PREVIEW / futures_5min / 2011-08-26

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-08-26.parquet
  size:    207 KB
  rows:    10,440

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
2011-08-26 00:00:00	ES	Futures	1159.74	1160.98	1159.49	1160.73	239.0
2011-08-26 00:05:00	ES	Futures	1160.73	1160.98	1160.48	1160.73	104.0
2011-08-26 00:10:00	ES	Futures	1160.73	1161.23	1160.48	1161.23	87.0
2011-08-26 00:15:00	ES	Futures	1160.98	1161.23	1160.73	1160.73	82.0
2011-08-26 00:20:00	ES	Futures	1160.98	1161.98	1160.98	1161.73	606.0
2011-08-26 00:25:00	ES	Futures	1161.73	1161.73	1160.73	1161.48	90.0
2011-08-26 00:30:00	ES	Futures	1161.23	1162.23	1161.23	1161.98	161.0
2011-08-26 00:35:00	ES	Futures	1161.98	1161.98	1160.98	1161.48	214.0
2011-08-26 00:40:00	ES	Futures	1161.48	1161.73	1161.23	1161.48	95.0
2011-08-26 00:45:00	ES	Futures	1161.23	1161.48	1160.98	1161.48	77.0
2011-08-26 00:50:00	ES	Futures	1161.23	1161.23	1159.74	1159.99	330.0
2011-08-26 00:55:00	ES	Futures	1159.99	1159.99	1159.49	1159.49	117.0
2011-08-26 01:00:00	ES	Futures	1159.24	1159.74	1158.74	1158.74	321.0
2011-08-26 01:05:00	ES	Futures	1159.24	1159.24	1158.49	1158.99	255.0
2011-08-26 01:10:00	ES	Futures	1158.99	1160.23	1158.99	1159.99	203.0
2011-08-26 01:15:00	ES	Futures	1160.23	1160.73	1159.74	1159.99	206.0
2011-08-26 01:20:00	ES	Futures	1159.99	1159.99	1158.74	1159.74	242.0
2011-08-26 01:25:00	ES	Futures	1159.74	1160.23	1159.24	1159.49	120.0
2011-08-26 01:30:00	ES	Futures	1159.74	1160.73	1159.74	1160.48	209.0
2011-08-26 01:35:00	ES	Futures	1160.48	1161.23	1160.23	1160.98	200.0
2011-08-26 01:40:00	ES	Futures	1160.98	1161.73	1160.48	1160.73	330.0
2011-08-26 01:45:00	ES	Futures	1160.98	1161.23	1160.48	1160.48	138.0
2011-08-26 01:50:00	ES	Futures	1160.48	1161.73	1160.48	1161.48	278.0
2011-08-26 01:55:00	ES	Futures	1161.48	1161.73	1160.98	1161.48	247.0
2011-08-26 02:00:00	ES	Futures	1161.23	1161.73	1159.99	1160.98	1236.0
2011-08-26 02:05:00	ES	Futures	1160.73	1160.98	1159.99	1160.23	811.0
2011-08-26 02:10:00	ES	Futures	1160.23	1161.48	1159.99	1160.73	916.0
2011-08-26 02:15:00	ES	Futures	1160.73	1161.73	1160.73	1161.23	1191.0
2011-08-26 02:20:00	ES	Futures	1160.98	1161.73	1160.98	1161.48	361.0
2011-08-26 02:25:00	ES	Futures	1161.48	1161.98	1161.48	1161.73	838.0
2011-08-26 02:30:00	ES	Futures	1161.98	1163.23	1161.73	1162.73	1187.0
2011-08-26 02:35:00	ES	Futures	1162.73	1162.98	1162.23	1162.48	1274.0
2011-08-26 02:40:00	ES	Futures	1162.48	1162.98	1161.48	1161.48	1281.0
2011-08-26 02:45:00	ES	Futures	1161.73	1161.98	1159.99	1160.23	1358.0
2011-08-26 02:50:00	ES	Futures	1159.99	1160.48	1159.24	1160.23	1047.0
2011-08-26 02:55:00	ES	Futures	1160.23	1160.98	1159.99	1160.98	488.0
2011-08-26 03:00:00	ES	Futures	1160.73	1161.98	1159.99	1160.48	5561.0
2011-08-26 03:05:00	ES	Futures	1160.48	1160.48	1156.24	1156.74	6276.0
2011-08-26 03:10:00	ES	Futures	1156.74	1158.49	1156.24	1157.99	6499.0
2011-08-26 03:15:00	ES	Futures	1157.99	1158.99	1155.99	1156.99	4246.0
2011-08-26 03:20:00	ES	Futures	1156.99	1157.24	1155.99	1156.99	3881.0
2011-08-26 03:25:00	ES	Futures	1156.99	1156.99	1154.25	1155.0	6723.0
2011-08-26 03:30:00	ES	Futures	1154.75	1156.24	1154.25	1155.0	4476.0
2011-08-26 03:35:00	ES	Futures	1155.25	1157.24	1154.75	1156.74	3163.0
2011-08-26 03:40:00	ES	Futures	1156.74	1157.49	1155.0	1155.25	3417.0
2011-08-26 03:45:00	ES	Futures	1155.5	1156.74	1154.75	1155.99	3391.0
2011-08-26 03:50:00	ES	Futures	1155.99	1157.99	1155.99	1156.24	3231.0
2011-08-26 03:55:00	ES	Futures	1156.24	1156.24	1153.75	1154.25	6037.0
2011-08-26 04:00:00	ES	Futures	1154.0	1156.74	1153.75	1156.49	3119.0
2011-08-26 04:05:00	ES	Futures	1156.74	1157.24	1155.0	1156.49	3215.0

> showing 50 of 10,440 rows — these rows as CSV

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