PREVIEW / futures_5min / 2011-04-24

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-04-24.parquet
  size:    47 KB
  rows:    2,207

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
2011-04-24 18:00:00	ES	Futures	1322.15	1322.4	1321.65	1321.9	1929.0
2011-04-24 18:05:00	ES	Futures	1321.9	1321.9	1321.4	1321.9	486.0
2011-04-24 18:10:00	ES	Futures	1321.9	1322.4	1321.65	1322.4	424.0
2011-04-24 18:15:00	ES	Futures	1322.4	1322.4	1322.15	1322.15	284.0
2011-04-24 18:20:00	ES	Futures	1322.15	1322.15	1321.9	1321.9	147.0
2011-04-24 18:25:00	ES	Futures	1321.9	1322.15	1321.65	1321.9	162.0
2011-04-24 18:30:00	ES	Futures	1321.9	1322.15	1321.9	1322.15	482.0
2011-04-24 18:35:00	ES	Futures	1322.15	1322.15	1321.9	1322.15	84.0
2011-04-24 18:40:00	ES	Futures	1322.15	1322.15	1321.9	1322.15	203.0
2011-04-24 18:45:00	ES	Futures	1322.15	1323.14	1322.15	1323.14	917.0
2011-04-24 18:50:00	ES	Futures	1323.14	1323.39	1322.89	1323.14	591.0
2011-04-24 18:55:00	ES	Futures	1323.39	1324.13	1323.14	1323.64	582.0
2011-04-24 19:00:00	ES	Futures	1323.64	1324.63	1323.64	1324.63	926.0
2011-04-24 19:05:00	ES	Futures	1324.38	1324.38	1323.64	1324.13	620.0
2011-04-24 19:10:00	ES	Futures	1323.89	1323.89	1323.64	1323.89	342.0
2011-04-24 19:15:00	ES	Futures	1323.89	1324.13	1323.89	1323.89	233.0
2011-04-24 19:20:00	ES	Futures	1323.89	1324.13	1323.89	1324.13	15.0
2011-04-24 19:25:00	ES	Futures	1324.13	1324.13	1323.89	1323.89	140.0
2011-04-24 19:30:00	ES	Futures	1323.89	1324.13	1323.89	1323.89	260.0
2011-04-24 19:35:00	ES	Futures	1324.13	1324.13	1323.89	1324.13	71.0
2011-04-24 19:40:00	ES	Futures	1324.38	1324.63	1324.13	1324.63	263.0
2011-04-24 19:45:00	ES	Futures	1324.63	1324.63	1324.13	1324.63	179.0
2011-04-24 19:50:00	ES	Futures	1324.63	1324.63	1324.38	1324.38	30.0
2011-04-24 19:55:00	ES	Futures	1324.63	1324.63	1324.38	1324.63	241.0
2011-04-24 20:00:00	ES	Futures	1324.88	1325.38	1324.63	1325.38	1267.0
2011-04-24 20:05:00	ES	Futures	1325.38	1325.63	1324.88	1325.38	990.0
2011-04-24 20:10:00	ES	Futures	1325.38	1325.63	1325.13	1325.38	508.0
2011-04-24 20:15:00	ES	Futures	1325.38	1325.87	1325.38	1325.63	321.0
2011-04-24 20:20:00	ES	Futures	1325.63	1325.87	1325.38	1325.38	251.0
2011-04-24 20:25:00	ES	Futures	1325.38	1325.87	1325.13	1325.63	897.0
2011-04-24 20:30:00	ES	Futures	1325.63	1325.63	1325.13	1325.38	310.0
2011-04-24 20:35:00	ES	Futures	1325.13	1325.38	1325.13	1325.38	193.0
2011-04-24 20:40:00	ES	Futures	1325.38	1325.38	1325.13	1325.13	130.0
2011-04-24 20:45:00	ES	Futures	1325.38	1325.87	1325.13	1325.87	266.0
2011-04-24 20:50:00	ES	Futures	1325.87	1326.12	1325.63	1325.87	541.0
2011-04-24 20:55:00	ES	Futures	1325.63	1325.87	1324.63	1324.63	1274.0
2011-04-24 21:00:00	ES	Futures	1324.88	1325.13	1324.63	1324.88	218.0
2011-04-24 21:05:00	ES	Futures	1324.88	1325.13	1324.63	1324.88	434.0
2011-04-24 21:10:00	ES	Futures	1324.88	1324.88	1324.38	1324.38	445.0
2011-04-24 21:15:00	ES	Futures	1324.63	1324.88	1324.13	1324.38	820.0
2011-04-24 21:20:00	ES	Futures	1324.38	1324.63	1324.13	1324.38	372.0
2011-04-24 21:25:00	ES	Futures	1324.38	1324.38	1324.13	1324.13	252.0
2011-04-24 21:30:00	ES	Futures	1324.13	1324.38	1323.89	1324.38	242.0
2011-04-24 21:35:00	ES	Futures	1324.38	1325.13	1324.38	1324.88	2497.0
2011-04-24 21:40:00	ES	Futures	1325.13	1325.38	1324.88	1324.88	297.0
2011-04-24 21:45:00	ES	Futures	1324.88	1325.13	1324.38	1324.88	256.0
2011-04-24 21:50:00	ES	Futures	1324.63	1324.88	1324.38	1324.38	245.0
2011-04-24 21:55:00	ES	Futures	1324.38	1324.63	1323.89	1323.89	794.0
2011-04-24 22:00:00	ES	Futures	1323.89	1324.13	1323.64	1324.13	153.0
2011-04-24 22:05:00	ES	Futures	1323.89	1324.63	1323.89	1324.63	237.0

> showing 50 of 2,207 rows — these rows as CSV

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