PREVIEW / futures_5min / 2011-03-21

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-03-21.parquet
  size:    214 KB
  rows:    12,943

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
2011-03-21 00:00:00	ES	Futures	1274.2	1274.2	1272.96	1272.96	502.0
2011-03-21 00:05:00	ES	Futures	1272.96	1273.7	1272.96	1273.45	138.0
2011-03-21 00:10:00	ES	Futures	1273.45	1273.7	1272.96	1272.96	179.0
2011-03-21 00:15:00	ES	Futures	1272.96	1273.21	1272.71	1272.96	107.0
2011-03-21 00:20:00	ES	Futures	1272.96	1273.95	1272.96	1273.7	151.0
2011-03-21 00:25:00	ES	Futures	1273.7	1273.95	1273.45	1273.7	150.0
2011-03-21 00:30:00	ES	Futures	1273.7	1273.95	1273.45	1273.95	34.0
2011-03-21 00:35:00	ES	Futures	1273.45	1273.95	1273.45	1273.95	97.0
2011-03-21 00:40:00	ES	Futures	1273.7	1273.95	1273.45	1273.7	48.0
2011-03-21 00:45:00	ES	Futures	1273.7	1274.7	1273.7	1273.95	464.0
2011-03-21 00:50:00	ES	Futures	1273.95	1274.2	1273.95	1273.95	10.0
2011-03-21 00:55:00	ES	Futures	1273.95	1274.2	1273.7	1274.2	111.0
2011-03-21 01:00:00	ES	Futures	1273.95	1274.45	1273.7	1274.45	277.0
2011-03-21 01:05:00	ES	Futures	1274.45	1274.45	1274.2	1274.2	61.0
2011-03-21 01:10:00	ES	Futures	1274.2	1274.7	1273.95	1274.45	100.0
2011-03-21 01:15:00	ES	Futures	1274.45	1275.44	1274.45	1275.19	348.0
2011-03-21 01:20:00	ES	Futures	1274.95	1275.44	1274.45	1274.7	394.0
2011-03-21 01:25:00	ES	Futures	1274.95	1275.19	1274.7	1274.95	331.0
2011-03-21 01:30:00	ES	Futures	1275.19	1275.44	1274.95	1275.19	369.0
2011-03-21 01:35:00	ES	Futures	1275.19	1275.69	1274.95	1275.44	168.0
2011-03-21 01:40:00	ES	Futures	1275.44	1275.94	1275.19	1275.69	331.0
2011-03-21 01:45:00	ES	Futures	1275.69	1276.44	1275.44	1276.19	630.0
2011-03-21 01:50:00	ES	Futures	1276.19	1276.68	1276.19	1276.44	576.0
2011-03-21 01:55:00	ES	Futures	1276.44	1278.42	1276.44	1277.18	3414.0
2011-03-21 02:00:00	ES	Futures	1277.43	1277.68	1275.94	1276.19	1072.0
2011-03-21 02:05:00	ES	Futures	1276.19	1276.68	1275.94	1276.68	869.0
2011-03-21 02:10:00	ES	Futures	1276.68	1276.68	1276.19	1276.68	612.0
2011-03-21 02:15:00	ES	Futures	1276.68	1276.68	1276.44	1276.44	250.0
2011-03-21 02:20:00	ES	Futures	1276.68	1276.93	1276.19	1276.68	316.0
2011-03-21 02:25:00	ES	Futures	1276.44	1276.93	1276.19	1276.68	154.0
2011-03-21 02:30:00	ES	Futures	1276.44	1276.68	1276.19	1276.44	108.0
2011-03-21 02:35:00	ES	Futures	1276.44	1276.44	1275.94	1276.19	216.0
2011-03-21 02:40:00	ES	Futures	1276.19	1276.19	1274.7	1275.44	1097.0
2011-03-21 02:45:00	ES	Futures	1275.69	1275.69	1275.19	1275.44	137.0
2011-03-21 02:50:00	ES	Futures	1275.44	1275.69	1275.44	1275.44	226.0
2011-03-21 02:55:00	ES	Futures	1275.44	1276.44	1275.44	1276.19	1099.0
2011-03-21 03:00:00	ES	Futures	1276.19	1276.68	1275.94	1276.19	1556.0
2011-03-21 03:05:00	ES	Futures	1276.19	1277.43	1275.94	1276.93	1784.0
2011-03-21 03:10:00	ES	Futures	1277.18	1277.93	1276.93	1277.43	3705.0
2011-03-21 03:15:00	ES	Futures	1277.43	1277.93	1276.93	1277.93	1040.0
2011-03-21 03:20:00	ES	Futures	1277.68	1277.93	1277.18	1277.68	2086.0
2011-03-21 03:25:00	ES	Futures	1277.93	1278.67	1277.68	1278.67	1931.0
2011-03-21 03:30:00	ES	Futures	1278.67	1278.67	1277.18	1277.43	3269.0
2011-03-21 03:35:00	ES	Futures	1277.18	1278.67	1276.93	1278.42	1636.0
2011-03-21 03:40:00	ES	Futures	1278.67	1279.17	1278.42	1278.92	1536.0
2011-03-21 03:45:00	ES	Futures	1278.92	1279.91	1278.67	1279.67	3524.0
2011-03-21 03:50:00	ES	Futures	1279.67	1280.16	1279.42	1279.67	2278.0
2011-03-21 03:55:00	ES	Futures	1279.67	1280.66	1279.67	1280.16	2759.0
2011-03-21 04:00:00	ES	Futures	1280.41	1280.41	1278.42	1278.92	4987.0
2011-03-21 04:05:00	ES	Futures	1278.92	1279.67	1278.18	1279.42	4072.0

> showing 50 of 12,943 rows — these rows as CSV

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