PREVIEW / futures_5min / 2011-03-03

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-03-03.parquet
  size:    230 KB
  rows:    13,184

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
2011-03-03 00:00:00	ES	Futures	1297.01	1297.51	1296.77	1297.26	1099.0
2011-03-03 00:05:00	ES	Futures	1297.01	1297.26	1297.01	1297.26	54.0
2011-03-03 00:10:00	ES	Futures	1297.26	1298.5	1297.01	1298.25	3251.0
2011-03-03 00:15:00	ES	Futures	1298.0	1298.5	1298.0	1298.25	742.0
2011-03-03 00:20:00	ES	Futures	1298.25	1298.25	1297.76	1298.0	1126.0
2011-03-03 00:25:00	ES	Futures	1298.0	1298.5	1298.0	1298.0	1136.0
2011-03-03 00:30:00	ES	Futures	1298.0	1298.5	1298.0	1298.0	544.0
2011-03-03 00:35:00	ES	Futures	1298.0	1299.24	1298.0	1298.99	2241.0
2011-03-03 00:40:00	ES	Futures	1298.99	1299.49	1298.99	1299.24	1194.0
2011-03-03 00:45:00	ES	Futures	1299.24	1299.73	1298.99	1299.73	2186.0
2011-03-03 00:50:00	ES	Futures	1299.98	1300.72	1299.73	1300.48	4047.0
2011-03-03 00:55:00	ES	Futures	1300.23	1300.23	1299.73	1299.98	1181.0
2011-03-03 01:00:00	ES	Futures	1300.23	1300.72	1299.98	1300.23	1285.0
2011-03-03 01:05:00	ES	Futures	1300.23	1300.48	1299.49	1300.23	1142.0
2011-03-03 01:10:00	ES	Futures	1300.23	1302.7	1300.23	1301.96	7897.0
2011-03-03 01:15:00	ES	Futures	1301.96	1302.46	1301.71	1301.96	1780.0
2011-03-03 01:20:00	ES	Futures	1301.96	1302.7	1300.97	1301.22	3291.0
2011-03-03 01:25:00	ES	Futures	1300.97	1301.22	1300.72	1301.22	1136.0
2011-03-03 01:30:00	ES	Futures	1301.22	1301.71	1300.48	1301.22	938.0
2011-03-03 01:35:00	ES	Futures	1300.97	1301.22	1300.23	1300.48	1498.0
2011-03-03 01:40:00	ES	Futures	1300.23	1300.23	1299.73	1300.23	1074.0
2011-03-03 01:45:00	ES	Futures	1299.98	1300.23	1299.73	1299.73	1356.0
2011-03-03 01:50:00	ES	Futures	1299.98	1299.98	1299.24	1299.49	1093.0
2011-03-03 01:55:00	ES	Futures	1299.73	1299.73	1298.99	1299.24	1883.0
2011-03-03 02:00:00	ES	Futures	1299.49	1299.49	1298.99	1299.24	2752.0
2011-03-03 02:05:00	ES	Futures	1299.24	1299.24	1298.74	1299.24	978.0
2011-03-03 02:10:00	ES	Futures	1299.24	1299.73	1298.99	1299.49	493.0
2011-03-03 02:15:00	ES	Futures	1299.73	1300.72	1299.73	1300.48	1764.0
2011-03-03 02:20:00	ES	Futures	1300.48	1300.48	1299.98	1300.23	258.0
2011-03-03 02:25:00	ES	Futures	1300.48	1300.48	1298.99	1299.24	1301.0
2011-03-03 02:30:00	ES	Futures	1299.24	1299.73	1298.74	1298.99	899.0
2011-03-03 02:35:00	ES	Futures	1298.99	1299.49	1298.74	1299.49	470.0
2011-03-03 02:40:00	ES	Futures	1299.49	1299.98	1299.24	1299.98	332.0
2011-03-03 02:45:00	ES	Futures	1299.98	1300.23	1299.73	1299.98	791.0
2011-03-03 02:50:00	ES	Futures	1299.98	1300.23	1299.73	1300.23	390.0
2011-03-03 02:55:00	ES	Futures	1300.23	1300.48	1299.73	1299.73	642.0
2011-03-03 03:00:00	ES	Futures	1299.98	1300.23	1298.99	1298.99	2460.0
2011-03-03 03:05:00	ES	Futures	1298.99	1299.24	1298.5	1298.74	1549.0
2011-03-03 03:10:00	ES	Futures	1298.74	1298.74	1298.25	1298.5	1796.0
2011-03-03 03:15:00	ES	Futures	1298.5	1299.24	1298.0	1298.99	2359.0
2011-03-03 03:20:00	ES	Futures	1298.99	1298.99	1298.0	1298.0	1051.0
2011-03-03 03:25:00	ES	Futures	1298.0	1298.25	1296.77	1297.01	4140.0
2011-03-03 03:30:00	ES	Futures	1297.26	1297.76	1297.01	1297.51	2327.0
2011-03-03 03:35:00	ES	Futures	1297.51	1297.76	1296.77	1297.26	1905.0
2011-03-03 03:40:00	ES	Futures	1297.26	1297.76	1297.26	1297.51	1076.0
2011-03-03 03:45:00	ES	Futures	1297.76	1297.76	1296.52	1296.77	1996.0
2011-03-03 03:50:00	ES	Futures	1296.52	1297.51	1296.52	1297.51	1077.0
2011-03-03 03:55:00	ES	Futures	1297.51	1297.76	1297.01	1297.01	3155.0
2011-03-03 04:00:00	ES	Futures	1297.01	1297.51	1296.77	1297.26	1944.0
2011-03-03 04:05:00	ES	Futures	1297.51	1298.25	1297.26	1298.0	3519.0

> showing 50 of 13,184 rows — these rows as CSV

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