PREVIEW / futures_5min / 2011-05-03

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-05-03.parquet
  size:    234 KB
  rows:    13,490

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
2011-05-03 00:00:00	ES	Futures	1345.5	1345.5	1345.0	1345.25	109.0
2011-05-03 00:05:00	ES	Futures	1345.0	1345.25	1345.0	1345.0	61.0
2011-05-03 00:10:00	ES	Futures	1345.25	1345.25	1345.0	1345.0	150.0
2011-05-03 00:15:00	ES	Futures	1345.0	1345.25	1345.0	1345.25	119.0
2011-05-03 00:20:00	ES	Futures	1345.0	1345.25	1345.0	1345.25	51.0
2011-05-03 00:25:00	ES	Futures	1345.25	1345.25	1344.75	1345.0	218.0
2011-05-03 00:30:00	ES	Futures	1344.75	1345.25	1344.75	1345.0	422.0
2011-05-03 00:35:00	ES	Futures	1345.0	1345.25	1344.75	1345.0	237.0
2011-05-03 00:40:00	ES	Futures	1345.0	1345.25	1344.75	1344.75	267.0
2011-05-03 00:45:00	ES	Futures	1344.75	1345.0	1344.51	1344.75	820.0
2011-05-03 00:50:00	ES	Futures	1344.75	1345.25	1344.75	1345.25	243.0
2011-05-03 00:55:00	ES	Futures	1345.0	1346.25	1345.0	1345.75	1330.0
2011-05-03 01:00:00	ES	Futures	1346.0	1346.49	1346.0	1346.49	502.0
2011-05-03 01:05:00	ES	Futures	1346.49	1346.74	1346.0	1346.49	525.0
2011-05-03 01:10:00	ES	Futures	1346.49	1346.74	1346.25	1346.49	201.0
2011-05-03 01:15:00	ES	Futures	1346.49	1346.74	1346.49	1346.49	204.0
2011-05-03 01:20:00	ES	Futures	1346.74	1346.74	1346.49	1346.74	69.0
2011-05-03 01:25:00	ES	Futures	1346.49	1346.99	1346.49	1346.74	192.0
2011-05-03 01:30:00	ES	Futures	1346.49	1346.74	1345.5	1345.75	696.0
2011-05-03 01:35:00	ES	Futures	1345.75	1345.75	1345.25	1345.25	621.0
2011-05-03 01:40:00	ES	Futures	1345.5	1345.75	1345.25	1345.75	329.0
2011-05-03 01:45:00	ES	Futures	1345.75	1346.0	1345.5	1346.0	332.0
2011-05-03 01:50:00	ES	Futures	1345.75	1346.49	1345.75	1346.49	292.0
2011-05-03 01:55:00	ES	Futures	1346.49	1346.74	1346.49	1346.49	435.0
2011-05-03 02:00:00	ES	Futures	1346.74	1347.24	1346.49	1346.99	1267.0
2011-05-03 02:05:00	ES	Futures	1347.24	1347.24	1346.99	1347.24	284.0
2011-05-03 02:10:00	ES	Futures	1347.24	1347.24	1346.74	1346.74	321.0
2011-05-03 02:15:00	ES	Futures	1346.99	1346.99	1346.25	1346.25	518.0
2011-05-03 02:20:00	ES	Futures	1346.25	1346.74	1346.25	1346.49	323.0
2011-05-03 02:25:00	ES	Futures	1346.74	1346.99	1346.49	1346.74	860.0
2011-05-03 02:30:00	ES	Futures	1346.49	1346.99	1346.25	1346.99	358.0
2011-05-03 02:35:00	ES	Futures	1346.74	1347.24	1346.74	1347.24	185.0
2011-05-03 02:40:00	ES	Futures	1346.99	1347.24	1346.99	1347.24	536.0
2011-05-03 02:45:00	ES	Futures	1347.49	1347.98	1347.49	1347.74	1075.0
2011-05-03 02:50:00	ES	Futures	1347.98	1348.48	1347.74	1348.48	1108.0
2011-05-03 02:55:00	ES	Futures	1348.23	1348.48	1347.98	1347.98	1577.0
2011-05-03 03:00:00	ES	Futures	1347.98	1348.73	1347.98	1348.23	2410.0
2011-05-03 03:05:00	ES	Futures	1348.23	1348.23	1347.74	1347.74	1362.0
2011-05-03 03:10:00	ES	Futures	1347.74	1348.23	1347.74	1347.98	643.0
2011-05-03 03:15:00	ES	Futures	1348.23	1348.73	1347.49	1347.49	2126.0
2011-05-03 03:20:00	ES	Futures	1347.49	1347.74	1346.49	1346.74	2228.0
2011-05-03 03:25:00	ES	Futures	1346.74	1346.99	1346.49	1346.49	1783.0
2011-05-03 03:30:00	ES	Futures	1346.49	1346.49	1345.75	1346.25	1519.0
2011-05-03 03:35:00	ES	Futures	1346.25	1346.25	1344.51	1344.75	3432.0
2011-05-03 03:40:00	ES	Futures	1344.51	1345.25	1344.51	1345.0	1827.0
2011-05-03 03:45:00	ES	Futures	1345.0	1345.25	1344.26	1345.25	2173.0
2011-05-03 03:50:00	ES	Futures	1345.25	1345.5	1344.75	1345.0	1972.0
2011-05-03 03:55:00	ES	Futures	1345.0	1346.0	1345.0	1345.75	1431.0
2011-05-03 04:00:00	ES	Futures	1345.75	1346.99	1345.75	1346.99	3202.0
2011-05-03 04:05:00	ES	Futures	1346.99	1347.74	1346.74	1347.24	2678.0

> showing 50 of 13,490 rows — these rows as CSV

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