PREVIEW / futures_5min / 2012-11-16

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-11-16.parquet
  size:    190 KB
  rows:    11,674

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
2012-11-16 00:00:00	ES	Futures	1378.74	1378.99	1378.74	1378.74	89.0
2012-11-16 00:05:00	ES	Futures	1378.74	1379.25	1378.74	1378.99	290.0
2012-11-16 00:10:00	ES	Futures	1379.25	1379.25	1378.74	1378.74	122.0
2012-11-16 00:15:00	ES	Futures	1378.48	1379.25	1378.48	1378.99	290.0
2012-11-16 00:20:00	ES	Futures	1378.99	1379.25	1378.99	1378.99	309.0
2012-11-16 00:25:00	ES	Futures	1378.74	1378.74	1377.97	1378.23	422.0
2012-11-16 00:30:00	ES	Futures	1378.23	1378.74	1378.23	1378.48	186.0
2012-11-16 00:35:00	ES	Futures	1378.23	1378.48	1378.23	1378.48	320.0
2012-11-16 00:40:00	ES	Futures	1378.48	1378.74	1378.23	1378.48	68.0
2012-11-16 00:45:00	ES	Futures	1378.23	1378.99	1378.23	1378.99	173.0
2012-11-16 00:50:00	ES	Futures	1378.74	1378.99	1378.48	1378.74	138.0
2012-11-16 00:55:00	ES	Futures	1378.74	1378.74	1377.97	1378.23	415.0
2012-11-16 01:00:00	ES	Futures	1377.97	1378.48	1377.72	1378.23	306.0
2012-11-16 01:05:00	ES	Futures	1377.97	1378.48	1377.97	1378.48	287.0
2012-11-16 01:10:00	ES	Futures	1378.48	1379.25	1378.48	1378.99	244.0
2012-11-16 01:15:00	ES	Futures	1378.99	1378.99	1378.48	1378.74	220.0
2012-11-16 01:20:00	ES	Futures	1378.48	1379.25	1378.48	1378.99	151.0
2012-11-16 01:25:00	ES	Futures	1378.99	1379.25	1378.74	1378.99	1091.0
2012-11-16 01:30:00	ES	Futures	1378.99	1379.25	1378.74	1378.74	430.0
2012-11-16 01:35:00	ES	Futures	1378.74	1378.99	1378.48	1378.74	525.0
2012-11-16 01:40:00	ES	Futures	1378.48	1379.25	1378.48	1378.99	628.0
2012-11-16 01:45:00	ES	Futures	1378.99	1378.99	1378.74	1378.99	179.0
2012-11-16 01:50:00	ES	Futures	1378.74	1378.99	1378.48	1378.99	121.0
2012-11-16 01:55:00	ES	Futures	1378.99	1378.99	1378.74	1378.99	90.0
2012-11-16 02:00:00	ES	Futures	1378.99	1379.76	1378.48	1379.5	1412.0
2012-11-16 02:05:00	ES	Futures	1379.5	1380.01	1379.5	1380.01	1051.0
2012-11-16 02:10:00	ES	Futures	1379.76	1380.01	1379.76	1379.76	314.0
2012-11-16 02:15:00	ES	Futures	1379.76	1380.01	1379.5	1379.76	440.0
2012-11-16 02:20:00	ES	Futures	1379.76	1380.53	1379.25	1380.27	1408.0
2012-11-16 02:25:00	ES	Futures	1380.27	1380.53	1379.76	1380.01	786.0
2012-11-16 02:30:00	ES	Futures	1380.01	1380.53	1380.01	1380.27	529.0
2012-11-16 02:35:00	ES	Futures	1380.01	1380.53	1380.01	1380.01	356.0
2012-11-16 02:40:00	ES	Futures	1380.01	1380.53	1379.5	1380.53	938.0
2012-11-16 02:45:00	ES	Futures	1380.27	1380.53	1379.76	1380.01	357.0
2012-11-16 02:50:00	ES	Futures	1379.76	1380.53	1379.76	1380.53	1271.0
2012-11-16 02:55:00	ES	Futures	1380.53	1380.53	1379.76	1379.76	997.0
2012-11-16 03:00:00	ES	Futures	1380.01	1380.78	1379.5	1380.53	3774.0
2012-11-16 03:05:00	ES	Futures	1380.27	1381.8	1380.27	1381.55	3151.0
2012-11-16 03:10:00	ES	Futures	1381.29	1382.57	1381.29	1381.8	4076.0
2012-11-16 03:15:00	ES	Futures	1381.8	1382.06	1381.29	1382.06	1791.0
2012-11-16 03:20:00	ES	Futures	1382.06	1382.06	1381.04	1381.29	2419.0
2012-11-16 03:25:00	ES	Futures	1381.29	1381.55	1380.78	1381.04	1472.0
2012-11-16 03:30:00	ES	Futures	1380.78	1381.04	1380.53	1380.53	1596.0
2012-11-16 03:35:00	ES	Futures	1380.78	1381.55	1380.53	1381.29	1346.0
2012-11-16 03:40:00	ES	Futures	1381.29	1381.8	1381.29	1381.55	1491.0
2012-11-16 03:45:00	ES	Futures	1381.55	1382.57	1381.55	1381.8	2312.0
2012-11-16 03:50:00	ES	Futures	1381.8	1382.31	1381.55	1381.8	1218.0
2012-11-16 03:55:00	ES	Futures	1381.55	1381.8	1380.53	1380.53	1632.0
2012-11-16 04:00:00	ES	Futures	1380.78	1380.78	1378.99	1379.25	3530.0
2012-11-16 04:05:00	ES	Futures	1379.25	1379.25	1376.69	1376.95	7327.0

> showing 50 of 11,674 rows — these rows as CSV

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