PREVIEW / futures_5min / 2011-09-08

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-09-08.parquet
  size:    227 KB
  rows:    12,603

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
2011-09-08 00:00:00	ES	Futures	1191.91	1192.16	1191.66	1192.16	283.0
2011-09-08 00:05:00	ES	Futures	1192.16	1192.41	1192.16	1192.41	264.0
2011-09-08 00:10:00	ES	Futures	1192.66	1192.91	1192.16	1192.66	241.0
2011-09-08 00:15:00	ES	Futures	1192.91	1193.41	1192.66	1192.91	319.0
2011-09-08 00:20:00	ES	Futures	1192.91	1192.91	1192.66	1192.91	100.0
2011-09-08 00:25:00	ES	Futures	1192.91	1193.16	1192.66	1192.91	86.0
2011-09-08 00:30:00	ES	Futures	1192.91	1193.16	1192.66	1192.66	71.0
2011-09-08 00:35:00	ES	Futures	1192.91	1192.91	1192.16	1192.41	154.0
2011-09-08 00:40:00	ES	Futures	1192.16	1193.16	1192.16	1193.16	171.0
2011-09-08 00:45:00	ES	Futures	1193.16	1193.41	1192.66	1193.16	139.0
2011-09-08 00:50:00	ES	Futures	1193.41	1194.9	1193.16	1194.4	1029.0
2011-09-08 00:55:00	ES	Futures	1194.4	1194.65	1193.41	1193.65	676.0
2011-09-08 01:00:00	ES	Futures	1193.65	1193.9	1192.66	1192.91	383.0
2011-09-08 01:05:00	ES	Futures	1192.91	1192.91	1192.16	1192.41	421.0
2011-09-08 01:10:00	ES	Futures	1192.66	1193.16	1191.41	1191.91	870.0
2011-09-08 01:15:00	ES	Futures	1191.66	1191.66	1191.16	1191.41	368.0
2011-09-08 01:20:00	ES	Futures	1191.41	1192.16	1191.16	1191.91	422.0
2011-09-08 01:25:00	ES	Futures	1191.66	1192.16	1191.41	1191.91	337.0
2011-09-08 01:30:00	ES	Futures	1191.66	1192.16	1191.16	1192.16	447.0
2011-09-08 01:35:00	ES	Futures	1192.16	1192.66	1191.66	1191.91	259.0
2011-09-08 01:40:00	ES	Futures	1191.91	1192.41	1191.66	1191.66	173.0
2011-09-08 01:45:00	ES	Futures	1191.66	1191.66	1190.66	1190.66	747.0
2011-09-08 01:50:00	ES	Futures	1190.66	1191.91	1190.41	1191.91	949.0
2011-09-08 01:55:00	ES	Futures	1191.91	1191.91	1190.66	1191.41	629.0
2011-09-08 02:00:00	ES	Futures	1191.16	1192.91	1191.16	1192.91	1475.0
2011-09-08 02:05:00	ES	Futures	1192.66	1193.16	1192.16	1192.16	642.0
2011-09-08 02:10:00	ES	Futures	1192.16	1192.41	1191.66	1191.66	1052.0
2011-09-08 02:15:00	ES	Futures	1191.66	1192.16	1191.16	1191.41	574.0
2011-09-08 02:20:00	ES	Futures	1191.66	1191.91	1191.16	1191.16	741.0
2011-09-08 02:25:00	ES	Futures	1190.91	1192.41	1190.91	1192.16	900.0
2011-09-08 02:30:00	ES	Futures	1191.91	1192.41	1190.16	1190.41	2049.0
2011-09-08 02:35:00	ES	Futures	1190.41	1190.66	1189.91	1190.41	880.0
2011-09-08 02:40:00	ES	Futures	1190.66	1191.16	1190.41	1190.91	995.0
2011-09-08 02:45:00	ES	Futures	1190.91	1191.41	1190.41	1190.91	937.0
2011-09-08 02:50:00	ES	Futures	1190.91	1191.41	1190.41	1190.66	622.0
2011-09-08 02:55:00	ES	Futures	1190.41	1190.91	1190.41	1190.91	1215.0
2011-09-08 03:00:00	ES	Futures	1190.91	1192.91	1190.41	1192.16	3861.0
2011-09-08 03:05:00	ES	Futures	1192.41	1193.9	1191.91	1192.66	3612.0
2011-09-08 03:10:00	ES	Futures	1192.66	1193.65	1191.91	1193.65	3407.0
2011-09-08 03:15:00	ES	Futures	1193.41	1194.4	1192.66	1192.91	3323.0
2011-09-08 03:20:00	ES	Futures	1193.16	1193.16	1191.66	1191.91	3594.0
2011-09-08 03:25:00	ES	Futures	1191.91	1192.16	1190.91	1191.66	3100.0
2011-09-08 03:30:00	ES	Futures	1191.66	1192.16	1190.41	1190.41	3297.0
2011-09-08 03:35:00	ES	Futures	1190.66	1190.66	1189.17	1189.42	3715.0
2011-09-08 03:40:00	ES	Futures	1189.42	1189.91	1188.42	1189.17	5272.0
2011-09-08 03:45:00	ES	Futures	1188.92	1190.41	1188.67	1190.41	4635.0
2011-09-08 03:50:00	ES	Futures	1190.66	1191.41	1190.16	1190.91	1988.0
2011-09-08 03:55:00	ES	Futures	1190.91	1191.91	1190.66	1191.41	2032.0
2011-09-08 04:00:00	ES	Futures	1191.16	1191.91	1190.91	1191.66	1774.0
2011-09-08 04:05:00	ES	Futures	1191.66	1191.91	1191.16	1191.41	532.0

> showing 50 of 12,603 rows — these rows as CSV

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