PREVIEW / futures_5min / 2011-03-16

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-03-16.parquet
  size:    283 KB
  rows:    14,431

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
2011-03-16 00:00:00	ES	Futures	1265.51	1266.5	1265.01	1266.25	467.0
2011-03-16 00:05:00	ES	Futures	1266.5	1267.24	1266.5	1267.0	260.0
2011-03-16 00:10:00	ES	Futures	1267.0	1267.74	1267.0	1267.24	211.0
2011-03-16 00:15:00	ES	Futures	1267.24	1267.24	1266.5	1266.75	344.0
2011-03-16 00:20:00	ES	Futures	1266.5	1266.75	1265.51	1265.75	636.0
2011-03-16 00:25:00	ES	Futures	1265.51	1266.5	1265.26	1265.75	550.0
2011-03-16 00:30:00	ES	Futures	1265.75	1266.25	1265.51	1266.25	269.0
2011-03-16 00:35:00	ES	Futures	1266.0	1266.25	1266.0	1266.25	208.0
2011-03-16 00:40:00	ES	Futures	1266.25	1267.0	1266.25	1267.0	193.0
2011-03-16 00:45:00	ES	Futures	1267.0	1267.0	1266.25	1266.25	124.0
2011-03-16 00:50:00	ES	Futures	1266.0	1266.75	1265.51	1265.75	430.0
2011-03-16 00:55:00	ES	Futures	1265.75	1266.0	1265.51	1265.75	65.0
2011-03-16 01:00:00	ES	Futures	1265.75	1265.75	1265.01	1265.01	573.0
2011-03-16 01:05:00	ES	Futures	1265.01	1265.75	1264.76	1265.51	340.0
2011-03-16 01:10:00	ES	Futures	1265.75	1266.75	1265.75	1266.75	383.0
2011-03-16 01:15:00	ES	Futures	1266.75	1267.49	1266.5	1267.24	331.0
2011-03-16 01:20:00	ES	Futures	1267.24	1267.74	1267.0	1267.49	442.0
2011-03-16 01:25:00	ES	Futures	1267.49	1268.73	1267.49	1268.49	1240.0
2011-03-16 01:30:00	ES	Futures	1268.73	1269.48	1268.49	1268.73	646.0
2011-03-16 01:35:00	ES	Futures	1268.98	1269.48	1268.24	1269.48	705.0
2011-03-16 01:40:00	ES	Futures	1269.48	1269.73	1268.73	1268.98	437.0
2011-03-16 01:45:00	ES	Futures	1269.23	1269.73	1268.73	1269.23	543.0
2011-03-16 01:50:00	ES	Futures	1269.48	1269.48	1268.98	1269.48	327.0
2011-03-16 01:55:00	ES	Futures	1269.23	1269.23	1268.49	1269.23	647.0
2011-03-16 02:00:00	ES	Futures	1269.23	1269.23	1267.49	1267.74	1097.0
2011-03-16 02:05:00	ES	Futures	1267.74	1268.24	1267.49	1267.74	524.0
2011-03-16 02:10:00	ES	Futures	1267.74	1268.24	1267.24	1267.74	673.0
2011-03-16 02:15:00	ES	Futures	1267.74	1267.74	1266.75	1267.0	363.0
2011-03-16 02:20:00	ES	Futures	1267.0	1267.49	1266.25	1266.25	910.0
2011-03-16 02:25:00	ES	Futures	1266.25	1266.5	1264.26	1266.0	1979.0
2011-03-16 02:30:00	ES	Futures	1266.0	1266.5	1265.75	1266.25	221.0
2011-03-16 02:35:00	ES	Futures	1266.5	1266.75	1266.5	1266.75	248.0
2011-03-16 02:40:00	ES	Futures	1266.75	1267.74	1266.75	1267.74	315.0
2011-03-16 02:45:00	ES	Futures	1267.99	1268.24	1267.74	1267.99	307.0
2011-03-16 02:50:00	ES	Futures	1267.99	1268.24	1267.0	1267.49	698.0
2011-03-16 02:55:00	ES	Futures	1267.24	1267.74	1266.75	1267.0	597.0
2011-03-16 03:00:00	ES	Futures	1267.0	1268.98	1266.5	1268.98	2471.0
2011-03-16 03:05:00	ES	Futures	1268.73	1269.23	1268.73	1269.23	1864.0
2011-03-16 03:10:00	ES	Futures	1269.23	1269.48	1268.73	1268.73	1669.0
2011-03-16 03:15:00	ES	Futures	1268.73	1269.48	1268.49	1269.23	1260.0
2011-03-16 03:20:00	ES	Futures	1268.98	1269.23	1268.49	1268.98	1453.0
2011-03-16 03:25:00	ES	Futures	1268.98	1270.47	1268.73	1269.73	2428.0
2011-03-16 03:30:00	ES	Futures	1269.73	1270.72	1269.48	1270.47	1703.0
2011-03-16 03:35:00	ES	Futures	1270.47	1271.47	1270.47	1271.22	4326.0
2011-03-16 03:40:00	ES	Futures	1271.47	1271.47	1270.97	1271.22	1521.0
2011-03-16 03:45:00	ES	Futures	1271.22	1271.47	1270.97	1271.22	2267.0
2011-03-16 03:50:00	ES	Futures	1271.22	1271.22	1268.98	1270.72	2629.0
2011-03-16 03:55:00	ES	Futures	1270.47	1271.72	1269.73	1270.97	4184.0
2011-03-16 04:00:00	ES	Futures	1270.97	1270.97	1269.23	1270.23	7895.0
2011-03-16 04:05:00	ES	Futures	1269.98	1271.47	1269.23	1269.48	3676.0

> showing 50 of 14,431 rows — these rows as CSV

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