PREVIEW / futures_5min / 2011-08-07

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-08-07.parquet
  size:    62 KB
  rows:    2,596

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
2011-08-07 18:00:00	ES	Futures	1164.47	1170.21	1162.23	1168.71	48305.0
2011-08-07 18:05:00	ES	Futures	1169.21	1170.46	1165.72	1167.22	16831.0
2011-08-07 18:10:00	ES	Futures	1167.47	1168.22	1158.74	1162.48	18255.0
2011-08-07 18:15:00	ES	Futures	1162.48	1166.47	1161.98	1165.22	10226.0
2011-08-07 18:20:00	ES	Futures	1165.47	1166.97	1161.73	1165.22	8174.0
2011-08-07 18:25:00	ES	Futures	1165.47	1166.72	1163.98	1165.47	5377.0
2011-08-07 18:30:00	ES	Futures	1165.72	1169.71	1164.72	1168.96	10406.0
2011-08-07 18:35:00	ES	Futures	1168.96	1169.71	1167.47	1168.96	5150.0
2011-08-07 18:40:00	ES	Futures	1168.96	1170.21	1166.22	1166.97	6617.0
2011-08-07 18:45:00	ES	Futures	1167.22	1168.22	1165.47	1166.72	3823.0
2011-08-07 18:50:00	ES	Futures	1166.72	1166.72	1163.23	1163.73	5232.0
2011-08-07 18:55:00	ES	Futures	1163.73	1166.72	1163.73	1166.47	2849.0
2011-08-07 19:00:00	ES	Futures	1166.47	1166.72	1165.47	1165.97	2732.0
2011-08-07 19:05:00	ES	Futures	1166.22	1170.21	1165.97	1169.96	3931.0
2011-08-07 19:10:00	ES	Futures	1170.21	1170.21	1167.97	1168.96	2937.0
2011-08-07 19:15:00	ES	Futures	1168.96	1170.71	1167.97	1170.21	3603.0
2011-08-07 19:20:00	ES	Futures	1170.46	1171.46	1168.46	1170.96	3330.0
2011-08-07 19:25:00	ES	Futures	1170.96	1171.46	1170.46	1170.96	2349.0
2011-08-07 19:30:00	ES	Futures	1170.96	1172.95	1170.21	1172.7	8918.0
2011-08-07 19:35:00	ES	Futures	1172.7	1174.7	1172.46	1173.7	8364.0
2011-08-07 19:40:00	ES	Futures	1173.45	1173.95	1171.71	1172.21	2868.0
2011-08-07 19:45:00	ES	Futures	1172.21	1172.21	1170.46	1170.71	2177.0
2011-08-07 19:50:00	ES	Futures	1170.71	1170.96	1168.46	1168.96	2707.0
2011-08-07 19:55:00	ES	Futures	1168.96	1170.21	1168.22	1168.46	3082.0
2011-08-07 20:00:00	ES	Futures	1168.46	1170.46	1167.97	1170.46	4239.0
2011-08-07 20:05:00	ES	Futures	1170.46	1172.7	1170.21	1172.46	3752.0
2011-08-07 20:10:00	ES	Futures	1172.46	1173.45	1171.21	1172.95	3267.0
2011-08-07 20:15:00	ES	Futures	1173.2	1174.45	1172.95	1174.2	4153.0
2011-08-07 20:20:00	ES	Futures	1174.45	1175.7	1174.2	1175.45	6702.0
2011-08-07 20:25:00	ES	Futures	1175.7	1175.7	1173.95	1173.95	4037.0
2011-08-07 20:30:00	ES	Futures	1174.2	1175.7	1173.7	1174.7	2583.0
2011-08-07 20:35:00	ES	Futures	1174.95	1174.95	1172.46	1173.45	2748.0
2011-08-07 20:40:00	ES	Futures	1173.7	1176.2	1173.2	1175.7	2732.0
2011-08-07 20:45:00	ES	Futures	1175.7	1176.2	1175.45	1175.95	1242.0
2011-08-07 20:50:00	ES	Futures	1175.95	1175.95	1174.2	1174.45	1702.0
2011-08-07 20:55:00	ES	Futures	1174.7	1174.7	1172.7	1173.95	2431.0
2011-08-07 21:00:00	ES	Futures	1173.95	1175.7	1173.45	1175.45	2028.0
2011-08-07 21:05:00	ES	Futures	1175.7	1175.7	1171.96	1172.21	2179.0
2011-08-07 21:10:00	ES	Futures	1172.46	1172.46	1169.96	1170.71	2854.0
2011-08-07 21:15:00	ES	Futures	1170.71	1174.2	1170.71	1173.2	2709.0
2011-08-07 21:20:00	ES	Futures	1173.45	1173.7	1170.21	1171.21	1688.0
2011-08-07 21:25:00	ES	Futures	1171.21	1175.2	1170.71	1172.21	2483.0
2011-08-07 21:30:00	ES	Futures	1172.21	1173.95	1171.96	1173.45	1487.0
2011-08-07 21:35:00	ES	Futures	1173.45	1175.45	1173.2	1174.7	1669.0
2011-08-07 21:40:00	ES	Futures	1174.95	1176.2	1174.95	1175.7	2140.0
2011-08-07 21:45:00	ES	Futures	1175.95	1175.95	1175.45	1175.45	1175.0
2011-08-07 21:50:00	ES	Futures	1175.7	1176.2	1175.45	1175.95	2511.0
2011-08-07 21:55:00	ES	Futures	1176.2	1176.2	1175.45	1175.95	1311.0
2011-08-07 22:00:00	ES	Futures	1176.2	1176.2	1171.71	1171.96	3442.0
2011-08-07 22:05:00	ES	Futures	1171.96	1175.45	1171.46	1173.7	1329.0

> showing 50 of 2,596 rows — these rows as CSV

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