PREVIEW / futures_5min / 2011-03-01

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-03-01.parquet
  size:    234 KB
  rows:    13,216

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
2011-03-01 00:00:00	ES	Futures	1314.83	1315.07	1314.58	1314.83	252.0
2011-03-01 00:05:00	ES	Futures	1314.58	1315.07	1314.58	1314.83	239.0
2011-03-01 00:10:00	ES	Futures	1314.83	1314.83	1314.58	1314.58	48.0
2011-03-01 00:15:00	ES	Futures	1314.58	1315.07	1314.58	1314.83	496.0
2011-03-01 00:20:00	ES	Futures	1314.83	1315.07	1314.58	1314.83	500.0
2011-03-01 00:25:00	ES	Futures	1314.58	1315.07	1314.58	1315.07	267.0
2011-03-01 00:30:00	ES	Futures	1315.07	1315.07	1314.83	1314.83	38.0
2011-03-01 00:35:00	ES	Futures	1315.07	1315.07	1314.83	1314.83	29.0
2011-03-01 00:40:00	ES	Futures	1314.83	1315.07	1314.83	1315.07	44.0
2011-03-01 00:45:00	ES	Futures	1314.83	1315.07	1314.58	1315.07	325.0
2011-03-01 00:50:00	ES	Futures	1315.07	1315.32	1314.83	1315.32	75.0
2011-03-01 00:55:00	ES	Futures	1315.07	1315.32	1315.07	1315.32	43.0
2011-03-01 01:00:00	ES	Futures	1315.32	1316.06	1315.32	1315.82	543.0
2011-03-01 01:05:00	ES	Futures	1315.57	1316.31	1315.57	1316.31	963.0
2011-03-01 01:10:00	ES	Futures	1316.06	1316.81	1315.82	1316.56	1800.0
2011-03-01 01:15:00	ES	Futures	1316.56	1316.56	1316.06	1316.31	408.0
2011-03-01 01:20:00	ES	Futures	1316.31	1317.05	1316.06	1317.05	726.0
2011-03-01 01:25:00	ES	Futures	1316.81	1317.05	1316.56	1316.81	769.0
2011-03-01 01:30:00	ES	Futures	1316.81	1317.05	1316.56	1317.05	568.0
2011-03-01 01:35:00	ES	Futures	1317.05	1317.8	1316.81	1317.55	1563.0
2011-03-01 01:40:00	ES	Futures	1317.55	1317.8	1317.05	1317.3	887.0
2011-03-01 01:45:00	ES	Futures	1317.05	1317.3	1316.81	1316.81	195.0
2011-03-01 01:50:00	ES	Futures	1316.81	1317.3	1316.81	1317.3	267.0
2011-03-01 01:55:00	ES	Futures	1317.05	1317.8	1317.05	1317.55	479.0
2011-03-01 02:00:00	ES	Futures	1317.3	1317.55	1316.81	1317.05	949.0
2011-03-01 02:05:00	ES	Futures	1316.81	1317.05	1316.56	1316.81	1165.0
2011-03-01 02:10:00	ES	Futures	1316.81	1317.3	1316.81	1317.05	787.0
2011-03-01 02:15:00	ES	Futures	1317.3	1317.8	1316.81	1316.81	1304.0
2011-03-01 02:20:00	ES	Futures	1316.81	1317.3	1316.56	1317.05	722.0
2011-03-01 02:25:00	ES	Futures	1317.05	1317.8	1317.05	1317.8	1053.0
2011-03-01 02:30:00	ES	Futures	1317.55	1317.8	1317.3	1317.55	787.0
2011-03-01 02:35:00	ES	Futures	1317.55	1317.8	1317.3	1317.55	445.0
2011-03-01 02:40:00	ES	Futures	1317.55	1318.04	1317.05	1318.04	1804.0
2011-03-01 02:45:00	ES	Futures	1318.04	1318.04	1317.55	1317.55	1202.0
2011-03-01 02:50:00	ES	Futures	1317.8	1318.04	1317.55	1317.8	1071.0
2011-03-01 02:55:00	ES	Futures	1317.8	1318.79	1317.8	1318.54	4611.0
2011-03-01 03:00:00	ES	Futures	1318.54	1319.03	1318.04	1319.03	5424.0
2011-03-01 03:05:00	ES	Futures	1318.79	1319.53	1318.79	1319.28	3818.0
2011-03-01 03:10:00	ES	Futures	1319.53	1319.78	1319.03	1319.53	2678.0
2011-03-01 03:15:00	ES	Futures	1319.53	1319.78	1319.28	1319.53	3067.0
2011-03-01 03:20:00	ES	Futures	1319.53	1319.78	1319.28	1319.53	1890.0
2011-03-01 03:25:00	ES	Futures	1319.53	1319.53	1319.28	1319.53	775.0
2011-03-01 03:30:00	ES	Futures	1319.78	1321.01	1319.53	1320.77	5778.0
2011-03-01 03:35:00	ES	Futures	1320.52	1321.01	1320.52	1320.77	2391.0
2011-03-01 03:40:00	ES	Futures	1320.77	1320.77	1319.78	1320.02	2778.0
2011-03-01 03:45:00	ES	Futures	1320.27	1321.01	1320.02	1320.52	1829.0
2011-03-01 03:50:00	ES	Futures	1320.52	1321.01	1320.02	1320.77	3983.0
2011-03-01 03:55:00	ES	Futures	1320.77	1322.5	1320.77	1322.0	8280.0
2011-03-01 04:00:00	ES	Futures	1322.0	1322.75	1321.76	1321.76	4616.0
2011-03-01 04:05:00	ES	Futures	1321.76	1322.25	1321.51	1321.51	1744.0

> showing 50 of 13,216 rows — these rows as CSV

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