PREVIEW / futures_5min / 2011-08-16

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-08-16.parquet
  size:    219 KB
  rows:    12,395

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
2011-08-16 00:00:00	ES	Futures	1191.16	1191.16	1190.91	1191.16	208.0
2011-08-16 00:05:00	ES	Futures	1190.91	1191.16	1190.91	1190.91	201.0
2011-08-16 00:10:00	ES	Futures	1190.91	1190.91	1190.16	1190.41	569.0
2011-08-16 00:15:00	ES	Futures	1190.41	1190.66	1190.41	1190.66	35.0
2011-08-16 00:20:00	ES	Futures	1190.41	1190.91	1190.41	1190.66	194.0
2011-08-16 00:25:00	ES	Futures	1190.66	1191.16	1190.41	1190.91	559.0
2011-08-16 00:30:00	ES	Futures	1190.66	1190.91	1190.66	1190.66	66.0
2011-08-16 00:35:00	ES	Futures	1190.66	1190.91	1190.41	1190.41	112.0
2011-08-16 00:40:00	ES	Futures	1190.66	1190.91	1190.41	1190.66	230.0
2011-08-16 00:45:00	ES	Futures	1190.66	1191.16	1190.66	1191.16	734.0
2011-08-16 00:50:00	ES	Futures	1190.91	1191.16	1190.66	1190.66	523.0
2011-08-16 00:55:00	ES	Futures	1190.91	1191.41	1190.66	1190.91	386.0
2011-08-16 01:00:00	ES	Futures	1191.16	1191.16	1190.66	1190.66	219.0
2011-08-16 01:05:00	ES	Futures	1190.91	1190.91	1190.16	1190.41	250.0
2011-08-16 01:10:00	ES	Futures	1190.16	1190.66	1190.16	1190.41	572.0
2011-08-16 01:15:00	ES	Futures	1190.41	1190.66	1190.16	1190.16	52.0
2011-08-16 01:20:00	ES	Futures	1190.16	1190.41	1189.66	1190.16	418.0
2011-08-16 01:25:00	ES	Futures	1190.16	1190.41	1190.16	1190.41	38.0
2011-08-16 01:30:00	ES	Futures	1190.16	1190.41	1189.91	1190.16	288.0
2011-08-16 01:35:00	ES	Futures	1190.16	1190.16	1189.91	1189.91	408.0
2011-08-16 01:40:00	ES	Futures	1189.91	1190.16	1189.91	1189.91	762.0
2011-08-16 01:45:00	ES	Futures	1189.91	1189.91	1189.42	1189.42	646.0
2011-08-16 01:50:00	ES	Futures	1189.42	1190.16	1189.42	1190.16	875.0
2011-08-16 01:55:00	ES	Futures	1190.16	1190.16	1189.42	1189.91	886.0
2011-08-16 02:00:00	ES	Futures	1190.16	1190.16	1189.17	1189.42	2930.0
2011-08-16 02:05:00	ES	Futures	1189.66	1189.66	1187.67	1187.92	3372.0
2011-08-16 02:10:00	ES	Futures	1188.17	1188.17	1186.67	1186.92	4297.0
2011-08-16 02:15:00	ES	Futures	1186.92	1187.67	1186.67	1186.92	3213.0
2011-08-16 02:20:00	ES	Futures	1187.17	1187.42	1185.92	1186.17	3712.0
2011-08-16 02:25:00	ES	Futures	1186.17	1187.67	1186.17	1187.42	2150.0
2011-08-16 02:30:00	ES	Futures	1187.42	1187.42	1185.18	1185.67	5834.0
2011-08-16 02:35:00	ES	Futures	1185.42	1186.42	1185.18	1185.42	3061.0
2011-08-16 02:40:00	ES	Futures	1185.18	1185.42	1184.68	1184.93	3144.0
2011-08-16 02:45:00	ES	Futures	1184.68	1185.42	1184.18	1184.43	3658.0
2011-08-16 02:50:00	ES	Futures	1184.43	1185.18	1184.18	1184.93	1081.0
2011-08-16 02:55:00	ES	Futures	1184.93	1187.17	1184.93	1186.67	2989.0
2011-08-16 03:00:00	ES	Futures	1186.42	1186.92	1185.18	1185.67	3056.0
2011-08-16 03:05:00	ES	Futures	1185.42	1187.17	1185.42	1186.67	2986.0
2011-08-16 03:10:00	ES	Futures	1186.42	1186.42	1183.93	1184.43	4688.0
2011-08-16 03:15:00	ES	Futures	1184.68	1184.68	1182.93	1182.93	5930.0
2011-08-16 03:20:00	ES	Futures	1182.93	1183.18	1181.93	1182.43	7527.0
2011-08-16 03:25:00	ES	Futures	1182.43	1183.18	1180.69	1181.43	3820.0
2011-08-16 03:30:00	ES	Futures	1181.43	1183.18	1180.69	1182.93	5461.0
2011-08-16 03:35:00	ES	Futures	1182.93	1184.43	1182.18	1182.68	5494.0
2011-08-16 03:40:00	ES	Futures	1182.68	1183.68	1181.68	1183.68	3180.0
2011-08-16 03:45:00	ES	Futures	1183.43	1184.93	1183.43	1184.18	2948.0
2011-08-16 03:50:00	ES	Futures	1184.18	1185.67	1183.43	1184.93	3515.0
2011-08-16 03:55:00	ES	Futures	1185.18	1185.92	1184.18	1185.92	1402.0
2011-08-16 04:00:00	ES	Futures	1185.92	1186.17	1183.93	1184.68	3085.0
2011-08-16 04:05:00	ES	Futures	1184.68	1184.68	1181.18	1182.43	5249.0

> showing 50 of 12,395 rows — these rows as CSV

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