PREVIEW / futures_5min / 2011-08-15

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-08-15.parquet
  size:    214 KB
  rows:    12,071

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
2011-08-15 00:00:00	ES	Futures	1180.19	1180.44	1179.94	1180.19	115.0
2011-08-15 00:05:00	ES	Futures	1180.19	1180.94	1179.94	1180.94	223.0
2011-08-15 00:10:00	ES	Futures	1181.18	1181.18	1180.69	1180.94	203.0
2011-08-15 00:15:00	ES	Futures	1180.94	1181.18	1180.69	1180.69	249.0
2011-08-15 00:20:00	ES	Futures	1180.69	1181.93	1180.69	1181.43	500.0
2011-08-15 00:25:00	ES	Futures	1181.43	1181.93	1181.18	1181.43	788.0
2011-08-15 00:30:00	ES	Futures	1181.43	1182.68	1181.43	1182.43	462.0
2011-08-15 00:35:00	ES	Futures	1182.43	1182.93	1181.93	1182.93	1562.0
2011-08-15 00:40:00	ES	Futures	1182.68	1183.18	1181.68	1181.93	955.0
2011-08-15 00:45:00	ES	Futures	1181.93	1182.43	1181.68	1181.93	481.0
2011-08-15 00:50:00	ES	Futures	1181.93	1182.93	1181.93	1182.68	418.0
2011-08-15 00:55:00	ES	Futures	1182.43	1183.18	1182.43	1183.18	232.0
2011-08-15 01:00:00	ES	Futures	1182.93	1183.18	1182.18	1182.18	319.0
2011-08-15 01:05:00	ES	Futures	1182.43	1182.43	1181.68	1181.93	239.0
2011-08-15 01:10:00	ES	Futures	1181.93	1182.18	1181.68	1181.93	65.0
2011-08-15 01:15:00	ES	Futures	1181.93	1182.18	1181.93	1181.93	32.0
2011-08-15 01:20:00	ES	Futures	1181.68	1182.18	1180.69	1181.18	347.0
2011-08-15 01:25:00	ES	Futures	1181.18	1181.93	1180.94	1181.93	174.0
2011-08-15 01:30:00	ES	Futures	1181.68	1183.18	1181.68	1182.93	1037.0
2011-08-15 01:35:00	ES	Futures	1183.18	1183.68	1182.93	1183.43	609.0
2011-08-15 01:40:00	ES	Futures	1183.43	1183.93	1183.18	1183.43	469.0
2011-08-15 01:45:00	ES	Futures	1183.43	1183.68	1182.18	1182.18	494.0
2011-08-15 01:50:00	ES	Futures	1182.43	1183.18	1182.43	1183.18	341.0
2011-08-15 01:55:00	ES	Futures	1182.93	1183.68	1182.93	1183.68	599.0
2011-08-15 02:00:00	ES	Futures	1183.68	1183.68	1181.43	1181.68	1968.0
2011-08-15 02:05:00	ES	Futures	1181.68	1181.93	1180.94	1181.43	1088.0
2011-08-15 02:10:00	ES	Futures	1181.43	1181.68	1180.94	1181.68	1102.0
2011-08-15 02:15:00	ES	Futures	1181.68	1183.18	1181.68	1182.68	904.0
2011-08-15 02:20:00	ES	Futures	1182.68	1183.93	1182.43	1183.43	1386.0
2011-08-15 02:25:00	ES	Futures	1183.43	1184.18	1183.43	1184.18	1884.0
2011-08-15 02:30:00	ES	Futures	1184.18	1184.68	1183.43	1184.18	941.0
2011-08-15 02:35:00	ES	Futures	1183.93	1183.93	1182.43	1182.93	870.0
2011-08-15 02:40:00	ES	Futures	1182.93	1183.93	1182.93	1183.68	530.0
2011-08-15 02:45:00	ES	Futures	1183.43	1183.93	1182.68	1182.93	756.0
2011-08-15 02:50:00	ES	Futures	1182.93	1183.18	1181.18	1181.68	2320.0
2011-08-15 02:55:00	ES	Futures	1181.68	1182.43	1180.94	1181.18	1174.0
2011-08-15 03:00:00	ES	Futures	1181.43	1182.43	1179.44	1180.94	3904.0
2011-08-15 03:05:00	ES	Futures	1180.94	1183.18	1180.94	1182.68	2404.0
2011-08-15 03:10:00	ES	Futures	1182.68	1183.43	1181.93	1182.68	2175.0
2011-08-15 03:15:00	ES	Futures	1182.68	1183.43	1182.43	1182.43	2085.0
2011-08-15 03:20:00	ES	Futures	1182.18	1182.43	1181.18	1181.68	2180.0
2011-08-15 03:25:00	ES	Futures	1181.68	1181.68	1178.69	1179.69	5251.0
2011-08-15 03:30:00	ES	Futures	1179.44	1180.69	1179.19	1180.44	2096.0
2011-08-15 03:35:00	ES	Futures	1180.19	1181.93	1179.94	1180.19	2614.0
2011-08-15 03:40:00	ES	Futures	1180.19	1181.18	1178.44	1179.94	3929.0
2011-08-15 03:45:00	ES	Futures	1179.69	1180.94	1179.44	1180.19	1541.0
2011-08-15 03:50:00	ES	Futures	1179.94	1181.43	1179.19	1180.94	2176.0
2011-08-15 03:55:00	ES	Futures	1180.94	1181.43	1180.19	1180.94	1130.0
2011-08-15 04:00:00	ES	Futures	1180.94	1182.18	1180.19	1180.69	2019.0
2011-08-15 04:05:00	ES	Futures	1180.69	1181.68	1179.94	1179.94	1862.0

> showing 50 of 12,071 rows — these rows as CSV

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