PREVIEW / futures_5min / 2011-05-06

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-05-06.parquet
  size:    233 KB
  rows:    11,536

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
2011-05-06 00:00:00	ES	Futures	1327.12	1327.12	1326.87	1327.12	163.0
2011-05-06 00:05:00	ES	Futures	1326.87	1327.36	1326.87	1327.12	49.0
2011-05-06 00:10:00	ES	Futures	1326.87	1327.36	1326.62	1326.62	75.0
2011-05-06 00:15:00	ES	Futures	1326.62	1326.87	1326.37	1326.62	132.0
2011-05-06 00:20:00	ES	Futures	1326.62	1327.12	1326.37	1326.62	224.0
2011-05-06 00:25:00	ES	Futures	1326.37	1326.87	1326.12	1326.87	263.0
2011-05-06 00:30:00	ES	Futures	1326.62	1326.87	1326.62	1326.87	48.0
2011-05-06 00:35:00	ES	Futures	1326.62	1326.87	1326.37	1326.37	221.0
2011-05-06 00:40:00	ES	Futures	1326.37	1326.62	1326.12	1326.37	185.0
2011-05-06 00:45:00	ES	Futures	1326.37	1326.37	1325.63	1325.63	599.0
2011-05-06 00:50:00	ES	Futures	1325.87	1325.87	1325.63	1325.87	153.0
2011-05-06 00:55:00	ES	Futures	1325.63	1326.12	1325.63	1325.63	144.0
2011-05-06 01:00:00	ES	Futures	1325.63	1326.12	1325.63	1325.87	716.0
2011-05-06 01:05:00	ES	Futures	1325.87	1326.37	1325.63	1325.87	522.0
2011-05-06 01:10:00	ES	Futures	1325.63	1326.87	1325.38	1326.87	903.0
2011-05-06 01:15:00	ES	Futures	1326.87	1327.36	1326.87	1327.12	353.0
2011-05-06 01:20:00	ES	Futures	1327.12	1328.36	1326.87	1328.11	841.0
2011-05-06 01:25:00	ES	Futures	1328.11	1328.85	1327.61	1328.61	701.0
2011-05-06 01:30:00	ES	Futures	1328.61	1329.35	1328.36	1328.61	884.0
2011-05-06 01:35:00	ES	Futures	1328.61	1329.6	1328.61	1329.6	1459.0
2011-05-06 01:40:00	ES	Futures	1329.35	1329.35	1328.61	1328.61	611.0
2011-05-06 01:45:00	ES	Futures	1328.36	1328.61	1327.86	1328.11	456.0
2011-05-06 01:50:00	ES	Futures	1328.11	1328.61	1328.11	1328.36	301.0
2011-05-06 01:55:00	ES	Futures	1328.36	1328.61	1327.12	1327.12	743.0
2011-05-06 02:00:00	ES	Futures	1327.36	1327.61	1326.37	1326.87	2062.0
2011-05-06 02:05:00	ES	Futures	1326.87	1327.86	1326.87	1327.86	1337.0
2011-05-06 02:10:00	ES	Futures	1327.61	1327.86	1327.36	1327.61	548.0
2011-05-06 02:15:00	ES	Futures	1327.61	1328.61	1327.36	1328.36	1321.0
2011-05-06 02:20:00	ES	Futures	1328.36	1329.1	1328.36	1328.36	1761.0
2011-05-06 02:25:00	ES	Futures	1328.61	1328.61	1328.11	1328.36	250.0
2011-05-06 02:30:00	ES	Futures	1328.36	1328.85	1328.11	1328.61	415.0
2011-05-06 02:35:00	ES	Futures	1328.85	1328.85	1328.36	1328.36	375.0
2011-05-06 02:40:00	ES	Futures	1328.36	1328.36	1327.86	1327.86	439.0
2011-05-06 02:45:00	ES	Futures	1327.86	1328.36	1327.36	1328.11	1080.0
2011-05-06 02:50:00	ES	Futures	1328.36	1328.61	1328.11	1328.61	652.0
2011-05-06 02:55:00	ES	Futures	1328.36	1329.1	1328.36	1328.85	778.0
2011-05-06 03:00:00	ES	Futures	1328.85	1329.6	1328.36	1328.36	5099.0
2011-05-06 03:05:00	ES	Futures	1328.61	1328.85	1327.12	1327.36	3345.0
2011-05-06 03:10:00	ES	Futures	1327.36	1328.36	1327.12	1327.36	1762.0
2011-05-06 03:15:00	ES	Futures	1327.36	1327.86	1327.12	1327.86	1405.0
2011-05-06 03:20:00	ES	Futures	1327.61	1329.6	1327.61	1329.35	3718.0
2011-05-06 03:25:00	ES	Futures	1329.1	1329.35	1328.36	1328.85	2230.0
2011-05-06 03:30:00	ES	Futures	1328.61	1328.85	1327.36	1327.61	1237.0
2011-05-06 03:35:00	ES	Futures	1327.86	1328.85	1327.36	1328.61	2341.0
2011-05-06 03:40:00	ES	Futures	1328.61	1329.1	1327.86	1328.11	1305.0
2011-05-06 03:45:00	ES	Futures	1328.11	1328.61	1327.12	1327.36	2183.0
2011-05-06 03:50:00	ES	Futures	1327.36	1327.36	1325.87	1326.62	3368.0
2011-05-06 03:55:00	ES	Futures	1326.62	1327.12	1325.87	1326.37	1830.0
2011-05-06 04:00:00	ES	Futures	1326.37	1326.62	1325.63	1326.37	2276.0
2011-05-06 04:05:00	ES	Futures	1326.12	1326.37	1325.38	1326.12	2458.0

> showing 50 of 11,536 rows — these rows as CSV

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