PREVIEW / futures_5min / 2011-08-31

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-08-31.parquet
  size:    218 KB
  rows:    12,374

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
2011-08-31 00:00:00	ES	Futures	1203.88	1204.13	1203.38	1203.63	325.0
2011-08-31 00:05:00	ES	Futures	1203.88	1203.88	1203.38	1203.63	30.0
2011-08-31 00:10:00	ES	Futures	1203.38	1203.63	1203.38	1203.38	118.0
2011-08-31 00:15:00	ES	Futures	1203.63	1203.63	1203.38	1203.38	43.0
2011-08-31 00:20:00	ES	Futures	1203.38	1203.88	1203.13	1203.88	144.0
2011-08-31 00:25:00	ES	Futures	1203.88	1203.88	1203.63	1203.88	279.0
2011-08-31 00:30:00	ES	Futures	1203.88	1204.38	1203.63	1203.88	333.0
2011-08-31 00:35:00	ES	Futures	1204.13	1204.38	1203.88	1203.88	191.0
2011-08-31 00:40:00	ES	Futures	1204.13	1204.38	1203.88	1204.38	128.0
2011-08-31 00:45:00	ES	Futures	1204.38	1204.88	1204.38	1204.88	372.0
2011-08-31 00:50:00	ES	Futures	1204.63	1204.88	1203.88	1203.88	828.0
2011-08-31 00:55:00	ES	Futures	1203.63	1203.88	1203.38	1203.63	260.0
2011-08-31 01:00:00	ES	Futures	1203.88	1204.13	1203.38	1203.38	286.0
2011-08-31 01:05:00	ES	Futures	1203.63	1203.63	1203.38	1203.63	137.0
2011-08-31 01:10:00	ES	Futures	1203.63	1203.88	1203.38	1203.63	153.0
2011-08-31 01:15:00	ES	Futures	1203.63	1203.88	1203.38	1203.63	187.0
2011-08-31 01:20:00	ES	Futures	1203.63	1203.88	1203.38	1203.88	368.0
2011-08-31 01:25:00	ES	Futures	1204.13	1204.38	1203.88	1204.38	197.0
2011-08-31 01:30:00	ES	Futures	1204.13	1204.63	1203.63	1204.63	441.0
2011-08-31 01:35:00	ES	Futures	1204.38	1205.13	1204.38	1204.63	607.0
2011-08-31 01:40:00	ES	Futures	1204.88	1204.88	1204.38	1204.63	314.0
2011-08-31 01:45:00	ES	Futures	1204.63	1204.63	1204.13	1204.13	302.0
2011-08-31 01:50:00	ES	Futures	1204.13	1204.13	1203.88	1203.88	390.0
2011-08-31 01:55:00	ES	Futures	1204.13	1204.63	1203.88	1204.63	730.0
2011-08-31 02:00:00	ES	Futures	1204.63	1205.63	1204.38	1205.38	1790.0
2011-08-31 02:05:00	ES	Futures	1205.63	1205.63	1204.63	1204.88	1881.0
2011-08-31 02:10:00	ES	Futures	1204.88	1205.38	1204.63	1205.13	1046.0
2011-08-31 02:15:00	ES	Futures	1205.13	1205.63	1204.88	1205.38	1160.0
2011-08-31 02:20:00	ES	Futures	1205.38	1206.37	1205.38	1205.88	1631.0
2011-08-31 02:25:00	ES	Futures	1205.88	1206.62	1205.88	1206.13	1895.0
2011-08-31 02:30:00	ES	Futures	1206.37	1206.62	1206.13	1206.13	700.0
2011-08-31 02:35:00	ES	Futures	1206.13	1206.62	1206.13	1206.37	981.0
2011-08-31 02:40:00	ES	Futures	1206.37	1207.12	1206.37	1206.87	1732.0
2011-08-31 02:45:00	ES	Futures	1206.87	1206.87	1206.13	1206.37	1816.0
2011-08-31 02:50:00	ES	Futures	1206.13	1206.62	1206.13	1206.62	1530.0
2011-08-31 02:55:00	ES	Futures	1206.37	1207.12	1206.37	1206.87	1126.0
2011-08-31 03:00:00	ES	Futures	1206.62	1208.12	1206.62	1208.12	5461.0
2011-08-31 03:05:00	ES	Futures	1208.12	1208.37	1206.37	1206.37	3957.0
2011-08-31 03:10:00	ES	Futures	1206.62	1206.87	1204.38	1205.13	7649.0
2011-08-31 03:15:00	ES	Futures	1205.38	1206.13	1204.88	1205.63	3990.0
2011-08-31 03:20:00	ES	Futures	1205.63	1206.37	1205.38	1205.38	3136.0
2011-08-31 03:25:00	ES	Futures	1205.63	1206.87	1205.38	1206.62	2517.0
2011-08-31 03:30:00	ES	Futures	1206.62	1207.62	1206.37	1207.12	2497.0
2011-08-31 03:35:00	ES	Futures	1206.87	1208.62	1206.62	1208.12	3717.0
2011-08-31 03:40:00	ES	Futures	1208.12	1209.62	1207.87	1208.62	4887.0
2011-08-31 03:45:00	ES	Futures	1208.62	1209.37	1208.12	1208.87	3116.0
2011-08-31 03:50:00	ES	Futures	1208.62	1208.62	1207.62	1208.62	3439.0
2011-08-31 03:55:00	ES	Futures	1208.87	1211.11	1208.62	1210.86	7944.0
2011-08-31 04:00:00	ES	Futures	1210.86	1212.36	1210.37	1210.61	7035.0
2011-08-31 04:05:00	ES	Futures	1210.61	1211.61	1210.12	1210.86	4747.0

> showing 50 of 12,374 rows — these rows as CSV

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