PREVIEW / futures_5min / 2011-01-30

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-01-30.parquet
  size:    54 KB
  rows:    2,469

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
2011-01-30 18:00:00	ES	Futures	1256.43	1258.17	1254.7	1255.69	10420.0
2011-01-30 18:05:00	ES	Futures	1255.94	1256.19	1253.71	1254.95	6479.0
2011-01-30 18:10:00	ES	Futures	1254.95	1255.2	1253.96	1254.46	2705.0
2011-01-30 18:15:00	ES	Futures	1254.21	1254.46	1249.75	1250.25	8903.0
2011-01-30 18:20:00	ES	Futures	1250.25	1250.74	1249.26	1249.75	5609.0
2011-01-30 18:25:00	ES	Futures	1249.75	1250.99	1249.51	1250.74	2552.0
2011-01-30 18:30:00	ES	Futures	1250.74	1251.49	1250.5	1251.24	1347.0
2011-01-30 18:35:00	ES	Futures	1251.24	1251.49	1250.5	1250.99	1263.0
2011-01-30 18:40:00	ES	Futures	1250.74	1250.99	1250.25	1250.74	1034.0
2011-01-30 18:45:00	ES	Futures	1250.74	1253.22	1250.5	1252.97	3699.0
2011-01-30 18:50:00	ES	Futures	1252.72	1253.22	1252.23	1252.48	1886.0
2011-01-30 18:55:00	ES	Futures	1252.48	1252.72	1252.23	1252.72	637.0
2011-01-30 19:00:00	ES	Futures	1252.48	1252.97	1252.23	1252.97	636.0
2011-01-30 19:05:00	ES	Futures	1252.97	1253.96	1252.72	1253.96	2370.0
2011-01-30 19:10:00	ES	Futures	1253.96	1254.46	1253.47	1253.71	2411.0
2011-01-30 19:15:00	ES	Futures	1253.71	1254.21	1252.72	1252.97	986.0
2011-01-30 19:20:00	ES	Futures	1252.97	1253.71	1252.72	1253.47	528.0
2011-01-30 19:25:00	ES	Futures	1253.47	1254.95	1253.47	1254.7	2522.0
2011-01-30 19:30:00	ES	Futures	1254.7	1255.2	1254.7	1255.2	1113.0
2011-01-30 19:35:00	ES	Futures	1254.95	1255.44	1254.7	1254.7	1871.0
2011-01-30 19:40:00	ES	Futures	1254.95	1254.95	1253.96	1254.21	857.0
2011-01-30 19:45:00	ES	Futures	1254.21	1255.2	1253.96	1255.2	794.0
2011-01-30 19:50:00	ES	Futures	1255.2	1255.2	1253.96	1253.96	653.0
2011-01-30 19:55:00	ES	Futures	1253.96	1254.7	1253.96	1254.7	924.0
2011-01-30 20:00:00	ES	Futures	1254.7	1256.68	1254.7	1256.19	3331.0
2011-01-30 20:05:00	ES	Futures	1255.94	1256.43	1255.44	1255.44	1384.0
2011-01-30 20:10:00	ES	Futures	1255.44	1255.69	1255.44	1255.44	490.0
2011-01-30 20:15:00	ES	Futures	1255.44	1256.43	1255.44	1256.19	767.0
2011-01-30 20:20:00	ES	Futures	1255.94	1257.18	1255.94	1256.93	1500.0
2011-01-30 20:25:00	ES	Futures	1257.18	1257.92	1256.93	1257.42	2319.0
2011-01-30 20:30:00	ES	Futures	1257.18	1257.42	1255.44	1255.94	1812.0
2011-01-30 20:35:00	ES	Futures	1255.69	1256.93	1255.44	1256.43	1530.0
2011-01-30 20:40:00	ES	Futures	1256.43	1257.67	1256.43	1257.67	982.0
2011-01-30 20:45:00	ES	Futures	1257.67	1259.16	1257.42	1258.91	3908.0
2011-01-30 20:50:00	ES	Futures	1258.91	1258.91	1258.17	1258.66	554.0
2011-01-30 20:55:00	ES	Futures	1258.41	1258.66	1258.17	1258.17	394.0
2011-01-30 21:00:00	ES	Futures	1258.17	1258.41	1257.42	1257.92	840.0
2011-01-30 21:05:00	ES	Futures	1257.92	1258.66	1257.42	1258.41	734.0
2011-01-30 21:10:00	ES	Futures	1258.66	1259.16	1258.41	1258.66	981.0
2011-01-30 21:15:00	ES	Futures	1258.41	1258.41	1257.42	1257.92	868.0
2011-01-30 21:20:00	ES	Futures	1257.67	1258.91	1257.67	1258.91	571.0
2011-01-30 21:25:00	ES	Futures	1258.91	1258.91	1258.41	1258.66	234.0
2011-01-30 21:30:00	ES	Futures	1258.66	1258.91	1258.41	1258.66	270.0
2011-01-30 21:35:00	ES	Futures	1258.66	1258.66	1257.67	1258.17	648.0
2011-01-30 21:40:00	ES	Futures	1257.92	1258.91	1257.92	1258.91	517.0
2011-01-30 21:45:00	ES	Futures	1258.66	1259.4	1258.66	1259.16	623.0
2011-01-30 21:50:00	ES	Futures	1259.16	1260.39	1259.16	1260.15	2785.0
2011-01-30 21:55:00	ES	Futures	1260.15	1260.89	1259.65	1260.64	2078.0
2011-01-30 22:00:00	ES	Futures	1260.64	1260.89	1260.15	1260.64	1304.0
2011-01-30 22:05:00	ES	Futures	1260.64	1260.64	1259.9	1260.15	680.0

> showing 50 of 2,469 rows — these rows as CSV

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