PREVIEW / futures_5min / 2011-08-05

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-08-05.parquet
  size:    245 KB
  rows:    11,542

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
2011-08-05 00:00:00	ES	Futures	1194.15	1194.15	1193.65	1194.15	164.0
2011-08-05 00:05:00	ES	Futures	1194.15	1194.9	1193.65	1194.9	461.0
2011-08-05 00:10:00	ES	Futures	1194.9	1194.9	1194.4	1194.65	162.0
2011-08-05 00:15:00	ES	Futures	1194.4	1194.65	1194.15	1194.15	239.0
2011-08-05 00:20:00	ES	Futures	1194.15	1194.4	1193.16	1193.65	520.0
2011-08-05 00:25:00	ES	Futures	1193.65	1194.15	1193.65	1193.9	152.0
2011-08-05 00:30:00	ES	Futures	1193.9	1194.4	1193.9	1194.4	276.0
2011-08-05 00:35:00	ES	Futures	1194.15	1194.65	1193.9	1193.9	253.0
2011-08-05 00:40:00	ES	Futures	1194.15	1195.9	1193.9	1195.65	1544.0
2011-08-05 00:45:00	ES	Futures	1195.65	1195.9	1194.4	1194.65	928.0
2011-08-05 00:50:00	ES	Futures	1194.65	1194.9	1194.15	1194.65	619.0
2011-08-05 00:55:00	ES	Futures	1194.9	1195.15	1193.41	1193.9	564.0
2011-08-05 01:00:00	ES	Futures	1193.9	1194.15	1193.16	1193.16	828.0
2011-08-05 01:05:00	ES	Futures	1193.41	1194.15	1193.16	1193.9	319.0
2011-08-05 01:10:00	ES	Futures	1193.9	1194.4	1193.9	1194.15	370.0
2011-08-05 01:15:00	ES	Futures	1193.9	1194.15	1193.41	1193.65	464.0
2011-08-05 01:20:00	ES	Futures	1193.41	1193.65	1192.91	1192.91	507.0
2011-08-05 01:25:00	ES	Futures	1193.16	1193.41	1192.66	1192.91	525.0
2011-08-05 01:30:00	ES	Futures	1193.16	1193.9	1192.41	1193.9	545.0
2011-08-05 01:35:00	ES	Futures	1193.65	1195.15	1193.65	1194.65	968.0
2011-08-05 01:40:00	ES	Futures	1194.9	1195.15	1194.4	1194.9	361.0
2011-08-05 01:45:00	ES	Futures	1194.9	1196.15	1194.65	1195.4	1273.0
2011-08-05 01:50:00	ES	Futures	1195.15	1195.65	1194.65	1195.15	749.0
2011-08-05 01:55:00	ES	Futures	1194.9	1195.15	1194.65	1194.65	624.0
2011-08-05 02:00:00	ES	Futures	1194.65	1195.9	1193.41	1193.65	3746.0
2011-08-05 02:05:00	ES	Futures	1193.9	1194.4	1191.41	1192.16	5874.0
2011-08-05 02:10:00	ES	Futures	1192.16	1192.41	1187.67	1188.67	12409.0
2011-08-05 02:15:00	ES	Futures	1188.92	1191.41	1188.67	1189.42	4394.0
2011-08-05 02:20:00	ES	Futures	1189.17	1189.66	1187.92	1189.17	3220.0
2011-08-05 02:25:00	ES	Futures	1189.42	1189.42	1185.42	1186.92	9250.0
2011-08-05 02:30:00	ES	Futures	1186.67	1188.42	1186.42	1187.92	1622.0
2011-08-05 02:35:00	ES	Futures	1187.92	1189.17	1186.92	1187.42	2598.0
2011-08-05 02:40:00	ES	Futures	1187.67	1187.92	1185.42	1186.42	2630.0
2011-08-05 02:45:00	ES	Futures	1186.42	1187.17	1184.43	1185.18	3864.0
2011-08-05 02:50:00	ES	Futures	1185.42	1185.42	1180.69	1181.68	10327.0
2011-08-05 02:55:00	ES	Futures	1181.93	1182.68	1181.18	1181.68	4918.0
2011-08-05 03:00:00	ES	Futures	1181.93	1186.17	1181.93	1184.93	12716.0
2011-08-05 03:05:00	ES	Futures	1184.93	1188.67	1184.43	1187.67	16123.0
2011-08-05 03:10:00	ES	Futures	1187.67	1189.66	1187.17	1187.67	11582.0
2011-08-05 03:15:00	ES	Futures	1187.42	1188.42	1184.43	1184.93	10576.0
2011-08-05 03:20:00	ES	Futures	1184.93	1188.17	1184.93	1187.42	8363.0
2011-08-05 03:25:00	ES	Futures	1187.42	1190.41	1186.67	1189.42	8352.0
2011-08-05 03:30:00	ES	Futures	1189.66	1194.65	1189.42	1194.15	17234.0
2011-08-05 03:35:00	ES	Futures	1194.15	1196.9	1190.91	1190.91	16819.0
2011-08-05 03:40:00	ES	Futures	1191.16	1193.9	1190.91	1192.41	7135.0
2011-08-05 03:45:00	ES	Futures	1192.41	1197.4	1192.41	1197.15	12947.0
2011-08-05 03:50:00	ES	Futures	1196.9	1198.14	1196.4	1197.89	12309.0
2011-08-05 03:55:00	ES	Futures	1197.89	1199.14	1196.9	1198.14	13727.0
2011-08-05 04:00:00	ES	Futures	1197.89	1198.14	1193.41	1193.65	12119.0
2011-08-05 04:05:00	ES	Futures	1193.65	1194.15	1192.16	1193.41	9318.0

> showing 50 of 11,542 rows — these rows as CSV

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