PREVIEW / futures_5min / 2011-08-19

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-08-19.parquet
  size:    212 KB
  rows:    10,613

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
2011-08-19 00:00:00	ES	Futures	1132.3	1133.05	1130.8	1131.55	723.0
2011-08-19 00:05:00	ES	Futures	1131.55	1131.8	1130.8	1131.3	468.0
2011-08-19 00:10:00	ES	Futures	1131.05	1132.05	1130.56	1131.3	396.0
2011-08-19 00:15:00	ES	Futures	1131.05	1131.55	1130.8	1131.55	294.0
2011-08-19 00:20:00	ES	Futures	1131.55	1132.05	1130.8	1131.8	480.0
2011-08-19 00:25:00	ES	Futures	1131.8	1133.05	1131.8	1132.05	542.0
2011-08-19 00:30:00	ES	Futures	1132.05	1132.3	1131.8	1132.3	50.0
2011-08-19 00:35:00	ES	Futures	1132.05	1132.3	1131.8	1132.3	99.0
2011-08-19 00:40:00	ES	Futures	1132.3	1132.55	1132.05	1132.3	391.0
2011-08-19 00:45:00	ES	Futures	1132.3	1133.05	1132.3	1132.8	254.0
2011-08-19 00:50:00	ES	Futures	1132.8	1133.05	1132.8	1133.05	165.0
2011-08-19 00:55:00	ES	Futures	1133.05	1133.3	1132.05	1132.55	587.0
2011-08-19 01:00:00	ES	Futures	1132.55	1133.05	1132.05	1132.8	237.0
2011-08-19 01:05:00	ES	Futures	1133.05	1133.05	1132.3	1132.55	267.0
2011-08-19 01:10:00	ES	Futures	1132.3	1132.55	1131.05	1131.8	654.0
2011-08-19 01:15:00	ES	Futures	1131.8	1132.05	1131.3	1131.8	788.0
2011-08-19 01:20:00	ES	Futures	1131.55	1131.8	1131.3	1131.8	1019.0
2011-08-19 01:25:00	ES	Futures	1131.8	1132.05	1131.3	1131.55	653.0
2011-08-19 01:30:00	ES	Futures	1131.55	1131.8	1130.06	1130.31	793.0
2011-08-19 01:35:00	ES	Futures	1130.31	1131.05	1129.06	1130.31	2774.0
2011-08-19 01:40:00	ES	Futures	1130.31	1131.05	1130.06	1130.8	798.0
2011-08-19 01:45:00	ES	Futures	1130.8	1131.05	1129.31	1129.31	852.0
2011-08-19 01:50:00	ES	Futures	1129.31	1130.56	1128.56	1130.56	2183.0
2011-08-19 01:55:00	ES	Futures	1130.56	1131.3	1130.06	1130.06	693.0
2011-08-19 02:00:00	ES	Futures	1130.31	1130.8	1129.31	1129.31	3564.0
2011-08-19 02:05:00	ES	Futures	1129.31	1130.8	1129.31	1129.81	2569.0
2011-08-19 02:10:00	ES	Futures	1130.06	1132.55	1129.31	1132.05	2256.0
2011-08-19 02:15:00	ES	Futures	1131.8	1132.05	1129.81	1130.06	1425.0
2011-08-19 02:20:00	ES	Futures	1130.31	1131.05	1129.31	1129.56	2142.0
2011-08-19 02:25:00	ES	Futures	1129.81	1130.8	1129.56	1130.56	1168.0
2011-08-19 02:30:00	ES	Futures	1130.56	1131.05	1130.06	1131.05	909.0
2011-08-19 02:35:00	ES	Futures	1131.05	1131.3	1130.56	1131.3	1019.0
2011-08-19 02:40:00	ES	Futures	1131.3	1131.3	1130.8	1131.3	789.0
2011-08-19 02:45:00	ES	Futures	1131.05	1131.55	1130.8	1131.05	2056.0
2011-08-19 02:50:00	ES	Futures	1131.05	1134.05	1131.05	1134.05	3826.0
2011-08-19 02:55:00	ES	Futures	1134.05	1136.29	1134.05	1135.79	5104.0
2011-08-19 03:00:00	ES	Futures	1136.04	1136.54	1133.05	1133.05	6902.0
2011-08-19 03:05:00	ES	Futures	1132.8	1134.05	1129.56	1130.06	9763.0
2011-08-19 03:10:00	ES	Futures	1130.06	1131.55	1127.81	1129.31	11762.0
2011-08-19 03:15:00	ES	Futures	1129.06	1131.05	1128.06	1130.8	8243.0
2011-08-19 03:20:00	ES	Futures	1130.8	1135.79	1130.8	1133.05	11340.0
2011-08-19 03:25:00	ES	Futures	1133.05	1135.29	1131.05	1131.55	8292.0
2011-08-19 03:30:00	ES	Futures	1131.8	1132.3	1128.31	1128.31	7165.0
2011-08-19 03:35:00	ES	Futures	1128.31	1130.31	1121.83	1122.32	22211.0
2011-08-19 03:40:00	ES	Futures	1122.08	1123.57	1120.33	1121.33	17859.0
2011-08-19 03:45:00	ES	Futures	1121.33	1122.08	1115.34	1117.84	25360.0
2011-08-19 03:50:00	ES	Futures	1117.84	1119.83	1116.34	1118.09	13377.0
2011-08-19 03:55:00	ES	Futures	1118.09	1123.32	1114.84	1122.57	17966.0
2011-08-19 04:00:00	ES	Futures	1122.32	1124.07	1119.58	1122.08	12595.0
2011-08-19 04:05:00	ES	Futures	1122.08	1123.82	1121.33	1122.82	8460.0

> showing 50 of 10,613 rows — these rows as CSV

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