PREVIEW / futures_5min / 2011-08-04

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-08-04.parquet
  size:    300 KB
  rows:    14,001

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
2011-08-04 00:00:00	ES	Futures	1257.75	1258.25	1257.0	1257.0	474.0
2011-08-04 00:05:00	ES	Futures	1257.0	1257.25	1256.75	1257.25	309.0
2011-08-04 00:10:00	ES	Futures	1257.25	1257.75	1257.0	1257.25	84.0
2011-08-04 00:15:00	ES	Futures	1257.0	1257.0	1256.75	1257.0	149.0
2011-08-04 00:20:00	ES	Futures	1257.0	1257.0	1256.26	1256.26	109.0
2011-08-04 00:25:00	ES	Futures	1256.26	1257.25	1256.01	1257.0	238.0
2011-08-04 00:30:00	ES	Futures	1257.0	1257.0	1256.01	1256.26	171.0
2011-08-04 00:35:00	ES	Futures	1256.26	1256.51	1255.76	1256.01	178.0
2011-08-04 00:40:00	ES	Futures	1256.01	1256.01	1255.51	1255.51	386.0
2011-08-04 00:45:00	ES	Futures	1255.51	1255.76	1254.76	1255.01	767.0
2011-08-04 00:50:00	ES	Futures	1255.01	1255.01	1254.51	1254.76	391.0
2011-08-04 00:55:00	ES	Futures	1254.76	1254.76	1254.01	1254.26	480.0
2011-08-04 01:00:00	ES	Futures	1254.01	1255.51	1254.01	1255.51	598.0
2011-08-04 01:05:00	ES	Futures	1255.51	1255.76	1255.01	1255.26	202.0
2011-08-04 01:10:00	ES	Futures	1255.26	1255.51	1254.51	1254.51	325.0
2011-08-04 01:15:00	ES	Futures	1255.01	1255.01	1254.26	1254.51	240.0
2011-08-04 01:20:00	ES	Futures	1254.26	1254.51	1254.01	1254.26	482.0
2011-08-04 01:25:00	ES	Futures	1254.26	1254.26	1253.51	1254.01	367.0
2011-08-04 01:30:00	ES	Futures	1253.76	1254.26	1253.76	1253.76	295.0
2011-08-04 01:35:00	ES	Futures	1254.01	1254.51	1253.76	1254.26	288.0
2011-08-04 01:40:00	ES	Futures	1254.51	1255.01	1253.51	1253.76	953.0
2011-08-04 01:45:00	ES	Futures	1253.76	1253.76	1252.27	1252.51	1711.0
2011-08-04 01:50:00	ES	Futures	1252.51	1253.01	1252.27	1252.76	620.0
2011-08-04 01:55:00	ES	Futures	1252.76	1253.01	1251.52	1251.77	1565.0
2011-08-04 02:00:00	ES	Futures	1252.02	1253.51	1251.77	1253.01	3387.0
2011-08-04 02:05:00	ES	Futures	1253.01	1254.26	1252.76	1254.01	1564.0
2011-08-04 02:10:00	ES	Futures	1254.01	1254.76	1253.76	1254.76	1053.0
2011-08-04 02:15:00	ES	Futures	1254.76	1255.26	1254.51	1255.26	1105.0
2011-08-04 02:20:00	ES	Futures	1255.26	1255.51	1254.76	1255.26	807.0
2011-08-04 02:25:00	ES	Futures	1255.26	1255.76	1254.76	1255.26	1519.0
2011-08-04 02:30:00	ES	Futures	1255.26	1256.01	1254.76	1255.26	2055.0
2011-08-04 02:35:00	ES	Futures	1255.26	1255.76	1254.26	1254.51	1441.0
2011-08-04 02:40:00	ES	Futures	1254.51	1254.76	1254.01	1254.26	1508.0
2011-08-04 02:45:00	ES	Futures	1254.26	1255.01	1254.01	1254.26	2600.0
2011-08-04 02:50:00	ES	Futures	1254.26	1256.01	1254.01	1255.76	2496.0
2011-08-04 02:55:00	ES	Futures	1255.76	1258.75	1255.51	1258.5	4448.0
2011-08-04 03:00:00	ES	Futures	1258.5	1258.5	1256.01	1256.01	6526.0
2011-08-04 03:05:00	ES	Futures	1256.01	1256.26	1254.76	1255.51	5082.0
2011-08-04 03:10:00	ES	Futures	1255.51	1256.51	1255.26	1256.26	4775.0
2011-08-04 03:15:00	ES	Futures	1256.26	1256.51	1254.01	1255.26	7128.0
2011-08-04 03:20:00	ES	Futures	1255.26	1256.01	1254.51	1254.76	5217.0
2011-08-04 03:25:00	ES	Futures	1254.76	1256.26	1254.76	1255.26	4937.0
2011-08-04 03:30:00	ES	Futures	1255.26	1257.5	1254.76	1257.0	5876.0
2011-08-04 03:35:00	ES	Futures	1257.25	1257.25	1255.51	1255.76	3008.0
2011-08-04 03:40:00	ES	Futures	1255.76	1256.26	1254.51	1254.76	2388.0
2011-08-04 03:45:00	ES	Futures	1254.51	1255.01	1253.76	1254.76	5750.0
2011-08-04 03:50:00	ES	Futures	1254.76	1255.01	1253.01	1253.51	2304.0
2011-08-04 03:55:00	ES	Futures	1253.51	1254.01	1252.76	1253.26	2990.0
2011-08-04 04:00:00	ES	Futures	1253.26	1253.76	1251.27	1251.27	6655.0
2011-08-04 04:05:00	ES	Futures	1251.52	1251.77	1249.27	1250.27	9188.0

> showing 50 of 14,001 rows — these rows as CSV

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