PREVIEW / futures_5min / 2011-05-22

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-05-22.parquet
  size:    49 KB
  rows:    2,236

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
2011-05-22 18:00:00	ES	Futures	1317.68	1318.67	1312.96	1314.2	10613.0
2011-05-22 18:05:00	ES	Futures	1314.2	1315.44	1313.45	1315.44	3196.0
2011-05-22 18:10:00	ES	Futures	1315.44	1316.18	1315.19	1315.94	1568.0
2011-05-22 18:15:00	ES	Futures	1315.69	1316.18	1315.69	1316.18	423.0
2011-05-22 18:20:00	ES	Futures	1316.18	1317.18	1315.69	1316.93	2271.0
2011-05-22 18:25:00	ES	Futures	1316.68	1316.93	1315.94	1316.18	849.0
2011-05-22 18:30:00	ES	Futures	1316.18	1316.43	1315.94	1315.94	398.0
2011-05-22 18:35:00	ES	Futures	1315.94	1316.43	1315.69	1315.69	522.0
2011-05-22 18:40:00	ES	Futures	1315.69	1316.18	1315.69	1316.18	467.0
2011-05-22 18:45:00	ES	Futures	1315.94	1316.93	1315.94	1316.43	917.0
2011-05-22 18:50:00	ES	Futures	1316.43	1316.43	1315.69	1316.43	746.0
2011-05-22 18:55:00	ES	Futures	1316.18	1316.43	1315.19	1315.44	757.0
2011-05-22 19:00:00	ES	Futures	1315.44	1315.69	1314.94	1315.69	456.0
2011-05-22 19:05:00	ES	Futures	1315.69	1315.94	1315.44	1315.44	159.0
2011-05-22 19:10:00	ES	Futures	1315.44	1315.69	1314.94	1314.94	657.0
2011-05-22 19:15:00	ES	Futures	1314.94	1315.19	1314.69	1315.19	480.0
2011-05-22 19:20:00	ES	Futures	1314.94	1315.19	1314.94	1314.94	186.0
2011-05-22 19:25:00	ES	Futures	1314.94	1315.19	1314.94	1314.94	144.0
2011-05-22 19:30:00	ES	Futures	1315.19	1315.44	1314.94	1315.44	396.0
2011-05-22 19:35:00	ES	Futures	1315.44	1315.44	1314.94	1315.44	176.0
2011-05-22 19:40:00	ES	Futures	1315.44	1316.68	1315.44	1316.18	674.0
2011-05-22 19:45:00	ES	Futures	1316.43	1316.68	1315.94	1316.68	424.0
2011-05-22 19:50:00	ES	Futures	1316.68	1317.43	1316.43	1317.18	704.0
2011-05-22 19:55:00	ES	Futures	1317.18	1317.92	1316.68	1317.68	991.0
2011-05-22 20:00:00	ES	Futures	1317.92	1317.92	1317.18	1317.68	941.0
2011-05-22 20:05:00	ES	Futures	1317.68	1317.92	1316.68	1316.93	793.0
2011-05-22 20:10:00	ES	Futures	1316.68	1317.43	1316.68	1317.43	404.0
2011-05-22 20:15:00	ES	Futures	1317.43	1317.43	1316.93	1317.43	390.0
2011-05-22 20:20:00	ES	Futures	1317.43	1317.43	1316.93	1317.43	285.0
2011-05-22 20:25:00	ES	Futures	1317.18	1317.43	1316.43	1316.68	312.0
2011-05-22 20:30:00	ES	Futures	1316.68	1316.68	1314.94	1315.19	1752.0
2011-05-22 20:35:00	ES	Futures	1315.19	1315.44	1314.94	1315.19	866.0
2011-05-22 20:40:00	ES	Futures	1315.44	1315.94	1315.19	1315.44	623.0
2011-05-22 20:45:00	ES	Futures	1315.44	1315.94	1315.44	1315.94	365.0
2011-05-22 20:50:00	ES	Futures	1316.18	1316.18	1315.69	1315.94	269.0
2011-05-22 20:55:00	ES	Futures	1315.69	1315.94	1315.19	1315.19	471.0
2011-05-22 21:00:00	ES	Futures	1315.44	1315.69	1314.94	1315.19	515.0
2011-05-22 21:05:00	ES	Futures	1315.19	1315.44	1315.19	1315.19	292.0
2011-05-22 21:10:00	ES	Futures	1315.19	1315.69	1314.94	1314.94	692.0
2011-05-22 21:15:00	ES	Futures	1314.94	1315.19	1314.94	1315.19	251.0
2011-05-22 21:20:00	ES	Futures	1315.19	1315.19	1314.69	1314.69	395.0
2011-05-22 21:25:00	ES	Futures	1314.94	1314.94	1314.2	1314.69	1521.0
2011-05-22 21:30:00	ES	Futures	1314.69	1314.94	1314.2	1314.94	501.0
2011-05-22 21:35:00	ES	Futures	1314.94	1315.44	1314.94	1314.94	392.0
2011-05-22 21:40:00	ES	Futures	1315.19	1315.19	1314.69	1314.69	597.0
2011-05-22 21:45:00	ES	Futures	1314.69	1314.69	1314.45	1314.69	543.0
2011-05-22 21:50:00	ES	Futures	1314.45	1314.69	1314.2	1314.2	212.0
2011-05-22 21:55:00	ES	Futures	1314.45	1314.69	1313.7	1314.45	1607.0
2011-05-22 22:00:00	ES	Futures	1314.2	1314.45	1314.2	1314.2	596.0
2011-05-22 22:05:00	ES	Futures	1314.45	1314.69	1314.2	1314.45	170.0

> showing 50 of 2,236 rows — these rows as CSV

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