PREVIEW / futures_5min / 2011-09-06

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-09-06.parquet
  size:    241 KB
  rows:    12,230

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
2011-09-06 00:00:00	ES	Futures	1140.03	1140.03	1137.54	1138.29	675.0
2011-09-06 00:05:00	ES	Futures	1138.04	1138.29	1135.29	1135.79	1230.0
2011-09-06 00:10:00	ES	Futures	1136.29	1136.54	1135.79	1136.54	731.0
2011-09-06 00:15:00	ES	Futures	1136.79	1136.79	1135.04	1135.04	651.0
2011-09-06 00:20:00	ES	Futures	1135.04	1135.29	1134.3	1135.04	1144.0
2011-09-06 00:25:00	ES	Futures	1134.8	1135.29	1134.55	1135.04	333.0
2011-09-06 00:30:00	ES	Futures	1135.04	1136.29	1134.8	1136.29	418.0
2011-09-06 00:35:00	ES	Futures	1136.29	1137.04	1135.79	1136.54	474.0
2011-09-06 00:40:00	ES	Futures	1136.79	1136.79	1135.79	1136.04	299.0
2011-09-06 00:45:00	ES	Futures	1135.79	1136.29	1135.04	1135.04	171.0
2011-09-06 00:50:00	ES	Futures	1135.29	1135.29	1133.8	1134.05	1142.0
2011-09-06 00:55:00	ES	Futures	1134.05	1134.55	1133.3	1134.05	1112.0
2011-09-06 01:00:00	ES	Futures	1134.05	1134.3	1133.3	1134.05	1348.0
2011-09-06 01:05:00	ES	Futures	1134.05	1135.79	1134.05	1135.29	939.0
2011-09-06 01:10:00	ES	Futures	1135.54	1136.04	1134.8	1135.54	541.0
2011-09-06 01:15:00	ES	Futures	1135.79	1136.54	1135.54	1136.54	352.0
2011-09-06 01:20:00	ES	Futures	1136.54	1137.29	1136.54	1136.79	985.0
2011-09-06 01:25:00	ES	Futures	1136.79	1137.04	1136.29	1136.54	543.0
2011-09-06 01:30:00	ES	Futures	1136.54	1137.29	1136.29	1136.79	334.0
2011-09-06 01:35:00	ES	Futures	1137.04	1137.54	1137.04	1137.29	571.0
2011-09-06 01:40:00	ES	Futures	1137.04	1137.04	1136.04	1136.29	284.0
2011-09-06 01:45:00	ES	Futures	1136.54	1136.79	1135.54	1135.79	592.0
2011-09-06 01:50:00	ES	Futures	1135.79	1136.29	1135.54	1135.79	243.0
2011-09-06 01:55:00	ES	Futures	1135.79	1136.29	1135.54	1135.54	420.0
2011-09-06 02:00:00	ES	Futures	1135.79	1137.04	1135.04	1136.79	2964.0
2011-09-06 02:05:00	ES	Futures	1136.54	1138.04	1136.29	1137.79	1206.0
2011-09-06 02:10:00	ES	Futures	1137.79	1139.53	1137.79	1139.04	2111.0
2011-09-06 02:15:00	ES	Futures	1139.28	1140.53	1139.28	1140.03	1540.0
2011-09-06 02:20:00	ES	Futures	1140.03	1140.28	1139.28	1139.53	1155.0
2011-09-06 02:25:00	ES	Futures	1139.53	1139.53	1138.04	1138.29	1036.0
2011-09-06 02:30:00	ES	Futures	1138.29	1139.28	1137.79	1139.04	1210.0
2011-09-06 02:35:00	ES	Futures	1138.79	1139.53	1138.54	1138.79	578.0
2011-09-06 02:40:00	ES	Futures	1138.79	1139.28	1138.54	1138.79	856.0
2011-09-06 02:45:00	ES	Futures	1139.04	1140.53	1138.79	1140.53	1278.0
2011-09-06 02:50:00	ES	Futures	1140.28	1144.27	1139.78	1143.52	6972.0
2011-09-06 02:55:00	ES	Futures	1143.52	1144.52	1143.27	1143.52	2414.0
2011-09-06 03:00:00	ES	Futures	1143.77	1145.27	1143.27	1144.52	8009.0
2011-09-06 03:05:00	ES	Futures	1144.77	1147.02	1144.52	1146.77	9286.0
2011-09-06 03:10:00	ES	Futures	1146.77	1147.02	1143.52	1145.02	9619.0
2011-09-06 03:15:00	ES	Futures	1145.02	1147.51	1144.77	1147.27	10024.0
2011-09-06 03:20:00	ES	Futures	1147.27	1147.27	1144.02	1144.77	8200.0
2011-09-06 03:25:00	ES	Futures	1144.52	1145.02	1142.78	1143.52	7725.0
2011-09-06 03:30:00	ES	Futures	1143.27	1146.27	1142.78	1144.77	9469.0
2011-09-06 03:35:00	ES	Futures	1144.77	1146.77	1144.02	1146.02	5670.0
2011-09-06 03:40:00	ES	Futures	1146.02	1147.51	1144.52	1145.27	5660.0
2011-09-06 03:45:00	ES	Futures	1145.27	1147.02	1144.77	1147.02	3925.0
2011-09-06 03:50:00	ES	Futures	1147.02	1149.01	1146.52	1146.52	10292.0
2011-09-06 03:55:00	ES	Futures	1146.77	1148.76	1145.77	1148.26	7535.0
2011-09-06 04:00:00	ES	Futures	1148.26	1152.5	1147.27	1152.0	24658.0
2011-09-06 04:05:00	ES	Futures	1152.0	1153.5	1150.76	1151.01	19693.0

> showing 50 of 12,230 rows — these rows as CSV

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