PREVIEW / futures_5min / 2012-10-24

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-10-24.parquet
  size:    216 KB
  rows:    14,262

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
2012-10-24 00:00:00	ES	Futures	1444.65	1444.9	1444.65	1444.9	370.0
2012-10-24 00:05:00	ES	Futures	1444.65	1445.67	1444.65	1445.41	1580.0
2012-10-24 00:10:00	ES	Futures	1445.41	1445.67	1444.9	1444.9	460.0
2012-10-24 00:15:00	ES	Futures	1445.16	1445.16	1444.65	1444.9	206.0
2012-10-24 00:20:00	ES	Futures	1444.9	1445.16	1444.9	1444.9	205.0
2012-10-24 00:25:00	ES	Futures	1444.9	1445.41	1444.9	1445.16	465.0
2012-10-24 00:30:00	ES	Futures	1445.16	1445.41	1445.16	1445.16	387.0
2012-10-24 00:35:00	ES	Futures	1445.16	1445.41	1445.16	1445.41	268.0
2012-10-24 00:40:00	ES	Futures	1445.41	1445.41	1444.65	1444.65	913.0
2012-10-24 00:45:00	ES	Futures	1444.9	1444.9	1444.65	1444.9	289.0
2012-10-24 00:50:00	ES	Futures	1444.9	1444.9	1444.65	1444.9	123.0
2012-10-24 00:55:00	ES	Futures	1444.65	1444.9	1444.39	1444.39	128.0
2012-10-24 01:00:00	ES	Futures	1444.65	1444.9	1444.14	1444.65	505.0
2012-10-24 01:05:00	ES	Futures	1444.39	1444.65	1443.88	1443.88	378.0
2012-10-24 01:10:00	ES	Futures	1443.88	1444.14	1443.37	1443.37	480.0
2012-10-24 01:15:00	ES	Futures	1443.63	1443.63	1443.37	1443.63	351.0
2012-10-24 01:20:00	ES	Futures	1443.63	1443.88	1442.86	1442.86	423.0
2012-10-24 01:25:00	ES	Futures	1442.86	1443.11	1442.35	1442.35	1007.0
2012-10-24 01:30:00	ES	Futures	1442.35	1442.6	1442.09	1442.09	998.0
2012-10-24 01:35:00	ES	Futures	1442.35	1442.35	1442.09	1442.09	291.0
2012-10-24 01:40:00	ES	Futures	1442.09	1442.6	1442.09	1442.35	586.0
2012-10-24 01:45:00	ES	Futures	1442.35	1442.6	1442.09	1442.09	548.0
2012-10-24 01:50:00	ES	Futures	1442.09	1442.35	1442.09	1442.35	190.0
2012-10-24 01:55:00	ES	Futures	1442.35	1442.6	1442.09	1442.6	370.0
2012-10-24 02:00:00	ES	Futures	1442.35	1442.6	1441.33	1441.58	1125.0
2012-10-24 02:05:00	ES	Futures	1441.33	1441.84	1441.33	1441.58	718.0
2012-10-24 02:10:00	ES	Futures	1441.58	1442.35	1441.58	1442.35	558.0
2012-10-24 02:15:00	ES	Futures	1442.09	1443.11	1442.09	1443.11	1211.0
2012-10-24 02:20:00	ES	Futures	1443.11	1443.11	1442.09	1442.35	792.0
2012-10-24 02:25:00	ES	Futures	1442.09	1442.86	1442.09	1442.6	396.0
2012-10-24 02:30:00	ES	Futures	1442.86	1443.37	1442.6	1443.11	527.0
2012-10-24 02:35:00	ES	Futures	1443.11	1443.11	1442.6	1442.86	328.0
2012-10-24 02:40:00	ES	Futures	1442.6	1442.86	1442.09	1442.09	454.0
2012-10-24 02:45:00	ES	Futures	1442.35	1442.35	1441.84	1442.09	188.0
2012-10-24 02:50:00	ES	Futures	1442.09	1442.35	1441.84	1442.09	217.0
2012-10-24 02:55:00	ES	Futures	1442.09	1442.35	1441.84	1441.84	337.0
2012-10-24 03:00:00	ES	Futures	1441.84	1442.35	1441.33	1441.58	2214.0
2012-10-24 03:05:00	ES	Futures	1441.84	1443.37	1441.33	1443.11	3047.0
2012-10-24 03:10:00	ES	Futures	1442.86	1443.37	1441.84	1442.6	3070.0
2012-10-24 03:15:00	ES	Futures	1442.86	1443.11	1442.35	1442.86	1799.0
2012-10-24 03:20:00	ES	Futures	1442.86	1443.11	1442.35	1442.35	2279.0
2012-10-24 03:25:00	ES	Futures	1442.35	1442.86	1441.07	1441.33	5970.0
2012-10-24 03:30:00	ES	Futures	1441.58	1442.09	1439.54	1439.54	5356.0
2012-10-24 03:35:00	ES	Futures	1439.79	1440.56	1439.03	1439.28	2873.0
2012-10-24 03:40:00	ES	Futures	1439.28	1439.54	1438.77	1439.28	3734.0
2012-10-24 03:45:00	ES	Futures	1439.54	1439.54	1438.77	1439.28	2713.0
2012-10-24 03:50:00	ES	Futures	1439.28	1440.05	1439.28	1440.05	1412.0
2012-10-24 03:55:00	ES	Futures	1440.05	1440.56	1439.79	1440.05	2738.0
2012-10-24 04:00:00	ES	Futures	1440.05	1440.3	1438.26	1438.77	7087.0
2012-10-24 04:05:00	ES	Futures	1438.52	1438.52	1437.24	1437.24	7157.0

> showing 50 of 14,262 rows — these rows as CSV

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