PREVIEW / futures_5min / 2011-02-11

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-02-11.parquet
  size:    186 KB
  rows:    10,604

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
2011-02-11 00:00:00	ES	Futures	1300.97	1300.97	1300.48	1300.72	118.0
2011-02-11 00:05:00	ES	Futures	1300.48	1300.72	1299.98	1300.48	769.0
2011-02-11 00:10:00	ES	Futures	1300.23	1300.48	1299.24	1299.24	1386.0
2011-02-11 00:15:00	ES	Futures	1299.24	1299.73	1299.24	1299.24	319.0
2011-02-11 00:20:00	ES	Futures	1299.49	1299.73	1299.24	1299.73	312.0
2011-02-11 00:25:00	ES	Futures	1299.73	1300.23	1299.49	1300.23	240.0
2011-02-11 00:30:00	ES	Futures	1300.23	1300.72	1299.98	1300.72	251.0
2011-02-11 00:35:00	ES	Futures	1300.72	1300.97	1300.23	1300.72	264.0
2011-02-11 00:40:00	ES	Futures	1300.48	1300.72	1299.24	1299.24	1119.0
2011-02-11 00:45:00	ES	Futures	1299.24	1299.73	1298.99	1299.73	145.0
2011-02-11 00:50:00	ES	Futures	1299.73	1299.73	1299.49	1299.73	330.0
2011-02-11 00:55:00	ES	Futures	1299.73	1299.73	1298.74	1298.99	1108.0
2011-02-11 01:00:00	ES	Futures	1298.99	1298.99	1297.76	1298.0	3000.0
2011-02-11 01:05:00	ES	Futures	1298.0	1298.25	1297.76	1298.25	552.0
2011-02-11 01:10:00	ES	Futures	1298.25	1298.25	1298.0	1298.25	197.0
2011-02-11 01:15:00	ES	Futures	1298.0	1298.25	1297.76	1298.25	259.0
2011-02-11 01:20:00	ES	Futures	1298.0	1298.25	1297.76	1298.25	375.0
2011-02-11 01:25:00	ES	Futures	1298.25	1298.5	1298.0	1298.25	348.0
2011-02-11 01:30:00	ES	Futures	1298.25	1298.99	1298.0	1298.99	724.0
2011-02-11 01:35:00	ES	Futures	1298.99	1298.99	1298.25	1298.74	254.0
2011-02-11 01:40:00	ES	Futures	1298.74	1298.74	1298.5	1298.74	98.0
2011-02-11 01:45:00	ES	Futures	1298.74	1298.99	1298.5	1298.99	119.0
2011-02-11 01:50:00	ES	Futures	1298.99	1299.24	1298.25	1298.5	655.0
2011-02-11 01:55:00	ES	Futures	1298.5	1299.73	1298.5	1299.24	880.0
2011-02-11 02:00:00	ES	Futures	1299.24	1299.49	1298.25	1298.5	1189.0
2011-02-11 02:05:00	ES	Futures	1298.25	1299.24	1298.25	1298.5	1789.0
2011-02-11 02:10:00	ES	Futures	1298.25	1298.99	1298.25	1298.99	736.0
2011-02-11 02:15:00	ES	Futures	1298.74	1299.73	1298.74	1299.73	1426.0
2011-02-11 02:20:00	ES	Futures	1299.49	1299.98	1299.24	1299.49	1485.0
2011-02-11 02:25:00	ES	Futures	1299.49	1299.49	1298.74	1299.49	616.0
2011-02-11 02:30:00	ES	Futures	1299.24	1300.48	1299.24	1299.73	1359.0
2011-02-11 02:35:00	ES	Futures	1299.98	1300.72	1299.73	1299.98	824.0
2011-02-11 02:40:00	ES	Futures	1299.98	1300.23	1299.73	1300.23	782.0
2011-02-11 02:45:00	ES	Futures	1299.98	1300.23	1299.73	1299.98	283.0
2011-02-11 02:50:00	ES	Futures	1299.98	1299.98	1299.73	1299.98	260.0
2011-02-11 02:55:00	ES	Futures	1299.73	1299.98	1299.49	1299.98	686.0
2011-02-11 03:00:00	ES	Futures	1299.73	1300.23	1299.49	1299.49	1695.0
2011-02-11 03:05:00	ES	Futures	1299.49	1299.73	1298.5	1298.74	2550.0
2011-02-11 03:10:00	ES	Futures	1298.5	1298.99	1298.25	1298.74	1925.0
2011-02-11 03:15:00	ES	Futures	1298.74	1299.49	1298.74	1299.24	1036.0
2011-02-11 03:20:00	ES	Futures	1298.99	1300.23	1298.74	1299.98	2792.0
2011-02-11 03:25:00	ES	Futures	1299.98	1300.48	1299.98	1299.98	862.0
2011-02-11 03:30:00	ES	Futures	1299.73	1300.48	1299.49	1300.48	1749.0
2011-02-11 03:35:00	ES	Futures	1300.48	1300.97	1300.23	1300.97	851.0
2011-02-11 03:40:00	ES	Futures	1300.72	1301.47	1300.72	1301.22	1601.0
2011-02-11 03:45:00	ES	Futures	1301.22	1301.47	1300.97	1300.97	713.0
2011-02-11 03:50:00	ES	Futures	1300.97	1300.97	1300.23	1300.23	1148.0
2011-02-11 03:55:00	ES	Futures	1300.48	1300.72	1300.23	1300.48	815.0
2011-02-11 04:00:00	ES	Futures	1300.23	1300.72	1300.23	1300.48	504.0
2011-02-11 04:05:00	ES	Futures	1300.48	1300.97	1299.98	1300.97	1049.0

> showing 50 of 10,604 rows — these rows as CSV

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