PREVIEW / futures_5min / 2011-07-19

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-07-19.parquet
  size:    230 KB
  rows:    13,006

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
2011-07-19 00:00:00	ES	Futures	1301.4	1302.4	1301.15	1301.4	984.0
2011-07-19 00:05:00	ES	Futures	1301.4	1301.65	1300.9	1301.4	181.0
2011-07-19 00:10:00	ES	Futures	1301.4	1301.65	1301.15	1301.4	108.0
2011-07-19 00:15:00	ES	Futures	1301.15	1301.65	1301.15	1301.4	30.0
2011-07-19 00:20:00	ES	Futures	1301.4	1301.65	1301.15	1301.4	38.0
2011-07-19 00:25:00	ES	Futures	1301.15	1301.65	1301.15	1301.65	14.0
2011-07-19 00:30:00	ES	Futures	1301.65	1301.65	1301.15	1301.4	70.0
2011-07-19 00:35:00	ES	Futures	1301.4	1301.4	1301.15	1301.4	39.0
2011-07-19 00:40:00	ES	Futures	1301.4	1301.4	1300.9	1300.9	131.0
2011-07-19 00:45:00	ES	Futures	1300.9	1302.65	1300.9	1302.15	1818.0
2011-07-19 00:50:00	ES	Futures	1302.15	1303.39	1302.15	1302.89	2255.0
2011-07-19 00:55:00	ES	Futures	1302.89	1303.64	1302.65	1302.65	809.0
2011-07-19 01:00:00	ES	Futures	1302.65	1303.14	1302.65	1302.65	433.0
2011-07-19 01:05:00	ES	Futures	1302.89	1303.14	1302.65	1302.89	274.0
2011-07-19 01:10:00	ES	Futures	1302.89	1302.89	1301.9	1301.9	697.0
2011-07-19 01:15:00	ES	Futures	1301.9	1302.15	1301.65	1301.65	181.0
2011-07-19 01:20:00	ES	Futures	1301.65	1301.9	1301.15	1301.4	377.0
2011-07-19 01:25:00	ES	Futures	1301.65	1301.9	1301.4	1301.9	169.0
2011-07-19 01:30:00	ES	Futures	1301.65	1301.65	1300.9	1300.9	615.0
2011-07-19 01:35:00	ES	Futures	1301.15	1301.65	1301.15	1301.15	138.0
2011-07-19 01:40:00	ES	Futures	1301.15	1301.15	1300.65	1301.15	358.0
2011-07-19 01:45:00	ES	Futures	1301.15	1301.15	1300.4	1300.65	317.0
2011-07-19 01:50:00	ES	Futures	1300.65	1300.65	1300.15	1300.15	211.0
2011-07-19 01:55:00	ES	Futures	1300.15	1300.4	1299.9	1300.15	971.0
2011-07-19 02:00:00	ES	Futures	1300.4	1300.65	1299.65	1299.65	816.0
2011-07-19 02:05:00	ES	Futures	1299.65	1299.9	1299.15	1299.4	1217.0
2011-07-19 02:10:00	ES	Futures	1299.4	1300.15	1299.15	1300.15	562.0
2011-07-19 02:15:00	ES	Futures	1300.15	1300.4	1299.9	1299.9	683.0
2011-07-19 02:20:00	ES	Futures	1300.15	1300.65	1299.65	1300.4	2050.0
2011-07-19 02:25:00	ES	Futures	1300.15	1301.15	1299.9	1300.9	1306.0
2011-07-19 02:30:00	ES	Futures	1301.15	1301.65	1300.65	1301.4	567.0
2011-07-19 02:35:00	ES	Futures	1301.4	1301.65	1300.9	1301.4	621.0
2011-07-19 02:40:00	ES	Futures	1301.4	1301.4	1300.9	1301.4	424.0
2011-07-19 02:45:00	ES	Futures	1301.15	1302.15	1301.15	1302.15	1295.0
2011-07-19 02:50:00	ES	Futures	1302.15	1302.65	1301.9	1302.4	1354.0
2011-07-19 02:55:00	ES	Futures	1302.4	1302.65	1301.9	1301.9	545.0
2011-07-19 03:00:00	ES	Futures	1302.15	1302.65	1300.9	1302.65	3163.0
2011-07-19 03:05:00	ES	Futures	1302.65	1303.14	1301.65	1301.9	4694.0
2011-07-19 03:10:00	ES	Futures	1301.9	1302.65	1300.9	1302.65	3294.0
2011-07-19 03:15:00	ES	Futures	1302.65	1303.39	1302.65	1303.14	5706.0
2011-07-19 03:20:00	ES	Futures	1302.89	1304.64	1302.65	1304.39	11542.0
2011-07-19 03:25:00	ES	Futures	1304.14	1305.14	1304.14	1304.39	5692.0
2011-07-19 03:30:00	ES	Futures	1304.39	1305.14	1303.39	1304.39	3176.0
2011-07-19 03:35:00	ES	Futures	1304.39	1304.89	1303.39	1304.64	2796.0
2011-07-19 03:40:00	ES	Futures	1304.64	1304.89	1304.14	1304.39	2039.0
2011-07-19 03:45:00	ES	Futures	1304.39	1304.64	1303.89	1304.39	2041.0
2011-07-19 03:50:00	ES	Futures	1304.39	1305.64	1304.14	1305.39	4120.0
2011-07-19 03:55:00	ES	Futures	1305.39	1305.64	1304.39	1304.89	1843.0
2011-07-19 04:00:00	ES	Futures	1305.14	1305.64	1304.39	1304.89	3413.0
2011-07-19 04:05:00	ES	Futures	1304.89	1305.14	1304.14	1304.14	1470.0

> showing 50 of 13,006 rows — these rows as CSV

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