PREVIEW / futures_5min / 2011-03-15

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-03-15.parquet
  size:    281 KB
  rows:    14,517

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
2011-03-15 00:00:00	ES	Futures	1253.08	1253.33	1249.11	1249.61	10988.0
2011-03-15 00:05:00	ES	Futures	1249.61	1250.1	1244.39	1246.62	13613.0
2011-03-15 00:10:00	ES	Futures	1246.62	1251.59	1244.64	1251.34	9000.0
2011-03-15 00:15:00	ES	Futures	1251.1	1252.34	1247.12	1251.34	7285.0
2011-03-15 00:20:00	ES	Futures	1251.34	1251.59	1249.36	1250.85	3392.0
2011-03-15 00:25:00	ES	Futures	1250.85	1253.58	1250.6	1253.08	3819.0
2011-03-15 00:30:00	ES	Futures	1253.08	1253.08	1250.1	1250.35	2254.0
2011-03-15 00:35:00	ES	Futures	1250.35	1251.1	1249.61	1249.61	3549.0
2011-03-15 00:40:00	ES	Futures	1249.61	1250.1	1248.61	1249.11	2378.0
2011-03-15 00:45:00	ES	Futures	1248.86	1251.1	1248.61	1250.35	1979.0
2011-03-15 00:50:00	ES	Futures	1250.1	1250.1	1248.61	1249.61	1726.0
2011-03-15 00:55:00	ES	Futures	1249.61	1252.09	1249.61	1252.09	1868.0
2011-03-15 01:00:00	ES	Futures	1251.84	1252.84	1250.85	1252.84	2120.0
2011-03-15 01:05:00	ES	Futures	1252.59	1255.57	1252.59	1255.07	4451.0
2011-03-15 01:10:00	ES	Futures	1255.07	1255.57	1254.57	1255.32	2832.0
2011-03-15 01:15:00	ES	Futures	1255.07	1256.06	1255.07	1256.06	1491.0
2011-03-15 01:20:00	ES	Futures	1256.06	1256.56	1255.32	1255.82	2505.0
2011-03-15 01:25:00	ES	Futures	1255.82	1257.31	1254.33	1256.31	3960.0
2011-03-15 01:30:00	ES	Futures	1256.06	1258.05	1255.82	1257.06	2980.0
2011-03-15 01:35:00	ES	Futures	1257.06	1257.31	1256.06	1257.06	1525.0
2011-03-15 01:40:00	ES	Futures	1257.31	1257.56	1255.57	1255.57	1706.0
2011-03-15 01:45:00	ES	Futures	1255.82	1256.06	1253.58	1253.83	3009.0
2011-03-15 01:50:00	ES	Futures	1254.08	1255.57	1253.58	1254.08	2442.0
2011-03-15 01:55:00	ES	Futures	1254.08	1255.57	1253.58	1255.57	1259.0
2011-03-15 02:00:00	ES	Futures	1255.57	1256.56	1254.82	1256.31	1748.0
2011-03-15 02:05:00	ES	Futures	1256.06	1257.56	1256.06	1256.81	1174.0
2011-03-15 02:10:00	ES	Futures	1257.06	1257.06	1254.33	1254.57	2970.0
2011-03-15 02:15:00	ES	Futures	1254.57	1254.57	1253.83	1254.33	1952.0
2011-03-15 02:20:00	ES	Futures	1254.33	1254.33	1253.08	1253.58	2701.0
2011-03-15 02:25:00	ES	Futures	1253.58	1254.82	1253.58	1254.57	1147.0
2011-03-15 02:30:00	ES	Futures	1254.57	1255.32	1253.83	1254.08	949.0
2011-03-15 02:35:00	ES	Futures	1254.33	1256.56	1254.33	1255.57	1540.0
2011-03-15 02:40:00	ES	Futures	1255.57	1257.31	1255.57	1256.81	2040.0
2011-03-15 02:45:00	ES	Futures	1256.81	1258.05	1256.31	1258.05	1603.0
2011-03-15 02:50:00	ES	Futures	1257.8	1258.3	1257.31	1257.31	1144.0
2011-03-15 02:55:00	ES	Futures	1257.31	1257.56	1256.56	1256.56	1352.0
2011-03-15 03:00:00	ES	Futures	1256.31	1257.8	1256.06	1256.56	5488.0
2011-03-15 03:05:00	ES	Futures	1256.31	1256.81	1255.57	1256.56	4000.0
2011-03-15 03:10:00	ES	Futures	1256.31	1257.06	1255.82	1256.81	2770.0
2011-03-15 03:15:00	ES	Futures	1256.81	1257.06	1255.57	1256.06	2888.0
2011-03-15 03:20:00	ES	Futures	1256.06	1256.56	1255.57	1256.06	3023.0
2011-03-15 03:25:00	ES	Futures	1255.82	1258.55	1255.57	1258.3	3946.0
2011-03-15 03:30:00	ES	Futures	1258.55	1259.05	1258.05	1259.05	2842.0
2011-03-15 03:35:00	ES	Futures	1259.29	1260.04	1258.8	1259.79	2785.0
2011-03-15 03:40:00	ES	Futures	1259.54	1260.29	1259.29	1259.54	3579.0
2011-03-15 03:45:00	ES	Futures	1259.54	1260.78	1258.8	1259.54	4606.0
2011-03-15 03:50:00	ES	Futures	1259.54	1260.29	1259.05	1259.05	2855.0
2011-03-15 03:55:00	ES	Futures	1259.05	1259.29	1258.05	1258.05	4156.0
2011-03-15 04:00:00	ES	Futures	1258.05	1259.05	1257.06	1259.05	8470.0
2011-03-15 04:05:00	ES	Futures	1259.05	1261.53	1259.05	1260.04	7903.0

> showing 50 of 14,517 rows — these rows as CSV

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