PREVIEW / futures_5min / 2012-11-14

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-11-14.parquet
  size:    225 KB
  rows:    14,143

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
2012-11-14 00:00:00	ES	Futures	1405.82	1405.82	1405.56	1405.56	69.0
2012-11-14 00:05:00	ES	Futures	1405.82	1405.82	1405.31	1405.31	154.0
2012-11-14 00:10:00	ES	Futures	1405.31	1405.56	1404.79	1405.31	373.0
2012-11-14 00:15:00	ES	Futures	1405.31	1405.31	1404.79	1405.05	152.0
2012-11-14 00:20:00	ES	Futures	1405.05	1405.56	1405.05	1405.31	199.0
2012-11-14 00:25:00	ES	Futures	1405.31	1405.82	1404.79	1405.82	382.0
2012-11-14 00:30:00	ES	Futures	1405.56	1406.33	1405.56	1406.33	393.0
2012-11-14 00:35:00	ES	Futures	1406.33	1406.58	1406.07	1406.07	250.0
2012-11-14 00:40:00	ES	Futures	1406.07	1406.33	1405.82	1406.07	174.0
2012-11-14 00:45:00	ES	Futures	1406.07	1406.33	1406.07	1406.07	101.0
2012-11-14 00:50:00	ES	Futures	1406.33	1406.33	1406.07	1406.33	39.0
2012-11-14 00:55:00	ES	Futures	1406.07	1406.58	1406.07	1406.33	196.0
2012-11-14 01:00:00	ES	Futures	1406.33	1406.33	1406.07	1406.07	333.0
2012-11-14 01:05:00	ES	Futures	1406.07	1406.33	1406.07	1406.07	65.0
2012-11-14 01:10:00	ES	Futures	1406.07	1406.33	1406.07	1406.07	71.0
2012-11-14 01:15:00	ES	Futures	1406.07	1406.33	1406.07	1406.33	93.0
2012-11-14 01:20:00	ES	Futures	1406.33	1406.33	1405.82	1405.82	242.0
2012-11-14 01:25:00	ES	Futures	1405.82	1406.33	1405.82	1406.07	122.0
2012-11-14 01:30:00	ES	Futures	1406.33	1406.84	1405.82	1406.58	890.0
2012-11-14 01:35:00	ES	Futures	1406.33	1406.84	1406.33	1406.33	685.0
2012-11-14 01:40:00	ES	Futures	1406.33	1406.58	1406.33	1406.33	233.0
2012-11-14 01:45:00	ES	Futures	1406.33	1406.58	1406.07	1406.33	279.0
2012-11-14 01:50:00	ES	Futures	1406.33	1406.58	1406.07	1406.07	281.0
2012-11-14 01:55:00	ES	Futures	1406.07	1407.09	1405.82	1407.09	1515.0
2012-11-14 02:00:00	ES	Futures	1407.09	1407.09	1406.58	1406.84	589.0
2012-11-14 02:05:00	ES	Futures	1406.84	1406.84	1406.07	1406.33	1160.0
2012-11-14 02:10:00	ES	Futures	1406.33	1406.58	1405.56	1406.33	930.0
2012-11-14 02:15:00	ES	Futures	1406.33	1406.58	1406.07	1406.33	529.0
2012-11-14 02:20:00	ES	Futures	1406.33	1406.84	1406.33	1406.84	286.0
2012-11-14 02:25:00	ES	Futures	1406.58	1407.09	1406.58	1407.09	738.0
2012-11-14 02:30:00	ES	Futures	1406.84	1408.12	1406.84	1407.86	2855.0
2012-11-14 02:35:00	ES	Futures	1407.86	1408.12	1407.61	1407.61	484.0
2012-11-14 02:40:00	ES	Futures	1407.61	1408.37	1407.61	1408.12	693.0
2012-11-14 02:45:00	ES	Futures	1408.37	1409.39	1408.12	1409.39	3122.0
2012-11-14 02:50:00	ES	Futures	1409.39	1409.65	1408.88	1409.39	1633.0
2012-11-14 02:55:00	ES	Futures	1409.39	1409.39	1408.88	1408.88	1466.0
2012-11-14 03:00:00	ES	Futures	1409.39	1409.39	1408.12	1408.63	3842.0
2012-11-14 03:05:00	ES	Futures	1408.63	1409.39	1408.12	1408.37	2557.0
2012-11-14 03:10:00	ES	Futures	1408.37	1408.63	1407.61	1407.61	2555.0
2012-11-14 03:15:00	ES	Futures	1407.61	1407.86	1406.58	1407.35	3352.0
2012-11-14 03:20:00	ES	Futures	1407.35	1407.86	1407.09	1407.61	2070.0
2012-11-14 03:25:00	ES	Futures	1407.61	1408.88	1407.35	1408.63	2884.0
2012-11-14 03:30:00	ES	Futures	1408.63	1409.65	1407.61	1407.61	3788.0
2012-11-14 03:35:00	ES	Futures	1407.61	1409.39	1407.61	1409.14	2756.0
2012-11-14 03:40:00	ES	Futures	1409.14	1409.14	1408.37	1408.63	1905.0
2012-11-14 03:45:00	ES	Futures	1408.37	1408.88	1408.12	1408.37	1761.0
2012-11-14 03:50:00	ES	Futures	1408.63	1408.88	1407.86	1407.86	2086.0
2012-11-14 03:55:00	ES	Futures	1407.86	1408.37	1407.61	1407.61	1758.0
2012-11-14 04:00:00	ES	Futures	1407.86	1409.14	1407.61	1408.63	3138.0
2012-11-14 04:05:00	ES	Futures	1408.88	1409.39	1408.37	1408.63	1642.0

> showing 50 of 14,143 rows — these rows as CSV

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