PREVIEW / futures_5min / 2012-11-18

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-11-18.parquet
  size:    43 KB
  rows:    2,399

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
2012-11-18 18:00:00	ES	Futures	1390.49	1391.77	1389.98	1391.77	7237.0
2012-11-18 18:05:00	ES	Futures	1391.51	1392.53	1391.0	1392.28	3304.0
2012-11-18 18:10:00	ES	Futures	1392.28	1392.53	1392.02	1392.02	780.0
2012-11-18 18:15:00	ES	Futures	1392.28	1393.04	1392.28	1392.28	2163.0
2012-11-18 18:20:00	ES	Futures	1392.53	1393.3	1392.28	1393.04	749.0
2012-11-18 18:25:00	ES	Futures	1393.3	1393.3	1392.79	1393.04	399.0
2012-11-18 18:30:00	ES	Futures	1393.04	1393.55	1392.79	1393.04	1041.0
2012-11-18 18:35:00	ES	Futures	1393.04	1393.3	1392.79	1393.3	506.0
2012-11-18 18:40:00	ES	Futures	1393.3	1393.81	1392.53	1393.81	1096.0
2012-11-18 18:45:00	ES	Futures	1393.81	1394.32	1393.55	1394.07	1336.0
2012-11-18 18:50:00	ES	Futures	1393.81	1394.07	1393.81	1393.81	393.0
2012-11-18 18:55:00	ES	Futures	1393.81	1394.32	1393.81	1394.07	399.0
2012-11-18 19:00:00	ES	Futures	1394.32	1395.34	1394.07	1394.83	2690.0
2012-11-18 19:05:00	ES	Futures	1394.83	1394.83	1394.07	1394.58	1354.0
2012-11-18 19:10:00	ES	Futures	1394.83	1394.83	1394.32	1394.83	656.0
2012-11-18 19:15:00	ES	Futures	1394.83	1395.34	1394.07	1394.58	2378.0
2012-11-18 19:20:00	ES	Futures	1394.58	1394.83	1394.07	1394.07	505.0
2012-11-18 19:25:00	ES	Futures	1394.07	1394.32	1393.04	1393.81	1240.0
2012-11-18 19:30:00	ES	Futures	1393.81	1394.07	1393.55	1393.81	299.0
2012-11-18 19:35:00	ES	Futures	1393.81	1393.81	1393.04	1393.04	247.0
2012-11-18 19:40:00	ES	Futures	1393.3	1393.55	1392.53	1393.55	885.0
2012-11-18 19:45:00	ES	Futures	1393.55	1393.81	1393.04	1393.04	762.0
2012-11-18 19:50:00	ES	Futures	1393.3	1393.55	1392.53	1393.04	681.0
2012-11-18 19:55:00	ES	Futures	1393.04	1393.81	1393.04	1393.04	977.0
2012-11-18 20:00:00	ES	Futures	1393.04	1393.3	1392.79	1393.3	664.0
2012-11-18 20:05:00	ES	Futures	1393.3	1393.81	1392.79	1393.55	587.0
2012-11-18 20:10:00	ES	Futures	1393.55	1393.81	1393.04	1393.04	404.0
2012-11-18 20:15:00	ES	Futures	1393.3	1393.3	1392.02	1392.53	1038.0
2012-11-18 20:20:00	ES	Futures	1392.53	1392.79	1392.02	1392.53	684.0
2012-11-18 20:25:00	ES	Futures	1392.79	1393.81	1392.79	1393.3	533.0
2012-11-18 20:30:00	ES	Futures	1393.3	1393.81	1393.3	1393.3	431.0
2012-11-18 20:35:00	ES	Futures	1393.3	1393.55	1393.04	1393.3	282.0
2012-11-18 20:40:00	ES	Futures	1393.3	1393.55	1393.04	1393.3	442.0
2012-11-18 20:45:00	ES	Futures	1393.04	1393.55	1393.04	1393.55	236.0
2012-11-18 20:50:00	ES	Futures	1393.55	1394.32	1393.55	1394.32	770.0
2012-11-18 20:55:00	ES	Futures	1394.32	1394.58	1393.81	1394.07	759.0
2012-11-18 21:00:00	ES	Futures	1393.81	1394.58	1393.55	1394.58	707.0
2012-11-18 21:05:00	ES	Futures	1394.32	1394.58	1393.55	1393.81	799.0
2012-11-18 21:10:00	ES	Futures	1393.81	1394.07	1393.55	1393.81	194.0
2012-11-18 21:15:00	ES	Futures	1394.07	1394.07	1393.55	1393.55	306.0
2012-11-18 21:20:00	ES	Futures	1393.81	1393.81	1393.55	1393.81	88.0
2012-11-18 21:25:00	ES	Futures	1393.81	1393.81	1393.55	1393.81	127.0
2012-11-18 21:30:00	ES	Futures	1393.81	1394.58	1393.55	1394.58	393.0
2012-11-18 21:35:00	ES	Futures	1394.58	1394.83	1394.32	1394.58	529.0
2012-11-18 21:40:00	ES	Futures	1394.58	1394.58	1394.07	1394.07	236.0
2012-11-18 21:45:00	ES	Futures	1394.32	1394.83	1394.32	1394.32	615.0
2012-11-18 21:50:00	ES	Futures	1394.58	1394.58	1394.07	1394.32	308.0
2012-11-18 21:55:00	ES	Futures	1394.32	1394.32	1393.81	1394.07	394.0
2012-11-18 22:00:00	ES	Futures	1394.07	1394.32	1393.81	1394.07	450.0
2012-11-18 22:05:00	ES	Futures	1393.81	1394.07	1393.81	1394.07	204.0

> showing 50 of 2,399 rows — these rows as CSV

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