PREVIEW / futures_5min / 2012-04-23

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-04-23.parquet
  size:    219 KB
  rows:    13,062

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
2012-04-23 00:00:00	ES	Futures	1389.14	1389.14	1388.88	1388.88	48.0
2012-04-23 00:05:00	ES	Futures	1388.88	1389.14	1388.88	1389.14	28.0
2012-04-23 00:10:00	ES	Futures	1389.14	1389.14	1388.88	1389.14	33.0
2012-04-23 00:15:00	ES	Futures	1389.14	1389.39	1389.14	1389.14	38.0
2012-04-23 00:20:00	ES	Futures	1389.14	1389.14	1388.88	1388.88	55.0
2012-04-23 00:25:00	ES	Futures	1388.88	1389.14	1388.88	1388.88	16.0
2012-04-23 00:30:00	ES	Futures	1389.14	1389.39	1388.88	1389.14	44.0
2012-04-23 00:35:00	ES	Futures	1389.14	1389.64	1389.14	1389.64	71.0
2012-04-23 00:40:00	ES	Futures	1389.64	1389.64	1389.39	1389.64	48.0
2012-04-23 00:45:00	ES	Futures	1389.64	1389.64	1389.39	1389.64	30.0
2012-04-23 00:50:00	ES	Futures	1389.64	1389.64	1388.63	1388.88	231.0
2012-04-23 00:55:00	ES	Futures	1389.14	1389.39	1389.14	1389.39	35.0
2012-04-23 01:00:00	ES	Futures	1389.39	1389.64	1389.14	1389.14	97.0
2012-04-23 01:05:00	ES	Futures	1389.39	1389.39	1389.14	1389.14	26.0
2012-04-23 01:10:00	ES	Futures	1389.14	1389.14	1388.88	1389.14	182.0
2012-04-23 01:15:00	ES	Futures	1389.14	1389.14	1388.88	1388.88	82.0
2012-04-23 01:20:00	ES	Futures	1389.14	1389.14	1388.63	1389.14	54.0
2012-04-23 01:25:00	ES	Futures	1388.88	1389.39	1388.88	1389.39	58.0
2012-04-23 01:30:00	ES	Futures	1389.14	1389.39	1388.38	1388.38	147.0
2012-04-23 01:35:00	ES	Futures	1388.63	1388.88	1388.38	1388.63	93.0
2012-04-23 01:40:00	ES	Futures	1388.63	1388.88	1388.38	1388.38	113.0
2012-04-23 01:45:00	ES	Futures	1388.38	1388.88	1388.38	1388.88	216.0
2012-04-23 01:50:00	ES	Futures	1388.63	1388.88	1388.63	1388.88	19.0
2012-04-23 01:55:00	ES	Futures	1388.63	1388.88	1388.38	1388.88	173.0
2012-04-23 02:00:00	ES	Futures	1388.88	1389.14	1387.87	1387.87	851.0
2012-04-23 02:05:00	ES	Futures	1387.87	1388.13	1387.11	1387.62	1164.0
2012-04-23 02:10:00	ES	Futures	1387.37	1388.13	1387.37	1387.87	952.0
2012-04-23 02:15:00	ES	Futures	1387.87	1388.13	1387.62	1387.87	249.0
2012-04-23 02:20:00	ES	Futures	1387.87	1387.87	1387.11	1387.37	322.0
2012-04-23 02:25:00	ES	Futures	1387.11	1387.87	1387.11	1387.62	424.0
2012-04-23 02:30:00	ES	Futures	1387.37	1387.87	1387.11	1387.62	584.0
2012-04-23 02:35:00	ES	Futures	1387.62	1387.87	1387.11	1387.37	632.0
2012-04-23 02:40:00	ES	Futures	1387.37	1387.62	1387.11	1387.11	168.0
2012-04-23 02:45:00	ES	Futures	1387.37	1387.37	1385.85	1386.1	1251.0
2012-04-23 02:50:00	ES	Futures	1386.1	1386.35	1385.34	1386.35	1026.0
2012-04-23 02:55:00	ES	Futures	1386.35	1387.37	1386.1	1387.37	804.0
2012-04-23 03:00:00	ES	Futures	1387.37	1387.37	1385.09	1385.09	4157.0
2012-04-23 03:05:00	ES	Futures	1385.34	1385.34	1384.08	1384.84	4191.0
2012-04-23 03:10:00	ES	Futures	1384.84	1385.34	1384.08	1384.33	2907.0
2012-04-23 03:15:00	ES	Futures	1384.08	1384.84	1382.31	1384.58	8488.0
2012-04-23 03:20:00	ES	Futures	1384.84	1384.84	1384.08	1384.33	1628.0
2012-04-23 03:25:00	ES	Futures	1384.33	1384.84	1383.07	1383.32	4789.0
2012-04-23 03:30:00	ES	Futures	1383.32	1383.82	1382.31	1382.56	8331.0
2012-04-23 03:35:00	ES	Futures	1382.56	1382.81	1381.8	1382.05	5581.0
2012-04-23 03:40:00	ES	Futures	1382.31	1382.31	1380.28	1381.04	9409.0
2012-04-23 03:45:00	ES	Futures	1381.04	1381.29	1380.54	1380.79	5298.0
2012-04-23 03:50:00	ES	Futures	1381.04	1381.8	1380.79	1381.55	3889.0
2012-04-23 03:55:00	ES	Futures	1381.55	1381.8	1380.28	1380.54	3716.0
2012-04-23 04:00:00	ES	Futures	1380.54	1380.54	1377.75	1378.26	9254.0
2012-04-23 04:05:00	ES	Futures	1378.01	1379.52	1377.25	1379.27	5558.0

> showing 50 of 13,062 rows — these rows as CSV

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