PREVIEW / futures_5min / 2011-07-27

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-07-27.parquet
  size:    227 KB
  rows:    12,752

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
2011-07-27 00:00:00	ES	Futures	1324.59	1324.84	1324.34	1324.59	105.0
2011-07-27 00:05:00	ES	Futures	1324.84	1324.84	1324.59	1324.84	63.0
2011-07-27 00:10:00	ES	Futures	1324.59	1324.59	1324.34	1324.34	115.0
2011-07-27 00:15:00	ES	Futures	1324.34	1324.84	1324.34	1324.84	205.0
2011-07-27 00:20:00	ES	Futures	1324.84	1324.84	1324.59	1324.59	118.0
2011-07-27 00:25:00	ES	Futures	1324.59	1324.59	1324.34	1324.34	35.0
2011-07-27 00:30:00	ES	Futures	1324.59	1325.09	1324.59	1325.09	114.0
2011-07-27 00:35:00	ES	Futures	1325.09	1325.09	1324.84	1325.09	181.0
2011-07-27 00:40:00	ES	Futures	1325.09	1325.09	1324.84	1325.09	155.0
2011-07-27 00:45:00	ES	Futures	1325.09	1325.34	1324.84	1325.09	93.0
2011-07-27 00:50:00	ES	Futures	1324.84	1325.34	1324.84	1324.84	259.0
2011-07-27 00:55:00	ES	Futures	1324.84	1325.09	1323.84	1323.84	829.0
2011-07-27 01:00:00	ES	Futures	1323.84	1324.09	1323.84	1324.09	530.0
2011-07-27 01:05:00	ES	Futures	1323.84	1324.09	1323.6	1324.09	139.0
2011-07-27 01:10:00	ES	Futures	1324.09	1324.09	1323.6	1323.84	62.0
2011-07-27 01:15:00	ES	Futures	1323.6	1323.84	1323.35	1323.6	292.0
2011-07-27 01:20:00	ES	Futures	1323.6	1324.09	1323.6	1324.09	336.0
2011-07-27 01:25:00	ES	Futures	1323.84	1324.09	1323.6	1324.09	273.0
2011-07-27 01:30:00	ES	Futures	1324.09	1324.34	1323.84	1324.34	130.0
2011-07-27 01:35:00	ES	Futures	1324.34	1324.34	1323.84	1324.09	323.0
2011-07-27 01:40:00	ES	Futures	1324.34	1324.34	1323.84	1324.09	68.0
2011-07-27 01:45:00	ES	Futures	1324.09	1324.84	1324.09	1324.59	358.0
2011-07-27 01:50:00	ES	Futures	1324.59	1324.84	1324.34	1324.59	383.0
2011-07-27 01:55:00	ES	Futures	1324.84	1324.84	1324.09	1324.59	900.0
2011-07-27 02:00:00	ES	Futures	1324.34	1324.84	1324.09	1324.34	602.0
2011-07-27 02:05:00	ES	Futures	1324.34	1324.59	1323.84	1324.09	287.0
2011-07-27 02:10:00	ES	Futures	1324.34	1324.34	1323.35	1323.6	902.0
2011-07-27 02:15:00	ES	Futures	1323.6	1323.6	1323.1	1323.35	1281.0
2011-07-27 02:20:00	ES	Futures	1323.6	1323.84	1323.35	1323.6	437.0
2011-07-27 02:25:00	ES	Futures	1323.6	1324.09	1323.6	1323.6	933.0
2011-07-27 02:30:00	ES	Futures	1323.6	1323.6	1323.1	1323.35	743.0
2011-07-27 02:35:00	ES	Futures	1323.35	1323.84	1323.1	1323.84	583.0
2011-07-27 02:40:00	ES	Futures	1323.84	1323.84	1323.35	1323.6	265.0
2011-07-27 02:45:00	ES	Futures	1323.84	1324.34	1323.84	1324.09	449.0
2011-07-27 02:50:00	ES	Futures	1323.84	1324.09	1323.6	1323.84	805.0
2011-07-27 02:55:00	ES	Futures	1323.6	1324.09	1323.35	1324.09	386.0
2011-07-27 03:00:00	ES	Futures	1324.09	1324.59	1323.1	1323.6	3288.0
2011-07-27 03:05:00	ES	Futures	1323.6	1323.84	1322.35	1322.35	4816.0
2011-07-27 03:10:00	ES	Futures	1322.35	1322.85	1321.35	1322.85	7326.0
2011-07-27 03:15:00	ES	Futures	1322.85	1323.35	1322.35	1322.85	3378.0
2011-07-27 03:20:00	ES	Futures	1322.6	1323.84	1322.6	1323.35	2965.0
2011-07-27 03:25:00	ES	Futures	1323.1	1323.6	1322.85	1323.6	1681.0
2011-07-27 03:30:00	ES	Futures	1323.6	1324.59	1323.1	1324.09	3452.0
2011-07-27 03:35:00	ES	Futures	1324.09	1324.59	1322.85	1323.6	2837.0
2011-07-27 03:40:00	ES	Futures	1323.6	1323.6	1321.6	1322.35	6298.0
2011-07-27 03:45:00	ES	Futures	1322.35	1322.6	1321.6	1322.1	3764.0
2011-07-27 03:50:00	ES	Futures	1322.1	1322.35	1321.35	1321.85	3166.0
2011-07-27 03:55:00	ES	Futures	1321.85	1322.35	1321.6	1322.35	1326.0
2011-07-27 04:00:00	ES	Futures	1322.1	1322.35	1321.6	1322.35	1594.0
2011-07-27 04:05:00	ES	Futures	1322.35	1322.6	1321.85	1322.1	4200.0

> showing 50 of 12,752 rows — these rows as CSV

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