PREVIEW / futures_5min / 2011-05-01

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-05-01.parquet
  size:    61 KB
  rows:    2,561

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
2011-05-01 18:00:00	ES	Futures	1354.69	1356.68	1354.19	1355.93	4293.0
2011-05-01 18:05:00	ES	Futures	1356.18	1356.43	1355.69	1355.69	1267.0
2011-05-01 18:10:00	ES	Futures	1355.69	1355.93	1355.69	1355.93	257.0
2011-05-01 18:15:00	ES	Futures	1356.18	1356.43	1355.93	1355.93	1362.0
2011-05-01 18:20:00	ES	Futures	1356.18	1356.93	1355.93	1356.43	675.0
2011-05-01 18:25:00	ES	Futures	1356.18	1356.68	1356.18	1356.18	304.0
2011-05-01 18:30:00	ES	Futures	1356.43	1356.68	1355.93	1356.18	527.0
2011-05-01 18:35:00	ES	Futures	1356.18	1356.18	1355.44	1355.69	518.0
2011-05-01 18:40:00	ES	Futures	1355.69	1356.18	1355.69	1355.93	390.0
2011-05-01 18:45:00	ES	Futures	1355.93	1355.93	1355.19	1355.44	609.0
2011-05-01 18:50:00	ES	Futures	1355.44	1355.44	1353.45	1353.95	2330.0
2011-05-01 18:55:00	ES	Futures	1353.95	1354.44	1353.2	1354.19	1984.0
2011-05-01 19:00:00	ES	Futures	1354.19	1354.44	1353.7	1353.95	515.0
2011-05-01 19:05:00	ES	Futures	1353.7	1353.7	1352.7	1352.95	1460.0
2011-05-01 19:10:00	ES	Futures	1352.95	1353.2	1352.7	1352.7	682.0
2011-05-01 19:15:00	ES	Futures	1352.7	1353.45	1352.46	1353.2	992.0
2011-05-01 19:20:00	ES	Futures	1353.2	1353.45	1352.95	1353.45	129.0
2011-05-01 19:25:00	ES	Futures	1353.2	1353.7	1353.2	1353.45	243.0
2011-05-01 19:30:00	ES	Futures	1353.45	1353.7	1353.2	1353.45	176.0
2011-05-01 19:35:00	ES	Futures	1353.45	1353.95	1353.2	1353.95	332.0
2011-05-01 19:40:00	ES	Futures	1353.95	1354.44	1353.95	1354.44	262.0
2011-05-01 19:45:00	ES	Futures	1354.69	1355.19	1354.44	1354.94	623.0
2011-05-01 19:50:00	ES	Futures	1354.94	1354.94	1354.19	1354.19	564.0
2011-05-01 19:55:00	ES	Futures	1354.44	1354.44	1353.95	1354.19	312.0
2011-05-01 20:00:00	ES	Futures	1353.95	1354.44	1353.95	1354.44	936.0
2011-05-01 20:05:00	ES	Futures	1354.19	1354.94	1353.95	1354.94	542.0
2011-05-01 20:10:00	ES	Futures	1354.69	1355.44	1354.19	1354.19	654.0
2011-05-01 20:15:00	ES	Futures	1354.19	1354.44	1353.7	1353.95	368.0
2011-05-01 20:20:00	ES	Futures	1354.19	1355.44	1354.19	1355.19	806.0
2011-05-01 20:25:00	ES	Futures	1354.94	1356.43	1354.94	1356.18	2182.0
2011-05-01 20:30:00	ES	Futures	1355.93	1356.18	1355.44	1355.69	709.0
2011-05-01 20:35:00	ES	Futures	1355.69	1356.18	1355.44	1355.93	918.0
2011-05-01 20:40:00	ES	Futures	1355.93	1356.43	1355.44	1355.69	1017.0
2011-05-01 20:45:00	ES	Futures	1355.69	1355.69	1355.44	1355.44	570.0
2011-05-01 20:50:00	ES	Futures	1355.19	1355.69	1355.19	1355.44	342.0
2011-05-01 20:55:00	ES	Futures	1355.19	1355.69	1355.19	1355.19	516.0
2011-05-01 21:00:00	ES	Futures	1355.19	1355.93	1355.19	1355.69	1158.0
2011-05-01 21:05:00	ES	Futures	1355.93	1355.93	1355.19	1355.69	455.0
2011-05-01 21:10:00	ES	Futures	1355.44	1355.44	1355.19	1355.19	102.0
2011-05-01 21:15:00	ES	Futures	1355.44	1355.93	1355.19	1355.44	378.0
2011-05-01 21:20:00	ES	Futures	1355.44	1355.69	1354.94	1354.94	422.0
2011-05-01 21:25:00	ES	Futures	1354.94	1355.19	1354.94	1354.94	319.0
2011-05-01 21:30:00	ES	Futures	1354.69	1354.94	1354.44	1354.44	681.0
2011-05-01 21:35:00	ES	Futures	1354.44	1354.69	1353.95	1354.69	447.0
2011-05-01 21:40:00	ES	Futures	1354.69	1354.94	1354.44	1354.69	185.0
2011-05-01 21:45:00	ES	Futures	1354.69	1354.94	1354.44	1354.44	326.0
2011-05-01 21:50:00	ES	Futures	1354.44	1354.94	1354.44	1354.44	265.0
2011-05-01 21:55:00	ES	Futures	1354.44	1354.69	1354.19	1354.44	137.0
2011-05-01 22:00:00	ES	Futures	1354.44	1354.69	1354.19	1354.44	230.0
2011-05-01 22:05:00	ES	Futures	1354.69	1355.44	1354.69	1354.69	504.0

> showing 50 of 2,561 rows — these rows as CSV

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