PREVIEW / futures_5min / 2012-11-21

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-11-21.parquet
  size:    200 KB
  rows:    13,216

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
2012-11-21 00:00:00	ES	Futures	1408.12	1409.39	1408.12	1408.88	1000.0
2012-11-21 00:05:00	ES	Futures	1408.88	1409.14	1408.37	1408.37	413.0
2012-11-21 00:10:00	ES	Futures	1408.63	1409.14	1408.37	1408.63	250.0
2012-11-21 00:15:00	ES	Futures	1408.63	1408.88	1407.86	1408.37	948.0
2012-11-21 00:20:00	ES	Futures	1408.63	1409.14	1408.12	1408.63	589.0
2012-11-21 00:25:00	ES	Futures	1408.88	1409.65	1408.63	1409.39	390.0
2012-11-21 00:30:00	ES	Futures	1409.39	1410.42	1409.39	1410.16	1487.0
2012-11-21 00:35:00	ES	Futures	1409.9	1410.42	1409.9	1410.16	236.0
2012-11-21 00:40:00	ES	Futures	1410.16	1410.16	1409.65	1409.9	396.0
2012-11-21 00:45:00	ES	Futures	1409.9	1411.44	1409.9	1411.44	1677.0
2012-11-21 00:50:00	ES	Futures	1411.44	1412.2	1411.44	1412.2	770.0
2012-11-21 00:55:00	ES	Futures	1412.2	1412.2	1411.18	1411.44	337.0
2012-11-21 01:00:00	ES	Futures	1411.69	1411.69	1410.93	1410.93	317.0
2012-11-21 01:05:00	ES	Futures	1410.93	1411.18	1410.93	1411.18	265.0
2012-11-21 01:10:00	ES	Futures	1411.18	1411.44	1410.93	1411.18	306.0
2012-11-21 01:15:00	ES	Futures	1411.44	1411.95	1411.18	1411.18	294.0
2012-11-21 01:20:00	ES	Futures	1411.44	1411.44	1411.18	1411.44	257.0
2012-11-21 01:25:00	ES	Futures	1411.44	1411.44	1410.93	1411.18	221.0
2012-11-21 01:30:00	ES	Futures	1410.93	1411.69	1410.67	1411.69	542.0
2012-11-21 01:35:00	ES	Futures	1411.69	1411.95	1411.18	1411.69	412.0
2012-11-21 01:40:00	ES	Futures	1411.69	1411.95	1411.44	1411.44	278.0
2012-11-21 01:45:00	ES	Futures	1411.44	1411.95	1411.18	1411.69	269.0
2012-11-21 01:50:00	ES	Futures	1411.95	1412.2	1411.69	1411.95	540.0
2012-11-21 01:55:00	ES	Futures	1411.69	1411.95	1411.44	1411.44	190.0
2012-11-21 02:00:00	ES	Futures	1411.18	1412.2	1411.18	1411.18	1387.0
2012-11-21 02:05:00	ES	Futures	1411.18	1411.69	1410.67	1411.69	859.0
2012-11-21 02:10:00	ES	Futures	1411.95	1411.95	1410.93	1410.93	862.0
2012-11-21 02:15:00	ES	Futures	1410.93	1411.69	1410.93	1411.44	416.0
2012-11-21 02:20:00	ES	Futures	1411.18	1411.44	1409.39	1410.16	1691.0
2012-11-21 02:25:00	ES	Futures	1410.16	1410.67	1409.9	1409.9	788.0
2012-11-21 02:30:00	ES	Futures	1409.9	1411.18	1409.65	1410.93	1681.0
2012-11-21 02:35:00	ES	Futures	1411.18	1412.46	1410.93	1412.2	945.0
2012-11-21 02:40:00	ES	Futures	1412.2	1412.2	1411.69	1411.95	377.0
2012-11-21 02:45:00	ES	Futures	1411.69	1412.97	1411.18	1412.71	1751.0
2012-11-21 02:50:00	ES	Futures	1412.71	1413.23	1412.46	1413.23	830.0
2012-11-21 02:55:00	ES	Futures	1412.97	1413.74	1412.97	1413.23	1192.0
2012-11-21 03:00:00	ES	Futures	1413.23	1413.48	1412.46	1412.97	1713.0
2012-11-21 03:05:00	ES	Futures	1412.71	1413.48	1412.2	1412.71	2081.0
2012-11-21 03:10:00	ES	Futures	1412.97	1413.23	1412.2	1412.46	1899.0
2012-11-21 03:15:00	ES	Futures	1412.46	1412.71	1411.18	1412.2	3130.0
2012-11-21 03:20:00	ES	Futures	1412.2	1413.23	1411.95	1412.97	2080.0
2012-11-21 03:25:00	ES	Futures	1412.97	1413.74	1412.2	1413.48	3997.0
2012-11-21 03:30:00	ES	Futures	1413.23	1413.48	1412.2	1412.46	1741.0
2012-11-21 03:35:00	ES	Futures	1412.46	1413.23	1412.2	1412.71	1467.0
2012-11-21 03:40:00	ES	Futures	1412.71	1413.23	1412.2	1412.2	1417.0
2012-11-21 03:45:00	ES	Futures	1412.2	1412.46	1411.69	1411.95	1143.0
2012-11-21 03:50:00	ES	Futures	1412.2	1413.99	1411.95	1413.74	1306.0
2012-11-21 03:55:00	ES	Futures	1413.99	1414.25	1413.48	1413.74	1609.0
2012-11-21 04:00:00	ES	Futures	1413.74	1414.76	1413.74	1414.25	2045.0
2012-11-21 04:05:00	ES	Futures	1414.5	1414.76	1413.99	1414.5	1423.0

> showing 50 of 13,216 rows — these rows as CSV

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