PREVIEW / futures_5min / 2011-08-28

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-08-28.parquet
  size:    45 KB
  rows:    2,013

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
2011-08-28 18:00:00	ES	Futures	1172.7	1173.45	1170.46	1170.96	2644.0
2011-08-28 18:05:00	ES	Futures	1171.21	1171.21	1169.71	1170.21	933.0
2011-08-28 18:10:00	ES	Futures	1170.46	1170.71	1169.46	1170.46	1512.0
2011-08-28 18:15:00	ES	Futures	1170.71	1172.46	1170.71	1171.96	732.0
2011-08-28 18:20:00	ES	Futures	1171.96	1172.7	1171.96	1172.46	600.0
2011-08-28 18:25:00	ES	Futures	1172.46	1173.2	1172.21	1173.2	571.0
2011-08-28 18:30:00	ES	Futures	1173.2	1176.94	1172.95	1174.95	2519.0
2011-08-28 18:35:00	ES	Futures	1175.2	1175.2	1173.7	1174.45	1186.0
2011-08-28 18:40:00	ES	Futures	1174.45	1174.45	1173.7	1174.2	306.0
2011-08-28 18:45:00	ES	Futures	1173.95	1174.2	1172.7	1172.7	642.0
2011-08-28 18:50:00	ES	Futures	1172.7	1173.45	1172.7	1173.2	211.0
2011-08-28 18:55:00	ES	Futures	1173.2	1173.45	1172.95	1173.2	87.0
2011-08-28 19:00:00	ES	Futures	1173.2	1173.2	1172.46	1172.95	355.0
2011-08-28 19:05:00	ES	Futures	1172.95	1172.95	1172.46	1172.7	213.0
2011-08-28 19:10:00	ES	Futures	1172.46	1172.7	1172.46	1172.7	160.0
2011-08-28 19:15:00	ES	Futures	1172.7	1172.95	1172.46	1172.7	80.0
2011-08-28 19:20:00	ES	Futures	1172.95	1172.95	1172.46	1172.7	142.0
2011-08-28 19:25:00	ES	Futures	1172.7	1172.7	1172.46	1172.7	146.0
2011-08-28 19:30:00	ES	Futures	1172.46	1173.2	1172.46	1173.2	369.0
2011-08-28 19:35:00	ES	Futures	1173.2	1173.95	1172.95	1173.2	528.0
2011-08-28 19:40:00	ES	Futures	1173.2	1173.2	1172.21	1172.46	619.0
2011-08-28 19:45:00	ES	Futures	1172.7	1173.7	1172.46	1173.45	442.0
2011-08-28 19:50:00	ES	Futures	1173.7	1175.7	1173.45	1175.45	1175.0
2011-08-28 19:55:00	ES	Futures	1175.45	1175.7	1174.45	1174.45	339.0
2011-08-28 20:00:00	ES	Futures	1174.7	1175.45	1174.45	1174.95	674.0
2011-08-28 20:05:00	ES	Futures	1174.95	1176.7	1174.7	1175.7	1150.0
2011-08-28 20:10:00	ES	Futures	1175.7	1176.2	1175.2	1175.45	1312.0
2011-08-28 20:15:00	ES	Futures	1175.45	1175.45	1174.2	1175.45	771.0
2011-08-28 20:20:00	ES	Futures	1175.45	1175.45	1172.95	1173.2	945.0
2011-08-28 20:25:00	ES	Futures	1173.2	1173.95	1172.95	1173.7	686.0
2011-08-28 20:30:00	ES	Futures	1173.7	1174.45	1173.7	1173.7	341.0
2011-08-28 20:35:00	ES	Futures	1173.7	1173.95	1172.7	1173.45	747.0
2011-08-28 20:40:00	ES	Futures	1173.45	1173.95	1173.45	1173.7	221.0
2011-08-28 20:45:00	ES	Futures	1173.7	1174.7	1173.45	1174.7	404.0
2011-08-28 20:50:00	ES	Futures	1174.45	1174.45	1173.7	1173.95	200.0
2011-08-28 20:55:00	ES	Futures	1173.95	1174.7	1173.95	1174.45	382.0
2011-08-28 21:00:00	ES	Futures	1174.7	1175.45	1174.2	1175.45	598.0
2011-08-28 21:05:00	ES	Futures	1175.45	1175.45	1174.95	1175.2	362.0
2011-08-28 21:10:00	ES	Futures	1175.2	1178.94	1174.7	1178.19	3568.0
2011-08-28 21:15:00	ES	Futures	1178.44	1180.19	1177.94	1179.69	1900.0
2011-08-28 21:20:00	ES	Futures	1179.69	1179.69	1177.94	1178.94	1013.0
2011-08-28 21:25:00	ES	Futures	1178.94	1181.93	1178.19	1181.43	2408.0
2011-08-28 21:30:00	ES	Futures	1181.68	1181.68	1179.94	1180.44	1428.0
2011-08-28 21:35:00	ES	Futures	1180.44	1180.44	1179.44	1179.69	590.0
2011-08-28 21:40:00	ES	Futures	1179.94	1181.18	1179.69	1180.44	978.0
2011-08-28 21:45:00	ES	Futures	1180.44	1182.18	1179.94	1182.18	910.0
2011-08-28 21:50:00	ES	Futures	1181.93	1182.93	1180.94	1182.18	1787.0
2011-08-28 21:55:00	ES	Futures	1182.18	1182.43	1180.19	1180.44	1310.0
2011-08-28 22:00:00	ES	Futures	1180.69	1181.43	1180.19	1180.94	1091.0
2011-08-28 22:05:00	ES	Futures	1181.18	1181.43	1180.69	1180.94	285.0

> showing 50 of 2,013 rows — these rows as CSV

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