PREVIEW / futures_5min / 2011-08-18

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-08-18.parquet
  size:    255 KB
  rows:    12,971

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
2011-08-18 00:00:00	ES	Futures	1179.94	1180.19	1179.44	1179.69	286.0
2011-08-18 00:05:00	ES	Futures	1179.44	1179.94	1178.44	1178.69	1060.0
2011-08-18 00:10:00	ES	Futures	1178.69	1179.19	1178.44	1178.69	584.0
2011-08-18 00:15:00	ES	Futures	1178.69	1178.94	1177.44	1177.94	2687.0
2011-08-18 00:20:00	ES	Futures	1177.69	1177.69	1173.95	1174.45	6236.0
2011-08-18 00:25:00	ES	Futures	1174.7	1176.2	1174.45	1175.2	1704.0
2011-08-18 00:30:00	ES	Futures	1175.45	1177.94	1175.2	1177.44	1566.0
2011-08-18 00:35:00	ES	Futures	1177.19	1177.19	1176.2	1176.7	999.0
2011-08-18 00:40:00	ES	Futures	1176.94	1176.94	1175.7	1175.95	584.0
2011-08-18 00:45:00	ES	Futures	1175.95	1176.94	1175.45	1175.95	561.0
2011-08-18 00:50:00	ES	Futures	1175.7	1176.2	1175.2	1175.2	524.0
2011-08-18 00:55:00	ES	Futures	1175.45	1176.45	1174.95	1176.2	495.0
2011-08-18 01:00:00	ES	Futures	1176.2	1177.94	1176.2	1177.44	894.0
2011-08-18 01:05:00	ES	Futures	1177.44	1179.19	1177.44	1178.44	1134.0
2011-08-18 01:10:00	ES	Futures	1178.44	1179.69	1178.19	1179.19	779.0
2011-08-18 01:15:00	ES	Futures	1179.44	1179.44	1178.19	1178.69	332.0
2011-08-18 01:20:00	ES	Futures	1178.94	1179.94	1178.69	1179.69	915.0
2011-08-18 01:25:00	ES	Futures	1179.69	1179.94	1179.19	1179.69	326.0
2011-08-18 01:30:00	ES	Futures	1179.94	1180.44	1179.19	1179.19	987.0
2011-08-18 01:35:00	ES	Futures	1179.44	1179.94	1178.94	1179.19	460.0
2011-08-18 01:40:00	ES	Futures	1179.19	1179.19	1176.94	1177.44	1151.0
2011-08-18 01:45:00	ES	Futures	1177.44	1177.94	1176.45	1177.94	654.0
2011-08-18 01:50:00	ES	Futures	1177.94	1178.44	1177.19	1178.19	243.0
2011-08-18 01:55:00	ES	Futures	1178.19	1178.44	1177.44	1178.19	466.0
2011-08-18 02:00:00	ES	Futures	1178.44	1179.19	1175.95	1176.94	2017.0
2011-08-18 02:05:00	ES	Futures	1176.94	1178.69	1176.7	1177.69	1511.0
2011-08-18 02:10:00	ES	Futures	1177.44	1178.44	1177.44	1177.69	683.0
2011-08-18 02:15:00	ES	Futures	1177.69	1179.19	1177.19	1178.94	711.0
2011-08-18 02:20:00	ES	Futures	1178.69	1179.19	1178.44	1178.94	720.0
2011-08-18 02:25:00	ES	Futures	1178.94	1179.19	1178.44	1178.69	1092.0
2011-08-18 02:30:00	ES	Futures	1178.69	1178.69	1177.44	1177.69	997.0
2011-08-18 02:35:00	ES	Futures	1177.44	1178.19	1177.44	1177.44	512.0
2011-08-18 02:40:00	ES	Futures	1177.19	1177.19	1175.45	1175.95	1527.0
2011-08-18 02:45:00	ES	Futures	1175.7	1177.19	1175.2	1175.95	1497.0
2011-08-18 02:50:00	ES	Futures	1175.95	1177.19	1175.95	1175.95	1619.0
2011-08-18 02:55:00	ES	Futures	1175.7	1176.45	1174.45	1176.2	2587.0
2011-08-18 03:00:00	ES	Futures	1176.2	1177.94	1174.7	1174.7	6257.0
2011-08-18 03:05:00	ES	Futures	1174.95	1176.94	1174.2	1176.45	4371.0
2011-08-18 03:10:00	ES	Futures	1176.45	1178.44	1175.7	1177.19	4381.0
2011-08-18 03:15:00	ES	Futures	1177.19	1178.44	1176.45	1177.94	2823.0
2011-08-18 03:20:00	ES	Futures	1178.19	1179.69	1177.94	1178.69	3722.0
2011-08-18 03:25:00	ES	Futures	1178.69	1179.19	1176.7	1177.94	3829.0
2011-08-18 03:30:00	ES	Futures	1177.69	1177.69	1173.95	1174.45	6912.0
2011-08-18 03:35:00	ES	Futures	1174.45	1175.2	1173.95	1174.95	4425.0
2011-08-18 03:40:00	ES	Futures	1174.95	1175.7	1174.45	1175.2	1878.0
2011-08-18 03:45:00	ES	Futures	1174.95	1175.45	1173.95	1174.95	2407.0
2011-08-18 03:50:00	ES	Futures	1174.95	1175.7	1173.95	1173.95	1696.0
2011-08-18 03:55:00	ES	Futures	1174.2	1174.45	1171.21	1172.46	10873.0
2011-08-18 04:00:00	ES	Futures	1172.21	1172.7	1170.96	1172.46	6386.0
2011-08-18 04:05:00	ES	Futures	1172.46	1174.2	1171.71	1173.7	4486.0

> showing 50 of 12,971 rows — these rows as CSV

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