PREVIEW / futures_5min / 2011-06-09

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-06-09.parquet
  size:    224 KB
  rows:    12,923

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
2011-06-09 00:00:00	ES	Futures	1271.72	1271.72	1271.22	1271.22	89.0
2011-06-09 00:05:00	ES	Futures	1271.22	1271.47	1271.22	1271.47	56.0
2011-06-09 00:10:00	ES	Futures	1271.22	1271.47	1270.72	1270.97	396.0
2011-06-09 00:15:00	ES	Futures	1270.97	1270.97	1269.98	1270.23	1059.0
2011-06-09 00:20:00	ES	Futures	1270.47	1270.47	1269.98	1270.47	651.0
2011-06-09 00:25:00	ES	Futures	1270.47	1270.47	1270.23	1270.47	352.0
2011-06-09 00:30:00	ES	Futures	1270.47	1270.97	1270.23	1270.97	479.0
2011-06-09 00:35:00	ES	Futures	1270.97	1270.97	1270.72	1270.97	395.0
2011-06-09 00:40:00	ES	Futures	1270.97	1270.97	1270.47	1270.47	234.0
2011-06-09 00:45:00	ES	Futures	1270.72	1270.97	1270.47	1270.72	316.0
2011-06-09 00:50:00	ES	Futures	1270.72	1270.97	1270.47	1270.72	103.0
2011-06-09 00:55:00	ES	Futures	1270.72	1270.97	1270.47	1270.97	82.0
2011-06-09 01:00:00	ES	Futures	1270.97	1271.47	1270.97	1271.22	163.0
2011-06-09 01:05:00	ES	Futures	1270.97	1271.22	1270.97	1270.97	188.0
2011-06-09 01:10:00	ES	Futures	1271.22	1271.72	1270.97	1271.47	160.0
2011-06-09 01:15:00	ES	Futures	1271.72	1272.46	1271.47	1272.21	967.0
2011-06-09 01:20:00	ES	Futures	1272.21	1272.71	1272.21	1272.21	483.0
2011-06-09 01:25:00	ES	Futures	1272.46	1272.71	1272.46	1272.71	161.0
2011-06-09 01:30:00	ES	Futures	1272.46	1272.96	1272.46	1272.96	539.0
2011-06-09 01:35:00	ES	Futures	1272.96	1273.21	1272.46	1272.71	688.0
2011-06-09 01:40:00	ES	Futures	1272.71	1272.71	1272.21	1272.21	268.0
2011-06-09 01:45:00	ES	Futures	1271.96	1272.21	1271.47	1271.96	535.0
2011-06-09 01:50:00	ES	Futures	1271.96	1272.46	1271.72	1271.72	174.0
2011-06-09 01:55:00	ES	Futures	1271.72	1272.21	1271.47	1271.96	244.0
2011-06-09 02:00:00	ES	Futures	1271.96	1272.96	1271.96	1272.71	480.0
2011-06-09 02:05:00	ES	Futures	1272.46	1272.71	1271.96	1272.71	494.0
2011-06-09 02:10:00	ES	Futures	1272.71	1272.71	1272.46	1272.71	189.0
2011-06-09 02:15:00	ES	Futures	1272.71	1272.96	1272.46	1272.71	168.0
2011-06-09 02:20:00	ES	Futures	1272.71	1272.96	1272.46	1272.46	570.0
2011-06-09 02:25:00	ES	Futures	1272.46	1272.46	1272.21	1272.46	500.0
2011-06-09 02:30:00	ES	Futures	1272.46	1272.71	1272.21	1272.71	311.0
2011-06-09 02:35:00	ES	Futures	1272.46	1272.71	1271.72	1271.96	989.0
2011-06-09 02:40:00	ES	Futures	1271.96	1272.71	1271.72	1271.96	966.0
2011-06-09 02:45:00	ES	Futures	1271.96	1272.21	1271.72	1272.21	635.0
2011-06-09 02:50:00	ES	Futures	1271.96	1272.46	1271.96	1271.96	302.0
2011-06-09 02:55:00	ES	Futures	1271.96	1272.46	1271.96	1272.21	731.0
2011-06-09 03:00:00	ES	Futures	1272.21	1274.2	1271.96	1274.2	5692.0
2011-06-09 03:05:00	ES	Futures	1274.2	1275.19	1273.95	1275.19	4025.0
2011-06-09 03:10:00	ES	Futures	1275.19	1276.68	1274.95	1276.44	6602.0
2011-06-09 03:15:00	ES	Futures	1276.44	1277.18	1275.94	1276.44	5182.0
2011-06-09 03:20:00	ES	Futures	1276.19	1276.68	1275.94	1276.68	2284.0
2011-06-09 03:25:00	ES	Futures	1276.68	1276.93	1276.19	1276.19	1427.0
2011-06-09 03:30:00	ES	Futures	1276.44	1276.44	1275.19	1275.19	3001.0
2011-06-09 03:35:00	ES	Futures	1275.44	1276.19	1275.44	1275.69	1492.0
2011-06-09 03:40:00	ES	Futures	1275.69	1276.44	1275.69	1276.44	775.0
2011-06-09 03:45:00	ES	Futures	1276.44	1276.44	1275.44	1275.44	782.0
2011-06-09 03:50:00	ES	Futures	1275.44	1275.69	1275.19	1275.19	938.0
2011-06-09 03:55:00	ES	Futures	1275.19	1275.69	1275.19	1275.44	1007.0
2011-06-09 04:00:00	ES	Futures	1275.44	1275.44	1274.7	1274.7	1508.0
2011-06-09 04:05:00	ES	Futures	1274.7	1275.44	1274.45	1274.95	1391.0

> showing 50 of 12,923 rows — these rows as CSV

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