PREVIEW / futures_5min / 2011-08-24

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-08-24.parquet
  size:    233 KB
  rows:    12,468

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
2011-08-24 00:00:00	ES	Futures	1147.51	1147.76	1147.02	1147.51	363.0
2011-08-24 00:05:00	ES	Futures	1147.51	1148.01	1146.27	1147.02	820.0
2011-08-24 00:10:00	ES	Futures	1147.02	1148.01	1146.77	1147.51	402.0
2011-08-24 00:15:00	ES	Futures	1147.51	1148.01	1147.51	1148.01	533.0
2011-08-24 00:20:00	ES	Futures	1147.76	1149.76	1147.27	1149.26	1725.0
2011-08-24 00:25:00	ES	Futures	1149.51	1151.26	1149.26	1150.76	1894.0
2011-08-24 00:30:00	ES	Futures	1151.01	1151.26	1149.01	1149.01	1002.0
2011-08-24 00:35:00	ES	Futures	1149.26	1149.26	1148.76	1149.26	211.0
2011-08-24 00:40:00	ES	Futures	1149.26	1150.26	1149.01	1150.26	452.0
2011-08-24 00:45:00	ES	Futures	1150.26	1150.26	1149.51	1149.51	343.0
2011-08-24 00:50:00	ES	Futures	1149.76	1150.51	1149.76	1150.26	213.0
2011-08-24 00:55:00	ES	Futures	1150.51	1151.26	1149.76	1151.01	585.0
2011-08-24 01:00:00	ES	Futures	1151.26	1151.51	1148.01	1148.26	1355.0
2011-08-24 01:05:00	ES	Futures	1148.26	1149.26	1147.51	1147.51	1104.0
2011-08-24 01:10:00	ES	Futures	1147.76	1148.26	1147.02	1147.27	922.0
2011-08-24 01:15:00	ES	Futures	1147.51	1148.26	1146.27	1146.52	622.0
2011-08-24 01:20:00	ES	Futures	1146.52	1147.02	1146.27	1146.27	711.0
2011-08-24 01:25:00	ES	Futures	1146.27	1146.52	1144.77	1145.02	1243.0
2011-08-24 01:30:00	ES	Futures	1145.27	1146.77	1145.02	1146.77	910.0
2011-08-24 01:35:00	ES	Futures	1146.52	1146.77	1143.27	1144.27	1359.0
2011-08-24 01:40:00	ES	Futures	1144.27	1146.27	1143.77	1146.02	1051.0
2011-08-24 01:45:00	ES	Futures	1145.77	1146.52	1145.77	1146.02	756.0
2011-08-24 01:50:00	ES	Futures	1146.02	1146.52	1145.02	1145.77	1182.0
2011-08-24 01:55:00	ES	Futures	1145.77	1146.27	1144.77	1145.52	862.0
2011-08-24 02:00:00	ES	Futures	1145.77	1146.27	1145.02	1145.52	1841.0
2011-08-24 02:05:00	ES	Futures	1145.77	1146.52	1145.52	1146.52	992.0
2011-08-24 02:10:00	ES	Futures	1146.52	1147.51	1146.52	1147.51	1448.0
2011-08-24 02:15:00	ES	Futures	1147.51	1148.51	1147.27	1147.76	1419.0
2011-08-24 02:20:00	ES	Futures	1148.01	1148.26	1146.02	1146.27	1446.0
2011-08-24 02:25:00	ES	Futures	1146.52	1147.51	1146.27	1147.27	1432.0
2011-08-24 02:30:00	ES	Futures	1147.27	1147.27	1145.77	1145.77	2056.0
2011-08-24 02:35:00	ES	Futures	1145.77	1146.27	1145.02	1145.02	1015.0
2011-08-24 02:40:00	ES	Futures	1145.02	1145.77	1144.77	1145.02	1879.0
2011-08-24 02:45:00	ES	Futures	1145.27	1146.02	1144.52	1145.77	2497.0
2011-08-24 02:50:00	ES	Futures	1145.77	1146.52	1145.02	1146.27	1571.0
2011-08-24 02:55:00	ES	Futures	1146.52	1147.02	1145.77	1146.77	2912.0
2011-08-24 03:00:00	ES	Futures	1146.77	1147.27	1145.27	1146.77	6780.0
2011-08-24 03:05:00	ES	Futures	1146.77	1147.27	1143.52	1143.77	6293.0
2011-08-24 03:10:00	ES	Futures	1143.77	1144.77	1142.78	1143.03	7631.0
2011-08-24 03:15:00	ES	Futures	1143.03	1143.27	1140.28	1140.78	10963.0
2011-08-24 03:20:00	ES	Futures	1140.53	1143.27	1139.78	1143.03	8561.0
2011-08-24 03:25:00	ES	Futures	1142.78	1143.77	1141.78	1143.27	3998.0
2011-08-24 03:30:00	ES	Futures	1143.27	1146.27	1142.03	1146.27	5024.0
2011-08-24 03:35:00	ES	Futures	1146.02	1146.52	1144.27	1145.02	4661.0
2011-08-24 03:40:00	ES	Futures	1145.02	1145.27	1143.52	1144.77	2785.0
2011-08-24 03:45:00	ES	Futures	1145.02	1145.02	1140.78	1141.53	4005.0
2011-08-24 03:50:00	ES	Futures	1141.53	1143.03	1140.53	1141.53	3982.0
2011-08-24 03:55:00	ES	Futures	1141.53	1143.03	1141.03	1141.78	2813.0
2011-08-24 04:00:00	ES	Futures	1141.78	1144.77	1140.03	1143.77	9748.0
2011-08-24 04:05:00	ES	Futures	1144.02	1145.27	1143.27	1144.02	5126.0

> showing 50 of 12,468 rows — these rows as CSV

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