PREVIEW / futures_5min / 2011-03-09

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-03-09.parquet
  size:    221 KB
  rows:    12,955

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
2011-03-09 00:00:00	ES	Futures	1304.19	1304.68	1303.94	1304.44	510.0
2011-03-09 00:05:00	ES	Futures	1304.44	1304.93	1304.44	1304.68	353.0
2011-03-09 00:10:00	ES	Futures	1304.68	1304.93	1304.44	1304.44	249.0
2011-03-09 00:15:00	ES	Futures	1304.68	1306.41	1304.68	1306.17	983.0
2011-03-09 00:20:00	ES	Futures	1306.17	1306.66	1305.92	1305.92	538.0
2011-03-09 00:25:00	ES	Futures	1305.92	1305.92	1305.67	1305.92	229.0
2011-03-09 00:30:00	ES	Futures	1305.92	1306.17	1305.67	1306.17	438.0
2011-03-09 00:35:00	ES	Futures	1306.41	1306.41	1305.92	1306.17	331.0
2011-03-09 00:40:00	ES	Futures	1306.17	1306.17	1305.43	1305.43	288.0
2011-03-09 00:45:00	ES	Futures	1305.67	1305.67	1305.18	1305.43	365.0
2011-03-09 00:50:00	ES	Futures	1305.43	1305.67	1305.18	1305.18	221.0
2011-03-09 00:55:00	ES	Futures	1305.43	1305.43	1304.93	1304.93	314.0
2011-03-09 01:00:00	ES	Futures	1305.18	1305.67	1305.18	1305.18	174.0
2011-03-09 01:05:00	ES	Futures	1305.43	1305.43	1304.93	1305.18	76.0
2011-03-09 01:10:00	ES	Futures	1305.43	1305.67	1305.43	1305.67	179.0
2011-03-09 01:15:00	ES	Futures	1305.67	1306.17	1305.43	1305.92	103.0
2011-03-09 01:20:00	ES	Futures	1306.17	1306.17	1305.67	1306.17	184.0
2011-03-09 01:25:00	ES	Futures	1306.17	1306.41	1305.92	1306.41	268.0
2011-03-09 01:30:00	ES	Futures	1306.41	1306.41	1306.17	1306.17	298.0
2011-03-09 01:35:00	ES	Futures	1306.41	1306.41	1305.92	1306.17	144.0
2011-03-09 01:40:00	ES	Futures	1305.92	1305.92	1305.18	1305.18	321.0
2011-03-09 01:45:00	ES	Futures	1305.18	1305.92	1305.18	1305.92	219.0
2011-03-09 01:50:00	ES	Futures	1305.92	1306.17	1305.43	1305.43	205.0
2011-03-09 01:55:00	ES	Futures	1305.43	1305.67	1305.18	1305.18	639.0
2011-03-09 02:00:00	ES	Futures	1305.18	1306.17	1304.93	1306.17	354.0
2011-03-09 02:05:00	ES	Futures	1306.17	1306.17	1305.67	1305.92	317.0
2011-03-09 02:10:00	ES	Futures	1305.92	1306.17	1305.67	1305.92	280.0
2011-03-09 02:15:00	ES	Futures	1305.92	1306.41	1305.67	1306.17	322.0
2011-03-09 02:20:00	ES	Futures	1306.41	1306.91	1306.17	1306.66	446.0
2011-03-09 02:25:00	ES	Futures	1306.66	1307.16	1306.66	1306.91	373.0
2011-03-09 02:30:00	ES	Futures	1306.91	1307.16	1306.41	1306.91	688.0
2011-03-09 02:35:00	ES	Futures	1306.91	1306.91	1306.41	1306.91	482.0
2011-03-09 02:40:00	ES	Futures	1306.91	1307.4	1306.66	1306.91	1927.0
2011-03-09 02:45:00	ES	Futures	1306.66	1307.16	1306.17	1306.41	1299.0
2011-03-09 02:50:00	ES	Futures	1306.41	1307.16	1306.17	1307.16	954.0
2011-03-09 02:55:00	ES	Futures	1307.16	1307.4	1306.91	1306.91	835.0
2011-03-09 03:00:00	ES	Futures	1307.16	1307.16	1306.41	1306.66	1992.0
2011-03-09 03:05:00	ES	Futures	1306.91	1306.91	1305.18	1305.43	2711.0
2011-03-09 03:10:00	ES	Futures	1305.43	1305.92	1304.93	1305.92	1117.0
2011-03-09 03:15:00	ES	Futures	1305.67	1306.41	1305.43	1305.67	1454.0
2011-03-09 03:20:00	ES	Futures	1305.43	1305.67	1304.93	1304.93	1490.0
2011-03-09 03:25:00	ES	Futures	1304.93	1305.18	1303.94	1304.68	3425.0
2011-03-09 03:30:00	ES	Futures	1304.68	1305.67	1303.94	1303.94	1883.0
2011-03-09 03:35:00	ES	Futures	1304.19	1305.43	1303.94	1304.68	2084.0
2011-03-09 03:40:00	ES	Futures	1304.68	1305.18	1304.19	1304.44	1960.0
2011-03-09 03:45:00	ES	Futures	1304.19	1305.18	1303.69	1305.18	2462.0
2011-03-09 03:50:00	ES	Futures	1305.18	1305.43	1303.69	1304.19	1981.0
2011-03-09 03:55:00	ES	Futures	1304.44	1304.93	1304.19	1304.19	1195.0
2011-03-09 04:00:00	ES	Futures	1304.44	1305.18	1303.94	1305.18	1555.0
2011-03-09 04:05:00	ES	Futures	1305.18	1305.18	1304.68	1304.68	1241.0

> showing 50 of 12,955 rows — these rows as CSV

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