PREVIEW / futures_5min / 2012-04-24

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-04-24.parquet
  size:    215 KB
  rows:    13,465

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
2012-04-24 00:00:00	ES	Futures	1380.54	1380.79	1380.03	1380.79	420.0
2012-04-24 00:05:00	ES	Futures	1380.54	1380.79	1380.54	1380.79	23.0
2012-04-24 00:10:00	ES	Futures	1380.79	1381.29	1380.54	1380.79	283.0
2012-04-24 00:15:00	ES	Futures	1381.04	1381.29	1380.79	1380.79	202.0
2012-04-24 00:20:00	ES	Futures	1381.04	1381.04	1380.79	1381.04	26.0
2012-04-24 00:25:00	ES	Futures	1381.04	1381.29	1381.04	1381.29	73.0
2012-04-24 00:30:00	ES	Futures	1381.04	1381.55	1381.04	1381.55	287.0
2012-04-24 00:35:00	ES	Futures	1381.55	1381.55	1381.04	1381.55	234.0
2012-04-24 00:40:00	ES	Futures	1381.55	1381.8	1381.04	1381.04	330.0
2012-04-24 00:45:00	ES	Futures	1381.29	1381.55	1381.29	1381.55	217.0
2012-04-24 00:50:00	ES	Futures	1381.55	1381.55	1381.04	1381.29	153.0
2012-04-24 00:55:00	ES	Futures	1381.55	1382.05	1381.55	1381.8	331.0
2012-04-24 01:00:00	ES	Futures	1382.05	1382.05	1381.29	1381.55	200.0
2012-04-24 01:05:00	ES	Futures	1381.8	1381.8	1381.04	1381.29	223.0
2012-04-24 01:10:00	ES	Futures	1381.29	1381.29	1381.04	1381.29	52.0
2012-04-24 01:15:00	ES	Futures	1381.04	1381.8	1381.04	1381.8	155.0
2012-04-24 01:20:00	ES	Futures	1381.8	1382.05	1381.8	1381.8	194.0
2012-04-24 01:25:00	ES	Futures	1381.8	1382.05	1381.55	1382.05	353.0
2012-04-24 01:30:00	ES	Futures	1382.05	1382.81	1381.8	1382.31	1055.0
2012-04-24 01:35:00	ES	Futures	1382.31	1382.56	1381.55	1382.05	305.0
2012-04-24 01:40:00	ES	Futures	1382.05	1382.31	1381.8	1382.05	250.0
2012-04-24 01:45:00	ES	Futures	1382.05	1382.56	1382.05	1382.05	213.0
2012-04-24 01:50:00	ES	Futures	1382.05	1382.31	1381.55	1381.8	190.0
2012-04-24 01:55:00	ES	Futures	1381.8	1382.05	1381.55	1382.05	685.0
2012-04-24 02:00:00	ES	Futures	1382.05	1382.81	1381.55	1382.56	1219.0
2012-04-24 02:05:00	ES	Futures	1382.56	1383.07	1382.31	1382.81	858.0
2012-04-24 02:10:00	ES	Futures	1382.81	1383.32	1382.56	1383.07	608.0
2012-04-24 02:15:00	ES	Futures	1382.81	1383.32	1382.31	1382.81	1342.0
2012-04-24 02:20:00	ES	Futures	1382.81	1383.07	1382.31	1382.56	527.0
2012-04-24 02:25:00	ES	Futures	1382.56	1382.56	1382.05	1382.56	692.0
2012-04-24 02:30:00	ES	Futures	1382.56	1382.56	1381.8	1382.05	353.0
2012-04-24 02:35:00	ES	Futures	1382.05	1382.31	1382.05	1382.31	260.0
2012-04-24 02:40:00	ES	Futures	1382.31	1382.56	1382.05	1382.56	475.0
2012-04-24 02:45:00	ES	Futures	1382.56	1383.32	1382.31	1383.07	1605.0
2012-04-24 02:50:00	ES	Futures	1383.07	1383.32	1382.31	1382.81	521.0
2012-04-24 02:55:00	ES	Futures	1382.56	1383.07	1382.05	1382.31	946.0
2012-04-24 03:00:00	ES	Futures	1382.05	1383.32	1382.05	1382.31	2373.0
2012-04-24 03:05:00	ES	Futures	1382.31	1382.81	1381.55	1381.8	3445.0
2012-04-24 03:10:00	ES	Futures	1381.55	1381.8	1380.28	1381.04	4450.0
2012-04-24 03:15:00	ES	Futures	1381.04	1382.05	1380.79	1382.05	2672.0
2012-04-24 03:20:00	ES	Futures	1382.05	1382.56	1381.55	1381.8	2009.0
2012-04-24 03:25:00	ES	Futures	1381.8	1382.31	1381.55	1382.31	1281.0
2012-04-24 03:30:00	ES	Futures	1382.31	1382.31	1381.29	1382.31	1981.0
2012-04-24 03:35:00	ES	Futures	1382.31	1383.57	1382.05	1383.32	3332.0
2012-04-24 03:40:00	ES	Futures	1383.32	1383.57	1382.56	1382.81	1939.0
2012-04-24 03:45:00	ES	Futures	1382.56	1382.81	1382.31	1382.56	1151.0
2012-04-24 03:50:00	ES	Futures	1382.56	1383.57	1382.31	1382.81	1972.0
2012-04-24 03:55:00	ES	Futures	1382.81	1382.81	1382.05	1382.56	1070.0
2012-04-24 04:00:00	ES	Futures	1382.56	1383.57	1382.05	1383.07	2133.0
2012-04-24 04:05:00	ES	Futures	1383.07	1384.08	1383.07	1383.07	2329.0

> showing 50 of 13,465 rows — these rows as CSV

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