PREVIEW / futures_5min / 2012-11-05

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-11-05.parquet
  size:    201 KB
  rows:    13,911

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
2012-11-05 00:00:00	ES	Futures	1438.77	1439.28	1438.77	1439.28	273.0
2012-11-05 00:05:00	ES	Futures	1439.28	1439.28	1438.52	1439.03	374.0
2012-11-05 00:10:00	ES	Futures	1439.03	1439.28	1438.77	1439.03	194.0
2012-11-05 00:15:00	ES	Futures	1439.03	1439.54	1439.03	1439.28	296.0
2012-11-05 00:20:00	ES	Futures	1439.03	1439.54	1439.03	1439.54	131.0
2012-11-05 00:25:00	ES	Futures	1439.54	1439.79	1439.28	1439.54	308.0
2012-11-05 00:30:00	ES	Futures	1439.79	1440.05	1439.54	1439.54	526.0
2012-11-05 00:35:00	ES	Futures	1439.54	1439.79	1439.54	1439.79	86.0
2012-11-05 00:40:00	ES	Futures	1439.79	1440.05	1439.54	1439.79	138.0
2012-11-05 00:45:00	ES	Futures	1439.79	1439.79	1439.54	1439.54	95.0
2012-11-05 00:50:00	ES	Futures	1439.54	1439.54	1439.03	1439.28	239.0
2012-11-05 00:55:00	ES	Futures	1439.28	1439.54	1439.28	1439.28	77.0
2012-11-05 01:00:00	ES	Futures	1439.28	1439.28	1438.52	1439.03	545.0
2012-11-05 01:05:00	ES	Futures	1439.03	1439.28	1439.03	1439.03	200.0
2012-11-05 01:10:00	ES	Futures	1439.03	1439.54	1439.03	1439.03	137.0
2012-11-05 01:15:00	ES	Futures	1439.03	1439.54	1439.03	1439.28	63.0
2012-11-05 01:20:00	ES	Futures	1439.28	1439.28	1438.77	1438.77	196.0
2012-11-05 01:25:00	ES	Futures	1438.77	1439.03	1438.26	1438.52	311.0
2012-11-05 01:30:00	ES	Futures	1438.52	1438.77	1438.52	1438.77	114.0
2012-11-05 01:35:00	ES	Futures	1438.52	1438.77	1438.52	1438.52	37.0
2012-11-05 01:40:00	ES	Futures	1438.52	1438.77	1438.26	1438.52	187.0
2012-11-05 01:45:00	ES	Futures	1438.26	1438.52	1438.26	1438.52	159.0
2012-11-05 01:50:00	ES	Futures	1438.26	1438.77	1438.26	1438.52	119.0
2012-11-05 01:55:00	ES	Futures	1438.77	1438.77	1438.52	1438.77	55.0
2012-11-05 02:00:00	ES	Futures	1438.52	1438.77	1438.01	1438.26	410.0
2012-11-05 02:05:00	ES	Futures	1438.26	1438.77	1438.26	1438.52	356.0
2012-11-05 02:10:00	ES	Futures	1438.77	1438.77	1438.52	1438.77	32.0
2012-11-05 02:15:00	ES	Futures	1438.77	1439.54	1438.77	1439.28	714.0
2012-11-05 02:20:00	ES	Futures	1439.28	1439.54	1439.03	1439.03	317.0
2012-11-05 02:25:00	ES	Futures	1439.03	1439.03	1438.52	1438.52	173.0
2012-11-05 02:30:00	ES	Futures	1438.77	1439.54	1438.52	1439.03	588.0
2012-11-05 02:35:00	ES	Futures	1439.28	1439.54	1438.52	1438.52	562.0
2012-11-05 02:40:00	ES	Futures	1438.52	1439.28	1438.26	1438.77	829.0
2012-11-05 02:45:00	ES	Futures	1438.77	1439.03	1438.52	1438.52	232.0
2012-11-05 02:50:00	ES	Futures	1438.52	1438.52	1437.49	1437.49	1265.0
2012-11-05 02:55:00	ES	Futures	1437.75	1437.75	1436.73	1437.24	1362.0
2012-11-05 03:00:00	ES	Futures	1437.24	1438.01	1435.45	1436.22	5731.0
2012-11-05 03:05:00	ES	Futures	1435.96	1438.26	1435.96	1437.49	3020.0
2012-11-05 03:10:00	ES	Futures	1437.24	1437.75	1437.24	1437.49	1238.0
2012-11-05 03:15:00	ES	Futures	1437.49	1437.75	1436.47	1436.73	2221.0
2012-11-05 03:20:00	ES	Futures	1436.73	1436.73	1435.2	1435.45	3581.0
2012-11-05 03:25:00	ES	Futures	1435.45	1435.45	1434.43	1434.94	2687.0
2012-11-05 03:30:00	ES	Futures	1434.68	1435.96	1434.43	1435.71	2084.0
2012-11-05 03:35:00	ES	Futures	1435.45	1436.73	1435.45	1436.73	2445.0
2012-11-05 03:40:00	ES	Futures	1436.73	1437.49	1436.22	1437.49	1225.0
2012-11-05 03:45:00	ES	Futures	1437.49	1437.75	1437.24	1437.75	984.0
2012-11-05 03:50:00	ES	Futures	1438.01	1438.26	1436.98	1436.98	2809.0
2012-11-05 03:55:00	ES	Futures	1436.98	1437.24	1435.96	1436.22	2115.0
2012-11-05 04:00:00	ES	Futures	1435.96	1436.73	1435.96	1436.47	824.0
2012-11-05 04:05:00	ES	Futures	1436.47	1436.47	1435.71	1435.96	2224.0

> showing 50 of 13,911 rows — these rows as CSV

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