PREVIEW / futures_5min / 2011-01-27

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-01-27.parquet
  size:    226 KB
  rows:    13,566

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
2011-01-27 00:00:00	ES	Futures	1281.42	1281.42	1280.93	1281.18	55.0
2011-01-27 00:05:00	ES	Futures	1280.93	1281.18	1280.93	1281.18	51.0
2011-01-27 00:10:00	ES	Futures	1280.93	1281.18	1280.93	1280.93	42.0
2011-01-27 00:15:00	ES	Futures	1280.93	1281.18	1280.93	1281.18	46.0
2011-01-27 00:20:00	ES	Futures	1281.18	1281.18	1280.93	1280.93	81.0
2011-01-27 00:25:00	ES	Futures	1280.93	1280.93	1280.68	1280.68	89.0
2011-01-27 00:30:00	ES	Futures	1280.93	1280.93	1280.68	1280.93	58.0
2011-01-27 00:35:00	ES	Futures	1280.68	1280.68	1280.44	1280.44	145.0
2011-01-27 00:40:00	ES	Futures	1280.68	1280.68	1280.44	1280.68	95.0
2011-01-27 00:45:00	ES	Futures	1280.93	1280.93	1280.68	1280.68	33.0
2011-01-27 00:50:00	ES	Futures	1280.68	1280.68	1280.68	1280.68	82.0
2011-01-27 00:55:00	ES	Futures	1280.93	1280.93	1280.68	1280.68	22.0
2011-01-27 01:00:00	ES	Futures	1280.93	1281.18	1280.93	1281.18	201.0
2011-01-27 01:05:00	ES	Futures	1281.42	1281.67	1281.18	1281.67	255.0
2011-01-27 01:10:00	ES	Futures	1281.42	1281.67	1281.18	1281.18	43.0
2011-01-27 01:15:00	ES	Futures	1281.18	1281.42	1281.18	1281.42	11.0
2011-01-27 01:20:00	ES	Futures	1281.42	1281.42	1281.18	1281.42	89.0
2011-01-27 01:25:00	ES	Futures	1281.42	1281.42	1280.93	1281.18	149.0
2011-01-27 01:30:00	ES	Futures	1281.18	1281.42	1280.93	1280.93	199.0
2011-01-27 01:35:00	ES	Futures	1281.18	1281.42	1281.18	1281.42	55.0
2011-01-27 01:40:00	ES	Futures	1281.42	1281.42	1281.18	1281.18	14.0
2011-01-27 01:45:00	ES	Futures	1281.18	1281.67	1281.18	1281.67	448.0
2011-01-27 01:50:00	ES	Futures	1281.67	1282.17	1281.67	1281.92	794.0
2011-01-27 01:55:00	ES	Futures	1281.92	1281.92	1281.67	1281.67	420.0
2011-01-27 02:00:00	ES	Futures	1281.92	1281.92	1281.18	1281.42	611.0
2011-01-27 02:05:00	ES	Futures	1281.42	1281.42	1281.18	1281.42	73.0
2011-01-27 02:10:00	ES	Futures	1281.42	1281.67	1281.18	1281.42	77.0
2011-01-27 02:15:00	ES	Futures	1281.42	1281.92	1281.42	1281.67	262.0
2011-01-27 02:20:00	ES	Futures	1281.67	1282.17	1281.67	1281.92	348.0
2011-01-27 02:25:00	ES	Futures	1282.17	1282.41	1281.92	1282.17	1529.0
2011-01-27 02:30:00	ES	Futures	1282.17	1282.41	1281.67	1281.67	1104.0
2011-01-27 02:35:00	ES	Futures	1281.67	1281.67	1280.44	1280.68	1818.0
2011-01-27 02:40:00	ES	Futures	1280.68	1280.68	1280.44	1280.44	467.0
2011-01-27 02:45:00	ES	Futures	1280.68	1280.68	1280.19	1280.44	977.0
2011-01-27 02:50:00	ES	Futures	1280.44	1280.44	1278.21	1278.7	6584.0
2011-01-27 02:55:00	ES	Futures	1278.7	1278.7	1276.72	1277.96	7824.0
2011-01-27 03:00:00	ES	Futures	1277.71	1278.21	1276.23	1276.72	7646.0
2011-01-27 03:05:00	ES	Futures	1276.72	1278.95	1276.72	1278.7	5735.0
2011-01-27 03:10:00	ES	Futures	1278.7	1279.2	1277.47	1277.47	4866.0
2011-01-27 03:15:00	ES	Futures	1277.71	1277.96	1277.22	1277.71	2916.0
2011-01-27 03:20:00	ES	Futures	1277.71	1278.46	1277.47	1277.96	1593.0
2011-01-27 03:25:00	ES	Futures	1277.96	1278.95	1277.96	1278.7	1713.0
2011-01-27 03:30:00	ES	Futures	1278.7	1279.69	1278.46	1278.7	2315.0
2011-01-27 03:35:00	ES	Futures	1278.95	1279.2	1278.7	1278.7	1902.0
2011-01-27 03:40:00	ES	Futures	1278.7	1278.7	1277.22	1277.71	2734.0
2011-01-27 03:45:00	ES	Futures	1277.71	1277.71	1275.98	1276.23	4580.0
2011-01-27 03:50:00	ES	Futures	1276.23	1277.71	1275.98	1277.71	2837.0
2011-01-27 03:55:00	ES	Futures	1277.71	1277.71	1276.48	1277.22	2185.0
2011-01-27 04:00:00	ES	Futures	1277.22	1277.71	1276.97	1277.47	1803.0
2011-01-27 04:05:00	ES	Futures	1277.47	1277.71	1276.72	1276.72	1897.0

> showing 50 of 13,566 rows — these rows as CSV

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