.81	1424.55	1424.81	176.0
2012-03-28 00:25:00	ES	Futures	1425.06	1425.31	1424.81	1425.06	277.0
2012-03-28 00:30:00	ES	Futures	1425.06	1425.31	1424.81	1425.31	558.0
2012-03-28 00:35:00	ES	Futures	1425.31	1425.31	1423.8	1424.05	1728.0
2012-03-28 00:40:00	ES	Futures	1424.05	1424.05	1423.8	1424.05	776.0
2012-03-28 00:45:00	ES	Futures	1424.05	1424.05	1423.54	1423.8	285.0
2012-03-28 00:50:00	ES	Futures	1423.8	1423.8	1423.29	1423.29	490.0
2012-03-28 00:55:00	ES	Futures	1423.29	1423.29	1423.04	1423.29	154.0
2012-03-28 01:00:00	ES	Futures	1423.29	1423.54	1423.04	1423.54	182.0
2012-03-28 01:05:00	ES	Futures	1423.29	1424.05	1423.29	1423.8	369.0
2012-03-28 01:10:00	ES	Futures	1423.8	1424.81	1423.8	1424.55	562.0
2012-03-28 01:15:00	ES	Futures	1424.3	1424.81	1424.3	1424.3	354.0
2012-03-28 01:20:00	ES	Futures	1424.3	1424.55	1424.05	1424.3	294.0
2012-03-28 01:25:00	ES	Futures	1424.3	1424.55	1424.3	1424.55	182.0
2012-03-28 01:30:00	ES	Futures	1424.55	1425.06	1424.55	1425.06	276.0
2012-03-28 01:35:00	ES	Futures	1425.06	1425.06	1423.8	1424.05	360.0
2012-03-28 01:40:00	ES	Futures	1424.3	1424.81	1424.3	1424.81	219.0
2012-03-28 01:45:00	ES	Futures	1424.81	1424.81	1423.8	1423.8	309.0
2012-03-28 01:50:00	ES	Futures	1423.8	1424.05	1423.8	1423.8	428.0
2012-03-28 01:55:00	ES	Futures	1424.05	1424.3	1423.54	1424.3	230.0
2012-03-28 02:00:00	ES	Futures	1424.05	1424.3	1423.8	1424.05	940.0
2012-03-28 02:05:00	ES	Futures	1424.05	1424.05	1423.29	1423.29	450.0
2012-03-28 02:10:00	ES	Futures	1423.54	1423.54	1423.04	1423.54	656.0
2012-03-28 02:15:00	ES	Futures	1423.8	1424.05	1423.29	1423.54	775.0
2012-03-28 02:20:00	ES	Futures	1423.54	1423.54	1422.78	1422.78	1035.0
2012-03-28 02:25:00	ES	Futures	1423.04	1423.29	1422.53	1423.29	530.0
2012-03-28 02:30:00	ES	Futures	1423.04	1423.8	1423.04	1423.8	1026.0
2012-03-28 02:35:00	ES	Futures	1423.8	1423.8	1423.29	1423.54	235.0
2012-03-28 02:40:00	ES	Futures	1423.8	1423.8	1423.29	1423.54	326.0
2012-03-28 02:45:00	ES	Futures	1423.29	1423.54	1423.29	1423.29	517.0
2012-03-28 02:50:00	ES	Futures	1423.54	1423.54	1422.78	1423.29	1409.0
2012-03-28 02:55:00	ES	Futures	1423.29	1423.29	1422.78	1423.04	1151.0
2012-03-28 03:00:00	ES	Futures	1422.78	1424.55	1422.78	1424.3	2912.0
2012-03-28 03:05:00	ES	Futures	1424.55	1425.57	1424.55	1424.81	4336.0
2012-03-28 03:10:00	ES	Futures	1424.81	1424.81	1423.8	1424.05	2468.0
2012-03-28 03:15:00	ES	Futures	1424.05	1424.55	1423.29	1424.55	2882.0
2012-03-28 03:20:00	ES	Futures	1424.55	1424.55	1423.04	1423.54	2478.0
2012-03-28 03:25:00	ES	Futures	1423.54	1424.55	1423.54	1424.3	1397.0
2012-03-28 03:30:00	ES	Futures	1424.3	1425.06	1423.8	1423.8	3249.0
2012-03-28 03:35:00	ES	Futures	1424.05	1425.57	1423.8	1425.57	2270.0
2012-03-28 03:40:00	ES	Futures	1425.31	1426.07	1425.06	1425.57	3609.0
2012-03-28 03:45:00	ES	Futures	1425.57	1427.08	1425.57	1426.58	4076.0
2012-03-28 03:50:00	ES	Futures	1426.58	1428.35	1426.33	1428.1	5430.0
2012-03-28 03:55:00	ES	Futures	1428.35	1428.6	1427.59	1427.59	3715.0
2012-03-28 04:00:00	ES	Futures	1427.34	1427.84	1427.34	1427.84	1474.0
2012-03-28 04:05:00	ES	Futures	1427.59	1427.84	1427.34	1427.34	1081.0

> showing 50 of 13,431 rows — these rows as CSV

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