PREVIEW / futures_5min / 2011-03-20

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-03-20.parquet
  size:    51 KB
  rows:    2,405

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
2011-03-20 18:00:00	ES	Futures	1268.24	1271.22	1268.24	1270.23	7887.0
2011-03-20 18:05:00	ES	Futures	1270.23	1271.22	1269.48	1270.97	2482.0
2011-03-20 18:10:00	ES	Futures	1270.97	1272.96	1270.72	1270.97	3269.0
2011-03-20 18:15:00	ES	Futures	1270.97	1271.47	1269.48	1270.47	1988.0
2011-03-20 18:20:00	ES	Futures	1270.23	1270.47	1268.73	1268.98	2212.0
2011-03-20 18:25:00	ES	Futures	1268.98	1268.98	1266.75	1267.0	3477.0
2011-03-20 18:30:00	ES	Futures	1267.24	1267.99	1266.75	1267.24	1258.0
2011-03-20 18:35:00	ES	Futures	1267.49	1268.73	1267.0	1268.73	593.0
2011-03-20 18:40:00	ES	Futures	1268.73	1268.73	1267.49	1267.99	638.0
2011-03-20 18:45:00	ES	Futures	1267.99	1268.73	1267.99	1268.24	164.0
2011-03-20 18:50:00	ES	Futures	1268.49	1268.73	1267.99	1267.99	267.0
2011-03-20 18:55:00	ES	Futures	1267.99	1269.48	1267.99	1268.49	1085.0
2011-03-20 19:00:00	ES	Futures	1268.49	1268.98	1268.24	1268.24	266.0
2011-03-20 19:05:00	ES	Futures	1268.49	1269.98	1268.49	1269.73	642.0
2011-03-20 19:10:00	ES	Futures	1269.73	1269.73	1269.23	1269.48	324.0
2011-03-20 19:15:00	ES	Futures	1269.48	1270.23	1268.98	1268.98	1293.0
2011-03-20 19:20:00	ES	Futures	1269.23	1269.48	1268.73	1269.48	207.0
2011-03-20 19:25:00	ES	Futures	1269.48	1269.98	1269.23	1269.23	441.0
2011-03-20 19:30:00	ES	Futures	1269.23	1270.97	1269.23	1270.72	1075.0
2011-03-20 19:35:00	ES	Futures	1270.47	1270.97	1270.47	1270.72	310.0
2011-03-20 19:40:00	ES	Futures	1270.72	1271.22	1270.23	1270.97	918.0
2011-03-20 19:45:00	ES	Futures	1270.97	1271.22	1270.72	1270.97	471.0
2011-03-20 19:50:00	ES	Futures	1270.97	1272.46	1270.72	1272.46	1291.0
2011-03-20 19:55:00	ES	Futures	1272.21	1272.96	1271.96	1272.71	1052.0
2011-03-20 20:00:00	ES	Futures	1272.96	1273.7	1272.46	1273.45	1478.0
2011-03-20 20:05:00	ES	Futures	1273.45	1273.45	1271.72	1271.72	1300.0
2011-03-20 20:10:00	ES	Futures	1271.72	1272.21	1270.97	1271.22	869.0
2011-03-20 20:15:00	ES	Futures	1270.97	1271.96	1270.97	1271.96	804.0
2011-03-20 20:20:00	ES	Futures	1271.96	1272.21	1270.97	1271.22	529.0
2011-03-20 20:25:00	ES	Futures	1271.22	1271.47	1270.97	1271.22	170.0
2011-03-20 20:30:00	ES	Futures	1271.47	1271.47	1270.47	1270.47	665.0
2011-03-20 20:35:00	ES	Futures	1270.72	1270.72	1269.48	1269.98	994.0
2011-03-20 20:40:00	ES	Futures	1269.73	1271.22	1269.73	1270.97	476.0
2011-03-20 20:45:00	ES	Futures	1270.97	1271.22	1270.97	1270.97	130.0
2011-03-20 20:50:00	ES	Futures	1270.97	1271.22	1270.23	1270.47	348.0
2011-03-20 20:55:00	ES	Futures	1270.47	1270.47	1269.98	1270.47	209.0
2011-03-20 21:00:00	ES	Futures	1270.47	1270.72	1269.98	1270.23	241.0
2011-03-20 21:05:00	ES	Futures	1270.47	1270.97	1269.98	1270.72	481.0
2011-03-20 21:10:00	ES	Futures	1270.97	1270.97	1270.23	1270.23	282.0
2011-03-20 21:15:00	ES	Futures	1270.23	1270.72	1270.23	1270.47	159.0
2011-03-20 21:20:00	ES	Futures	1270.23	1271.72	1270.23	1271.47	1227.0
2011-03-20 21:25:00	ES	Futures	1271.47	1271.96	1271.22	1271.96	442.0
2011-03-20 21:30:00	ES	Futures	1271.72	1272.71	1271.72	1272.46	718.0
2011-03-20 21:35:00	ES	Futures	1272.21	1272.96	1272.21	1272.71	376.0
2011-03-20 21:40:00	ES	Futures	1272.46	1273.21	1272.46	1273.21	600.0
2011-03-20 21:45:00	ES	Futures	1272.96	1273.45	1272.21	1272.21	755.0
2011-03-20 21:50:00	ES	Futures	1272.21	1273.21	1272.21	1272.71	620.0
2011-03-20 21:55:00	ES	Futures	1272.71	1273.7	1272.71	1273.21	583.0
2011-03-20 22:00:00	ES	Futures	1272.96	1273.7	1272.96	1273.21	215.0
2011-03-20 22:05:00	ES	Futures	1273.45	1274.45	1273.21	1274.2	1460.0

> showing 50 of 2,405 rows — these rows as CSV

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