PREVIEW / futures_5min / 2011-03-29

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-03-29.parquet
  size:    226 KB
  rows:    13,342

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
2011-03-29 00:00:00	ES	Futures	1295.57	1296.31	1295.57	1296.06	1716.0
2011-03-29 00:05:00	ES	Futures	1296.06	1296.31	1295.81	1296.06	533.0
2011-03-29 00:10:00	ES	Futures	1295.81	1296.31	1295.81	1296.06	423.0
2011-03-29 00:15:00	ES	Futures	1296.31	1296.31	1296.06	1296.06	538.0
2011-03-29 00:20:00	ES	Futures	1296.06	1296.31	1295.81	1295.81	147.0
2011-03-29 00:25:00	ES	Futures	1296.06	1296.06	1295.57	1295.57	236.0
2011-03-29 00:30:00	ES	Futures	1295.57	1296.06	1295.32	1296.06	341.0
2011-03-29 00:35:00	ES	Futures	1296.06	1296.31	1295.57	1296.06	876.0
2011-03-29 00:40:00	ES	Futures	1296.06	1296.31	1296.06	1296.06	664.0
2011-03-29 00:45:00	ES	Futures	1296.31	1296.56	1295.81	1296.31	1723.0
2011-03-29 00:50:00	ES	Futures	1296.56	1297.06	1296.31	1297.06	1690.0
2011-03-29 00:55:00	ES	Futures	1296.81	1297.3	1296.56	1297.06	1080.0
2011-03-29 01:00:00	ES	Futures	1297.06	1297.8	1296.81	1297.8	2181.0
2011-03-29 01:05:00	ES	Futures	1297.55	1297.8	1297.3	1297.8	403.0
2011-03-29 01:10:00	ES	Futures	1297.8	1297.8	1297.3	1297.55	372.0
2011-03-29 01:15:00	ES	Futures	1297.55	1298.05	1297.55	1297.55	467.0
2011-03-29 01:20:00	ES	Futures	1297.8	1297.8	1297.3	1297.8	505.0
2011-03-29 01:25:00	ES	Futures	1297.8	1297.8	1297.55	1297.55	669.0
2011-03-29 01:30:00	ES	Futures	1297.8	1297.8	1297.3	1297.55	647.0
2011-03-29 01:35:00	ES	Futures	1297.3	1297.3	1297.06	1297.3	435.0
2011-03-29 01:40:00	ES	Futures	1297.3	1297.8	1296.81	1297.8	467.0
2011-03-29 01:45:00	ES	Futures	1297.8	1298.05	1297.55	1298.05	269.0
2011-03-29 01:50:00	ES	Futures	1298.05	1298.3	1297.8	1297.8	1752.0
2011-03-29 01:55:00	ES	Futures	1298.05	1298.3	1297.8	1298.3	1231.0
2011-03-29 02:00:00	ES	Futures	1298.55	1299.04	1298.3	1299.04	3230.0
2011-03-29 02:05:00	ES	Futures	1299.04	1299.04	1298.79	1298.79	633.0
2011-03-29 02:10:00	ES	Futures	1298.79	1299.04	1298.55	1298.79	1155.0
2011-03-29 02:15:00	ES	Futures	1298.79	1298.79	1298.55	1298.55	666.0
2011-03-29 02:20:00	ES	Futures	1298.55	1298.79	1298.55	1298.79	270.0
2011-03-29 02:25:00	ES	Futures	1298.55	1299.79	1298.55	1299.54	2140.0
2011-03-29 02:30:00	ES	Futures	1299.29	1299.79	1299.29	1299.29	1198.0
2011-03-29 02:35:00	ES	Futures	1299.29	1299.54	1299.04	1299.29	482.0
2011-03-29 02:40:00	ES	Futures	1299.29	1299.54	1299.29	1299.29	366.0
2011-03-29 02:45:00	ES	Futures	1299.54	1299.79	1299.04	1299.04	927.0
2011-03-29 02:50:00	ES	Futures	1299.29	1299.54	1299.29	1299.54	1156.0
2011-03-29 02:55:00	ES	Futures	1299.29	1299.29	1299.04	1299.29	615.0
2011-03-29 03:00:00	ES	Futures	1299.29	1300.04	1299.04	1299.79	5112.0
2011-03-29 03:05:00	ES	Futures	1299.54	1300.04	1299.29	1299.79	2802.0
2011-03-29 03:10:00	ES	Futures	1299.79	1300.04	1299.29	1299.54	1903.0
2011-03-29 03:15:00	ES	Futures	1299.54	1299.79	1299.29	1299.79	2232.0
2011-03-29 03:20:00	ES	Futures	1299.79	1300.04	1299.29	1299.29	1788.0
2011-03-29 03:25:00	ES	Futures	1299.29	1299.54	1299.04	1299.29	1395.0
2011-03-29 03:30:00	ES	Futures	1299.29	1299.29	1298.55	1298.79	2129.0
2011-03-29 03:35:00	ES	Futures	1298.55	1299.04	1298.55	1298.55	1822.0
2011-03-29 03:40:00	ES	Futures	1298.55	1298.79	1298.05	1298.05	2186.0
2011-03-29 03:45:00	ES	Futures	1298.05	1298.3	1296.81	1297.3	4714.0
2011-03-29 03:50:00	ES	Futures	1297.06	1298.05	1295.81	1297.3	5940.0
2011-03-29 03:55:00	ES	Futures	1297.3	1297.8	1296.81	1296.81	1888.0
2011-03-29 04:00:00	ES	Futures	1296.81	1297.3	1296.31	1296.81	2857.0
2011-03-29 04:05:00	ES	Futures	1296.81	1297.8	1296.56	1297.3	1326.0

> showing 50 of 13,342 rows — these rows as CSV

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