PREVIEW / futures_5min / 2011-09-01

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-09-01.parquet
  size:    222 KB
  rows:    12,536

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
2011-09-01 00:00:00	ES	Futures	1218.1	1219.09	1218.1	1218.6	310.0
2011-09-01 00:05:00	ES	Futures	1218.6	1218.84	1218.35	1218.6	288.0
2011-09-01 00:10:00	ES	Futures	1218.84	1218.84	1218.1	1218.35	111.0
2011-09-01 00:15:00	ES	Futures	1218.35	1218.84	1218.35	1218.6	232.0
2011-09-01 00:20:00	ES	Futures	1218.6	1219.34	1218.6	1219.34	173.0
2011-09-01 00:25:00	ES	Futures	1219.09	1219.59	1218.84	1218.84	157.0
2011-09-01 00:30:00	ES	Futures	1218.84	1219.34	1218.84	1219.09	91.0
2011-09-01 00:35:00	ES	Futures	1218.84	1218.84	1218.35	1218.35	168.0
2011-09-01 00:40:00	ES	Futures	1218.35	1218.35	1217.85	1217.85	218.0
2011-09-01 00:45:00	ES	Futures	1218.1	1218.1	1217.6	1217.6	389.0
2011-09-01 00:50:00	ES	Futures	1217.6	1217.85	1217.1	1217.35	379.0
2011-09-01 00:55:00	ES	Futures	1217.1	1217.35	1215.85	1215.85	1011.0
2011-09-01 01:00:00	ES	Futures	1216.1	1216.85	1215.85	1216.6	677.0
2011-09-01 01:05:00	ES	Futures	1216.6	1216.85	1216.35	1216.35	204.0
2011-09-01 01:10:00	ES	Futures	1216.6	1217.1	1216.35	1216.6	264.0
2011-09-01 01:15:00	ES	Futures	1216.6	1217.35	1216.35	1217.35	117.0
2011-09-01 01:20:00	ES	Futures	1217.1	1217.1	1216.35	1216.35	223.0
2011-09-01 01:25:00	ES	Futures	1216.35	1216.6	1216.1	1216.6	240.0
2011-09-01 01:30:00	ES	Futures	1216.6	1216.6	1215.6	1215.6	530.0
2011-09-01 01:35:00	ES	Futures	1215.6	1216.1	1215.35	1215.6	568.0
2011-09-01 01:40:00	ES	Futures	1215.85	1216.85	1215.6	1216.6	259.0
2011-09-01 01:45:00	ES	Futures	1216.85	1216.85	1216.35	1216.6	212.0
2011-09-01 01:50:00	ES	Futures	1216.6	1217.1	1216.6	1217.1	559.0
2011-09-01 01:55:00	ES	Futures	1216.85	1217.1	1216.6	1216.6	690.0
2011-09-01 02:00:00	ES	Futures	1216.85	1217.35	1215.35	1216.35	2069.0
2011-09-01 02:05:00	ES	Futures	1216.1	1219.09	1216.1	1218.6	3700.0
2011-09-01 02:10:00	ES	Futures	1218.6	1219.09	1217.85	1218.1	1064.0
2011-09-01 02:15:00	ES	Futures	1218.35	1218.35	1216.6	1217.1	1193.0
2011-09-01 02:20:00	ES	Futures	1217.1	1217.85	1216.85	1217.1	1218.0
2011-09-01 02:25:00	ES	Futures	1217.1	1218.1	1217.1	1218.1	757.0
2011-09-01 02:30:00	ES	Futures	1218.1	1219.84	1217.6	1219.59	2511.0
2011-09-01 02:35:00	ES	Futures	1219.59	1220.59	1219.34	1220.09	1806.0
2011-09-01 02:40:00	ES	Futures	1220.09	1220.34	1219.59	1219.84	1404.0
2011-09-01 02:45:00	ES	Futures	1220.09	1220.09	1219.59	1219.59	923.0
2011-09-01 02:50:00	ES	Futures	1219.59	1220.34	1219.59	1220.34	1612.0
2011-09-01 02:55:00	ES	Futures	1220.34	1220.59	1219.84	1220.34	1077.0
2011-09-01 03:00:00	ES	Futures	1220.34	1221.59	1218.84	1218.84	5999.0
2011-09-01 03:05:00	ES	Futures	1218.84	1219.09	1216.85	1218.1	4462.0
2011-09-01 03:10:00	ES	Futures	1218.35	1218.35	1215.6	1216.1	5173.0
2011-09-01 03:15:00	ES	Futures	1216.35	1216.6	1215.35	1216.1	3010.0
2011-09-01 03:20:00	ES	Futures	1216.35	1216.6	1214.6	1215.1	3209.0
2011-09-01 03:25:00	ES	Futures	1215.1	1215.35	1213.61	1213.86	4314.0
2011-09-01 03:30:00	ES	Futures	1213.86	1214.6	1213.36	1214.6	4435.0
2011-09-01 03:35:00	ES	Futures	1214.36	1216.1	1213.86	1215.35	4158.0
2011-09-01 03:40:00	ES	Futures	1215.6	1215.85	1213.11	1213.11	3702.0
2011-09-01 03:45:00	ES	Futures	1213.36	1214.11	1212.36	1212.36	5554.0
2011-09-01 03:50:00	ES	Futures	1212.36	1212.61	1210.86	1211.11	4815.0
2011-09-01 03:55:00	ES	Futures	1211.11	1211.86	1210.86	1211.61	2871.0
2011-09-01 04:00:00	ES	Futures	1211.86	1212.36	1210.61	1211.86	3022.0
2011-09-01 04:05:00	ES	Futures	1211.86	1212.11	1210.12	1210.37	2946.0

> showing 50 of 12,536 rows — these rows as CSV

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