PREVIEW / futures_5min / 2011-01-18

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-01-18.parquet
  size:    223 KB
  rows:    13,350

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
2011-01-18 00:00:00	ES	Futures	1273.51	1274.74	1273.51	1274.0	1564.0
2011-01-18 00:05:00	ES	Futures	1274.0	1274.25	1274.0	1274.0	226.0
2011-01-18 00:10:00	ES	Futures	1274.0	1274.0	1273.51	1273.51	232.0
2011-01-18 00:15:00	ES	Futures	1273.75	1273.75	1273.26	1273.26	129.0
2011-01-18 00:20:00	ES	Futures	1273.51	1273.75	1273.51	1273.51	289.0
2011-01-18 00:25:00	ES	Futures	1273.51	1274.0	1273.51	1273.51	242.0
2011-01-18 00:30:00	ES	Futures	1273.51	1273.51	1273.26	1273.26	76.0
2011-01-18 00:35:00	ES	Futures	1273.26	1273.51	1273.26	1273.26	101.0
2011-01-18 00:40:00	ES	Futures	1273.26	1273.51	1273.26	1273.26	121.0
2011-01-18 00:45:00	ES	Futures	1273.26	1273.26	1273.01	1273.01	176.0
2011-01-18 00:50:00	ES	Futures	1273.01	1273.26	1272.76	1272.76	169.0
2011-01-18 00:55:00	ES	Futures	1273.01	1273.26	1272.76	1273.01	570.0
2011-01-18 01:00:00	ES	Futures	1272.76	1273.01	1272.76	1273.01	343.0
2011-01-18 01:05:00	ES	Futures	1273.01	1273.01	1271.53	1272.02	2245.0
2011-01-18 01:10:00	ES	Futures	1272.02	1272.27	1272.02	1272.27	140.0
2011-01-18 01:15:00	ES	Futures	1272.02	1272.02	1272.02	1272.02	174.0
2011-01-18 01:20:00	ES	Futures	1272.02	1272.27	1272.02	1272.02	121.0
2011-01-18 01:25:00	ES	Futures	1272.02	1272.27	1271.78	1272.02	144.0
2011-01-18 01:30:00	ES	Futures	1272.02	1272.52	1271.78	1272.27	356.0
2011-01-18 01:35:00	ES	Futures	1272.27	1272.52	1272.27	1272.52	63.0
2011-01-18 01:40:00	ES	Futures	1272.52	1273.01	1272.27	1273.01	990.0
2011-01-18 01:45:00	ES	Futures	1273.01	1273.26	1272.76	1273.01	104.0
2011-01-18 01:50:00	ES	Futures	1273.26	1273.26	1273.01	1273.01	32.0
2011-01-18 01:55:00	ES	Futures	1273.01	1273.26	1273.01	1273.26	304.0
2011-01-18 02:00:00	ES	Futures	1273.26	1273.26	1272.02	1272.27	1000.0
2011-01-18 02:05:00	ES	Futures	1272.27	1272.52	1272.02	1272.52	398.0
2011-01-18 02:10:00	ES	Futures	1272.52	1273.01	1272.52	1272.76	353.0
2011-01-18 02:15:00	ES	Futures	1272.52	1273.51	1272.52	1273.26	755.0
2011-01-18 02:20:00	ES	Futures	1273.26	1273.51	1273.26	1273.51	220.0
2011-01-18 02:25:00	ES	Futures	1273.51	1273.75	1273.26	1273.51	414.0
2011-01-18 02:30:00	ES	Futures	1273.51	1273.75	1273.01	1273.01	652.0
2011-01-18 02:35:00	ES	Futures	1273.26	1274.0	1273.01	1273.75	819.0
2011-01-18 02:40:00	ES	Futures	1273.75	1274.25	1273.75	1274.25	889.0
2011-01-18 02:45:00	ES	Futures	1274.25	1274.5	1273.75	1274.25	892.0
2011-01-18 02:50:00	ES	Futures	1274.25	1274.5	1274.0	1274.0	540.0
2011-01-18 02:55:00	ES	Futures	1274.25	1274.5	1274.0	1274.5	1080.0
2011-01-18 03:00:00	ES	Futures	1274.5	1275.49	1274.0	1275.49	5742.0
2011-01-18 03:05:00	ES	Futures	1275.24	1276.23	1275.24	1275.24	5014.0
2011-01-18 03:10:00	ES	Futures	1275.49	1275.49	1274.99	1275.24	1371.0
2011-01-18 03:15:00	ES	Futures	1275.24	1276.23	1274.99	1275.98	2731.0
2011-01-18 03:20:00	ES	Futures	1275.98	1276.23	1275.49	1275.98	1315.0
2011-01-18 03:25:00	ES	Futures	1275.73	1276.23	1275.49	1275.73	2615.0
2011-01-18 03:30:00	ES	Futures	1275.73	1276.23	1275.73	1275.73	1990.0
2011-01-18 03:35:00	ES	Futures	1275.98	1276.23	1275.49	1275.98	2548.0
2011-01-18 03:40:00	ES	Futures	1275.98	1275.98	1275.49	1275.73	1723.0
2011-01-18 03:45:00	ES	Futures	1275.73	1276.48	1275.73	1275.98	2851.0
2011-01-18 03:50:00	ES	Futures	1276.23	1276.48	1275.98	1276.48	1504.0
2011-01-18 03:55:00	ES	Futures	1276.23	1276.72	1275.98	1276.48	2570.0
2011-01-18 04:00:00	ES	Futures	1276.72	1277.22	1276.48	1276.72	3188.0
2011-01-18 04:05:00	ES	Futures	1276.72	1277.47	1276.48	1277.22	2592.0

> showing 50 of 13,350 rows — these rows as CSV

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