PREVIEW / futures_5min / 2011-05-08

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-05-08.parquet
  size:    53 KB
  rows:    2,398

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
2011-05-08 18:00:00	ES	Futures	1328.85	1331.59	1328.61	1331.34	6610.0
2011-05-08 18:05:00	ES	Futures	1331.09	1334.07	1331.09	1332.58	4156.0
2011-05-08 18:10:00	ES	Futures	1332.58	1333.33	1332.58	1333.33	946.0
2011-05-08 18:15:00	ES	Futures	1333.33	1333.58	1332.83	1333.08	803.0
2011-05-08 18:20:00	ES	Futures	1332.83	1333.33	1332.08	1332.08	399.0
2011-05-08 18:25:00	ES	Futures	1332.08	1332.33	1330.35	1330.59	1565.0
2011-05-08 18:30:00	ES	Futures	1330.35	1331.09	1330.1	1330.84	774.0
2011-05-08 18:35:00	ES	Futures	1331.09	1332.58	1331.09	1332.33	945.0
2011-05-08 18:40:00	ES	Futures	1332.08	1332.58	1331.59	1331.59	360.0
2011-05-08 18:45:00	ES	Futures	1331.59	1332.08	1331.09	1332.08	286.0
2011-05-08 18:50:00	ES	Futures	1332.08	1332.33	1331.34	1331.34	410.0
2011-05-08 18:55:00	ES	Futures	1331.34	1331.34	1330.35	1330.59	766.0
2011-05-08 19:00:00	ES	Futures	1330.59	1331.09	1330.35	1331.09	641.0
2011-05-08 19:05:00	ES	Futures	1331.09	1331.09	1330.59	1331.09	151.0
2011-05-08 19:10:00	ES	Futures	1330.84	1331.59	1330.59	1331.34	330.0
2011-05-08 19:15:00	ES	Futures	1331.09	1331.59	1330.84	1331.34	304.0
2011-05-08 19:20:00	ES	Futures	1331.34	1332.33	1331.34	1332.08	235.0
2011-05-08 19:25:00	ES	Futures	1332.08	1332.83	1331.84	1332.58	476.0
2011-05-08 19:30:00	ES	Futures	1332.58	1333.08	1332.58	1332.83	360.0
2011-05-08 19:35:00	ES	Futures	1332.83	1333.82	1332.83	1333.33	618.0
2011-05-08 19:40:00	ES	Futures	1333.33	1333.58	1332.58	1332.58	373.0
2011-05-08 19:45:00	ES	Futures	1332.58	1333.08	1332.58	1332.83	159.0
2011-05-08 19:50:00	ES	Futures	1333.08	1333.08	1332.33	1333.08	204.0
2011-05-08 19:55:00	ES	Futures	1333.08	1333.33	1332.58	1333.08	327.0
2011-05-08 20:00:00	ES	Futures	1333.08	1333.58	1332.83	1333.58	646.0
2011-05-08 20:05:00	ES	Futures	1333.33	1333.58	1332.83	1333.08	752.0
2011-05-08 20:10:00	ES	Futures	1333.08	1333.08	1331.09	1331.84	1020.0
2011-05-08 20:15:00	ES	Futures	1331.84	1332.33	1331.59	1331.84	217.0
2011-05-08 20:20:00	ES	Futures	1331.84	1331.84	1330.84	1331.09	642.0
2011-05-08 20:25:00	ES	Futures	1331.34	1331.59	1331.09	1331.34	606.0
2011-05-08 20:30:00	ES	Futures	1331.34	1332.08	1331.34	1331.84	433.0
2011-05-08 20:35:00	ES	Futures	1331.84	1331.84	1331.34	1331.34	300.0
2011-05-08 20:40:00	ES	Futures	1331.34	1331.59	1331.34	1331.34	355.0
2011-05-08 20:45:00	ES	Futures	1331.34	1331.34	1330.84	1331.09	641.0
2011-05-08 20:50:00	ES	Futures	1331.09	1331.09	1330.35	1330.59	920.0
2011-05-08 20:55:00	ES	Futures	1330.35	1330.84	1330.1	1330.84	671.0
2011-05-08 21:00:00	ES	Futures	1330.59	1330.84	1330.35	1330.35	410.0
2011-05-08 21:05:00	ES	Futures	1330.35	1330.59	1329.85	1330.35	747.0
2011-05-08 21:10:00	ES	Futures	1330.35	1330.59	1330.1	1330.59	673.0
2011-05-08 21:15:00	ES	Futures	1330.59	1330.59	1330.1	1330.35	371.0
2011-05-08 21:20:00	ES	Futures	1330.59	1330.59	1330.1	1330.59	263.0
2011-05-08 21:25:00	ES	Futures	1330.59	1330.59	1330.35	1330.35	163.0
2011-05-08 21:30:00	ES	Futures	1330.59	1330.84	1330.1	1330.1	527.0
2011-05-08 21:35:00	ES	Futures	1330.35	1331.84	1330.1	1331.84	1831.0
2011-05-08 21:40:00	ES	Futures	1331.84	1332.08	1331.59	1331.84	1076.0
2011-05-08 21:45:00	ES	Futures	1332.08	1332.58	1332.08	1332.33	472.0
2011-05-08 21:50:00	ES	Futures	1332.33	1332.83	1332.33	1332.58	594.0
2011-05-08 21:55:00	ES	Futures	1332.83	1332.83	1332.33	1332.33	201.0
2011-05-08 22:00:00	ES	Futures	1332.08	1332.33	1331.84	1332.33	164.0
2011-05-08 22:05:00	ES	Futures	1332.58	1332.58	1331.84	1332.08	154.0

> showing 50 of 2,398 rows — these rows as CSV

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