PREVIEW / futures_5min / 2011-01-20

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-01-20.parquet
  size:    246 KB
  rows:    13,879

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
2011-01-20 00:00:00	ES	Futures	1266.83	1266.83	1266.08	1266.08	666.0
2011-01-20 00:05:00	ES	Futures	1266.33	1266.33	1265.84	1265.84	343.0
2011-01-20 00:10:00	ES	Futures	1265.84	1266.08	1265.84	1265.84	269.0
2011-01-20 00:15:00	ES	Futures	1266.08	1266.08	1265.09	1265.34	1523.0
2011-01-20 00:20:00	ES	Futures	1265.09	1265.34	1264.85	1264.85	1324.0
2011-01-20 00:25:00	ES	Futures	1264.85	1265.09	1264.85	1265.09	919.0
2011-01-20 00:30:00	ES	Futures	1265.09	1265.34	1264.85	1265.09	312.0
2011-01-20 00:35:00	ES	Futures	1265.09	1265.59	1265.09	1265.59	179.0
2011-01-20 00:40:00	ES	Futures	1265.59	1265.84	1265.34	1265.59	131.0
2011-01-20 00:45:00	ES	Futures	1265.84	1265.84	1265.59	1265.59	360.0
2011-01-20 00:50:00	ES	Futures	1265.84	1265.84	1265.59	1265.59	136.0
2011-01-20 00:55:00	ES	Futures	1265.34	1265.59	1265.34	1265.59	115.0
2011-01-20 01:00:00	ES	Futures	1265.34	1265.84	1265.34	1265.59	125.0
2011-01-20 01:05:00	ES	Futures	1265.84	1265.84	1265.34	1265.34	692.0
2011-01-20 01:10:00	ES	Futures	1265.59	1265.84	1265.34	1265.34	331.0
2011-01-20 01:15:00	ES	Futures	1265.34	1265.59	1265.09	1265.34	535.0
2011-01-20 01:20:00	ES	Futures	1265.09	1265.34	1265.09	1265.34	557.0
2011-01-20 01:25:00	ES	Futures	1265.34	1265.59	1265.09	1265.34	510.0
2011-01-20 01:30:00	ES	Futures	1265.34	1265.59	1264.6	1264.85	918.0
2011-01-20 01:35:00	ES	Futures	1264.85	1265.09	1263.86	1263.86	2223.0
2011-01-20 01:40:00	ES	Futures	1263.86	1264.1	1263.61	1263.86	1692.0
2011-01-20 01:45:00	ES	Futures	1263.86	1264.1	1263.86	1264.1	208.0
2011-01-20 01:50:00	ES	Futures	1264.1	1264.35	1264.1	1264.35	253.0
2011-01-20 01:55:00	ES	Futures	1264.1	1264.35	1263.86	1263.86	478.0
2011-01-20 02:00:00	ES	Futures	1263.86	1264.6	1263.86	1264.35	991.0
2011-01-20 02:05:00	ES	Futures	1264.35	1264.85	1264.1	1264.6	1142.0
2011-01-20 02:10:00	ES	Futures	1264.35	1264.35	1263.86	1263.86	919.0
2011-01-20 02:15:00	ES	Futures	1263.86	1263.86	1263.36	1263.61	1092.0
2011-01-20 02:20:00	ES	Futures	1263.61	1263.61	1262.87	1262.87	1923.0
2011-01-20 02:25:00	ES	Futures	1263.12	1263.12	1262.62	1262.62	1800.0
2011-01-20 02:30:00	ES	Futures	1262.62	1262.87	1262.37	1262.87	704.0
2011-01-20 02:35:00	ES	Futures	1262.62	1263.61	1262.62	1263.61	1979.0
2011-01-20 02:40:00	ES	Futures	1263.61	1263.61	1263.36	1263.36	353.0
2011-01-20 02:45:00	ES	Futures	1263.36	1264.35	1263.36	1264.1	986.0
2011-01-20 02:50:00	ES	Futures	1264.1	1264.6	1263.61	1263.61	942.0
2011-01-20 02:55:00	ES	Futures	1263.86	1263.86	1262.87	1263.36	1531.0
2011-01-20 03:00:00	ES	Futures	1263.12	1263.61	1263.12	1263.61	2204.0
2011-01-20 03:05:00	ES	Futures	1263.36	1264.85	1263.36	1264.35	5281.0
2011-01-20 03:10:00	ES	Futures	1264.35	1264.85	1263.61	1264.35	4248.0
2011-01-20 03:15:00	ES	Futures	1264.1	1264.6	1263.12	1263.36	2782.0
2011-01-20 03:20:00	ES	Futures	1263.12	1263.61	1262.87	1263.36	2621.0
2011-01-20 03:25:00	ES	Futures	1263.12	1263.36	1262.13	1262.37	3945.0
2011-01-20 03:30:00	ES	Futures	1262.13	1262.87	1262.13	1262.87	2557.0
2011-01-20 03:35:00	ES	Futures	1262.62	1263.36	1262.37	1263.36	1957.0
2011-01-20 03:40:00	ES	Futures	1263.36	1264.1	1263.12	1263.61	3593.0
2011-01-20 03:45:00	ES	Futures	1263.86	1264.1	1262.87	1263.12	2879.0
2011-01-20 03:50:00	ES	Futures	1263.12	1263.36	1262.62	1263.12	2439.0
2011-01-20 03:55:00	ES	Futures	1262.87	1263.12	1262.62	1263.12	1444.0
2011-01-20 04:00:00	ES	Futures	1263.12	1264.6	1263.12	1264.6	4268.0
2011-01-20 04:05:00	ES	Futures	1264.6	1265.34	1264.35	1264.85	3472.0

> showing 50 of 13,879 rows — these rows as CSV

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