PREVIEW / futures_5min / 2012-11-09

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-11-09.parquet
  size:    201 KB
  rows:    11,678

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
2012-11-09 00:00:00	ES	Futures	1409.9	1410.67	1409.9	1410.42	421.0
2012-11-09 00:05:00	ES	Futures	1410.42	1410.93	1410.16	1410.67	1148.0
2012-11-09 00:10:00	ES	Futures	1410.67	1410.93	1410.42	1410.67	349.0
2012-11-09 00:15:00	ES	Futures	1410.42	1410.93	1410.42	1410.67	283.0
2012-11-09 00:20:00	ES	Futures	1410.67	1410.93	1410.67	1410.67	282.0
2012-11-09 00:25:00	ES	Futures	1410.67	1411.44	1410.67	1410.93	2036.0
2012-11-09 00:30:00	ES	Futures	1411.18	1411.44	1410.93	1411.18	438.0
2012-11-09 00:35:00	ES	Futures	1411.44	1411.44	1410.67	1410.67	158.0
2012-11-09 00:40:00	ES	Futures	1410.67	1410.93	1410.42	1410.67	202.0
2012-11-09 00:45:00	ES	Futures	1410.67	1410.93	1410.42	1410.67	185.0
2012-11-09 00:50:00	ES	Futures	1410.67	1410.93	1410.42	1410.42	455.0
2012-11-09 00:55:00	ES	Futures	1410.42	1410.67	1409.9	1410.67	512.0
2012-11-09 01:00:00	ES	Futures	1410.67	1410.67	1409.9	1409.9	506.0
2012-11-09 01:05:00	ES	Futures	1410.16	1410.67	1410.16	1410.67	778.0
2012-11-09 01:10:00	ES	Futures	1410.67	1410.93	1410.42	1410.67	389.0
2012-11-09 01:15:00	ES	Futures	1410.67	1410.93	1410.67	1410.93	248.0
2012-11-09 01:20:00	ES	Futures	1410.93	1411.18	1410.42	1410.42	285.0
2012-11-09 01:25:00	ES	Futures	1410.42	1410.67	1409.9	1410.42	253.0
2012-11-09 01:30:00	ES	Futures	1410.16	1410.67	1410.16	1410.67	459.0
2012-11-09 01:35:00	ES	Futures	1410.67	1411.18	1410.67	1410.93	313.0
2012-11-09 01:40:00	ES	Futures	1410.93	1411.18	1410.67	1411.18	455.0
2012-11-09 01:45:00	ES	Futures	1411.18	1411.44	1410.93	1411.44	375.0
2012-11-09 01:50:00	ES	Futures	1411.18	1411.69	1411.18	1411.44	787.0
2012-11-09 01:55:00	ES	Futures	1411.44	1411.95	1411.44	1411.69	682.0
2012-11-09 02:00:00	ES	Futures	1411.44	1411.95	1411.18	1411.18	1069.0
2012-11-09 02:05:00	ES	Futures	1411.18	1411.69	1410.93	1411.18	1016.0
2012-11-09 02:10:00	ES	Futures	1411.18	1411.69	1411.18	1411.44	773.0
2012-11-09 02:15:00	ES	Futures	1411.18	1411.44	1410.67	1411.18	957.0
2012-11-09 02:20:00	ES	Futures	1411.18	1411.95	1411.18	1411.69	1312.0
2012-11-09 02:25:00	ES	Futures	1411.44	1411.69	1411.18	1411.18	890.0
2012-11-09 02:30:00	ES	Futures	1411.18	1411.18	1410.42	1410.67	1053.0
2012-11-09 02:35:00	ES	Futures	1410.67	1410.93	1410.42	1410.67	461.0
2012-11-09 02:40:00	ES	Futures	1410.67	1410.67	1410.16	1410.16	496.0
2012-11-09 02:45:00	ES	Futures	1410.16	1410.16	1409.65	1409.65	1086.0
2012-11-09 02:50:00	ES	Futures	1409.9	1409.9	1409.14	1409.65	1381.0
2012-11-09 02:55:00	ES	Futures	1409.65	1410.42	1409.65	1410.16	1070.0
2012-11-09 03:00:00	ES	Futures	1410.16	1410.42	1409.14	1409.39	2800.0
2012-11-09 03:05:00	ES	Futures	1409.39	1410.16	1407.86	1408.37	4559.0
2012-11-09 03:10:00	ES	Futures	1408.37	1408.88	1407.61	1408.12	5058.0
2012-11-09 03:15:00	ES	Futures	1408.37	1408.88	1407.61	1408.63	2285.0
2012-11-09 03:20:00	ES	Futures	1408.63	1408.63	1407.35	1407.61	3234.0
2012-11-09 03:25:00	ES	Futures	1407.61	1408.63	1407.35	1407.61	4809.0
2012-11-09 03:30:00	ES	Futures	1407.61	1407.86	1406.07	1406.84	6689.0
2012-11-09 03:35:00	ES	Futures	1406.84	1407.35	1406.33	1406.58	4491.0
2012-11-09 03:40:00	ES	Futures	1406.33	1407.09	1406.33	1406.33	4522.0
2012-11-09 03:45:00	ES	Futures	1406.33	1406.33	1404.54	1405.05	7970.0
2012-11-09 03:50:00	ES	Futures	1405.05	1405.31	1404.79	1405.05	2777.0
2012-11-09 03:55:00	ES	Futures	1405.31	1406.33	1405.31	1405.82	4131.0
2012-11-09 04:00:00	ES	Futures	1406.07	1406.84	1406.07	1406.58	2738.0
2012-11-09 04:05:00	ES	Futures	1406.58	1406.84	1405.56	1405.56	3599.0

> showing 50 of 11,678 rows — these rows as CSV

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