PREVIEW / futures_5min / 2011-05-31

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-05-31.parquet
  size:    209 KB
  rows:    13,041

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
2011-05-31 00:00:00	ES	Futures	1329.35	1329.35	1328.85	1328.85	163.0
2011-05-31 00:05:00	ES	Futures	1328.85	1329.35	1328.85	1328.85	140.0
2011-05-31 00:10:00	ES	Futures	1328.85	1329.1	1328.61	1329.1	193.0
2011-05-31 00:15:00	ES	Futures	1328.85	1329.35	1328.61	1328.85	227.0
2011-05-31 00:20:00	ES	Futures	1328.85	1329.1	1328.85	1328.85	83.0
2011-05-31 00:25:00	ES	Futures	1328.85	1329.35	1328.85	1329.35	138.0
2011-05-31 00:30:00	ES	Futures	1329.1	1329.35	1329.1	1329.1	51.0
2011-05-31 00:35:00	ES	Futures	1329.1	1329.35	1329.1	1329.1	287.0
2011-05-31 00:40:00	ES	Futures	1329.1	1330.1	1329.1	1329.85	441.0
2011-05-31 00:45:00	ES	Futures	1329.85	1330.35	1329.6	1330.1	439.0
2011-05-31 00:50:00	ES	Futures	1330.35	1330.35	1329.85	1330.35	517.0
2011-05-31 00:55:00	ES	Futures	1330.35	1330.59	1329.85	1329.85	577.0
2011-05-31 01:00:00	ES	Futures	1329.85	1330.59	1329.85	1330.59	268.0
2011-05-31 01:05:00	ES	Futures	1330.59	1330.59	1330.1	1330.35	586.0
2011-05-31 01:10:00	ES	Futures	1330.35	1330.84	1330.1	1330.59	525.0
2011-05-31 01:15:00	ES	Futures	1330.59	1330.59	1329.85	1330.1	302.0
2011-05-31 01:20:00	ES	Futures	1330.1	1330.35	1329.85	1330.1	187.0
2011-05-31 01:25:00	ES	Futures	1330.1	1330.59	1329.85	1330.1	396.0
2011-05-31 01:30:00	ES	Futures	1330.1	1330.35	1329.6	1329.85	350.0
2011-05-31 01:35:00	ES	Futures	1329.85	1330.1	1329.35	1329.35	320.0
2011-05-31 01:40:00	ES	Futures	1329.6	1329.6	1329.1	1329.1	322.0
2011-05-31 01:45:00	ES	Futures	1329.1	1329.35	1329.1	1329.35	186.0
2011-05-31 01:50:00	ES	Futures	1329.35	1329.85	1329.35	1329.35	335.0
2011-05-31 01:55:00	ES	Futures	1329.1	1330.59	1329.1	1330.35	617.0
2011-05-31 02:00:00	ES	Futures	1330.59	1330.84	1330.1	1330.35	1148.0
2011-05-31 02:05:00	ES	Futures	1330.35	1330.59	1330.1	1330.1	400.0
2011-05-31 02:10:00	ES	Futures	1330.1	1330.35	1329.6	1330.1	547.0
2011-05-31 02:15:00	ES	Futures	1330.1	1330.35	1329.6	1329.85	377.0
2011-05-31 02:20:00	ES	Futures	1329.85	1330.84	1329.6	1330.59	1121.0
2011-05-31 02:25:00	ES	Futures	1330.59	1330.59	1330.1	1330.59	638.0
2011-05-31 02:30:00	ES	Futures	1330.59	1330.84	1330.35	1330.59	405.0
2011-05-31 02:35:00	ES	Futures	1330.35	1330.59	1330.1	1330.1	733.0
2011-05-31 02:40:00	ES	Futures	1330.1	1330.59	1330.1	1330.1	188.0
2011-05-31 02:45:00	ES	Futures	1330.1	1330.35	1329.85	1330.1	182.0
2011-05-31 02:50:00	ES	Futures	1330.1	1330.35	1329.85	1330.35	637.0
2011-05-31 02:55:00	ES	Futures	1330.35	1330.59	1330.1	1330.35	868.0
2011-05-31 03:00:00	ES	Futures	1330.59	1331.09	1330.35	1330.84	2999.0
2011-05-31 03:05:00	ES	Futures	1330.84	1331.59	1330.84	1331.34	4712.0
2011-05-31 03:10:00	ES	Futures	1331.34	1332.08	1331.09	1331.84	3815.0
2011-05-31 03:15:00	ES	Futures	1331.84	1332.33	1331.59	1331.84	2864.0
2011-05-31 03:20:00	ES	Futures	1331.84	1332.08	1331.09	1331.09	2101.0
2011-05-31 03:25:00	ES	Futures	1331.09	1331.84	1330.84	1331.59	2218.0
2011-05-31 03:30:00	ES	Futures	1331.59	1332.08	1330.84	1331.84	1808.0
2011-05-31 03:35:00	ES	Futures	1331.84	1332.08	1331.34	1331.84	2475.0
2011-05-31 03:40:00	ES	Futures	1331.84	1332.58	1331.59	1331.84	2652.0
2011-05-31 03:45:00	ES	Futures	1331.59	1332.58	1331.59	1332.33	2554.0
2011-05-31 03:50:00	ES	Futures	1332.33	1333.33	1332.08	1332.83	6267.0
2011-05-31 03:55:00	ES	Futures	1333.08	1334.07	1333.08	1333.82	6083.0
2011-05-31 04:00:00	ES	Futures	1333.82	1334.07	1333.33	1333.82	1950.0
2011-05-31 04:05:00	ES	Futures	1333.58	1334.07	1333.33	1334.07	892.0

> showing 50 of 13,041 rows — these rows as CSV

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