PREVIEW / futures_5min / 2011-03-17

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-03-17.parquet
  size:    267 KB
  rows:    14,203

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
2011-03-17 00:00:00	ES	Futures	1251.1	1251.59	1250.85	1251.1	1140.0
2011-03-17 00:05:00	ES	Futures	1251.1	1251.1	1250.35	1250.6	378.0
2011-03-17 00:10:00	ES	Futures	1250.6	1250.6	1249.36	1249.85	823.0
2011-03-17 00:15:00	ES	Futures	1249.85	1250.1	1249.36	1250.1	260.0
2011-03-17 00:20:00	ES	Futures	1250.1	1250.85	1249.85	1250.35	486.0
2011-03-17 00:25:00	ES	Futures	1250.35	1251.34	1250.1	1251.1	878.0
2011-03-17 00:30:00	ES	Futures	1251.34	1251.84	1251.1	1251.34	617.0
2011-03-17 00:35:00	ES	Futures	1251.59	1251.59	1250.85	1251.59	625.0
2011-03-17 00:40:00	ES	Futures	1251.59	1251.84	1251.34	1251.34	455.0
2011-03-17 00:45:00	ES	Futures	1251.59	1251.84	1251.34	1251.84	729.0
2011-03-17 00:50:00	ES	Futures	1251.59	1252.34	1250.85	1251.34	2034.0
2011-03-17 00:55:00	ES	Futures	1251.34	1251.59	1250.85	1251.59	496.0
2011-03-17 01:00:00	ES	Futures	1251.59	1251.59	1250.6	1250.6	433.0
2011-03-17 01:05:00	ES	Futures	1250.6	1252.59	1250.6	1252.59	1192.0
2011-03-17 01:10:00	ES	Futures	1252.34	1253.58	1252.34	1253.33	1315.0
2011-03-17 01:15:00	ES	Futures	1253.08	1254.08	1253.08	1253.83	1039.0
2011-03-17 01:20:00	ES	Futures	1253.58	1253.58	1252.59	1253.58	1046.0
2011-03-17 01:25:00	ES	Futures	1253.58	1255.07	1253.33	1254.57	2307.0
2011-03-17 01:30:00	ES	Futures	1254.57	1254.82	1253.58	1254.33	1307.0
2011-03-17 01:35:00	ES	Futures	1254.33	1254.57	1252.59	1253.33	1001.0
2011-03-17 01:40:00	ES	Futures	1253.33	1254.08	1253.08	1253.83	577.0
2011-03-17 01:45:00	ES	Futures	1253.58	1254.08	1253.08	1253.58	658.0
2011-03-17 01:50:00	ES	Futures	1253.58	1253.58	1252.34	1252.34	869.0
2011-03-17 01:55:00	ES	Futures	1252.59	1254.08	1252.59	1253.83	997.0
2011-03-17 02:00:00	ES	Futures	1253.83	1254.57	1252.84	1252.84	1476.0
2011-03-17 02:05:00	ES	Futures	1252.84	1253.58	1252.59	1253.58	431.0
2011-03-17 02:10:00	ES	Futures	1253.08	1254.57	1252.84	1254.08	1325.0
2011-03-17 02:15:00	ES	Futures	1253.83	1254.08	1252.84	1253.08	608.0
2011-03-17 02:20:00	ES	Futures	1253.08	1254.08	1252.84	1253.83	499.0
2011-03-17 02:25:00	ES	Futures	1254.08	1254.08	1252.59	1252.84	554.0
2011-03-17 02:30:00	ES	Futures	1252.84	1253.08	1251.59	1251.84	785.0
2011-03-17 02:35:00	ES	Futures	1251.84	1253.33	1251.84	1252.59	1131.0
2011-03-17 02:40:00	ES	Futures	1252.34	1252.59	1251.34	1251.84	656.0
2011-03-17 02:45:00	ES	Futures	1251.84	1252.34	1251.34	1251.84	1736.0
2011-03-17 02:50:00	ES	Futures	1251.84	1251.84	1250.6	1251.34	1731.0
2011-03-17 02:55:00	ES	Futures	1251.59	1252.59	1251.1	1252.09	854.0
2011-03-17 03:00:00	ES	Futures	1252.09	1257.06	1252.09	1255.82	7890.0
2011-03-17 03:05:00	ES	Futures	1255.82	1257.56	1255.32	1256.31	7470.0
2011-03-17 03:10:00	ES	Futures	1256.31	1257.06	1255.82	1256.81	3219.0
2011-03-17 03:15:00	ES	Futures	1256.56	1257.56	1255.32	1256.81	3940.0
2011-03-17 03:20:00	ES	Futures	1256.56	1256.81	1256.31	1256.81	1812.0
2011-03-17 03:25:00	ES	Futures	1256.56	1256.81	1254.57	1255.32	3685.0
2011-03-17 03:30:00	ES	Futures	1255.07	1256.06	1254.33	1255.32	2909.0
2011-03-17 03:35:00	ES	Futures	1255.57	1255.57	1254.08	1255.07	1355.0
2011-03-17 03:40:00	ES	Futures	1255.32	1256.56	1254.82	1255.07	2172.0
2011-03-17 03:45:00	ES	Futures	1255.07	1255.82	1254.33	1255.57	2386.0
2011-03-17 03:50:00	ES	Futures	1255.32	1256.81	1255.32	1256.31	3037.0
2011-03-17 03:55:00	ES	Futures	1256.31	1257.56	1255.82	1257.06	4848.0
2011-03-17 04:00:00	ES	Futures	1257.06	1258.05	1256.06	1257.31	6980.0
2011-03-17 04:05:00	ES	Futures	1257.06	1257.8	1257.06	1257.8	2737.0

> showing 50 of 14,203 rows — these rows as CSV

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