PREVIEW / futures_5min / 2011-07-31

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-07-31.parquet
  size:    52 KB
  rows:    2,295

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
2011-07-31 18:00:00	ES	Futures	1302.89	1303.64	1299.9	1302.89	15206.0
2011-07-31 18:05:00	ES	Futures	1302.89	1305.64	1302.65	1304.89	6236.0
2011-07-31 18:10:00	ES	Futures	1304.89	1304.89	1302.65	1302.89	2892.0
2011-07-31 18:15:00	ES	Futures	1302.89	1303.64	1300.4	1301.4	4048.0
2011-07-31 18:20:00	ES	Futures	1301.65	1301.9	1300.4	1300.4	830.0
2011-07-31 18:25:00	ES	Futures	1300.65	1302.15	1299.9	1301.15	2609.0
2011-07-31 18:30:00	ES	Futures	1301.15	1301.4	1298.65	1299.4	3254.0
2011-07-31 18:35:00	ES	Futures	1299.4	1302.65	1299.4	1301.4	3350.0
2011-07-31 18:40:00	ES	Futures	1301.4	1302.15	1299.9	1300.4	1808.0
2011-07-31 18:45:00	ES	Futures	1300.15	1302.15	1299.65	1300.9	2378.0
2011-07-31 18:50:00	ES	Futures	1300.9	1301.15	1299.65	1300.4	1248.0
2011-07-31 18:55:00	ES	Futures	1300.4	1302.65	1300.4	1301.9	1721.0
2011-07-31 19:00:00	ES	Futures	1302.15	1302.4	1301.9	1302.4	420.0
2011-07-31 19:05:00	ES	Futures	1302.15	1302.89	1302.15	1302.89	1579.0
2011-07-31 19:10:00	ES	Futures	1302.89	1303.14	1302.4	1302.89	888.0
2011-07-31 19:15:00	ES	Futures	1302.89	1303.89	1302.65	1303.64	2074.0
2011-07-31 19:20:00	ES	Futures	1303.39	1304.39	1303.39	1303.64	2172.0
2011-07-31 19:25:00	ES	Futures	1303.64	1303.89	1303.39	1303.64	225.0
2011-07-31 19:30:00	ES	Futures	1303.39	1303.89	1300.9	1302.65	2493.0
2011-07-31 19:35:00	ES	Futures	1302.4	1303.14	1301.4	1302.89	1273.0
2011-07-31 19:40:00	ES	Futures	1302.89	1303.14	1302.4	1302.65	283.0
2011-07-31 19:45:00	ES	Futures	1302.89	1302.89	1301.9	1302.15	908.0
2011-07-31 19:50:00	ES	Futures	1302.4	1302.89	1301.65	1302.15	1344.0
2011-07-31 19:55:00	ES	Futures	1302.15	1302.4	1301.4	1301.65	906.0
2011-07-31 20:00:00	ES	Futures	1301.9	1302.89	1301.65	1302.65	1339.0
2011-07-31 20:05:00	ES	Futures	1302.65	1303.64	1301.9	1302.89	1813.0
2011-07-31 20:10:00	ES	Futures	1302.89	1303.39	1302.65	1302.89	450.0
2011-07-31 20:15:00	ES	Futures	1302.89	1302.89	1302.4	1302.4	433.0
2011-07-31 20:20:00	ES	Futures	1302.65	1303.14	1302.15	1302.89	832.0
2011-07-31 20:25:00	ES	Futures	1303.14	1303.14	1302.65	1302.89	994.0
2011-07-31 20:30:00	ES	Futures	1302.89	1305.64	1302.89	1304.89	5791.0
2011-07-31 20:35:00	ES	Futures	1304.89	1305.89	1304.14	1305.39	4621.0
2011-07-31 20:40:00	ES	Futures	1305.64	1306.39	1303.64	1303.89	5240.0
2011-07-31 20:45:00	ES	Futures	1303.89	1304.64	1302.65	1303.89	2799.0
2011-07-31 20:50:00	ES	Futures	1303.64	1305.64	1303.39	1305.14	1414.0
2011-07-31 20:55:00	ES	Futures	1305.14	1305.64	1304.64	1305.14	1425.0
2011-07-31 21:00:00	ES	Futures	1304.89	1306.14	1304.89	1305.39	2479.0
2011-07-31 21:05:00	ES	Futures	1305.39	1306.14	1305.14	1305.39	1283.0
2011-07-31 21:10:00	ES	Futures	1305.64	1305.64	1305.14	1305.39	514.0
2011-07-31 21:15:00	ES	Futures	1305.14	1305.39	1304.39	1305.39	989.0
2011-07-31 21:20:00	ES	Futures	1305.39	1305.64	1305.14	1305.39	492.0
2011-07-31 21:25:00	ES	Futures	1305.14	1305.39	1303.89	1304.14	1106.0
2011-07-31 21:30:00	ES	Futures	1304.39	1304.64	1304.14	1304.39	583.0
2011-07-31 21:35:00	ES	Futures	1304.14	1304.89	1304.14	1304.39	337.0
2011-07-31 21:40:00	ES	Futures	1304.39	1305.14	1304.39	1305.14	1304.0
2011-07-31 21:45:00	ES	Futures	1305.39	1305.89	1304.89	1305.14	778.0
2011-07-31 21:50:00	ES	Futures	1305.14	1305.64	1304.89	1305.14	410.0
2011-07-31 21:55:00	ES	Futures	1304.89	1305.39	1304.89	1305.14	450.0
2011-07-31 22:00:00	ES	Futures	1305.14	1305.39	1304.64	1304.64	475.0
2011-07-31 22:05:00	ES	Futures	1304.89	1304.89	1304.14	1304.89	773.0

> showing 50 of 2,295 rows — these rows as CSV

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