PREVIEW / futures_5min / 2011-09-11

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-09-11.parquet
  size:    41 KB
  rows:    1,884

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
2011-09-11 18:00:00	ES	Futures	1140.78	1143.27	1138.29	1142.78	4890.0
2011-09-11 18:05:00	ES	Futures	1142.78	1143.03	1139.78	1141.28	1281.0
2011-09-11 18:10:00	ES	Futures	1141.28	1142.28	1140.78	1141.28	494.0
2011-09-11 18:15:00	ES	Futures	1141.53	1143.03	1141.28	1142.28	700.0
2011-09-11 18:20:00	ES	Futures	1142.53	1143.03	1142.53	1142.78	211.0
2011-09-11 18:25:00	ES	Futures	1142.78	1144.02	1142.78	1143.77	538.0
2011-09-11 18:30:00	ES	Futures	1143.77	1144.52	1142.78	1143.03	403.0
2011-09-11 18:35:00	ES	Futures	1143.52	1144.77	1143.52	1144.52	196.0
2011-09-11 18:40:00	ES	Futures	1144.52	1145.52	1143.52	1143.77	472.0
2011-09-11 18:45:00	ES	Futures	1143.77	1144.02	1143.52	1143.77	162.0
2011-09-11 18:50:00	ES	Futures	1143.77	1144.02	1143.03	1143.27	225.0
2011-09-11 18:55:00	ES	Futures	1143.77	1144.52	1143.77	1144.02	123.0
2011-09-11 19:00:00	ES	Futures	1143.77	1145.27	1143.77	1144.77	201.0
2011-09-11 19:05:00	ES	Futures	1144.77	1146.77	1144.77	1145.52	930.0
2011-09-11 19:10:00	ES	Futures	1145.77	1146.02	1145.27	1145.52	278.0
2011-09-11 19:15:00	ES	Futures	1145.77	1146.02	1145.02	1145.27	242.0
2011-09-11 19:20:00	ES	Futures	1145.52	1145.52	1145.27	1145.27	102.0
2011-09-11 19:25:00	ES	Futures	1145.27	1145.52	1145.27	1145.52	65.0
2011-09-11 19:30:00	ES	Futures	1145.52	1146.52	1145.52	1146.52	260.0
2011-09-11 19:35:00	ES	Futures	1146.27	1146.52	1144.77	1145.27	399.0
2011-09-11 19:40:00	ES	Futures	1145.27	1145.52	1145.02	1145.52	92.0
2011-09-11 19:45:00	ES	Futures	1145.77	1146.02	1145.27	1145.77	738.0
2011-09-11 19:50:00	ES	Futures	1145.77	1146.02	1145.02	1145.02	226.0
2011-09-11 19:55:00	ES	Futures	1145.02	1145.52	1144.27	1145.27	1063.0
2011-09-11 20:00:00	ES	Futures	1145.27	1147.27	1145.27	1147.02	1087.0
2011-09-11 20:05:00	ES	Futures	1147.27	1148.01	1146.77	1146.77	675.0
2011-09-11 20:10:00	ES	Futures	1146.77	1147.27	1144.52	1145.27	665.0
2011-09-11 20:15:00	ES	Futures	1144.77	1146.52	1144.52	1145.02	356.0
2011-09-11 20:20:00	ES	Futures	1145.27	1146.02	1144.77	1145.27	590.0
2011-09-11 20:25:00	ES	Futures	1145.27	1145.27	1144.52	1144.77	191.0
2011-09-11 20:30:00	ES	Futures	1144.77	1146.52	1144.77	1146.52	156.0
2011-09-11 20:35:00	ES	Futures	1146.52	1146.77	1145.52	1145.77	69.0
2011-09-11 20:40:00	ES	Futures	1146.02	1146.27	1145.52	1145.77	74.0
2011-09-11 20:45:00	ES	Futures	1145.77	1145.77	1145.52	1145.52	11.0
2011-09-11 20:50:00	ES	Futures	1145.27	1145.52	1144.77	1145.02	237.0
2011-09-11 20:55:00	ES	Futures	1145.27	1145.52	1144.77	1145.27	154.0
2011-09-11 21:00:00	ES	Futures	1145.27	1145.52	1145.02	1145.02	210.0
2011-09-11 21:05:00	ES	Futures	1145.02	1145.27	1145.02	1145.27	25.0
2011-09-11 21:10:00	ES	Futures	1145.27	1145.27	1144.77	1144.77	204.0
2011-09-11 21:15:00	ES	Futures	1145.02	1145.27	1145.02	1145.27	188.0
2011-09-11 21:20:00	ES	Futures	1145.27	1145.27	1144.77	1144.77	225.0
2011-09-11 21:25:00	ES	Futures	1144.77	1145.02	1143.03	1143.27	817.0
2011-09-11 21:30:00	ES	Futures	1143.52	1144.02	1142.78	1142.78	379.0
2011-09-11 21:35:00	ES	Futures	1142.78	1144.77	1142.78	1144.52	961.0
2011-09-11 21:40:00	ES	Futures	1144.27	1145.77	1144.27	1144.52	404.0
2011-09-11 21:45:00	ES	Futures	1144.77	1144.77	1143.52	1143.77	198.0
2011-09-11 21:50:00	ES	Futures	1144.02	1145.02	1143.77	1144.77	130.0
2011-09-11 21:55:00	ES	Futures	1144.77	1145.27	1144.77	1145.02	72.0
2011-09-11 22:00:00	ES	Futures	1145.02	1145.02	1143.77	1144.27	204.0
2011-09-11 22:05:00	ES	Futures	1144.27	1144.27	1143.52	1143.52	200.0

> showing 50 of 1,884 rows — these rows as CSV

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