PREVIEW / futures_5min / 2011-08-11

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-08-11.parquet
  size:    276 KB
  rows:    13,374

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
2011-08-11 00:00:00	ES	Futures	1133.05	1133.05	1132.05	1132.3	374.0
2011-08-11 00:05:00	ES	Futures	1132.3	1135.79	1132.3	1134.55	849.0
2011-08-11 00:10:00	ES	Futures	1134.55	1135.79	1134.3	1135.29	316.0
2011-08-11 00:15:00	ES	Futures	1135.54	1135.54	1132.3	1133.3	541.0
2011-08-11 00:20:00	ES	Futures	1133.3	1134.55	1132.3	1132.3	487.0
2011-08-11 00:25:00	ES	Futures	1132.55	1134.8	1132.55	1134.55	503.0
2011-08-11 00:30:00	ES	Futures	1134.8	1135.04	1132.8	1134.8	622.0
2011-08-11 00:35:00	ES	Futures	1135.04	1135.04	1134.05	1135.04	306.0
2011-08-11 00:40:00	ES	Futures	1134.8	1135.54	1134.3	1134.3	234.0
2011-08-11 00:45:00	ES	Futures	1134.8	1135.79	1134.8	1135.29	376.0
2011-08-11 00:50:00	ES	Futures	1135.29	1135.54	1133.8	1134.55	345.0
2011-08-11 00:55:00	ES	Futures	1134.3	1136.79	1134.3	1135.29	340.0
2011-08-11 01:00:00	ES	Futures	1135.54	1137.29	1135.04	1137.04	599.0
2011-08-11 01:05:00	ES	Futures	1137.29	1137.29	1136.29	1136.79	241.0
2011-08-11 01:10:00	ES	Futures	1137.04	1138.54	1137.04	1137.79	868.0
2011-08-11 01:15:00	ES	Futures	1137.79	1137.79	1135.29	1136.29	942.0
2011-08-11 01:20:00	ES	Futures	1136.29	1137.04	1136.04	1137.04	502.0
2011-08-11 01:25:00	ES	Futures	1137.04	1139.04	1137.04	1138.29	574.0
2011-08-11 01:30:00	ES	Futures	1138.54	1139.28	1136.79	1138.54	673.0
2011-08-11 01:35:00	ES	Futures	1138.54	1140.28	1138.54	1139.78	1511.0
2011-08-11 01:40:00	ES	Futures	1140.03	1140.53	1139.53	1140.03	1453.0
2011-08-11 01:45:00	ES	Futures	1140.28	1140.53	1139.04	1139.78	1140.0
2011-08-11 01:50:00	ES	Futures	1139.78	1141.03	1139.53	1140.28	1392.0
2011-08-11 01:55:00	ES	Futures	1140.53	1142.03	1139.53	1141.78	2003.0
2011-08-11 02:00:00	ES	Futures	1141.78	1144.02	1138.54	1140.28	6790.0
2011-08-11 02:05:00	ES	Futures	1140.03	1142.53	1139.28	1142.53	3561.0
2011-08-11 02:10:00	ES	Futures	1142.78	1143.27	1141.03	1141.03	2400.0
2011-08-11 02:15:00	ES	Futures	1140.78	1142.03	1140.28	1140.78	1437.0
2011-08-11 02:20:00	ES	Futures	1141.03	1141.28	1138.04	1139.78	3206.0
2011-08-11 02:25:00	ES	Futures	1139.53	1143.27	1139.53	1143.03	3502.0
2011-08-11 02:30:00	ES	Futures	1143.27	1144.52	1143.03	1143.52	3818.0
2011-08-11 02:35:00	ES	Futures	1143.52	1145.27	1143.52	1144.52	2494.0
2011-08-11 02:40:00	ES	Futures	1144.52	1145.27	1143.52	1143.52	3471.0
2011-08-11 02:45:00	ES	Futures	1143.52	1143.77	1141.28	1141.28	3512.0
2011-08-11 02:50:00	ES	Futures	1141.28	1143.77	1141.28	1143.27	3001.0
2011-08-11 02:55:00	ES	Futures	1143.27	1145.52	1143.27	1145.27	3055.0
2011-08-11 03:00:00	ES	Futures	1145.27	1145.52	1142.53	1143.52	7236.0
2011-08-11 03:05:00	ES	Futures	1143.27	1143.77	1138.79	1140.78	9987.0
2011-08-11 03:10:00	ES	Futures	1140.78	1143.03	1139.53	1140.28	7465.0
2011-08-11 03:15:00	ES	Futures	1140.28	1140.53	1136.29	1137.54	8294.0
2011-08-11 03:20:00	ES	Futures	1137.54	1139.53	1136.54	1137.54	7710.0
2011-08-11 03:25:00	ES	Futures	1137.29	1137.79	1133.8	1135.04	14169.0
2011-08-11 03:30:00	ES	Futures	1135.04	1136.54	1132.55	1135.79	11183.0
2011-08-11 03:35:00	ES	Futures	1135.79	1137.29	1135.04	1137.04	6325.0
2011-08-11 03:40:00	ES	Futures	1137.29	1141.78	1136.79	1141.03	9104.0
2011-08-11 03:45:00	ES	Futures	1141.28	1141.28	1137.54	1141.03	5420.0
2011-08-11 03:50:00	ES	Futures	1141.03	1141.28	1136.29	1139.53	7886.0
2011-08-11 03:55:00	ES	Futures	1139.28	1141.03	1138.79	1140.03	5376.0
2011-08-11 04:00:00	ES	Futures	1140.03	1142.28	1139.78	1141.53	4579.0
2011-08-11 04:05:00	ES	Futures	1141.53	1141.78	1138.79	1139.28	4741.0

> showing 50 of 13,374 rows — these rows as CSV

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