PREVIEW / futures_5min / 2011-03-13

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-03-13.parquet
  size:    58 KB
  rows:    2,595

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
2011-03-13 18:00:00	ES	Futures	1288.85	1290.33	1285.14	1287.61	4518.0
2011-03-13 18:05:00	ES	Futures	1287.36	1288.11	1286.87	1287.61	803.0
2011-03-13 18:10:00	ES	Futures	1287.86	1287.86	1284.64	1285.63	1541.0
2011-03-13 18:15:00	ES	Futures	1285.63	1286.37	1284.15	1286.13	1189.0
2011-03-13 18:20:00	ES	Futures	1286.37	1286.37	1284.15	1284.39	673.0
2011-03-13 18:25:00	ES	Futures	1284.39	1284.39	1281.67	1282.17	2431.0
2011-03-13 18:30:00	ES	Futures	1281.92	1283.4	1281.18	1282.41	1253.0
2011-03-13 18:35:00	ES	Futures	1282.17	1283.65	1279.94	1283.16	2212.0
2011-03-13 18:40:00	ES	Futures	1283.16	1283.9	1282.91	1283.9	1152.0
2011-03-13 18:45:00	ES	Futures	1283.65	1284.39	1283.4	1284.15	927.0
2011-03-13 18:50:00	ES	Futures	1284.15	1284.39	1283.16	1284.15	531.0
2011-03-13 18:55:00	ES	Futures	1284.39	1284.89	1283.65	1283.9	286.0
2011-03-13 19:00:00	ES	Futures	1284.15	1285.14	1284.15	1284.89	834.0
2011-03-13 19:05:00	ES	Futures	1284.89	1285.14	1283.65	1283.65	418.0
2011-03-13 19:10:00	ES	Futures	1283.9	1285.14	1283.4	1284.89	454.0
2011-03-13 19:15:00	ES	Futures	1284.89	1285.38	1284.64	1284.64	184.0
2011-03-13 19:20:00	ES	Futures	1284.89	1285.14	1283.4	1283.4	326.0
2011-03-13 19:25:00	ES	Futures	1283.65	1283.9	1282.91	1283.9	84.0
2011-03-13 19:30:00	ES	Futures	1283.9	1283.9	1283.65	1283.65	70.0
2011-03-13 19:35:00	ES	Futures	1283.65	1283.65	1283.4	1283.4	196.0
2011-03-13 19:40:00	ES	Futures	1283.16	1283.4	1282.41	1282.66	158.0
2011-03-13 19:45:00	ES	Futures	1282.66	1292.31	1282.41	1286.37	4411.0
2011-03-13 19:50:00	ES	Futures	1286.62	1286.87	1284.64	1285.38	1280.0
2011-03-13 19:55:00	ES	Futures	1285.38	1285.38	1283.4	1283.4	719.0
2011-03-13 20:00:00	ES	Futures	1283.4	1286.13	1282.91	1285.88	784.0
2011-03-13 20:05:00	ES	Futures	1285.88	1286.37	1284.89	1284.89	746.0
2011-03-13 20:10:00	ES	Futures	1285.14	1285.63	1284.39	1284.39	970.0
2011-03-13 20:15:00	ES	Futures	1284.64	1286.37	1284.64	1286.13	244.0
2011-03-13 20:20:00	ES	Futures	1285.88	1287.61	1285.88	1287.61	398.0
2011-03-13 20:25:00	ES	Futures	1287.61	1287.86	1286.62	1286.62	489.0
2011-03-13 20:30:00	ES	Futures	1286.87	1286.87	1284.64	1286.62	617.0
2011-03-13 20:35:00	ES	Futures	1286.37	1286.62	1284.89	1285.88	377.0
2011-03-13 20:40:00	ES	Futures	1285.88	1286.13	1285.38	1286.13	340.0
2011-03-13 20:45:00	ES	Futures	1286.37	1287.86	1286.37	1287.61	288.0
2011-03-13 20:50:00	ES	Futures	1287.86	1289.59	1287.86	1289.34	743.0
2011-03-13 20:55:00	ES	Futures	1289.1	1289.34	1288.35	1288.6	725.0
2011-03-13 21:00:00	ES	Futures	1289.1	1289.1	1286.87	1287.61	485.0
2011-03-13 21:05:00	ES	Futures	1287.12	1287.61	1286.87	1287.36	188.0
2011-03-13 21:10:00	ES	Futures	1287.36	1288.85	1286.87	1288.35	594.0
2011-03-13 21:15:00	ES	Futures	1288.6	1288.6	1286.62	1287.61	445.0
2011-03-13 21:20:00	ES	Futures	1287.61	1288.85	1287.36	1288.85	148.0
2011-03-13 21:25:00	ES	Futures	1288.85	1288.85	1288.11	1288.6	146.0
2011-03-13 21:30:00	ES	Futures	1288.85	1288.85	1287.12	1287.36	174.0
2011-03-13 21:35:00	ES	Futures	1287.61	1288.11	1286.87	1287.12	427.0
2011-03-13 21:40:00	ES	Futures	1287.36	1287.61	1286.87	1287.12	61.0
2011-03-13 21:45:00	ES	Futures	1287.36	1287.36	1286.87	1287.12	189.0
2011-03-13 21:50:00	ES	Futures	1287.12	1287.36	1286.87	1287.12	220.0
2011-03-13 21:55:00	ES	Futures	1287.12	1287.12	1286.13	1286.37	343.0
2011-03-13 22:00:00	ES	Futures	1286.62	1287.36	1286.37	1286.87	118.0
2011-03-13 22:05:00	ES	Futures	1286.87	1287.36	1286.62	1286.62	58.0

> showing 50 of 2,595 rows — these rows as CSV

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