PREVIEW / futures_5min / 2011-02-20

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-02-20.parquet
  size:    34 KB
  rows:    1,667

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
2011-02-20 18:00:00	ES	Futures	1328.44	1328.68	1327.45	1327.69	4390.0
2011-02-20 18:05:00	ES	Futures	1327.69	1328.19	1327.45	1328.19	1363.0
2011-02-20 18:10:00	ES	Futures	1328.19	1328.68	1327.94	1328.44	593.0
2011-02-20 18:15:00	ES	Futures	1328.19	1328.44	1328.19	1328.44	193.0
2011-02-20 18:20:00	ES	Futures	1328.44	1328.44	1327.94	1328.44	1102.0
2011-02-20 18:25:00	ES	Futures	1328.44	1328.68	1328.19	1328.19	206.0
2011-02-20 18:30:00	ES	Futures	1328.44	1328.44	1328.19	1328.44	71.0
2011-02-20 18:35:00	ES	Futures	1328.19	1328.44	1328.19	1328.19	59.0
2011-02-20 18:40:00	ES	Futures	1328.19	1328.44	1327.69	1328.19	299.0
2011-02-20 18:45:00	ES	Futures	1327.94	1328.19	1327.69	1327.69	597.0
2011-02-20 18:50:00	ES	Futures	1327.69	1327.94	1327.45	1327.69	237.0
2011-02-20 18:55:00	ES	Futures	1327.69	1327.69	1326.95	1327.2	1158.0
2011-02-20 19:00:00	ES	Futures	1327.2	1327.2	1326.7	1326.95	1501.0
2011-02-20 19:05:00	ES	Futures	1326.7	1327.2	1326.7	1326.95	609.0
2011-02-20 19:10:00	ES	Futures	1326.95	1327.2	1326.95	1326.95	389.0
2011-02-20 19:15:00	ES	Futures	1326.95	1327.2	1326.7	1326.95	634.0
2011-02-20 19:20:00	ES	Futures	1326.95	1327.2	1326.7	1326.7	1355.0
2011-02-20 19:25:00	ES	Futures	1326.95	1326.95	1326.21	1326.46	2269.0
2011-02-20 19:30:00	ES	Futures	1326.46	1326.46	1325.71	1325.96	1893.0
2011-02-20 19:35:00	ES	Futures	1325.96	1326.21	1325.71	1326.21	653.0
2011-02-20 19:40:00	ES	Futures	1325.96	1326.21	1325.71	1325.96	486.0
2011-02-20 19:45:00	ES	Futures	1325.96	1326.21	1325.22	1325.71	1360.0
2011-02-20 19:50:00	ES	Futures	1325.47	1325.96	1325.47	1325.71	614.0
2011-02-20 19:55:00	ES	Futures	1325.71	1325.96	1325.47	1325.71	195.0
2011-02-20 20:00:00	ES	Futures	1325.71	1325.71	1325.22	1325.71	889.0
2011-02-20 20:05:00	ES	Futures	1325.71	1325.71	1325.22	1325.47	214.0
2011-02-20 20:10:00	ES	Futures	1325.22	1325.71	1324.97	1325.22	1448.0
2011-02-20 20:15:00	ES	Futures	1325.22	1325.47	1325.22	1325.47	160.0
2011-02-20 20:20:00	ES	Futures	1325.47	1325.47	1324.97	1324.97	420.0
2011-02-20 20:25:00	ES	Futures	1324.97	1325.22	1324.72	1324.97	805.0
2011-02-20 20:30:00	ES	Futures	1324.97	1325.22	1324.72	1325.22	1065.0
2011-02-20 20:35:00	ES	Futures	1325.22	1325.22	1324.97	1325.22	102.0
2011-02-20 20:40:00	ES	Futures	1325.22	1325.47	1324.97	1325.47	291.0
2011-02-20 20:45:00	ES	Futures	1325.22	1325.71	1324.97	1325.22	731.0
2011-02-20 20:50:00	ES	Futures	1325.47	1325.47	1325.22	1325.47	598.0
2011-02-20 20:55:00	ES	Futures	1325.47	1325.71	1325.22	1325.47	235.0
2011-02-20 21:00:00	ES	Futures	1325.47	1325.71	1324.97	1325.22	553.0
2011-02-20 21:05:00	ES	Futures	1325.47	1325.71	1325.22	1325.71	100.0
2011-02-20 21:10:00	ES	Futures	1325.71	1326.21	1325.47	1325.96	661.0
2011-02-20 21:15:00	ES	Futures	1325.96	1326.7	1325.96	1326.46	786.0
2011-02-20 21:20:00	ES	Futures	1326.46	1326.7	1326.46	1326.46	151.0
2011-02-20 21:25:00	ES	Futures	1326.46	1326.7	1326.21	1326.7	223.0
2011-02-20 21:30:00	ES	Futures	1326.46	1326.7	1326.21	1326.46	534.0
2011-02-20 21:35:00	ES	Futures	1326.21	1326.46	1325.96	1326.21	255.0
2011-02-20 21:40:00	ES	Futures	1326.21	1326.7	1326.21	1326.46	120.0
2011-02-20 21:45:00	ES	Futures	1326.46	1326.7	1326.21	1326.21	91.0
2011-02-20 21:50:00	ES	Futures	1326.46	1326.46	1326.21	1326.46	340.0
2011-02-20 21:55:00	ES	Futures	1326.46	1326.46	1326.21	1326.21	280.0
2011-02-20 22:00:00	ES	Futures	1326.21	1326.7	1326.21	1326.46	548.0
2011-02-20 22:05:00	ES	Futures	1326.7	1326.7	1326.21	1326.21	190.0

> showing 50 of 1,667 rows — these rows as CSV

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