PREVIEW / futures_5min / 2011-08-09

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-08-09.parquet
  size:    303 KB
  rows:    14,266

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
2011-08-09 00:00:00	ES	Futures	1081.92	1082.42	1081.17	1081.17	2304.0
2011-08-09 00:05:00	ES	Futures	1081.42	1081.42	1080.42	1080.67	929.0
2011-08-09 00:10:00	ES	Futures	1080.42	1080.67	1079.68	1080.42	1800.0
2011-08-09 00:15:00	ES	Futures	1080.42	1086.66	1080.42	1084.91	2950.0
2011-08-09 00:20:00	ES	Futures	1084.91	1084.91	1083.92	1083.92	3304.0
2011-08-09 00:25:00	ES	Futures	1084.17	1089.4	1083.92	1088.16	3104.0
2011-08-09 00:30:00	ES	Futures	1088.16	1092.15	1087.41	1092.15	6843.0
2011-08-09 00:35:00	ES	Futures	1091.9	1092.9	1089.9	1091.15	5466.0
2011-08-09 00:40:00	ES	Futures	1091.15	1092.65	1089.9	1091.15	2594.0
2011-08-09 00:45:00	ES	Futures	1090.9	1091.4	1089.9	1090.65	2379.0
2011-08-09 00:50:00	ES	Futures	1090.65	1090.9	1088.66	1090.4	1978.0
2011-08-09 00:55:00	ES	Futures	1090.4	1095.14	1090.15	1093.89	3973.0
2011-08-09 01:00:00	ES	Futures	1094.14	1094.14	1092.15	1092.4	1313.0
2011-08-09 01:05:00	ES	Futures	1092.4	1092.4	1091.4	1091.65	1838.0
2011-08-09 01:10:00	ES	Futures	1091.65	1091.9	1090.4	1090.65	1025.0
2011-08-09 01:15:00	ES	Futures	1090.65	1091.9	1090.65	1091.9	1242.0
2011-08-09 01:20:00	ES	Futures	1091.65	1091.9	1090.9	1091.4	1127.0
2011-08-09 01:25:00	ES	Futures	1091.4	1091.9	1090.9	1091.4	3577.0
2011-08-09 01:30:00	ES	Futures	1091.15	1094.89	1091.15	1094.39	2213.0
2011-08-09 01:35:00	ES	Futures	1094.14	1095.14	1092.9	1094.89	3500.0
2011-08-09 01:40:00	ES	Futures	1094.89	1100.38	1094.89	1099.63	6469.0
2011-08-09 01:45:00	ES	Futures	1099.38	1100.38	1098.88	1099.13	2839.0
2011-08-09 01:50:00	ES	Futures	1098.88	1101.13	1098.13	1101.13	2657.0
2011-08-09 01:55:00	ES	Futures	1101.13	1105.37	1100.88	1104.87	6422.0
2011-08-09 02:00:00	ES	Futures	1104.62	1110.85	1104.12	1110.35	17530.0
2011-08-09 02:05:00	ES	Futures	1110.35	1110.35	1103.37	1105.37	7898.0
2011-08-09 02:10:00	ES	Futures	1105.37	1110.6	1105.37	1110.35	7041.0
2011-08-09 02:15:00	ES	Futures	1110.35	1110.6	1107.86	1110.1	6008.0
2011-08-09 02:20:00	ES	Futures	1110.35	1111.6	1109.61	1111.1	6069.0
2011-08-09 02:25:00	ES	Futures	1111.1	1113.35	1110.85	1113.1	9025.0
2011-08-09 02:30:00	ES	Futures	1113.35	1116.34	1112.85	1116.09	7390.0
2011-08-09 02:35:00	ES	Futures	1116.09	1119.08	1115.09	1116.34	10056.0
2011-08-09 02:40:00	ES	Futures	1116.09	1119.83	1115.59	1119.58	8747.0
2011-08-09 02:45:00	ES	Futures	1119.58	1123.32	1117.34	1121.58	12720.0
2011-08-09 02:50:00	ES	Futures	1121.58	1123.32	1120.33	1123.32	6021.0
2011-08-09 02:55:00	ES	Futures	1123.07	1126.07	1122.57	1125.32	9141.0
2011-08-09 03:00:00	ES	Futures	1125.57	1134.3	1125.32	1134.3	31551.0
2011-08-09 03:05:00	ES	Futures	1134.05	1138.79	1132.8	1138.29	31820.0
2011-08-09 03:10:00	ES	Futures	1138.29	1144.27	1137.04	1141.53	30317.0
2011-08-09 03:15:00	ES	Futures	1141.28	1145.27	1134.8	1135.79	35827.0
2011-08-09 03:20:00	ES	Futures	1135.79	1141.03	1135.29	1136.54	23512.0
2011-08-09 03:25:00	ES	Futures	1136.79	1137.29	1132.55	1133.8	16177.0
2011-08-09 03:30:00	ES	Futures	1133.8	1134.05	1126.81	1127.31	23746.0
2011-08-09 03:35:00	ES	Futures	1127.31	1128.06	1122.57	1123.07	26550.0
2011-08-09 03:40:00	ES	Futures	1123.07	1123.07	1113.85	1116.59	31924.0
2011-08-09 03:45:00	ES	Futures	1116.59	1122.32	1116.09	1120.33	21835.0
2011-08-09 03:50:00	ES	Futures	1120.33	1122.08	1114.34	1117.34	19472.0
2011-08-09 03:55:00	ES	Futures	1117.34	1118.09	1110.35	1111.6	17753.0
2011-08-09 04:00:00	ES	Futures	1111.6	1115.59	1109.36	1112.85	22095.0
2011-08-09 04:05:00	ES	Futures	1112.85	1122.57	1112.35	1121.83	15523.0

> showing 50 of 14,266 rows — these rows as CSV

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