PREVIEW / futures_5min / 2011-07-25

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-07-25.parquet
  size:    204 KB
  rows:    12,510

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
2011-07-25 00:00:00	ES	Futures	1324.34	1324.84	1324.34	1324.59	436.0
2011-07-25 00:05:00	ES	Futures	1324.34	1324.84	1324.09	1324.09	196.0
2011-07-25 00:10:00	ES	Futures	1324.09	1324.84	1324.09	1324.59	147.0
2011-07-25 00:15:00	ES	Futures	1324.84	1325.34	1324.59	1325.09	540.0
2011-07-25 00:20:00	ES	Futures	1325.09	1325.34	1324.84	1325.09	153.0
2011-07-25 00:25:00	ES	Futures	1325.09	1325.34	1324.84	1325.09	596.0
2011-07-25 00:30:00	ES	Futures	1325.09	1325.34	1324.59	1324.84	398.0
2011-07-25 00:35:00	ES	Futures	1325.09	1325.09	1324.09	1324.34	415.0
2011-07-25 00:40:00	ES	Futures	1324.34	1324.34	1323.6	1323.6	368.0
2011-07-25 00:45:00	ES	Futures	1323.6	1323.84	1322.6	1323.35	1060.0
2011-07-25 00:50:00	ES	Futures	1323.1	1324.09	1323.1	1323.84	241.0
2011-07-25 00:55:00	ES	Futures	1323.84	1324.34	1323.84	1323.84	170.0
2011-07-25 01:00:00	ES	Futures	1324.09	1324.34	1322.6	1323.6	947.0
2011-07-25 01:05:00	ES	Futures	1323.35	1323.6	1322.6	1322.6	498.0
2011-07-25 01:10:00	ES	Futures	1322.85	1322.85	1322.35	1322.6	677.0
2011-07-25 01:15:00	ES	Futures	1322.35	1322.85	1322.35	1322.6	379.0
2011-07-25 01:20:00	ES	Futures	1322.85	1323.84	1322.85	1323.84	478.0
2011-07-25 01:25:00	ES	Futures	1323.84	1323.84	1323.35	1323.35	188.0
2011-07-25 01:30:00	ES	Futures	1323.35	1324.34	1323.35	1323.84	360.0
2011-07-25 01:35:00	ES	Futures	1324.09	1324.34	1323.84	1324.09	282.0
2011-07-25 01:40:00	ES	Futures	1324.09	1325.09	1323.84	1324.84	738.0
2011-07-25 01:45:00	ES	Futures	1324.84	1325.09	1324.84	1325.09	191.0
2011-07-25 01:50:00	ES	Futures	1324.84	1325.34	1324.59	1325.09	419.0
2011-07-25 01:55:00	ES	Futures	1325.09	1325.34	1324.84	1325.09	747.0
2011-07-25 02:00:00	ES	Futures	1325.09	1325.59	1325.09	1325.34	1493.0
2011-07-25 02:05:00	ES	Futures	1325.34	1325.34	1324.09	1324.59	1163.0
2011-07-25 02:10:00	ES	Futures	1324.34	1325.34	1324.09	1325.09	977.0
2011-07-25 02:15:00	ES	Futures	1325.09	1325.34	1324.59	1324.84	1349.0
2011-07-25 02:20:00	ES	Futures	1324.59	1325.09	1324.34	1324.84	829.0
2011-07-25 02:25:00	ES	Futures	1324.84	1325.59	1324.59	1325.34	1039.0
2011-07-25 02:30:00	ES	Futures	1325.34	1325.84	1325.09	1325.84	1211.0
2011-07-25 02:35:00	ES	Futures	1325.59	1326.34	1325.59	1326.34	1146.0
2011-07-25 02:40:00	ES	Futures	1326.34	1326.34	1325.34	1325.59	485.0
2011-07-25 02:45:00	ES	Futures	1325.34	1325.84	1324.59	1325.84	1256.0
2011-07-25 02:50:00	ES	Futures	1325.84	1325.84	1323.6	1324.09	3092.0
2011-07-25 02:55:00	ES	Futures	1324.09	1324.34	1323.6	1324.09	993.0
2011-07-25 03:00:00	ES	Futures	1324.09	1325.34	1323.35	1323.6	5113.0
2011-07-25 03:05:00	ES	Futures	1323.6	1325.34	1323.35	1325.34	2827.0
2011-07-25 03:10:00	ES	Futures	1325.09	1325.84	1324.84	1325.34	2700.0
2011-07-25 03:15:00	ES	Futures	1325.34	1325.84	1324.59	1324.84	1974.0
2011-07-25 03:20:00	ES	Futures	1324.84	1324.84	1323.84	1324.34	2032.0
2011-07-25 03:25:00	ES	Futures	1324.59	1325.59	1324.59	1325.09	1617.0
2011-07-25 03:30:00	ES	Futures	1325.34	1325.59	1324.09	1324.09	3070.0
2011-07-25 03:35:00	ES	Futures	1324.09	1325.84	1324.09	1325.59	3174.0
2011-07-25 03:40:00	ES	Futures	1325.34	1325.84	1325.09	1325.09	1809.0
2011-07-25 03:45:00	ES	Futures	1325.34	1327.09	1325.34	1326.84	4187.0
2011-07-25 03:50:00	ES	Futures	1326.84	1327.34	1326.34	1326.59	2777.0
2011-07-25 03:55:00	ES	Futures	1326.34	1326.84	1326.09	1326.84	1016.0
2011-07-25 04:00:00	ES	Futures	1326.59	1327.84	1326.59	1327.34	3094.0
2011-07-25 04:05:00	ES	Futures	1327.34	1327.59	1326.59	1327.09	2497.0

> showing 50 of 12,510 rows — these rows as CSV

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