PREVIEW / futures_5min / 2011-03-24

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-03-24.parquet
  size:    231 KB
  rows:    13,130

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
2011-03-24 00:00:00	ES	Futures	1283.39	1283.64	1283.14	1283.64	106.0
2011-03-24 00:05:00	ES	Futures	1283.64	1283.89	1283.14	1283.14	225.0
2011-03-24 00:10:00	ES	Futures	1283.14	1283.64	1282.9	1283.14	272.0
2011-03-24 00:15:00	ES	Futures	1283.39	1283.89	1283.14	1283.39	260.0
2011-03-24 00:20:00	ES	Futures	1283.39	1283.39	1282.65	1282.65	288.0
2011-03-24 00:25:00	ES	Futures	1282.65	1283.14	1282.65	1282.9	304.0
2011-03-24 00:30:00	ES	Futures	1282.9	1283.39	1282.9	1283.14	217.0
2011-03-24 00:35:00	ES	Futures	1283.14	1283.14	1282.65	1282.65	97.0
2011-03-24 00:40:00	ES	Futures	1282.65	1282.9	1282.15	1282.15	423.0
2011-03-24 00:45:00	ES	Futures	1282.15	1282.65	1282.15	1282.65	321.0
2011-03-24 00:50:00	ES	Futures	1282.65	1282.9	1282.15	1282.65	130.0
2011-03-24 00:55:00	ES	Futures	1282.65	1282.65	1282.4	1282.65	85.0
2011-03-24 01:00:00	ES	Futures	1282.9	1282.9	1282.4	1282.65	85.0
2011-03-24 01:05:00	ES	Futures	1282.65	1283.14	1282.65	1282.9	223.0
2011-03-24 01:10:00	ES	Futures	1283.14	1283.89	1283.14	1283.64	159.0
2011-03-24 01:15:00	ES	Futures	1283.64	1283.64	1283.14	1283.39	128.0
2011-03-24 01:20:00	ES	Futures	1283.39	1283.64	1283.14	1283.39	147.0
2011-03-24 01:25:00	ES	Futures	1283.14	1283.14	1282.9	1283.14	324.0
2011-03-24 01:30:00	ES	Futures	1283.39	1283.39	1283.14	1283.39	132.0
2011-03-24 01:35:00	ES	Futures	1283.14	1283.39	1282.9	1283.39	115.0
2011-03-24 01:40:00	ES	Futures	1283.39	1284.39	1283.39	1284.14	394.0
2011-03-24 01:45:00	ES	Futures	1283.89	1284.39	1283.64	1284.14	266.0
2011-03-24 01:50:00	ES	Futures	1283.89	1284.39	1283.89	1284.39	226.0
2011-03-24 01:55:00	ES	Futures	1284.39	1284.39	1283.64	1283.64	158.0
2011-03-24 02:00:00	ES	Futures	1283.64	1284.14	1283.39	1283.39	156.0
2011-03-24 02:05:00	ES	Futures	1283.64	1284.39	1283.64	1284.14	266.0
2011-03-24 02:10:00	ES	Futures	1284.14	1284.14	1283.64	1283.89	176.0
2011-03-24 02:15:00	ES	Futures	1283.89	1283.89	1283.64	1283.89	96.0
2011-03-24 02:20:00	ES	Futures	1283.89	1284.14	1283.64	1283.89	166.0
2011-03-24 02:25:00	ES	Futures	1284.14	1284.88	1284.14	1284.88	510.0
2011-03-24 02:30:00	ES	Futures	1284.63	1285.13	1284.63	1285.13	484.0
2011-03-24 02:35:00	ES	Futures	1285.13	1285.13	1284.63	1284.63	115.0
2011-03-24 02:40:00	ES	Futures	1284.88	1285.13	1284.63	1284.88	109.0
2011-03-24 02:45:00	ES	Futures	1284.88	1285.13	1284.63	1284.63	107.0
2011-03-24 02:50:00	ES	Futures	1284.63	1284.63	1284.14	1284.39	179.0
2011-03-24 02:55:00	ES	Futures	1284.14	1284.39	1283.89	1283.89	233.0
2011-03-24 03:00:00	ES	Futures	1283.89	1284.39	1283.14	1283.14	1024.0
2011-03-24 03:05:00	ES	Futures	1283.14	1283.39	1281.9	1282.4	2188.0
2011-03-24 03:10:00	ES	Futures	1282.15	1283.14	1282.15	1282.15	1267.0
2011-03-24 03:15:00	ES	Futures	1282.4	1282.9	1281.9	1282.4	912.0
2011-03-24 03:20:00	ES	Futures	1282.4	1282.65	1282.15	1282.4	428.0
2011-03-24 03:25:00	ES	Futures	1282.65	1282.9	1282.15	1282.65	798.0
2011-03-24 03:30:00	ES	Futures	1282.65	1282.65	1281.65	1281.9	1806.0
2011-03-24 03:35:00	ES	Futures	1282.15	1282.15	1281.4	1281.4	1781.0
2011-03-24 03:40:00	ES	Futures	1281.4	1281.9	1281.16	1281.4	1126.0
2011-03-24 03:45:00	ES	Futures	1281.16	1281.9	1281.16	1281.65	1176.0
2011-03-24 03:50:00	ES	Futures	1281.4	1281.9	1281.16	1281.65	830.0
2011-03-24 03:55:00	ES	Futures	1281.65	1282.9	1281.65	1282.9	2087.0
2011-03-24 04:00:00	ES	Futures	1282.9	1282.9	1281.4	1281.65	2818.0
2011-03-24 04:05:00	ES	Futures	1281.4	1283.39	1281.16	1283.14	3088.0

> showing 50 of 13,130 rows — these rows as CSV

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