PREVIEW / futures_5min / 2011-03-11

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-03-11.parquet
  size:    215 KB
  rows:    11,268

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
2011-03-11 00:00:00	ES	Futures	1284.39	1284.89	1284.15	1284.39	96.0
2011-03-11 00:05:00	ES	Futures	1284.15	1284.89	1284.15	1284.39	143.0
2011-03-11 00:10:00	ES	Futures	1284.39	1284.39	1283.4	1283.9	216.0
2011-03-11 00:15:00	ES	Futures	1283.65	1284.15	1283.4	1283.65	353.0
2011-03-11 00:20:00	ES	Futures	1283.65	1284.39	1283.65	1284.15	251.0
2011-03-11 00:25:00	ES	Futures	1283.9	1283.9	1283.65	1283.65	339.0
2011-03-11 00:30:00	ES	Futures	1283.65	1284.89	1283.4	1284.64	446.0
2011-03-11 00:35:00	ES	Futures	1284.39	1284.89	1283.9	1284.15	538.0
2011-03-11 00:40:00	ES	Futures	1284.39	1284.39	1283.65	1283.65	219.0
2011-03-11 00:45:00	ES	Futures	1283.65	1283.65	1282.17	1282.66	817.0
2011-03-11 00:50:00	ES	Futures	1282.66	1283.4	1280.44	1280.93	1396.0
2011-03-11 00:55:00	ES	Futures	1280.68	1281.92	1280.19	1280.93	873.0
2011-03-11 01:00:00	ES	Futures	1280.93	1280.93	1279.94	1280.68	684.0
2011-03-11 01:05:00	ES	Futures	1280.68	1282.41	1280.68	1281.92	499.0
2011-03-11 01:10:00	ES	Futures	1281.92	1281.92	1280.68	1280.93	818.0
2011-03-11 01:15:00	ES	Futures	1280.93	1281.18	1277.71	1277.96	3973.0
2011-03-11 01:20:00	ES	Futures	1277.71	1278.46	1269.8	1273.26	11822.0
2011-03-11 01:25:00	ES	Futures	1273.26	1275.73	1272.76	1275.24	3106.0
2011-03-11 01:30:00	ES	Futures	1275.24	1275.73	1273.75	1274.0	2133.0
2011-03-11 01:35:00	ES	Futures	1274.0	1274.99	1273.75	1274.74	951.0
2011-03-11 01:40:00	ES	Futures	1274.74	1278.95	1274.74	1278.7	3332.0
2011-03-11 01:45:00	ES	Futures	1278.7	1278.95	1276.72	1276.97	1273.0
2011-03-11 01:50:00	ES	Futures	1276.97	1278.7	1276.97	1277.96	1012.0
2011-03-11 01:55:00	ES	Futures	1277.96	1278.21	1275.49	1276.72	2598.0
2011-03-11 02:00:00	ES	Futures	1276.72	1278.46	1276.23	1276.97	2716.0
2011-03-11 02:05:00	ES	Futures	1276.97	1277.22	1275.24	1275.73	2460.0
2011-03-11 02:10:00	ES	Futures	1275.49	1276.23	1275.24	1275.49	2727.0
2011-03-11 02:15:00	ES	Futures	1275.24	1275.49	1273.75	1274.25	3673.0
2011-03-11 02:20:00	ES	Futures	1274.5	1276.72	1274.25	1275.73	2818.0
2011-03-11 02:25:00	ES	Futures	1275.98	1276.23	1274.0	1274.25	2252.0
2011-03-11 02:30:00	ES	Futures	1274.25	1274.25	1272.52	1273.01	4137.0
2011-03-11 02:35:00	ES	Futures	1272.76	1273.26	1272.27	1272.76	2613.0
2011-03-11 02:40:00	ES	Futures	1272.76	1274.25	1272.52	1274.25	1688.0
2011-03-11 02:45:00	ES	Futures	1274.25	1276.97	1274.25	1276.23	4671.0
2011-03-11 02:50:00	ES	Futures	1276.48	1276.48	1274.74	1274.74	2871.0
2011-03-11 02:55:00	ES	Futures	1274.5	1274.99	1274.25	1274.25	1343.0
2011-03-11 03:00:00	ES	Futures	1274.5	1275.49	1274.25	1274.74	1763.0
2011-03-11 03:05:00	ES	Futures	1274.5	1275.49	1273.51	1274.74	2575.0
2011-03-11 03:10:00	ES	Futures	1274.74	1276.97	1274.74	1276.97	3186.0
2011-03-11 03:15:00	ES	Futures	1276.97	1277.71	1276.23	1277.47	3905.0
2011-03-11 03:20:00	ES	Futures	1277.22	1277.47	1275.98	1276.48	2484.0
2011-03-11 03:25:00	ES	Futures	1276.23	1276.97	1276.23	1276.72	1336.0
2011-03-11 03:30:00	ES	Futures	1276.72	1277.22	1276.48	1276.97	1596.0
2011-03-11 03:35:00	ES	Futures	1276.72	1278.21	1276.48	1277.96	3079.0
2011-03-11 03:40:00	ES	Futures	1277.96	1278.95	1277.96	1278.46	1854.0
2011-03-11 03:45:00	ES	Futures	1278.46	1278.46	1276.72	1277.71	1985.0
2011-03-11 03:50:00	ES	Futures	1277.96	1279.45	1277.71	1278.95	2607.0
2011-03-11 03:55:00	ES	Futures	1279.2	1279.94	1278.46	1279.45	4046.0
2011-03-11 04:00:00	ES	Futures	1279.45	1279.45	1277.96	1278.21	4964.0
2011-03-11 04:05:00	ES	Futures	1278.21	1278.46	1277.47	1278.46	1550.0

> showing 50 of 11,268 rows — these rows as CSV

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