PREVIEW / futures_5min / 2012-11-29

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-11-29.parquet
  size:    204 KB
  rows:    14,021

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
2012-11-29 00:00:00	ES	Futures	1439.79	1440.56	1439.79	1440.3	372.0
2012-11-29 00:05:00	ES	Futures	1440.3	1444.9	1440.3	1443.11	13152.0
2012-11-29 00:10:00	ES	Futures	1443.11	1443.88	1443.11	1443.63	1159.0
2012-11-29 00:15:00	ES	Futures	1443.63	1444.39	1443.11	1443.37	1483.0
2012-11-29 00:20:00	ES	Futures	1443.37	1443.88	1443.11	1443.37	575.0
2012-11-29 00:25:00	ES	Futures	1443.37	1443.63	1442.86	1442.86	400.0
2012-11-29 00:30:00	ES	Futures	1443.11	1443.37	1442.86	1443.11	275.0
2012-11-29 00:35:00	ES	Futures	1443.11	1443.63	1442.86	1443.63	387.0
2012-11-29 00:40:00	ES	Futures	1443.37	1443.63	1442.6	1442.86	645.0
2012-11-29 00:45:00	ES	Futures	1442.6	1443.11	1442.35	1442.6	788.0
2012-11-29 00:50:00	ES	Futures	1442.86	1442.86	1442.35	1442.6	158.0
2012-11-29 00:55:00	ES	Futures	1442.6	1442.86	1442.35	1442.6	220.0
2012-11-29 01:00:00	ES	Futures	1442.6	1442.6	1442.35	1442.35	185.0
2012-11-29 01:05:00	ES	Futures	1442.35	1442.6	1442.35	1442.35	302.0
2012-11-29 01:10:00	ES	Futures	1442.35	1442.6	1442.35	1442.6	167.0
2012-11-29 01:15:00	ES	Futures	1442.35	1443.11	1442.35	1443.11	642.0
2012-11-29 01:20:00	ES	Futures	1442.86	1443.37	1442.6	1442.6	469.0
2012-11-29 01:25:00	ES	Futures	1442.6	1442.86	1442.35	1442.86	256.0
2012-11-29 01:30:00	ES	Futures	1442.6	1442.6	1441.84	1441.84	807.0
2012-11-29 01:35:00	ES	Futures	1442.09	1442.09	1441.33	1441.58	1217.0
2012-11-29 01:40:00	ES	Futures	1441.58	1441.84	1440.56	1441.07	1423.0
2012-11-29 01:45:00	ES	Futures	1440.82	1441.84	1440.82	1441.58	990.0
2012-11-29 01:50:00	ES	Futures	1441.58	1442.35	1441.58	1441.84	968.0
2012-11-29 01:55:00	ES	Futures	1442.09	1442.09	1441.84	1441.84	596.0
2012-11-29 02:00:00	ES	Futures	1441.84	1442.35	1440.82	1441.33	1755.0
2012-11-29 02:05:00	ES	Futures	1441.07	1441.58	1440.82	1441.33	726.0
2012-11-29 02:10:00	ES	Futures	1441.07	1441.58	1441.07	1441.33	343.0
2012-11-29 02:15:00	ES	Futures	1441.33	1441.58	1440.82	1441.33	502.0
2012-11-29 02:20:00	ES	Futures	1441.33	1441.84	1441.07	1441.58	398.0
2012-11-29 02:25:00	ES	Futures	1441.58	1441.58	1441.07	1441.07	528.0
2012-11-29 02:30:00	ES	Futures	1441.07	1441.84	1441.07	1441.33	486.0
2012-11-29 02:35:00	ES	Futures	1441.58	1441.58	1440.82	1441.07	981.0
2012-11-29 02:40:00	ES	Futures	1440.82	1441.07	1440.82	1441.07	592.0
2012-11-29 02:45:00	ES	Futures	1441.33	1442.09	1441.07	1441.84	609.0
2012-11-29 02:50:00	ES	Futures	1442.09	1442.86	1441.84	1442.86	1982.0
2012-11-29 02:55:00	ES	Futures	1442.6	1443.37	1442.35	1443.11	1063.0
2012-11-29 03:00:00	ES	Futures	1443.11	1443.11	1441.58	1441.58	4250.0
2012-11-29 03:05:00	ES	Futures	1441.58	1444.14	1441.33	1443.63	3847.0
2012-11-29 03:10:00	ES	Futures	1443.63	1444.14	1443.11	1443.11	2069.0
2012-11-29 03:15:00	ES	Futures	1443.37	1443.37	1442.35	1442.6	1771.0
2012-11-29 03:20:00	ES	Futures	1442.6	1443.11	1442.6	1442.86	2406.0
2012-11-29 03:25:00	ES	Futures	1442.86	1443.63	1442.6	1443.63	2217.0
2012-11-29 03:30:00	ES	Futures	1443.63	1444.65	1443.63	1444.14	2802.0
2012-11-29 03:35:00	ES	Futures	1444.39	1444.9	1444.14	1444.65	2212.0
2012-11-29 03:40:00	ES	Futures	1444.65	1444.65	1444.14	1444.39	938.0
2012-11-29 03:45:00	ES	Futures	1444.39	1446.18	1444.39	1445.67	6776.0
2012-11-29 03:50:00	ES	Futures	1445.67	1446.69	1445.67	1446.44	5041.0
2012-11-29 03:55:00	ES	Futures	1446.44	1447.71	1446.44	1447.2	4371.0
2012-11-29 04:00:00	ES	Futures	1446.95	1447.46	1446.95	1446.95	1673.0
2012-11-29 04:05:00	ES	Futures	1447.2	1447.46	1446.69	1446.69	2213.0

> showing 50 of 14,021 rows — these rows as CSV

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