PREVIEW / futures_5min / 2011-04-21

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-04-21.parquet
  size:    183 KB
  rows:    10,760

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
2011-04-21 00:00:00	ES	Futures	1324.88	1325.13	1324.63	1324.88	424.0
2011-04-21 00:05:00	ES	Futures	1324.88	1325.13	1324.63	1324.88	270.0
2011-04-21 00:10:00	ES	Futures	1324.88	1325.13	1324.88	1324.88	191.0
2011-04-21 00:15:00	ES	Futures	1324.88	1324.88	1324.63	1324.63	93.0
2011-04-21 00:20:00	ES	Futures	1324.63	1325.13	1324.63	1324.88	216.0
2011-04-21 00:25:00	ES	Futures	1324.88	1325.13	1324.63	1324.88	257.0
2011-04-21 00:30:00	ES	Futures	1324.88	1324.88	1324.63	1324.63	22.0
2011-04-21 00:35:00	ES	Futures	1324.88	1325.13	1324.63	1325.13	56.0
2011-04-21 00:40:00	ES	Futures	1324.88	1325.87	1324.88	1325.63	792.0
2011-04-21 00:45:00	ES	Futures	1325.87	1326.37	1325.63	1326.12	1163.0
2011-04-21 00:50:00	ES	Futures	1326.12	1326.12	1325.63	1325.63	121.0
2011-04-21 00:55:00	ES	Futures	1325.63	1326.87	1325.63	1325.63	2614.0
2011-04-21 01:00:00	ES	Futures	1325.63	1326.12	1325.63	1325.87	424.0
2011-04-21 01:05:00	ES	Futures	1325.87	1325.87	1325.63	1325.63	88.0
2011-04-21 01:10:00	ES	Futures	1325.87	1326.12	1325.63	1325.87	227.0
2011-04-21 01:15:00	ES	Futures	1325.63	1326.37	1325.63	1326.12	284.0
2011-04-21 01:20:00	ES	Futures	1325.87	1326.87	1325.63	1326.87	435.0
2011-04-21 01:25:00	ES	Futures	1326.87	1326.87	1326.12	1326.62	685.0
2011-04-21 01:30:00	ES	Futures	1326.62	1326.87	1326.12	1326.37	500.0
2011-04-21 01:35:00	ES	Futures	1326.37	1326.87	1326.12	1326.62	413.0
2011-04-21 01:40:00	ES	Futures	1326.37	1326.87	1326.37	1326.62	285.0
2011-04-21 01:45:00	ES	Futures	1326.62	1327.36	1326.62	1327.36	732.0
2011-04-21 01:50:00	ES	Futures	1327.36	1327.36	1326.87	1327.36	916.0
2011-04-21 01:55:00	ES	Futures	1327.12	1327.12	1326.37	1326.87	890.0
2011-04-21 02:00:00	ES	Futures	1327.12	1327.12	1325.63	1326.37	2958.0
2011-04-21 02:05:00	ES	Futures	1326.12	1326.62	1325.87	1326.37	1527.0
2011-04-21 02:10:00	ES	Futures	1326.37	1326.62	1326.12	1326.37	1000.0
2011-04-21 02:15:00	ES	Futures	1326.37	1327.12	1326.37	1326.87	968.0
2011-04-21 02:20:00	ES	Futures	1326.87	1327.12	1326.37	1326.62	429.0
2011-04-21 02:25:00	ES	Futures	1326.62	1326.62	1326.37	1326.37	182.0
2011-04-21 02:30:00	ES	Futures	1326.37	1326.62	1326.12	1326.62	552.0
2011-04-21 02:35:00	ES	Futures	1326.62	1326.62	1325.87	1326.37	910.0
2011-04-21 02:40:00	ES	Futures	1326.37	1326.87	1326.12	1326.62	911.0
2011-04-21 02:45:00	ES	Futures	1326.62	1326.62	1326.12	1326.37	242.0
2011-04-21 02:50:00	ES	Futures	1326.37	1326.37	1326.12	1326.37	213.0
2011-04-21 02:55:00	ES	Futures	1326.12	1327.12	1326.12	1326.62	1335.0
2011-04-21 03:00:00	ES	Futures	1326.37	1326.62	1324.63	1325.13	6996.0
2011-04-21 03:05:00	ES	Futures	1325.13	1325.38	1324.63	1324.88	2514.0
2011-04-21 03:10:00	ES	Futures	1324.63	1326.12	1324.63	1325.13	3580.0
2011-04-21 03:15:00	ES	Futures	1325.13	1325.87	1325.13	1325.38	1622.0
2011-04-21 03:20:00	ES	Futures	1325.63	1326.12	1325.38	1325.87	1530.0
2011-04-21 03:25:00	ES	Futures	1325.87	1328.11	1325.87	1327.61	7754.0
2011-04-21 03:30:00	ES	Futures	1327.61	1328.61	1327.61	1327.86	7121.0
2011-04-21 03:35:00	ES	Futures	1328.11	1328.11	1327.61	1327.86	1357.0
2011-04-21 03:40:00	ES	Futures	1327.86	1328.36	1327.86	1327.86	2146.0
2011-04-21 03:45:00	ES	Futures	1327.86	1328.36	1327.86	1327.86	2452.0
2011-04-21 03:50:00	ES	Futures	1327.86	1328.61	1327.86	1328.36	2230.0
2011-04-21 03:55:00	ES	Futures	1328.36	1328.85	1328.11	1328.11	2047.0
2011-04-21 04:00:00	ES	Futures	1328.36	1328.36	1327.12	1327.12	2314.0
2011-04-21 04:05:00	ES	Futures	1327.36	1327.36	1326.12	1326.12	2467.0

> showing 50 of 10,760 rows — these rows as CSV

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