PREVIEW / futures_5min / 2011-06-03

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-06-03.parquet
  size:    202 KB
  rows:    10,818

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
2011-06-03 00:00:00	ES	Futures	1301.53	1301.78	1301.28	1301.28	103.0
2011-06-03 00:05:00	ES	Futures	1301.53	1301.53	1301.28	1301.53	120.0
2011-06-03 00:10:00	ES	Futures	1301.53	1302.02	1301.53	1302.02	791.0
2011-06-03 00:15:00	ES	Futures	1302.02	1302.27	1301.78	1302.27	366.0
2011-06-03 00:20:00	ES	Futures	1302.02	1302.27	1301.53	1301.78	325.0
2011-06-03 00:25:00	ES	Futures	1301.53	1301.78	1301.03	1301.28	227.0
2011-06-03 00:30:00	ES	Futures	1301.28	1301.28	1301.03	1301.28	168.0
2011-06-03 00:35:00	ES	Futures	1301.28	1301.53	1300.78	1301.28	538.0
2011-06-03 00:40:00	ES	Futures	1301.28	1302.02	1301.03	1301.78	849.0
2011-06-03 00:45:00	ES	Futures	1301.78	1302.27	1301.53	1301.78	862.0
2011-06-03 00:50:00	ES	Futures	1301.78	1302.77	1301.78	1302.52	782.0
2011-06-03 00:55:00	ES	Futures	1302.52	1302.77	1302.02	1302.77	551.0
2011-06-03 01:00:00	ES	Futures	1302.77	1302.77	1302.27	1302.52	420.0
2011-06-03 01:05:00	ES	Futures	1302.27	1302.52	1302.27	1302.52	165.0
2011-06-03 01:10:00	ES	Futures	1302.52	1303.27	1302.52	1303.02	1544.0
2011-06-03 01:15:00	ES	Futures	1303.02	1303.52	1302.77	1303.27	468.0
2011-06-03 01:20:00	ES	Futures	1303.27	1303.27	1303.02	1303.02	172.0
2011-06-03 01:25:00	ES	Futures	1303.02	1303.76	1303.02	1303.02	1333.0
2011-06-03 01:30:00	ES	Futures	1303.02	1303.02	1302.27	1302.52	890.0
2011-06-03 01:35:00	ES	Futures	1302.27	1303.02	1302.02	1302.02	592.0
2011-06-03 01:40:00	ES	Futures	1302.27	1302.52	1302.02	1302.27	318.0
2011-06-03 01:45:00	ES	Futures	1302.27	1302.52	1302.02	1302.02	331.0
2011-06-03 01:50:00	ES	Futures	1302.27	1302.27	1301.53	1301.78	398.0
2011-06-03 01:55:00	ES	Futures	1301.78	1302.02	1301.53	1301.78	354.0
2011-06-03 02:00:00	ES	Futures	1301.53	1302.27	1301.53	1302.02	1013.0
2011-06-03 02:05:00	ES	Futures	1302.02	1302.52	1302.02	1302.27	194.0
2011-06-03 02:10:00	ES	Futures	1302.52	1302.77	1302.27	1302.52	560.0
2011-06-03 02:15:00	ES	Futures	1302.77	1302.77	1302.52	1302.77	776.0
2011-06-03 02:20:00	ES	Futures	1303.02	1303.27	1302.77	1302.77	642.0
2011-06-03 02:25:00	ES	Futures	1302.77	1302.77	1302.27	1302.52	424.0
2011-06-03 02:30:00	ES	Futures	1302.52	1302.77	1302.27	1302.77	1182.0
2011-06-03 02:35:00	ES	Futures	1302.77	1302.77	1302.52	1302.52	564.0
2011-06-03 02:40:00	ES	Futures	1302.52	1302.77	1302.27	1302.52	332.0
2011-06-03 02:45:00	ES	Futures	1302.27	1302.52	1301.78	1302.02	860.0
2011-06-03 02:50:00	ES	Futures	1301.78	1302.02	1301.53	1302.02	877.0
2011-06-03 02:55:00	ES	Futures	1302.02	1302.27	1301.28	1301.53	1067.0
2011-06-03 03:00:00	ES	Futures	1301.53	1301.78	1300.78	1300.78	3611.0
2011-06-03 03:05:00	ES	Futures	1300.78	1301.78	1300.53	1301.28	3189.0
2011-06-03 03:10:00	ES	Futures	1301.28	1301.53	1300.53	1300.78	3612.0
2011-06-03 03:15:00	ES	Futures	1300.78	1301.03	1299.54	1299.79	4904.0
2011-06-03 03:20:00	ES	Futures	1299.79	1300.29	1299.04	1300.04	3058.0
2011-06-03 03:25:00	ES	Futures	1300.29	1300.29	1299.04	1299.29	1378.0
2011-06-03 03:30:00	ES	Futures	1299.29	1300.04	1299.29	1299.54	2080.0
2011-06-03 03:35:00	ES	Futures	1299.54	1300.29	1299.29	1300.04	2164.0
2011-06-03 03:40:00	ES	Futures	1300.04	1300.29	1299.79	1300.04	1422.0
2011-06-03 03:45:00	ES	Futures	1300.04	1300.53	1299.79	1300.04	1916.0
2011-06-03 03:50:00	ES	Futures	1300.29	1300.53	1299.54	1300.29	1408.0
2011-06-03 03:55:00	ES	Futures	1300.29	1301.28	1299.79	1301.03	2511.0
2011-06-03 04:00:00	ES	Futures	1301.03	1301.28	1300.29	1300.53	1650.0
2011-06-03 04:05:00	ES	Futures	1300.29	1301.03	1300.29	1300.78	1402.0

> showing 50 of 10,818 rows — these rows as CSV

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