PREVIEW / futures_5min / 2011-06-26

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-06-26.parquet
  size:    46 KB
  rows:    2,197

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
2011-06-26 18:00:00	ES	Futures	1261.99	1263.99	1260.74	1263.24	3274.0
2011-06-26 18:05:00	ES	Futures	1263.24	1263.24	1261.24	1261.74	888.0
2011-06-26 18:10:00	ES	Futures	1261.49	1261.99	1260.99	1261.24	606.0
2011-06-26 18:15:00	ES	Futures	1260.99	1261.74	1260.25	1261.74	1305.0
2011-06-26 18:20:00	ES	Futures	1261.74	1261.74	1260.74	1260.74	527.0
2011-06-26 18:25:00	ES	Futures	1260.74	1260.99	1258.25	1258.5	2129.0
2011-06-26 18:30:00	ES	Futures	1258.5	1259.5	1258.25	1259.0	1183.0
2011-06-26 18:35:00	ES	Futures	1259.0	1259.5	1257.25	1257.75	2470.0
2011-06-26 18:40:00	ES	Futures	1257.75	1258.75	1257.75	1258.0	1057.0
2011-06-26 18:45:00	ES	Futures	1258.0	1258.0	1254.01	1255.26	6007.0
2011-06-26 18:50:00	ES	Futures	1255.51	1257.0	1254.01	1256.01	2255.0
2011-06-26 18:55:00	ES	Futures	1256.01	1258.5	1256.01	1257.75	1689.0
2011-06-26 19:00:00	ES	Futures	1257.75	1258.25	1256.51	1256.51	697.0
2011-06-26 19:05:00	ES	Futures	1256.51	1257.0	1255.76	1256.51	579.0
2011-06-26 19:10:00	ES	Futures	1256.75	1257.0	1255.51	1256.01	434.0
2011-06-26 19:15:00	ES	Futures	1256.01	1256.51	1255.76	1256.51	306.0
2011-06-26 19:20:00	ES	Futures	1256.51	1257.5	1256.51	1257.25	520.0
2011-06-26 19:25:00	ES	Futures	1257.25	1257.5	1257.25	1257.25	223.0
2011-06-26 19:30:00	ES	Futures	1257.25	1257.5	1257.0	1257.5	303.0
2011-06-26 19:35:00	ES	Futures	1257.25	1257.25	1255.76	1256.01	895.0
2011-06-26 19:40:00	ES	Futures	1256.26	1256.26	1255.51	1255.76	796.0
2011-06-26 19:45:00	ES	Futures	1256.01	1256.51	1256.01	1256.26	667.0
2011-06-26 19:50:00	ES	Futures	1256.26	1257.5	1256.26	1257.5	1346.0
2011-06-26 19:55:00	ES	Futures	1257.5	1257.75	1257.25	1257.5	516.0
2011-06-26 20:00:00	ES	Futures	1257.5	1257.75	1256.75	1256.75	1199.0
2011-06-26 20:05:00	ES	Futures	1257.0	1257.25	1256.26	1256.51	1069.0
2011-06-26 20:10:00	ES	Futures	1256.51	1257.0	1256.26	1256.51	822.0
2011-06-26 20:15:00	ES	Futures	1256.51	1256.75	1255.76	1256.26	1153.0
2011-06-26 20:20:00	ES	Futures	1256.26	1257.0	1256.01	1256.26	768.0
2011-06-26 20:25:00	ES	Futures	1256.26	1256.51	1255.51	1256.01	812.0
2011-06-26 20:30:00	ES	Futures	1255.76	1256.01	1254.76	1255.01	3678.0
2011-06-26 20:35:00	ES	Futures	1255.01	1255.76	1254.51	1255.76	1092.0
2011-06-26 20:40:00	ES	Futures	1255.76	1256.01	1255.51	1255.51	357.0
2011-06-26 20:45:00	ES	Futures	1255.76	1256.01	1255.26	1255.26	597.0
2011-06-26 20:50:00	ES	Futures	1255.26	1256.01	1255.01	1256.01	386.0
2011-06-26 20:55:00	ES	Futures	1255.76	1256.26	1255.51	1256.26	441.0
2011-06-26 21:00:00	ES	Futures	1256.01	1256.51	1255.76	1256.01	624.0
2011-06-26 21:05:00	ES	Futures	1255.76	1256.26	1255.76	1256.01	451.0
2011-06-26 21:10:00	ES	Futures	1256.26	1256.75	1256.26	1256.51	489.0
2011-06-26 21:15:00	ES	Futures	1256.51	1256.75	1256.26	1256.51	338.0
2011-06-26 21:20:00	ES	Futures	1256.51	1256.51	1255.76	1256.26	342.0
2011-06-26 21:25:00	ES	Futures	1256.26	1256.75	1256.01	1256.75	624.0
2011-06-26 21:30:00	ES	Futures	1256.75	1257.0	1256.51	1257.0	1080.0
2011-06-26 21:35:00	ES	Futures	1257.0	1257.25	1256.75	1257.0	713.0
2011-06-26 21:40:00	ES	Futures	1257.0	1257.0	1256.26	1256.51	743.0
2011-06-26 21:45:00	ES	Futures	1256.75	1256.75	1256.26	1256.51	336.0
2011-06-26 21:50:00	ES	Futures	1256.26	1257.0	1256.26	1256.75	225.0
2011-06-26 21:55:00	ES	Futures	1257.0	1257.5	1256.75	1257.25	857.0
2011-06-26 22:00:00	ES	Futures	1257.0	1258.25	1256.51	1257.5	1230.0
2011-06-26 22:05:00	ES	Futures	1257.5	1257.75	1256.75	1256.75	238.0

> showing 50 of 2,197 rows — these rows as CSV

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