PREVIEW / futures_5min / 2011-02-27

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-02-27.parquet
  size:    44 KB
  rows:    2,239

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
2011-02-27 18:00:00	ES	Futures	1304.68	1304.93	1302.21	1302.46	8421.0
2011-02-27 18:05:00	ES	Futures	1302.7	1302.95	1301.71	1302.21	2222.0
2011-02-27 18:10:00	ES	Futures	1302.21	1302.95	1301.96	1302.7	1683.0
2011-02-27 18:15:00	ES	Futures	1302.7	1302.7	1302.46	1302.46	399.0
2011-02-27 18:20:00	ES	Futures	1302.46	1302.7	1301.22	1301.71	2596.0
2011-02-27 18:25:00	ES	Futures	1301.71	1301.96	1300.97	1301.47	1297.0
2011-02-27 18:30:00	ES	Futures	1301.71	1302.21	1301.47	1301.71	728.0
2011-02-27 18:35:00	ES	Futures	1301.96	1301.96	1301.47	1301.71	400.0
2011-02-27 18:40:00	ES	Futures	1301.71	1301.96	1301.47	1301.96	226.0
2011-02-27 18:45:00	ES	Futures	1301.71	1301.96	1301.22	1301.47	1113.0
2011-02-27 18:50:00	ES	Futures	1301.47	1301.47	1300.72	1301.22	1980.0
2011-02-27 18:55:00	ES	Futures	1301.22	1301.71	1301.22	1301.47	598.0
2011-02-27 19:00:00	ES	Futures	1301.47	1302.21	1301.47	1301.96	1335.0
2011-02-27 19:05:00	ES	Futures	1301.96	1302.21	1301.22	1301.22	1267.0
2011-02-27 19:10:00	ES	Futures	1301.22	1301.22	1300.72	1301.22	884.0
2011-02-27 19:15:00	ES	Futures	1301.47	1301.47	1300.97	1301.22	283.0
2011-02-27 19:20:00	ES	Futures	1301.22	1301.71	1300.97	1301.22	745.0
2011-02-27 19:25:00	ES	Futures	1301.22	1301.47	1300.97	1301.22	147.0
2011-02-27 19:30:00	ES	Futures	1300.97	1301.22	1300.97	1300.97	600.0
2011-02-27 19:35:00	ES	Futures	1300.97	1301.22	1300.72	1300.97	327.0
2011-02-27 19:40:00	ES	Futures	1300.97	1301.22	1300.72	1300.72	374.0
2011-02-27 19:45:00	ES	Futures	1300.97	1301.22	1300.72	1301.22	263.0
2011-02-27 19:50:00	ES	Futures	1301.22	1301.47	1301.22	1301.22	118.0
2011-02-27 19:55:00	ES	Futures	1301.47	1301.71	1301.22	1301.47	577.0
2011-02-27 20:00:00	ES	Futures	1301.47	1301.96	1301.47	1301.71	738.0
2011-02-27 20:05:00	ES	Futures	1301.71	1301.71	1300.72	1300.97	1418.0
2011-02-27 20:10:00	ES	Futures	1300.97	1301.22	1300.97	1301.22	66.0
2011-02-27 20:15:00	ES	Futures	1301.22	1301.47	1300.97	1301.22	515.0
2011-02-27 20:20:00	ES	Futures	1301.22	1301.22	1299.98	1300.23	2142.0
2011-02-27 20:25:00	ES	Futures	1300.48	1300.72	1299.98	1300.48	890.0
2011-02-27 20:30:00	ES	Futures	1300.48	1300.48	1299.73	1300.23	1542.0
2011-02-27 20:35:00	ES	Futures	1300.23	1300.48	1300.23	1300.23	64.0
2011-02-27 20:40:00	ES	Futures	1300.23	1300.23	1299.73	1299.73	875.0
2011-02-27 20:45:00	ES	Futures	1299.73	1300.23	1299.49	1299.73	1652.0
2011-02-27 20:50:00	ES	Futures	1299.98	1300.23	1299.73	1299.73	745.0
2011-02-27 20:55:00	ES	Futures	1299.73	1299.98	1299.73	1299.98	322.0
2011-02-27 21:00:00	ES	Futures	1299.73	1300.48	1299.73	1300.48	528.0
2011-02-27 21:05:00	ES	Futures	1300.48	1300.48	1300.23	1300.48	188.0
2011-02-27 21:10:00	ES	Futures	1300.48	1300.48	1300.23	1300.48	614.0
2011-02-27 21:15:00	ES	Futures	1300.48	1300.97	1300.23	1300.48	451.0
2011-02-27 21:20:00	ES	Futures	1300.72	1300.72	1300.48	1300.72	245.0
2011-02-27 21:25:00	ES	Futures	1300.72	1300.97	1300.23	1300.97	515.0
2011-02-27 21:30:00	ES	Futures	1300.97	1301.22	1300.72	1300.72	269.0
2011-02-27 21:35:00	ES	Futures	1300.72	1300.97	1300.72	1300.72	560.0
2011-02-27 21:40:00	ES	Futures	1300.97	1301.22	1300.72	1301.22	302.0
2011-02-27 21:45:00	ES	Futures	1300.97	1301.22	1300.48	1300.72	355.0
2011-02-27 21:50:00	ES	Futures	1300.48	1300.97	1300.48	1300.97	460.0
2011-02-27 21:55:00	ES	Futures	1300.97	1301.22	1300.72	1300.97	270.0
2011-02-27 22:00:00	ES	Futures	1300.97	1300.97	1300.72	1300.72	66.0
2011-02-27 22:05:00	ES	Futures	1300.97	1300.97	1300.72	1300.97	29.0

> showing 50 of 2,239 rows — these rows as CSV

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