PREVIEW / futures_5min / 2012-11-13

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-11-13.parquet
  size:    212 KB
  rows:    13,883

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
2012-11-13 00:00:00	ES	Futures	1397.9	1398.92	1397.9	1398.92	528.0
2012-11-13 00:05:00	ES	Futures	1398.66	1399.17	1398.15	1398.15	645.0
2012-11-13 00:10:00	ES	Futures	1398.15	1398.92	1397.64	1398.66	1320.0
2012-11-13 00:15:00	ES	Futures	1398.66	1398.92	1398.41	1398.92	366.0
2012-11-13 00:20:00	ES	Futures	1398.92	1399.43	1398.66	1399.17	777.0
2012-11-13 00:25:00	ES	Futures	1399.43	1399.69	1398.92	1399.17	556.0
2012-11-13 00:30:00	ES	Futures	1399.43	1399.94	1399.17	1399.69	548.0
2012-11-13 00:35:00	ES	Futures	1399.43	1399.69	1399.17	1399.69	358.0
2012-11-13 00:40:00	ES	Futures	1399.69	1399.69	1399.43	1399.43	499.0
2012-11-13 00:45:00	ES	Futures	1399.43	1399.43	1398.92	1399.17	391.0
2012-11-13 00:50:00	ES	Futures	1399.17	1399.43	1399.17	1399.17	74.0
2012-11-13 00:55:00	ES	Futures	1399.43	1399.94	1399.17	1399.69	363.0
2012-11-13 01:00:00	ES	Futures	1399.43	1399.94	1399.43	1399.94	176.0
2012-11-13 01:05:00	ES	Futures	1399.94	1400.45	1399.69	1399.69	665.0
2012-11-13 01:10:00	ES	Futures	1399.94	1400.2	1399.69	1400.2	197.0
2012-11-13 01:15:00	ES	Futures	1399.94	1400.2	1399.69	1399.94	332.0
2012-11-13 01:20:00	ES	Futures	1400.2	1400.45	1399.94	1400.2	193.0
2012-11-13 01:25:00	ES	Futures	1400.45	1400.45	1400.2	1400.2	57.0
2012-11-13 01:30:00	ES	Futures	1400.2	1400.45	1399.94	1400.2	411.0
2012-11-13 01:35:00	ES	Futures	1399.94	1399.94	1399.43	1399.69	148.0
2012-11-13 01:40:00	ES	Futures	1399.69	1400.45	1399.43	1400.2	412.0
2012-11-13 01:45:00	ES	Futures	1400.2	1400.96	1400.2	1400.71	1056.0
2012-11-13 01:50:00	ES	Futures	1400.96	1401.73	1400.2	1401.73	954.0
2012-11-13 01:55:00	ES	Futures	1401.73	1401.73	1400.96	1401.22	695.0
2012-11-13 02:00:00	ES	Futures	1401.22	1401.22	1399.94	1400.45	1273.0
2012-11-13 02:05:00	ES	Futures	1400.45	1401.22	1399.94	1399.94	652.0
2012-11-13 02:10:00	ES	Futures	1399.94	1399.94	1399.17	1399.69	757.0
2012-11-13 02:15:00	ES	Futures	1399.94	1400.2	1399.43	1399.43	432.0
2012-11-13 02:20:00	ES	Futures	1399.43	1399.94	1399.43	1399.69	346.0
2012-11-13 02:25:00	ES	Futures	1399.69	1401.47	1399.69	1401.22	1446.0
2012-11-13 02:30:00	ES	Futures	1401.22	1401.73	1400.96	1400.96	689.0
2012-11-13 02:35:00	ES	Futures	1400.71	1401.22	1400.2	1400.45	880.0
2012-11-13 02:40:00	ES	Futures	1400.45	1400.45	1399.94	1400.2	836.0
2012-11-13 02:45:00	ES	Futures	1400.2	1400.2	1398.66	1398.92	1837.0
2012-11-13 02:50:00	ES	Futures	1398.92	1399.69	1398.41	1399.43	714.0
2012-11-13 02:55:00	ES	Futures	1399.43	1399.43	1399.17	1399.43	545.0
2012-11-13 03:00:00	ES	Futures	1399.43	1399.94	1398.15	1398.15	3241.0
2012-11-13 03:05:00	ES	Futures	1398.15	1398.41	1397.13	1397.64	3706.0
2012-11-13 03:10:00	ES	Futures	1397.64	1398.92	1397.64	1398.41	2908.0
2012-11-13 03:15:00	ES	Futures	1398.15	1398.15	1396.36	1396.36	4396.0
2012-11-13 03:20:00	ES	Futures	1396.62	1397.39	1396.11	1396.62	3540.0
2012-11-13 03:25:00	ES	Futures	1396.36	1397.39	1396.11	1397.13	3724.0
2012-11-13 03:30:00	ES	Futures	1396.88	1398.66	1396.88	1398.15	3295.0
2012-11-13 03:35:00	ES	Futures	1398.15	1398.66	1397.9	1398.15	1792.0
2012-11-13 03:40:00	ES	Futures	1397.9	1398.41	1397.39	1397.39	2444.0
2012-11-13 03:45:00	ES	Futures	1397.64	1398.15	1397.13	1397.39	1470.0
2012-11-13 03:50:00	ES	Futures	1397.39	1398.15	1397.13	1397.9	1182.0
2012-11-13 03:55:00	ES	Futures	1397.9	1398.15	1397.39	1397.39	1693.0
2012-11-13 04:00:00	ES	Futures	1397.39	1398.66	1396.88	1398.41	2965.0
2012-11-13 04:05:00	ES	Futures	1398.41	1399.43	1397.9	1399.17	2878.0

> showing 50 of 13,883 rows — these rows as CSV

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