PREVIEW / futures_5min / 2012-11-27

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-11-27.parquet
  size:    200 KB
  rows:    13,884

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
2012-11-27 00:00:00	ES	Futures	1437.24	1437.75	1437.24	1437.49	341.0
2012-11-27 00:05:00	ES	Futures	1437.24	1437.49	1436.98	1437.24	346.0
2012-11-27 00:10:00	ES	Futures	1437.49	1437.75	1437.24	1437.49	280.0
2012-11-27 00:15:00	ES	Futures	1437.49	1437.75	1437.24	1437.24	161.0
2012-11-27 00:20:00	ES	Futures	1437.24	1437.49	1436.98	1437.49	192.0
2012-11-27 00:25:00	ES	Futures	1437.24	1437.49	1436.98	1437.24	289.0
2012-11-27 00:30:00	ES	Futures	1437.49	1437.75	1437.24	1437.49	210.0
2012-11-27 00:35:00	ES	Futures	1437.49	1437.49	1437.24	1437.24	116.0
2012-11-27 00:40:00	ES	Futures	1437.49	1437.49	1437.24	1437.49	83.0
2012-11-27 00:45:00	ES	Futures	1437.49	1437.49	1437.24	1437.49	72.0
2012-11-27 00:50:00	ES	Futures	1437.24	1437.49	1437.24	1437.49	208.0
2012-11-27 00:55:00	ES	Futures	1437.49	1437.49	1437.24	1437.49	330.0
2012-11-27 01:00:00	ES	Futures	1437.24	1437.49	1437.24	1437.24	105.0
2012-11-27 01:05:00	ES	Futures	1437.24	1437.49	1436.98	1437.49	207.0
2012-11-27 01:10:00	ES	Futures	1437.24	1437.49	1437.24	1437.24	72.0
2012-11-27 01:15:00	ES	Futures	1437.49	1437.49	1436.98	1436.98	539.0
2012-11-27 01:20:00	ES	Futures	1436.73	1436.98	1436.73	1436.73	247.0
2012-11-27 01:25:00	ES	Futures	1436.73	1436.98	1436.22	1436.22	429.0
2012-11-27 01:30:00	ES	Futures	1436.22	1436.73	1435.96	1436.47	158.0
2012-11-27 01:35:00	ES	Futures	1436.47	1436.73	1436.22	1436.47	270.0
2012-11-27 01:40:00	ES	Futures	1436.47	1437.24	1436.47	1437.24	359.0
2012-11-27 01:45:00	ES	Futures	1436.98	1437.49	1436.98	1436.98	292.0
2012-11-27 01:50:00	ES	Futures	1437.24	1437.24	1436.98	1437.24	104.0
2012-11-27 01:55:00	ES	Futures	1437.49	1437.49	1436.98	1436.98	298.0
2012-11-27 02:00:00	ES	Futures	1436.98	1437.49	1436.73	1437.49	661.0
2012-11-27 02:05:00	ES	Futures	1437.49	1437.75	1436.73	1436.73	971.0
2012-11-27 02:10:00	ES	Futures	1436.98	1437.24	1436.73	1436.98	960.0
2012-11-27 02:15:00	ES	Futures	1437.24	1437.24	1436.22	1436.47	629.0
2012-11-27 02:20:00	ES	Futures	1436.22	1436.73	1436.22	1436.47	808.0
2012-11-27 02:25:00	ES	Futures	1436.47	1436.73	1435.71	1436.22	709.0
2012-11-27 02:30:00	ES	Futures	1436.22	1437.24	1436.22	1437.24	783.0
2012-11-27 02:35:00	ES	Futures	1436.98	1437.24	1436.73	1436.73	280.0
2012-11-27 02:40:00	ES	Futures	1436.98	1437.24	1436.73	1436.98	258.0
2012-11-27 02:45:00	ES	Futures	1437.24	1437.24	1436.73	1436.98	419.0
2012-11-27 02:50:00	ES	Futures	1436.98	1436.98	1436.47	1436.73	450.0
2012-11-27 02:55:00	ES	Futures	1436.73	1436.73	1435.96	1436.22	597.0
2012-11-27 03:00:00	ES	Futures	1435.96	1437.49	1435.71	1437.49	2295.0
2012-11-27 03:05:00	ES	Futures	1437.24	1437.49	1435.71	1435.71	3536.0
2012-11-27 03:10:00	ES	Futures	1435.71	1436.47	1435.45	1435.71	3119.0
2012-11-27 03:15:00	ES	Futures	1435.71	1435.96	1434.68	1435.45	2998.0
2012-11-27 03:20:00	ES	Futures	1435.45	1435.71	1434.17	1435.2	3008.0
2012-11-27 03:25:00	ES	Futures	1434.94	1435.45	1434.43	1435.2	2316.0
2012-11-27 03:30:00	ES	Futures	1435.2	1435.71	1434.94	1435.45	2141.0
2012-11-27 03:35:00	ES	Futures	1435.45	1436.22	1435.2	1435.45	2413.0
2012-11-27 03:40:00	ES	Futures	1435.71	1435.71	1434.94	1435.2	1433.0
2012-11-27 03:45:00	ES	Futures	1435.2	1435.71	1435.2	1435.71	1077.0
2012-11-27 03:50:00	ES	Futures	1435.71	1435.96	1435.45	1435.71	1017.0
2012-11-27 03:55:00	ES	Futures	1435.96	1435.96	1435.2	1435.96	1318.0
2012-11-27 04:00:00	ES	Futures	1435.71	1435.96	1435.45	1435.45	1561.0
2012-11-27 04:05:00	ES	Futures	1435.71	1436.73	1435.45	1436.22	1736.0

> showing 50 of 13,884 rows — these rows as CSV

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