PREVIEW / futures_5min / 2011-09-02

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-09-02.parquet
  size:    198 KB
  rows:    10,332

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
2011-09-02 00:00:00	ES	Futures	1192.41	1192.91	1192.41	1192.66	111.0
2011-09-02 00:05:00	ES	Futures	1192.66	1192.91	1192.41	1192.91	91.0
2011-09-02 00:10:00	ES	Futures	1192.91	1193.16	1192.66	1193.16	113.0
2011-09-02 00:15:00	ES	Futures	1192.91	1194.4	1192.91	1194.15	709.0
2011-09-02 00:20:00	ES	Futures	1194.4	1194.4	1193.65	1193.65	274.0
2011-09-02 00:25:00	ES	Futures	1193.9	1194.15	1193.41	1193.65	267.0
2011-09-02 00:30:00	ES	Futures	1193.65	1193.9	1193.41	1193.65	217.0
2011-09-02 00:35:00	ES	Futures	1193.65	1193.65	1192.66	1192.91	399.0
2011-09-02 00:40:00	ES	Futures	1192.91	1193.65	1192.66	1192.66	278.0
2011-09-02 00:45:00	ES	Futures	1192.91	1192.91	1192.66	1192.66	75.0
2011-09-02 00:50:00	ES	Futures	1192.66	1193.41	1192.66	1192.66	389.0
2011-09-02 00:55:00	ES	Futures	1192.66	1193.9	1192.41	1193.41	299.0
2011-09-02 01:00:00	ES	Futures	1193.41	1194.65	1193.41	1194.15	573.0
2011-09-02 01:05:00	ES	Futures	1194.15	1194.9	1194.15	1194.9	386.0
2011-09-02 01:10:00	ES	Futures	1194.65	1194.9	1194.15	1194.15	455.0
2011-09-02 01:15:00	ES	Futures	1194.15	1194.9	1193.9	1194.65	408.0
2011-09-02 01:20:00	ES	Futures	1194.9	1194.9	1194.15	1194.15	144.0
2011-09-02 01:25:00	ES	Futures	1194.15	1195.4	1194.15	1194.9	518.0
2011-09-02 01:30:00	ES	Futures	1194.9	1195.4	1194.65	1195.15	570.0
2011-09-02 01:35:00	ES	Futures	1195.15	1195.15	1194.4	1194.9	534.0
2011-09-02 01:40:00	ES	Futures	1194.9	1195.4	1194.9	1195.15	481.0
2011-09-02 01:45:00	ES	Futures	1194.9	1195.15	1194.4	1195.15	801.0
2011-09-02 01:50:00	ES	Futures	1194.9	1195.15	1194.15	1194.15	483.0
2011-09-02 01:55:00	ES	Futures	1194.15	1194.4	1192.66	1193.41	1212.0
2011-09-02 02:00:00	ES	Futures	1193.41	1193.41	1192.41	1192.91	1554.0
2011-09-02 02:05:00	ES	Futures	1192.91	1193.41	1192.66	1193.41	883.0
2011-09-02 02:10:00	ES	Futures	1193.41	1194.65	1193.16	1194.4	898.0
2011-09-02 02:15:00	ES	Futures	1194.4	1194.65	1193.41	1193.41	908.0
2011-09-02 02:20:00	ES	Futures	1193.41	1194.15	1193.41	1193.9	453.0
2011-09-02 02:25:00	ES	Futures	1193.9	1194.15	1192.91	1193.16	1054.0
2011-09-02 02:30:00	ES	Futures	1193.16	1193.65	1192.41	1193.41	1131.0
2011-09-02 02:35:00	ES	Futures	1193.41	1193.9	1193.41	1193.9	261.0
2011-09-02 02:40:00	ES	Futures	1194.15	1194.65	1193.65	1194.15	612.0
2011-09-02 02:45:00	ES	Futures	1194.15	1194.15	1193.16	1193.9	1221.0
2011-09-02 02:50:00	ES	Futures	1193.9	1195.15	1193.41	1195.15	1354.0
2011-09-02 02:55:00	ES	Futures	1195.4	1196.9	1195.4	1196.65	2441.0
2011-09-02 03:00:00	ES	Futures	1196.4	1197.65	1195.15	1195.15	6511.0
2011-09-02 03:05:00	ES	Futures	1194.9	1198.14	1194.65	1197.65	5367.0
2011-09-02 03:10:00	ES	Futures	1197.65	1198.39	1195.65	1196.4	5235.0
2011-09-02 03:15:00	ES	Futures	1196.15	1196.9	1194.9	1195.15	2742.0
2011-09-02 03:20:00	ES	Futures	1195.15	1195.4	1193.16	1193.16	5087.0
2011-09-02 03:25:00	ES	Futures	1193.16	1193.9	1192.16	1192.91	4273.0
2011-09-02 03:30:00	ES	Futures	1192.91	1193.65	1191.91	1193.41	5321.0
2011-09-02 03:35:00	ES	Futures	1193.41	1193.41	1191.66	1192.66	4685.0
2011-09-02 03:40:00	ES	Futures	1192.66	1192.91	1191.41	1191.66	4041.0
2011-09-02 03:45:00	ES	Futures	1191.66	1192.16	1191.16	1191.66	1820.0
2011-09-02 03:50:00	ES	Futures	1191.66	1193.16	1191.16	1192.91	4479.0
2011-09-02 03:55:00	ES	Futures	1192.91	1192.91	1191.66	1192.16	2821.0
2011-09-02 04:00:00	ES	Futures	1192.16	1192.41	1191.16	1191.66	2561.0
2011-09-02 04:05:00	ES	Futures	1191.66	1191.91	1191.16	1191.66	1942.0

> showing 50 of 10,332 rows — these rows as CSV

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