PREVIEW / futures_5min / 2012-10-26

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-10-26.parquet
  size:    191 KB
  rows:    11,865

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
2012-10-26 00:00:00	ES	Futures	1428.55	1428.55	1427.79	1427.79	872.0
2012-10-26 00:05:00	ES	Futures	1428.04	1428.3	1427.53	1428.04	804.0
2012-10-26 00:10:00	ES	Futures	1428.04	1428.55	1427.79	1428.55	461.0
2012-10-26 00:15:00	ES	Futures	1428.55	1428.55	1428.04	1428.55	654.0
2012-10-26 00:20:00	ES	Futures	1428.55	1428.81	1428.3	1428.55	351.0
2012-10-26 00:25:00	ES	Futures	1428.81	1428.81	1428.3	1428.3	517.0
2012-10-26 00:30:00	ES	Futures	1428.55	1428.81	1428.3	1428.55	176.0
2012-10-26 00:35:00	ES	Futures	1428.81	1428.81	1428.04	1428.3	459.0
2012-10-26 00:40:00	ES	Futures	1428.3	1428.55	1427.53	1427.79	781.0
2012-10-26 00:45:00	ES	Futures	1427.79	1427.79	1427.02	1427.53	1533.0
2012-10-26 00:50:00	ES	Futures	1427.53	1427.79	1427.02	1427.28	470.0
2012-10-26 00:55:00	ES	Futures	1427.28	1427.79	1427.28	1427.53	173.0
2012-10-26 01:00:00	ES	Futures	1427.53	1427.79	1426.0	1426.25	3032.0
2012-10-26 01:05:00	ES	Futures	1426.0	1426.25	1424.98	1425.49	4241.0
2012-10-26 01:10:00	ES	Futures	1425.49	1426.51	1425.23	1426.51	1561.0
2012-10-26 01:15:00	ES	Futures	1426.51	1426.51	1426.0	1426.0	655.0
2012-10-26 01:20:00	ES	Futures	1426.25	1426.76	1426.0	1426.76	871.0
2012-10-26 01:25:00	ES	Futures	1426.76	1428.04	1426.76	1427.53	1778.0
2012-10-26 01:30:00	ES	Futures	1427.79	1428.55	1427.02	1428.3	1975.0
2012-10-26 01:35:00	ES	Futures	1428.3	1428.55	1427.79	1427.79	638.0
2012-10-26 01:40:00	ES	Futures	1427.79	1428.04	1427.53	1427.53	303.0
2012-10-26 01:45:00	ES	Futures	1427.53	1428.04	1427.53	1428.04	230.0
2012-10-26 01:50:00	ES	Futures	1428.04	1428.04	1427.02	1427.02	1019.0
2012-10-26 01:55:00	ES	Futures	1427.28	1428.04	1426.51	1427.02	1890.0
2012-10-26 02:00:00	ES	Futures	1426.76	1428.04	1426.76	1427.79	2312.0
2012-10-26 02:05:00	ES	Futures	1427.79	1428.55	1427.53	1427.79	1374.0
2012-10-26 02:10:00	ES	Futures	1427.53	1428.81	1427.53	1428.55	1333.0
2012-10-26 02:15:00	ES	Futures	1428.55	1429.83	1428.3	1428.81	2284.0
2012-10-26 02:20:00	ES	Futures	1429.06	1429.06	1428.3	1428.81	853.0
2012-10-26 02:25:00	ES	Futures	1428.81	1428.81	1427.79	1428.55	983.0
2012-10-26 02:30:00	ES	Futures	1428.3	1429.83	1428.3	1429.57	1432.0
2012-10-26 02:35:00	ES	Futures	1429.57	1430.34	1429.57	1430.34	1211.0
2012-10-26 02:40:00	ES	Futures	1430.34	1431.36	1430.09	1430.34	2982.0
2012-10-26 02:45:00	ES	Futures	1430.09	1430.34	1429.32	1429.32	755.0
2012-10-26 02:50:00	ES	Futures	1429.32	1430.09	1429.32	1429.83	812.0
2012-10-26 02:55:00	ES	Futures	1430.09	1430.09	1429.06	1429.32	764.0
2012-10-26 03:00:00	ES	Futures	1429.32	1430.85	1428.81	1430.85	4042.0
2012-10-26 03:05:00	ES	Futures	1430.85	1431.87	1430.6	1431.11	3965.0
2012-10-26 03:10:00	ES	Futures	1430.85	1432.13	1430.85	1431.36	3681.0
2012-10-26 03:15:00	ES	Futures	1431.36	1431.87	1430.09	1430.34	2939.0
2012-10-26 03:20:00	ES	Futures	1430.6	1430.85	1429.83	1430.6	2020.0
2012-10-26 03:25:00	ES	Futures	1430.6	1431.11	1430.09	1431.11	1960.0
2012-10-26 03:30:00	ES	Futures	1431.11	1431.11	1429.32	1429.57	3003.0
2012-10-26 03:35:00	ES	Futures	1429.57	1430.34	1429.06	1430.34	2154.0
2012-10-26 03:40:00	ES	Futures	1430.34	1430.6	1429.57	1429.57	2356.0
2012-10-26 03:45:00	ES	Futures	1429.57	1429.83	1428.3	1428.55	4583.0
2012-10-26 03:50:00	ES	Futures	1428.55	1429.06	1428.3	1428.81	2560.0
2012-10-26 03:55:00	ES	Futures	1428.55	1429.83	1428.55	1429.32	2555.0
2012-10-26 04:00:00	ES	Futures	1429.32	1429.57	1427.79	1428.55	2478.0
2012-10-26 04:05:00	ES	Futures	1428.55	1428.55	1427.53	1427.79	4035.0

> showing 50 of 11,865 rows — these rows as CSV

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