PREVIEW / futures_5min / 2011-05-27

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-05-27.parquet
  size:    173 KB
  rows:    10,483

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
2011-05-27 00:00:00	ES	Futures	1321.15	1321.15	1320.91	1320.91	187.0
2011-05-27 00:05:00	ES	Futures	1320.91	1321.15	1320.66	1320.91	211.0
2011-05-27 00:10:00	ES	Futures	1321.15	1321.15	1320.91	1321.15	136.0
2011-05-27 00:15:00	ES	Futures	1321.15	1321.15	1320.91	1320.91	97.0
2011-05-27 00:20:00	ES	Futures	1321.15	1321.15	1320.66	1320.91	150.0
2011-05-27 00:25:00	ES	Futures	1320.91	1320.91	1320.66	1320.66	84.0
2011-05-27 00:30:00	ES	Futures	1320.91	1320.91	1320.66	1320.66	66.0
2011-05-27 00:35:00	ES	Futures	1320.66	1320.91	1320.66	1320.66	342.0
2011-05-27 00:40:00	ES	Futures	1320.66	1320.91	1320.41	1320.41	226.0
2011-05-27 00:45:00	ES	Futures	1320.41	1320.66	1320.16	1320.41	303.0
2011-05-27 00:50:00	ES	Futures	1320.41	1320.66	1320.16	1320.66	114.0
2011-05-27 00:55:00	ES	Futures	1320.66	1320.66	1320.41	1320.66	68.0
2011-05-27 01:00:00	ES	Futures	1320.66	1321.15	1320.41	1320.91	530.0
2011-05-27 01:05:00	ES	Futures	1321.15	1321.15	1320.91	1320.91	705.0
2011-05-27 01:10:00	ES	Futures	1320.91	1320.91	1320.66	1320.91	203.0
2011-05-27 01:15:00	ES	Futures	1320.91	1321.15	1320.66	1320.91	262.0
2011-05-27 01:20:00	ES	Futures	1320.66	1320.91	1319.66	1319.91	801.0
2011-05-27 01:25:00	ES	Futures	1319.91	1319.91	1319.66	1319.91	412.0
2011-05-27 01:30:00	ES	Futures	1319.66	1320.41	1319.66	1320.41	355.0
2011-05-27 01:35:00	ES	Futures	1320.41	1320.91	1319.91	1319.91	572.0
2011-05-27 01:40:00	ES	Futures	1319.91	1319.91	1319.66	1319.66	234.0
2011-05-27 01:45:00	ES	Futures	1319.66	1319.91	1319.41	1319.41	187.0
2011-05-27 01:50:00	ES	Futures	1319.41	1319.91	1319.41	1319.66	413.0
2011-05-27 01:55:00	ES	Futures	1319.66	1320.16	1319.41	1320.16	426.0
2011-05-27 02:00:00	ES	Futures	1320.16	1320.91	1319.91	1320.41	959.0
2011-05-27 02:05:00	ES	Futures	1320.41	1320.66	1320.16	1320.41	260.0
2011-05-27 02:10:00	ES	Futures	1320.16	1320.41	1319.91	1320.16	145.0
2011-05-27 02:15:00	ES	Futures	1319.91	1320.16	1319.41	1319.66	487.0
2011-05-27 02:20:00	ES	Futures	1319.66	1319.91	1319.41	1319.66	395.0
2011-05-27 02:25:00	ES	Futures	1319.91	1319.91	1319.66	1319.66	388.0
2011-05-27 02:30:00	ES	Futures	1319.91	1319.91	1319.66	1319.66	259.0
2011-05-27 02:35:00	ES	Futures	1319.66	1319.91	1319.41	1319.66	261.0
2011-05-27 02:40:00	ES	Futures	1319.66	1320.16	1319.66	1319.91	358.0
2011-05-27 02:45:00	ES	Futures	1319.91	1319.91	1319.41	1319.91	541.0
2011-05-27 02:50:00	ES	Futures	1319.66	1320.16	1319.66	1319.91	304.0
2011-05-27 02:55:00	ES	Futures	1319.91	1320.41	1319.91	1320.16	1116.0
2011-05-27 03:00:00	ES	Futures	1320.16	1322.15	1319.66	1321.4	5864.0
2011-05-27 03:05:00	ES	Futures	1321.4	1321.65	1320.66	1320.91	2397.0
2011-05-27 03:10:00	ES	Futures	1320.91	1321.65	1320.41	1320.41	2547.0
2011-05-27 03:15:00	ES	Futures	1320.16	1320.66	1320.16	1320.16	2381.0
2011-05-27 03:20:00	ES	Futures	1320.41	1320.91	1319.91	1320.41	1783.0
2011-05-27 03:25:00	ES	Futures	1320.41	1320.91	1319.91	1320.66	1341.0
2011-05-27 03:30:00	ES	Futures	1320.66	1320.91	1319.66	1319.91	1532.0
2011-05-27 03:35:00	ES	Futures	1319.91	1320.41	1319.66	1320.16	1491.0
2011-05-27 03:40:00	ES	Futures	1320.16	1320.41	1319.41	1319.66	1784.0
2011-05-27 03:45:00	ES	Futures	1319.66	1320.41	1319.66	1320.16	2122.0
2011-05-27 03:50:00	ES	Futures	1320.16	1320.66	1320.16	1320.41	803.0
2011-05-27 03:55:00	ES	Futures	1320.41	1321.15	1320.16	1320.66	1860.0
2011-05-27 04:00:00	ES	Futures	1320.66	1321.15	1320.41	1320.41	1625.0
2011-05-27 04:05:00	ES	Futures	1320.66	1321.65	1320.66	1321.15	1575.0

> showing 50 of 10,483 rows — these rows as CSV

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