PREVIEW / futures_5min / 2011-07-21

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-07-21.parquet
  size:    240 KB
  rows:    12,946

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
2011-07-21 00:00:00	ES	Futures	1319.11	1319.11	1318.86	1319.11	152.0
2011-07-21 00:05:00	ES	Futures	1319.11	1319.36	1318.86	1319.36	66.0
2011-07-21 00:10:00	ES	Futures	1319.36	1319.85	1319.36	1319.6	266.0
2011-07-21 00:15:00	ES	Futures	1319.6	1319.85	1319.6	1319.6	203.0
2011-07-21 00:20:00	ES	Futures	1319.6	1319.6	1319.36	1319.36	22.0
2011-07-21 00:25:00	ES	Futures	1319.6	1319.6	1319.36	1319.36	15.0
2011-07-21 00:30:00	ES	Futures	1319.6	1319.6	1319.36	1319.6	63.0
2011-07-21 00:35:00	ES	Futures	1319.36	1320.1	1319.36	1320.1	311.0
2011-07-21 00:40:00	ES	Futures	1320.1	1320.35	1320.1	1320.1	202.0
2011-07-21 00:45:00	ES	Futures	1320.35	1320.6	1320.1	1320.35	105.0
2011-07-21 00:50:00	ES	Futures	1320.35	1320.85	1320.35	1320.85	262.0
2011-07-21 00:55:00	ES	Futures	1320.85	1321.35	1320.85	1321.35	314.0
2011-07-21 01:00:00	ES	Futures	1321.35	1321.6	1320.85	1321.35	321.0
2011-07-21 01:05:00	ES	Futures	1321.35	1321.6	1321.1	1321.35	859.0
2011-07-21 01:10:00	ES	Futures	1321.6	1321.6	1321.35	1321.35	89.0
2011-07-21 01:15:00	ES	Futures	1321.35	1322.1	1321.35	1321.85	806.0
2011-07-21 01:20:00	ES	Futures	1321.85	1321.85	1321.35	1321.6	195.0
2011-07-21 01:25:00	ES	Futures	1321.6	1321.85	1321.35	1321.35	99.0
2011-07-21 01:30:00	ES	Futures	1321.35	1321.6	1321.35	1321.35	209.0
2011-07-21 01:35:00	ES	Futures	1321.6	1321.6	1321.1	1321.35	199.0
2011-07-21 01:40:00	ES	Futures	1321.35	1321.6	1321.1	1321.6	282.0
2011-07-21 01:45:00	ES	Futures	1321.85	1322.1	1321.35	1321.85	400.0
2011-07-21 01:50:00	ES	Futures	1322.1	1322.35	1321.6	1321.85	999.0
2011-07-21 01:55:00	ES	Futures	1321.85	1322.1	1321.6	1321.85	123.0
2011-07-21 02:00:00	ES	Futures	1321.6	1322.1	1321.1	1321.85	1305.0
2011-07-21 02:05:00	ES	Futures	1321.85	1323.1	1321.85	1322.1	2823.0
2011-07-21 02:10:00	ES	Futures	1321.85	1322.6	1321.85	1321.85	1138.0
2011-07-21 02:15:00	ES	Futures	1322.1	1322.35	1321.85	1322.1	499.0
2011-07-21 02:20:00	ES	Futures	1321.85	1322.1	1321.6	1321.85	624.0
2011-07-21 02:25:00	ES	Futures	1322.1	1322.85	1321.6	1322.6	637.0
2011-07-21 02:30:00	ES	Futures	1322.6	1323.1	1322.1	1322.85	704.0
2011-07-21 02:35:00	ES	Futures	1322.85	1322.85	1322.35	1322.35	532.0
2011-07-21 02:40:00	ES	Futures	1322.35	1322.85	1322.1	1322.85	1216.0
2011-07-21 02:45:00	ES	Futures	1322.85	1322.85	1322.1	1322.1	1145.0
2011-07-21 02:50:00	ES	Futures	1322.1	1322.6	1321.6	1322.6	621.0
2011-07-21 02:55:00	ES	Futures	1322.35	1323.1	1322.1	1322.85	1287.0
2011-07-21 03:00:00	ES	Futures	1322.6	1324.59	1322.1	1324.09	5669.0
2011-07-21 03:05:00	ES	Futures	1323.84	1324.09	1323.1	1323.1	4375.0
2011-07-21 03:10:00	ES	Futures	1323.35	1323.35	1321.85	1322.1	3016.0
2011-07-21 03:15:00	ES	Futures	1322.1	1322.6	1321.35	1322.35	3019.0
2011-07-21 03:20:00	ES	Futures	1322.1	1322.6	1320.85	1321.6	2781.0
2011-07-21 03:25:00	ES	Futures	1321.6	1321.6	1319.85	1320.1	3124.0
2011-07-21 03:30:00	ES	Futures	1320.1	1321.35	1319.85	1320.85	1984.0
2011-07-21 03:35:00	ES	Futures	1320.85	1321.1	1319.85	1320.1	1276.0
2011-07-21 03:40:00	ES	Futures	1320.1	1320.35	1318.11	1318.86	6441.0
2011-07-21 03:45:00	ES	Futures	1318.61	1318.86	1316.11	1316.86	7869.0
2011-07-21 03:50:00	ES	Futures	1316.86	1318.11	1316.36	1317.61	3227.0
2011-07-21 03:55:00	ES	Futures	1317.61	1317.86	1316.36	1317.11	1824.0
2011-07-21 04:00:00	ES	Futures	1316.86	1317.36	1316.11	1316.86	2377.0
2011-07-21 04:05:00	ES	Futures	1316.86	1318.36	1316.61	1318.36	2472.0

> showing 50 of 12,946 rows — these rows as CSV

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