PREVIEW / futures_5min / 2011-08-08

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-08-08.parquet
  size:    304 KB
  rows:    14,211

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
2011-08-08 00:00:00	ES	Futures	1166.97	1167.22	1165.72	1165.72	773.0
2011-08-08 00:05:00	ES	Futures	1165.97	1166.97	1165.97	1166.72	414.0
2011-08-08 00:10:00	ES	Futures	1166.97	1167.22	1165.72	1166.22	549.0
2011-08-08 00:15:00	ES	Futures	1166.22	1166.72	1165.72	1165.72	738.0
2011-08-08 00:20:00	ES	Futures	1165.72	1165.72	1162.98	1163.48	3306.0
2011-08-08 00:25:00	ES	Futures	1163.48	1164.23	1162.23	1162.73	4939.0
2011-08-08 00:30:00	ES	Futures	1162.73	1164.72	1162.48	1164.47	1110.0
2011-08-08 00:35:00	ES	Futures	1164.47	1165.97	1164.23	1165.47	1171.0
2011-08-08 00:40:00	ES	Futures	1165.72	1166.22	1164.72	1164.97	874.0
2011-08-08 00:45:00	ES	Futures	1165.22	1166.22	1164.72	1164.97	1557.0
2011-08-08 00:50:00	ES	Futures	1164.97	1165.47	1162.73	1163.48	2699.0
2011-08-08 00:55:00	ES	Futures	1163.48	1168.46	1163.48	1168.22	3346.0
2011-08-08 01:00:00	ES	Futures	1167.97	1169.46	1166.22	1167.22	2103.0
2011-08-08 01:05:00	ES	Futures	1167.22	1168.22	1166.72	1167.97	1093.0
2011-08-08 01:10:00	ES	Futures	1167.72	1167.97	1165.22	1165.47	729.0
2011-08-08 01:15:00	ES	Futures	1165.22	1166.47	1164.72	1165.97	1095.0
2011-08-08 01:20:00	ES	Futures	1165.97	1166.22	1163.98	1163.98	1545.0
2011-08-08 01:25:00	ES	Futures	1164.23	1164.47	1163.73	1164.23	1028.0
2011-08-08 01:30:00	ES	Futures	1163.98	1164.72	1163.73	1164.47	1413.0
2011-08-08 01:35:00	ES	Futures	1164.47	1165.72	1164.47	1165.47	917.0
2011-08-08 01:40:00	ES	Futures	1165.22	1166.47	1163.98	1164.23	1171.0
2011-08-08 01:45:00	ES	Futures	1163.98	1164.23	1161.73	1162.23	2744.0
2011-08-08 01:50:00	ES	Futures	1162.23	1163.73	1161.73	1163.73	1642.0
2011-08-08 01:55:00	ES	Futures	1163.98	1163.98	1161.73	1161.98	1770.0
2011-08-08 02:00:00	ES	Futures	1161.98	1164.97	1160.23	1164.72	11627.0
2011-08-08 02:05:00	ES	Futures	1164.72	1164.97	1162.48	1163.98	5449.0
2011-08-08 02:10:00	ES	Futures	1163.73	1163.98	1160.23	1162.48	6370.0
2011-08-08 02:15:00	ES	Futures	1162.73	1164.97	1162.23	1164.97	3249.0
2011-08-08 02:20:00	ES	Futures	1164.72	1168.71	1164.72	1168.22	6642.0
2011-08-08 02:25:00	ES	Futures	1168.22	1168.96	1167.47	1168.71	3922.0
2011-08-08 02:30:00	ES	Futures	1168.71	1168.96	1166.22	1167.47	4416.0
2011-08-08 02:35:00	ES	Futures	1167.47	1172.95	1167.47	1171.96	8219.0
2011-08-08 02:40:00	ES	Futures	1171.96	1172.46	1169.46	1171.46	4930.0
2011-08-08 02:45:00	ES	Futures	1171.21	1172.95	1170.21	1172.7	4385.0
2011-08-08 02:50:00	ES	Futures	1172.7	1174.45	1171.71	1174.45	4214.0
2011-08-08 02:55:00	ES	Futures	1174.45	1174.7	1171.46	1171.96	3041.0
2011-08-08 03:00:00	ES	Futures	1171.71	1176.45	1170.46	1175.45	13349.0
2011-08-08 03:05:00	ES	Futures	1175.7	1181.18	1174.7	1179.69	23136.0
2011-08-08 03:10:00	ES	Futures	1179.69	1180.69	1176.94	1177.69	15040.0
2011-08-08 03:15:00	ES	Futures	1177.69	1181.18	1177.69	1180.19	10462.0
2011-08-08 03:20:00	ES	Futures	1179.94	1184.68	1178.94	1184.43	16350.0
2011-08-08 03:25:00	ES	Futures	1184.18	1185.67	1182.93	1185.18	15975.0
2011-08-08 03:30:00	ES	Futures	1185.18	1185.42	1181.68	1182.43	10286.0
2011-08-08 03:35:00	ES	Futures	1182.43	1182.68	1180.19	1181.68	6392.0
2011-08-08 03:40:00	ES	Futures	1181.68	1185.18	1179.94	1184.68	8752.0
2011-08-08 03:45:00	ES	Futures	1184.68	1186.17	1182.68	1182.68	10191.0
2011-08-08 03:50:00	ES	Futures	1182.68	1184.18	1181.43	1182.68	5231.0
2011-08-08 03:55:00	ES	Futures	1182.68	1183.43	1180.44	1180.69	5848.0
2011-08-08 04:00:00	ES	Futures	1180.69	1180.69	1177.69	1179.94	7734.0
2011-08-08 04:05:00	ES	Futures	1180.19	1181.18	1178.94	1179.19	3802.0

> showing 50 of 14,211 rows — these rows as CSV

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