PREVIEW / futures_5min / 2011-07-28

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-07-28.parquet
  size:    218 KB
  rows:    12,724

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
2011-07-28 00:00:00	ES	Futures	1299.65	1299.9	1299.65	1299.9	222.0
2011-07-28 00:05:00	ES	Futures	1299.9	1299.9	1299.4	1299.65	170.0
2011-07-28 00:10:00	ES	Futures	1299.65	1299.65	1299.15	1299.15	259.0
2011-07-28 00:15:00	ES	Futures	1299.15	1299.65	1299.15	1299.4	83.0
2011-07-28 00:20:00	ES	Futures	1299.4	1299.4	1299.15	1299.4	301.0
2011-07-28 00:25:00	ES	Futures	1299.4	1299.4	1299.15	1299.4	110.0
2011-07-28 00:30:00	ES	Futures	1299.15	1299.4	1298.41	1298.41	508.0
2011-07-28 00:35:00	ES	Futures	1298.41	1298.65	1297.66	1297.66	786.0
2011-07-28 00:40:00	ES	Futures	1297.91	1297.91	1297.66	1297.91	535.0
2011-07-28 00:45:00	ES	Futures	1297.91	1297.91	1297.41	1297.66	325.0
2011-07-28 00:50:00	ES	Futures	1297.66	1297.91	1297.41	1297.66	640.0
2011-07-28 00:55:00	ES	Futures	1297.41	1298.16	1297.41	1297.91	625.0
2011-07-28 01:00:00	ES	Futures	1297.66	1297.91	1297.41	1297.66	447.0
2011-07-28 01:05:00	ES	Futures	1297.91	1297.91	1297.66	1297.66	135.0
2011-07-28 01:10:00	ES	Futures	1297.66	1297.91	1297.41	1297.41	80.0
2011-07-28 01:15:00	ES	Futures	1297.41	1297.91	1297.41	1297.66	118.0
2011-07-28 01:20:00	ES	Futures	1297.66	1298.41	1297.66	1298.16	463.0
2011-07-28 01:25:00	ES	Futures	1298.16	1298.41	1298.16	1298.16	340.0
2011-07-28 01:30:00	ES	Futures	1298.16	1298.65	1298.16	1298.41	447.0
2011-07-28 01:35:00	ES	Futures	1298.41	1299.4	1298.41	1298.9	678.0
2011-07-28 01:40:00	ES	Futures	1298.9	1299.4	1298.65	1299.4	713.0
2011-07-28 01:45:00	ES	Futures	1299.4	1299.4	1298.65	1298.65	717.0
2011-07-28 01:50:00	ES	Futures	1298.65	1299.15	1298.65	1298.9	422.0
2011-07-28 01:55:00	ES	Futures	1298.9	1299.15	1298.16	1298.16	833.0
2011-07-28 02:00:00	ES	Futures	1298.16	1298.9	1297.91	1298.9	1431.0
2011-07-28 02:05:00	ES	Futures	1298.9	1299.15	1297.66	1297.91	1577.0
2011-07-28 02:10:00	ES	Futures	1297.91	1297.91	1296.16	1296.16	3521.0
2011-07-28 02:15:00	ES	Futures	1296.41	1296.91	1296.16	1296.41	1218.0
2011-07-28 02:20:00	ES	Futures	1296.66	1296.91	1296.41	1296.66	347.0
2011-07-28 02:25:00	ES	Futures	1296.66	1296.91	1296.41	1296.91	528.0
2011-07-28 02:30:00	ES	Futures	1296.66	1296.91	1296.41	1296.66	780.0
2011-07-28 02:35:00	ES	Futures	1296.66	1297.16	1296.41	1296.91	619.0
2011-07-28 02:40:00	ES	Futures	1296.91	1297.41	1296.91	1297.41	926.0
2011-07-28 02:45:00	ES	Futures	1297.66	1298.65	1297.41	1298.16	1264.0
2011-07-28 02:50:00	ES	Futures	1298.16	1298.65	1297.91	1297.91	616.0
2011-07-28 02:55:00	ES	Futures	1298.16	1298.16	1297.16	1297.16	1439.0
2011-07-28 03:00:00	ES	Futures	1297.16	1298.41	1296.91	1297.91	5926.0
2011-07-28 03:05:00	ES	Futures	1297.91	1299.4	1297.16	1299.15	5057.0
2011-07-28 03:10:00	ES	Futures	1299.15	1299.9	1298.41	1299.65	4464.0
2011-07-28 03:15:00	ES	Futures	1299.65	1300.15	1298.41	1298.65	6080.0
2011-07-28 03:20:00	ES	Futures	1298.9	1298.9	1298.16	1298.41	2749.0
2011-07-28 03:25:00	ES	Futures	1298.65	1300.4	1298.16	1299.9	3931.0
2011-07-28 03:30:00	ES	Futures	1299.9	1300.9	1299.9	1300.65	5273.0
2011-07-28 03:35:00	ES	Futures	1300.65	1300.9	1299.9	1300.15	2486.0
2011-07-28 03:40:00	ES	Futures	1300.15	1300.9	1299.9	1300.65	1784.0
2011-07-28 03:45:00	ES	Futures	1300.65	1300.9	1300.15	1300.15	3847.0
2011-07-28 03:50:00	ES	Futures	1300.15	1301.15	1299.65	1300.9	2342.0
2011-07-28 03:55:00	ES	Futures	1300.9	1301.65	1300.4	1301.15	3083.0
2011-07-28 04:00:00	ES	Futures	1301.15	1303.14	1301.15	1302.15	8079.0
2011-07-28 04:05:00	ES	Futures	1302.15	1302.4	1301.4	1301.65	5760.0

> showing 50 of 12,724 rows — these rows as CSV

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