PREVIEW / futures_5min / 2011-01-16

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-01-16.parquet
  size:    34 KB
  rows:    1,672

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
2011-01-16 18:00:00	ES	Futures	1276.23	1277.22	1275.73	1276.72	2943.0
2011-01-16 18:05:00	ES	Futures	1276.72	1277.96	1276.72	1277.96	1576.0
2011-01-16 18:10:00	ES	Futures	1277.96	1278.21	1277.71	1277.71	745.0
2011-01-16 18:15:00	ES	Futures	1277.96	1277.96	1277.71	1277.71	226.0
2011-01-16 18:20:00	ES	Futures	1277.71	1277.96	1277.47	1277.71	647.0
2011-01-16 18:25:00	ES	Futures	1277.47	1277.71	1277.47	1277.71	361.0
2011-01-16 18:30:00	ES	Futures	1277.71	1277.96	1277.47	1277.47	347.0
2011-01-16 18:35:00	ES	Futures	1277.71	1277.96	1277.47	1277.47	211.0
2011-01-16 18:40:00	ES	Futures	1277.71	1277.96	1277.47	1277.71	188.0
2011-01-16 18:45:00	ES	Futures	1277.71	1277.96	1275.98	1275.98	1825.0
2011-01-16 18:50:00	ES	Futures	1275.98	1276.23	1275.73	1275.73	1236.0
2011-01-16 18:55:00	ES	Futures	1275.73	1276.23	1275.24	1275.49	1177.0
2011-01-16 19:00:00	ES	Futures	1275.49	1275.49	1274.25	1274.99	1855.0
2011-01-16 19:05:00	ES	Futures	1274.74	1275.24	1274.25	1275.24	815.0
2011-01-16 19:10:00	ES	Futures	1275.24	1275.73	1274.99	1275.24	503.0
2011-01-16 19:15:00	ES	Futures	1275.49	1275.49	1274.99	1275.24	211.0
2011-01-16 19:20:00	ES	Futures	1275.24	1275.49	1275.24	1275.24	125.0
2011-01-16 19:25:00	ES	Futures	1275.49	1275.49	1274.0	1274.5	1500.0
2011-01-16 19:30:00	ES	Futures	1274.25	1274.99	1274.25	1274.5	424.0
2011-01-16 19:35:00	ES	Futures	1274.5	1274.74	1274.25	1274.5	215.0
2011-01-16 19:40:00	ES	Futures	1274.25	1274.5	1273.75	1274.0	1039.0
2011-01-16 19:45:00	ES	Futures	1274.25	1274.5	1274.0	1274.5	299.0
2011-01-16 19:50:00	ES	Futures	1274.5	1274.5	1274.0	1274.25	142.0
2011-01-16 19:55:00	ES	Futures	1274.25	1274.5	1274.25	1274.5	132.0
2011-01-16 20:00:00	ES	Futures	1274.5	1274.74	1274.0	1274.5	220.0
2011-01-16 20:05:00	ES	Futures	1274.74	1274.99	1274.5	1274.74	160.0
2011-01-16 20:10:00	ES	Futures	1274.74	1274.74	1274.5	1274.5	183.0
2011-01-16 20:15:00	ES	Futures	1274.5	1275.24	1274.5	1274.99	472.0
2011-01-16 20:20:00	ES	Futures	1274.99	1274.99	1274.74	1274.74	62.0
2011-01-16 20:25:00	ES	Futures	1274.99	1274.99	1274.74	1274.74	175.0
2011-01-16 20:30:00	ES	Futures	1274.99	1274.99	1274.74	1274.74	117.0
2011-01-16 20:35:00	ES	Futures	1274.99	1274.99	1274.25	1274.5	370.0
2011-01-16 20:40:00	ES	Futures	1274.74	1274.99	1274.5	1274.74	162.0
2011-01-16 20:45:00	ES	Futures	1274.74	1275.24	1274.74	1274.74	453.0
2011-01-16 20:50:00	ES	Futures	1274.74	1274.99	1274.74	1274.74	15.0
2011-01-16 20:55:00	ES	Futures	1274.74	1274.99	1274.74	1274.74	122.0
2011-01-16 21:00:00	ES	Futures	1274.74	1274.99	1274.5	1274.5	126.0
2011-01-16 21:05:00	ES	Futures	1274.5	1274.99	1274.5	1274.74	184.0
2011-01-16 21:10:00	ES	Futures	1274.74	1274.99	1274.25	1274.74	278.0
2011-01-16 21:15:00	ES	Futures	1274.5	1274.5	1274.25	1274.25	57.0
2011-01-16 21:20:00	ES	Futures	1274.25	1274.5	1274.0	1274.25	219.0
2011-01-16 21:25:00	ES	Futures	1274.25	1274.25	1274.0	1274.0	64.0
2011-01-16 21:30:00	ES	Futures	1274.0	1274.25	1274.0	1274.25	234.0
2011-01-16 21:35:00	ES	Futures	1274.0	1274.25	1273.51	1273.75	527.0
2011-01-16 21:40:00	ES	Futures	1273.75	1274.0	1273.75	1273.75	120.0
2011-01-16 21:45:00	ES	Futures	1274.0	1274.0	1273.26	1273.26	769.0
2011-01-16 21:50:00	ES	Futures	1273.51	1273.75	1273.26	1273.75	201.0
2011-01-16 21:55:00	ES	Futures	1273.75	1273.75	1273.51	1273.51	127.0
2011-01-16 22:00:00	ES	Futures	1273.51	1273.51	1273.26	1273.26	381.0
2011-01-16 22:05:00	ES	Futures	1273.51	1273.51	1273.26	1273.51	120.0

> showing 50 of 1,672 rows — these rows as CSV

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