PREVIEW / futures_5min / 2011-08-21

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-08-21.parquet
  size:    52 KB
  rows:    2,209

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
2011-08-21 18:00:00	ES	Futures	1119.33	1120.08	1115.84	1116.34	8608.0
2011-08-21 18:05:00	ES	Futures	1116.59	1117.84	1115.09	1115.34	2944.0
2011-08-21 18:10:00	ES	Futures	1115.34	1116.34	1108.61	1112.35	7148.0
2011-08-21 18:15:00	ES	Futures	1112.6	1112.85	1111.35	1111.6	1194.0
2011-08-21 18:20:00	ES	Futures	1111.6	1113.1	1109.61	1113.1	3471.0
2011-08-21 18:25:00	ES	Futures	1113.1	1114.59	1111.6	1111.85	1983.0
2011-08-21 18:30:00	ES	Futures	1111.85	1113.35	1111.85	1113.35	612.0
2011-08-21 18:35:00	ES	Futures	1113.35	1114.09	1112.6	1113.85	584.0
2011-08-21 18:40:00	ES	Futures	1113.6	1114.09	1113.35	1113.6	377.0
2011-08-21 18:45:00	ES	Futures	1113.6	1114.09	1113.35	1113.35	308.0
2011-08-21 18:50:00	ES	Futures	1113.6	1113.6	1111.6	1111.85	878.0
2011-08-21 18:55:00	ES	Futures	1112.1	1113.35	1111.85	1113.1	761.0
2011-08-21 19:00:00	ES	Futures	1113.35	1115.59	1113.1	1115.34	1293.0
2011-08-21 19:05:00	ES	Futures	1115.59	1116.34	1115.34	1115.84	995.0
2011-08-21 19:10:00	ES	Futures	1115.59	1116.59	1112.6	1113.85	1283.0
2011-08-21 19:15:00	ES	Futures	1113.6	1114.84	1113.6	1113.85	336.0
2011-08-21 19:20:00	ES	Futures	1113.6	1113.6	1112.6	1112.85	364.0
2011-08-21 19:25:00	ES	Futures	1112.85	1112.85	1111.85	1112.85	477.0
2011-08-21 19:30:00	ES	Futures	1112.6	1113.85	1112.6	1113.35	377.0
2011-08-21 19:35:00	ES	Futures	1113.6	1114.34	1113.6	1114.34	141.0
2011-08-21 19:40:00	ES	Futures	1114.34	1114.59	1113.6	1114.34	296.0
2011-08-21 19:45:00	ES	Futures	1114.59	1114.84	1112.85	1113.35	525.0
2011-08-21 19:50:00	ES	Futures	1113.35	1114.84	1113.1	1114.34	624.0
2011-08-21 19:55:00	ES	Futures	1114.59	1115.84	1114.34	1115.84	1020.0
2011-08-21 20:00:00	ES	Futures	1115.84	1117.34	1115.59	1116.84	3191.0
2011-08-21 20:05:00	ES	Futures	1117.09	1118.33	1116.59	1116.84	2324.0
2011-08-21 20:10:00	ES	Futures	1116.84	1117.59	1116.34	1117.34	1118.0
2011-08-21 20:15:00	ES	Futures	1117.34	1118.09	1116.34	1117.34	1175.0
2011-08-21 20:20:00	ES	Futures	1117.09	1118.83	1116.84	1118.09	1685.0
2011-08-21 20:25:00	ES	Futures	1117.84	1117.84	1116.34	1116.59	901.0
2011-08-21 20:30:00	ES	Futures	1116.59	1116.84	1113.85	1114.84	2462.0
2011-08-21 20:35:00	ES	Futures	1115.09	1115.09	1113.6	1114.84	700.0
2011-08-21 20:40:00	ES	Futures	1115.09	1115.34	1114.09	1114.59	409.0
2011-08-21 20:45:00	ES	Futures	1114.84	1115.59	1114.34	1115.09	567.0
2011-08-21 20:50:00	ES	Futures	1115.09	1116.09	1115.09	1115.84	620.0
2011-08-21 20:55:00	ES	Futures	1115.84	1116.34	1115.34	1116.09	689.0
2011-08-21 21:00:00	ES	Futures	1115.84	1116.09	1114.59	1114.59	586.0
2011-08-21 21:05:00	ES	Futures	1114.84	1116.09	1114.59	1116.09	984.0
2011-08-21 21:10:00	ES	Futures	1116.34	1116.84	1115.84	1116.59	1065.0
2011-08-21 21:15:00	ES	Futures	1116.59	1119.08	1116.59	1118.83	2709.0
2011-08-21 21:20:00	ES	Futures	1119.08	1119.33	1116.59	1117.09	2016.0
2011-08-21 21:25:00	ES	Futures	1117.34	1120.58	1117.34	1120.33	2160.0
2011-08-21 21:30:00	ES	Futures	1120.33	1121.58	1119.08	1121.08	2431.0
2011-08-21 21:35:00	ES	Futures	1121.08	1122.08	1120.58	1122.08	1530.0
2011-08-21 21:40:00	ES	Futures	1122.08	1123.82	1121.83	1122.57	3031.0
2011-08-21 21:45:00	ES	Futures	1122.82	1123.82	1122.32	1123.57	1327.0
2011-08-21 21:50:00	ES	Futures	1123.57	1127.06	1123.57	1125.32	5546.0
2011-08-21 21:55:00	ES	Futures	1125.32	1126.32	1125.32	1126.07	771.0
2011-08-21 22:00:00	ES	Futures	1126.32	1127.81	1126.07	1126.32	2362.0
2011-08-21 22:05:00	ES	Futures	1126.32	1127.31	1124.82	1126.07	2221.0

> showing 50 of 2,209 rows — these rows as CSV

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