PREVIEW / futures_5min / 2011-07-15

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-07-15.parquet
  size:    193 KB
  rows:    11,057

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
2011-07-15 00:00:00	ES	Futures	1304.64	1304.89	1304.39	1304.39	299.0
2011-07-15 00:05:00	ES	Futures	1304.64	1304.64	1304.14	1304.39	58.0
2011-07-15 00:10:00	ES	Futures	1304.39	1304.64	1304.14	1304.39	141.0
2011-07-15 00:15:00	ES	Futures	1304.64	1304.64	1304.14	1304.39	77.0
2011-07-15 00:20:00	ES	Futures	1304.64	1304.64	1304.39	1304.39	44.0
2011-07-15 00:25:00	ES	Futures	1304.39	1304.64	1303.89	1303.89	387.0
2011-07-15 00:30:00	ES	Futures	1303.89	1304.14	1303.39	1303.89	625.0
2011-07-15 00:35:00	ES	Futures	1303.64	1303.89	1303.64	1303.64	60.0
2011-07-15 00:40:00	ES	Futures	1303.89	1303.89	1303.39	1303.39	369.0
2011-07-15 00:45:00	ES	Futures	1303.39	1303.89	1303.39	1303.64	134.0
2011-07-15 00:50:00	ES	Futures	1303.64	1304.14	1303.64	1303.64	114.0
2011-07-15 00:55:00	ES	Futures	1303.64	1303.64	1302.65	1303.14	790.0
2011-07-15 01:00:00	ES	Futures	1303.14	1303.39	1302.65	1302.65	704.0
2011-07-15 01:05:00	ES	Futures	1302.65	1302.89	1302.65	1302.89	63.0
2011-07-15 01:10:00	ES	Futures	1302.89	1303.39	1302.89	1303.14	140.0
2011-07-15 01:15:00	ES	Futures	1303.14	1303.39	1302.65	1303.14	360.0
2011-07-15 01:20:00	ES	Futures	1303.14	1303.39	1302.65	1303.39	182.0
2011-07-15 01:25:00	ES	Futures	1303.39	1304.14	1303.14	1303.89	550.0
2011-07-15 01:30:00	ES	Futures	1303.89	1305.14	1303.89	1304.64	1015.0
2011-07-15 01:35:00	ES	Futures	1304.64	1305.14	1304.39	1304.89	441.0
2011-07-15 01:40:00	ES	Futures	1304.89	1305.14	1304.39	1304.89	258.0
2011-07-15 01:45:00	ES	Futures	1304.64	1304.89	1304.14	1304.39	225.0
2011-07-15 01:50:00	ES	Futures	1304.39	1304.64	1304.39	1304.64	183.0
2011-07-15 01:55:00	ES	Futures	1304.64	1304.89	1304.14	1304.39	732.0
2011-07-15 02:00:00	ES	Futures	1304.39	1304.89	1303.39	1303.39	1010.0
2011-07-15 02:05:00	ES	Futures	1303.64	1304.64	1303.14	1303.89	936.0
2011-07-15 02:10:00	ES	Futures	1303.89	1304.39	1303.89	1304.14	890.0
2011-07-15 02:15:00	ES	Futures	1304.14	1304.39	1303.64	1303.89	404.0
2011-07-15 02:20:00	ES	Futures	1303.64	1304.14	1303.39	1303.39	690.0
2011-07-15 02:25:00	ES	Futures	1303.39	1303.64	1301.9	1301.9	1894.0
2011-07-15 02:30:00	ES	Futures	1302.15	1302.4	1301.4	1302.15	2007.0
2011-07-15 02:35:00	ES	Futures	1302.4	1302.4	1301.9	1302.15	318.0
2011-07-15 02:40:00	ES	Futures	1301.9	1302.4	1301.65	1302.15	848.0
2011-07-15 02:45:00	ES	Futures	1302.15	1302.4	1301.4	1302.4	1159.0
2011-07-15 02:50:00	ES	Futures	1302.4	1303.14	1302.15	1303.14	1050.0
2011-07-15 02:55:00	ES	Futures	1302.89	1303.14	1301.9	1302.15	531.0
2011-07-15 03:00:00	ES	Futures	1302.15	1304.39	1301.65	1301.65	4923.0
2011-07-15 03:05:00	ES	Futures	1301.65	1302.89	1301.4	1301.9	3678.0
2011-07-15 03:10:00	ES	Futures	1301.9	1302.4	1301.15	1301.4	3279.0
2011-07-15 03:15:00	ES	Futures	1301.65	1302.15	1300.65	1301.4	3554.0
2011-07-15 03:20:00	ES	Futures	1301.65	1301.65	1299.4	1299.9	4929.0
2011-07-15 03:25:00	ES	Futures	1299.9	1300.65	1299.4	1299.9	7379.0
2011-07-15 03:30:00	ES	Futures	1299.9	1301.4	1299.65	1301.4	3339.0
2011-07-15 03:35:00	ES	Futures	1301.4	1301.65	1300.4	1301.65	2144.0
2011-07-15 03:40:00	ES	Futures	1301.65	1302.4	1301.4	1301.4	2905.0
2011-07-15 03:45:00	ES	Futures	1301.4	1303.14	1300.9	1302.4	3298.0
2011-07-15 03:50:00	ES	Futures	1302.65	1302.89	1301.65	1301.65	1675.0
2011-07-15 03:55:00	ES	Futures	1301.9	1302.15	1300.9	1301.65	3474.0
2011-07-15 04:00:00	ES	Futures	1301.9	1302.65	1301.4	1302.4	2048.0
2011-07-15 04:05:00	ES	Futures	1302.15	1302.4	1300.65	1300.65	1196.0

> showing 50 of 11,057 rows — these rows as CSV

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