PREVIEW / futures_5min / 2011-07-12

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-07-12.parquet
  size:    258 KB
  rows:    13,690

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
2011-07-12 00:00:00	ES	Futures	1305.89	1305.89	1305.39	1305.64	284.0
2011-07-12 00:05:00	ES	Futures	1305.89	1305.89	1305.39	1305.64	225.0
2011-07-12 00:10:00	ES	Futures	1305.64	1305.64	1305.39	1305.64	158.0
2011-07-12 00:15:00	ES	Futures	1305.39	1305.64	1305.39	1305.39	34.0
2011-07-12 00:20:00	ES	Futures	1305.39	1305.89	1305.39	1305.89	318.0
2011-07-12 00:25:00	ES	Futures	1305.64	1305.89	1305.64	1305.64	62.0
2011-07-12 00:30:00	ES	Futures	1305.64	1306.14	1305.64	1305.89	114.0
2011-07-12 00:35:00	ES	Futures	1305.89	1306.39	1305.89	1306.14	334.0
2011-07-12 00:40:00	ES	Futures	1306.39	1306.64	1305.64	1306.39	644.0
2011-07-12 00:45:00	ES	Futures	1306.39	1306.89	1306.14	1306.39	498.0
2011-07-12 00:50:00	ES	Futures	1306.39	1306.64	1306.14	1306.64	365.0
2011-07-12 00:55:00	ES	Futures	1306.64	1306.89	1305.89	1306.39	823.0
2011-07-12 01:00:00	ES	Futures	1306.64	1306.89	1306.39	1306.39	416.0
2011-07-12 01:05:00	ES	Futures	1306.39	1306.64	1305.64	1305.89	411.0
2011-07-12 01:10:00	ES	Futures	1306.14	1306.39	1305.89	1306.14	152.0
2011-07-12 01:15:00	ES	Futures	1306.39	1306.64	1306.14	1306.39	166.0
2011-07-12 01:20:00	ES	Futures	1306.64	1306.89	1306.39	1306.64	265.0
2011-07-12 01:25:00	ES	Futures	1306.64	1306.89	1306.39	1306.64	563.0
2011-07-12 01:30:00	ES	Futures	1306.64	1307.38	1306.64	1307.38	1678.0
2011-07-12 01:35:00	ES	Futures	1307.38	1307.88	1307.13	1307.63	1553.0
2011-07-12 01:40:00	ES	Futures	1307.63	1308.13	1307.38	1308.13	673.0
2011-07-12 01:45:00	ES	Futures	1308.13	1308.38	1307.38	1307.38	910.0
2011-07-12 01:50:00	ES	Futures	1307.38	1307.63	1306.89	1306.89	1050.0
2011-07-12 01:55:00	ES	Futures	1306.89	1307.13	1306.39	1306.39	744.0
2011-07-12 02:00:00	ES	Futures	1306.64	1307.63	1306.39	1306.89	2772.0
2011-07-12 02:05:00	ES	Futures	1306.89	1306.89	1305.39	1305.39	2839.0
2011-07-12 02:10:00	ES	Futures	1305.64	1306.14	1305.14	1305.64	3092.0
2011-07-12 02:15:00	ES	Futures	1305.64	1306.14	1304.89	1304.89	2153.0
2011-07-12 02:20:00	ES	Futures	1304.89	1305.39	1304.39	1304.64	3459.0
2011-07-12 02:25:00	ES	Futures	1304.39	1304.64	1304.14	1304.39	3050.0
2011-07-12 02:30:00	ES	Futures	1304.64	1305.64	1304.39	1305.14	1402.0
2011-07-12 02:35:00	ES	Futures	1305.14	1305.89	1304.14	1304.14	1265.0
2011-07-12 02:40:00	ES	Futures	1304.14	1304.64	1303.39	1303.89	4923.0
2011-07-12 02:45:00	ES	Futures	1303.89	1305.39	1303.64	1305.39	2135.0
2011-07-12 02:50:00	ES	Futures	1305.39	1306.14	1305.14	1305.64	1175.0
2011-07-12 02:55:00	ES	Futures	1305.39	1305.64	1303.89	1303.89	1727.0
2011-07-12 03:00:00	ES	Futures	1304.14	1304.39	1302.65	1303.14	7304.0
2011-07-12 03:05:00	ES	Futures	1303.14	1303.39	1300.4	1300.65	13182.0
2011-07-12 03:10:00	ES	Futures	1300.65	1300.9	1298.16	1299.4	20428.0
2011-07-12 03:15:00	ES	Futures	1299.15	1299.65	1298.16	1299.4	13037.0
2011-07-12 03:20:00	ES	Futures	1299.4	1301.15	1299.15	1299.9	6829.0
2011-07-12 03:25:00	ES	Futures	1299.9	1301.4	1298.9	1301.4	6038.0
2011-07-12 03:30:00	ES	Futures	1301.4	1302.4	1300.9	1301.15	5286.0
2011-07-12 03:35:00	ES	Futures	1301.4	1301.65	1299.65	1299.9	6902.0
2011-07-12 03:40:00	ES	Futures	1299.65	1299.65	1297.16	1297.16	12218.0
2011-07-12 03:45:00	ES	Futures	1297.41	1299.4	1297.16	1297.91	7428.0
2011-07-12 03:50:00	ES	Futures	1297.91	1297.91	1292.17	1292.92	25531.0
2011-07-12 03:55:00	ES	Futures	1293.17	1294.91	1292.42	1294.91	14121.0
2011-07-12 04:00:00	ES	Futures	1295.16	1295.16	1292.92	1293.42	8570.0
2011-07-12 04:05:00	ES	Futures	1293.42	1295.91	1293.42	1295.16	7893.0

> showing 50 of 13,690 rows — these rows as CSV

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