PREVIEW / futures_5min / 2011-08-10

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-08-10.parquet
  size:    285 KB
  rows:    13,679

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
2011-08-10 00:00:00	ES	Futures	1165.22	1165.22	1164.23	1164.23	733.0
2011-08-10 00:05:00	ES	Futures	1164.47	1164.47	1162.73	1163.23	2060.0
2011-08-10 00:10:00	ES	Futures	1163.48	1163.48	1162.73	1162.98	1475.0
2011-08-10 00:15:00	ES	Futures	1162.98	1164.23	1162.73	1163.73	1386.0
2011-08-10 00:20:00	ES	Futures	1163.48	1163.73	1162.48	1162.98	871.0
2011-08-10 00:25:00	ES	Futures	1163.23	1163.73	1162.98	1163.48	389.0
2011-08-10 00:30:00	ES	Futures	1163.73	1164.72	1163.48	1164.23	853.0
2011-08-10 00:35:00	ES	Futures	1164.23	1164.47	1162.48	1163.73	767.0
2011-08-10 00:40:00	ES	Futures	1163.48	1164.23	1161.98	1163.48	1095.0
2011-08-10 00:45:00	ES	Futures	1163.48	1163.73	1162.98	1163.23	409.0
2011-08-10 00:50:00	ES	Futures	1163.48	1165.22	1162.98	1164.97	999.0
2011-08-10 00:55:00	ES	Futures	1164.97	1165.97	1164.97	1165.47	608.0
2011-08-10 01:00:00	ES	Futures	1165.72	1166.22	1164.23	1164.23	565.0
2011-08-10 01:05:00	ES	Futures	1164.23	1164.97	1163.98	1164.72	281.0
2011-08-10 01:10:00	ES	Futures	1164.72	1165.72	1164.47	1165.47	333.0
2011-08-10 01:15:00	ES	Futures	1165.47	1165.47	1162.73	1163.48	797.0
2011-08-10 01:20:00	ES	Futures	1163.73	1164.47	1163.48	1164.47	549.0
2011-08-10 01:25:00	ES	Futures	1164.47	1164.47	1162.98	1163.48	416.0
2011-08-10 01:30:00	ES	Futures	1163.48	1165.47	1163.23	1165.47	844.0
2011-08-10 01:35:00	ES	Futures	1165.22	1167.47	1165.22	1167.47	2040.0
2011-08-10 01:40:00	ES	Futures	1167.47	1168.71	1166.47	1166.72	1784.0
2011-08-10 01:45:00	ES	Futures	1166.47	1166.72	1165.47	1165.97	1894.0
2011-08-10 01:50:00	ES	Futures	1165.97	1166.47	1165.22	1165.47	1133.0
2011-08-10 01:55:00	ES	Futures	1165.47	1165.47	1164.72	1165.22	1302.0
2011-08-10 02:00:00	ES	Futures	1165.22	1167.72	1164.47	1166.72	5275.0
2011-08-10 02:05:00	ES	Futures	1166.47	1168.46	1163.73	1163.73	4031.0
2011-08-10 02:10:00	ES	Futures	1163.73	1167.47	1163.48	1166.97	3529.0
2011-08-10 02:15:00	ES	Futures	1166.97	1166.97	1164.97	1165.22	1726.0
2011-08-10 02:20:00	ES	Futures	1165.22	1165.22	1162.98	1163.48	2935.0
2011-08-10 02:25:00	ES	Futures	1163.48	1163.73	1160.98	1161.48	4759.0
2011-08-10 02:30:00	ES	Futures	1161.23	1161.73	1160.73	1161.48	4056.0
2011-08-10 02:35:00	ES	Futures	1161.23	1161.23	1159.74	1159.99	4513.0
2011-08-10 02:40:00	ES	Futures	1159.99	1162.73	1159.99	1162.73	4144.0
2011-08-10 02:45:00	ES	Futures	1162.73	1164.47	1162.23	1163.98	2595.0
2011-08-10 02:50:00	ES	Futures	1164.23	1166.47	1163.73	1165.97	2425.0
2011-08-10 02:55:00	ES	Futures	1165.97	1170.21	1165.72	1170.21	5817.0
2011-08-10 03:00:00	ES	Futures	1170.21	1173.7	1165.72	1165.72	12653.0
2011-08-10 03:05:00	ES	Futures	1165.72	1166.72	1164.47	1164.72	5190.0
2011-08-10 03:10:00	ES	Futures	1164.97	1164.97	1162.73	1163.98	8330.0
2011-08-10 03:15:00	ES	Futures	1163.98	1166.97	1163.73	1165.97	6779.0
2011-08-10 03:20:00	ES	Futures	1165.72	1167.97	1163.73	1167.72	7696.0
2011-08-10 03:25:00	ES	Futures	1167.72	1168.46	1166.47	1166.97	6099.0
2011-08-10 03:30:00	ES	Futures	1167.22	1167.47	1164.72	1165.97	5530.0
2011-08-10 03:35:00	ES	Futures	1165.72	1168.96	1165.47	1166.47	3326.0
2011-08-10 03:40:00	ES	Futures	1166.72	1166.97	1164.47	1164.72	3622.0
2011-08-10 03:45:00	ES	Futures	1164.47	1166.97	1164.23	1166.72	3989.0
2011-08-10 03:50:00	ES	Futures	1166.72	1166.97	1164.23	1165.97	4359.0
2011-08-10 03:55:00	ES	Futures	1165.97	1165.97	1162.23	1162.48	7673.0
2011-08-10 04:00:00	ES	Futures	1162.48	1163.48	1160.48	1161.73	12268.0
2011-08-10 04:05:00	ES	Futures	1161.98	1162.98	1158.99	1159.74	9587.0

> showing 50 of 13,679 rows — these rows as CSV

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