PREVIEW / futures_5min / 2011-06-27

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-06-27.parquet
  size:    220 KB
  rows:    12,682

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
2011-06-27 00:00:00	ES	Futures	1259.0	1259.0	1258.5	1258.75	407.0
2011-06-27 00:05:00	ES	Futures	1258.75	1258.75	1258.5	1258.75	226.0
2011-06-27 00:10:00	ES	Futures	1258.5	1258.75	1258.5	1258.75	254.0
2011-06-27 00:15:00	ES	Futures	1258.75	1259.0	1258.25	1258.5	460.0
2011-06-27 00:20:00	ES	Futures	1258.5	1258.5	1258.0	1258.5	533.0
2011-06-27 00:25:00	ES	Futures	1258.5	1258.75	1258.25	1258.5	657.0
2011-06-27 00:30:00	ES	Futures	1258.5	1258.5	1258.0	1258.5	392.0
2011-06-27 00:35:00	ES	Futures	1258.5	1258.5	1258.0	1258.5	696.0
2011-06-27 00:40:00	ES	Futures	1258.5	1258.5	1258.25	1258.25	180.0
2011-06-27 00:45:00	ES	Futures	1258.5	1258.5	1258.0	1258.25	365.0
2011-06-27 00:50:00	ES	Futures	1258.25	1258.5	1258.0	1258.25	397.0
2011-06-27 00:55:00	ES	Futures	1258.0	1258.25	1257.75	1257.75	377.0
2011-06-27 01:00:00	ES	Futures	1257.75	1258.0	1257.5	1258.0	444.0
2011-06-27 01:05:00	ES	Futures	1258.0	1258.5	1258.0	1258.25	414.0
2011-06-27 01:10:00	ES	Futures	1258.0	1258.5	1258.0	1258.5	309.0
2011-06-27 01:15:00	ES	Futures	1258.5	1259.75	1258.25	1259.5	1015.0
2011-06-27 01:20:00	ES	Futures	1259.5	1259.75	1259.25	1259.5	266.0
2011-06-27 01:25:00	ES	Futures	1259.25	1260.5	1259.25	1260.0	995.0
2011-06-27 01:30:00	ES	Futures	1260.25	1260.25	1258.0	1258.0	1756.0
2011-06-27 01:35:00	ES	Futures	1258.0	1258.5	1257.25	1257.75	1205.0
2011-06-27 01:40:00	ES	Futures	1258.0	1258.5	1257.75	1258.5	585.0
2011-06-27 01:45:00	ES	Futures	1258.5	1258.75	1258.25	1258.5	347.0
2011-06-27 01:50:00	ES	Futures	1258.5	1259.25	1258.5	1258.75	444.0
2011-06-27 01:55:00	ES	Futures	1259.0	1259.5	1259.0	1259.0	452.0
2011-06-27 02:00:00	ES	Futures	1259.0	1259.25	1258.25	1258.75	1348.0
2011-06-27 02:05:00	ES	Futures	1258.75	1259.0	1258.5	1258.75	546.0
2011-06-27 02:10:00	ES	Futures	1258.75	1259.0	1257.5	1257.75	1639.0
2011-06-27 02:15:00	ES	Futures	1257.75	1257.75	1256.75	1257.0	1308.0
2011-06-27 02:20:00	ES	Futures	1256.75	1257.0	1256.26	1256.26	1535.0
2011-06-27 02:25:00	ES	Futures	1256.51	1257.25	1256.26	1256.75	1522.0
2011-06-27 02:30:00	ES	Futures	1257.0	1258.0	1256.75	1257.75	590.0
2011-06-27 02:35:00	ES	Futures	1257.75	1259.0	1257.75	1258.75	1628.0
2011-06-27 02:40:00	ES	Futures	1259.0	1259.0	1258.0	1258.25	495.0
2011-06-27 02:45:00	ES	Futures	1258.0	1258.75	1257.75	1258.75	1126.0
2011-06-27 02:50:00	ES	Futures	1258.75	1259.0	1258.5	1258.75	679.0
2011-06-27 02:55:00	ES	Futures	1258.75	1258.75	1258.25	1258.5	454.0
2011-06-27 03:00:00	ES	Futures	1258.75	1260.74	1258.75	1260.5	3911.0
2011-06-27 03:05:00	ES	Futures	1260.5	1261.99	1260.25	1260.99	5546.0
2011-06-27 03:10:00	ES	Futures	1260.99	1261.24	1260.5	1260.5	1917.0
2011-06-27 03:15:00	ES	Futures	1260.74	1261.74	1260.5	1261.49	2319.0
2011-06-27 03:20:00	ES	Futures	1261.49	1264.74	1260.99	1264.24	9118.0
2011-06-27 03:25:00	ES	Futures	1264.24	1264.74	1263.24	1264.24	6018.0
2011-06-27 03:30:00	ES	Futures	1264.49	1264.49	1263.74	1264.24	3362.0
2011-06-27 03:35:00	ES	Futures	1264.24	1264.49	1262.99	1262.99	3055.0
2011-06-27 03:40:00	ES	Futures	1262.99	1263.24	1262.49	1262.99	1792.0
2011-06-27 03:45:00	ES	Futures	1263.24	1263.24	1260.99	1261.74	5403.0
2011-06-27 03:50:00	ES	Futures	1261.74	1262.24	1260.99	1261.24	1664.0
2011-06-27 03:55:00	ES	Futures	1260.99	1260.99	1258.5	1259.5	4820.0
2011-06-27 04:00:00	ES	Futures	1259.25	1260.74	1259.0	1260.0	2273.0
2011-06-27 04:05:00	ES	Futures	1260.0	1260.74	1259.0	1259.25	1358.0

> showing 50 of 12,682 rows — these rows as CSV

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