PREVIEW / futures_5min / 2011-02-23

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-02-23.parquet
  size:    245 KB
  rows:    13,554

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
2011-02-23 00:00:00	ES	Futures	1304.93	1304.93	1304.68	1304.93	148.0
2011-02-23 00:05:00	ES	Futures	1304.93	1304.93	1304.19	1304.44	411.0
2011-02-23 00:10:00	ES	Futures	1304.44	1304.68	1304.19	1304.68	739.0
2011-02-23 00:15:00	ES	Futures	1304.68	1304.68	1304.44	1304.68	224.0
2011-02-23 00:20:00	ES	Futures	1304.44	1304.93	1304.44	1304.44	603.0
2011-02-23 00:25:00	ES	Futures	1304.68	1304.68	1304.19	1304.68	451.0
2011-02-23 00:30:00	ES	Futures	1304.44	1304.93	1304.44	1304.93	851.0
2011-02-23 00:35:00	ES	Futures	1304.68	1305.43	1304.68	1305.18	800.0
2011-02-23 00:40:00	ES	Futures	1305.43	1305.43	1305.18	1305.43	742.0
2011-02-23 00:45:00	ES	Futures	1305.43	1305.67	1305.18	1305.67	781.0
2011-02-23 00:50:00	ES	Futures	1305.43	1305.43	1305.18	1305.43	231.0
2011-02-23 00:55:00	ES	Futures	1305.18	1305.43	1305.18	1305.43	132.0
2011-02-23 01:00:00	ES	Futures	1305.18	1305.43	1304.68	1304.68	511.0
2011-02-23 01:05:00	ES	Futures	1304.93	1304.93	1304.44	1304.68	440.0
2011-02-23 01:10:00	ES	Futures	1304.68	1304.93	1304.44	1304.68	383.0
2011-02-23 01:15:00	ES	Futures	1304.68	1304.93	1304.68	1304.68	189.0
2011-02-23 01:20:00	ES	Futures	1304.68	1304.93	1304.68	1304.93	93.0
2011-02-23 01:25:00	ES	Futures	1304.68	1304.93	1304.68	1304.68	365.0
2011-02-23 01:30:00	ES	Futures	1304.93	1304.93	1304.44	1304.68	522.0
2011-02-23 01:35:00	ES	Futures	1304.68	1304.68	1304.44	1304.44	505.0
2011-02-23 01:40:00	ES	Futures	1304.44	1304.68	1303.94	1304.44	1084.0
2011-02-23 01:45:00	ES	Futures	1304.44	1304.68	1304.19	1304.19	597.0
2011-02-23 01:50:00	ES	Futures	1304.19	1304.68	1303.94	1304.44	1588.0
2011-02-23 01:55:00	ES	Futures	1304.68	1304.68	1304.19	1304.19	822.0
2011-02-23 02:00:00	ES	Futures	1304.44	1304.44	1303.94	1304.44	1082.0
2011-02-23 02:05:00	ES	Futures	1304.19	1304.44	1304.19	1304.44	304.0
2011-02-23 02:10:00	ES	Futures	1304.44	1304.44	1304.19	1304.19	722.0
2011-02-23 02:15:00	ES	Futures	1304.44	1304.44	1303.94	1304.19	211.0
2011-02-23 02:20:00	ES	Futures	1304.19	1304.68	1303.94	1304.68	1044.0
2011-02-23 02:25:00	ES	Futures	1304.68	1304.93	1304.68	1304.93	1869.0
2011-02-23 02:30:00	ES	Futures	1304.93	1305.18	1304.68	1304.93	976.0
2011-02-23 02:35:00	ES	Futures	1304.93	1305.18	1304.68	1305.18	533.0
2011-02-23 02:40:00	ES	Futures	1304.93	1305.43	1304.93	1305.18	1301.0
2011-02-23 02:45:00	ES	Futures	1305.18	1305.43	1304.93	1305.18	936.0
2011-02-23 02:50:00	ES	Futures	1305.18	1305.18	1304.68	1304.68	1126.0
2011-02-23 02:55:00	ES	Futures	1304.93	1305.18	1304.93	1304.93	772.0
2011-02-23 03:00:00	ES	Futures	1304.93	1305.18	1304.68	1304.68	3497.0
2011-02-23 03:05:00	ES	Futures	1304.68	1305.18	1304.44	1305.18	2032.0
2011-02-23 03:10:00	ES	Futures	1304.93	1305.43	1304.93	1305.18	1907.0
2011-02-23 03:15:00	ES	Futures	1305.18	1305.67	1305.18	1305.67	2955.0
2011-02-23 03:20:00	ES	Futures	1305.43	1305.92	1305.43	1305.43	3933.0
2011-02-23 03:25:00	ES	Futures	1305.18	1305.43	1304.93	1305.18	2030.0
2011-02-23 03:30:00	ES	Futures	1305.18	1305.43	1304.68	1304.93	1101.0
2011-02-23 03:35:00	ES	Futures	1304.93	1305.43	1304.93	1304.93	1429.0
2011-02-23 03:40:00	ES	Futures	1304.93	1305.18	1304.68	1304.93	1758.0
2011-02-23 03:45:00	ES	Futures	1304.68	1304.93	1303.94	1304.44	4102.0
2011-02-23 03:50:00	ES	Futures	1304.19	1304.68	1303.94	1304.68	2240.0
2011-02-23 03:55:00	ES	Futures	1304.44	1305.43	1304.44	1305.18	1998.0
2011-02-23 04:00:00	ES	Futures	1304.93	1305.43	1304.68	1304.68	1862.0
2011-02-23 04:05:00	ES	Futures	1304.68	1304.93	1304.19	1304.44	1436.0

> showing 50 of 13,554 rows — these rows as CSV

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