PREVIEW / futures_5min / 2011-09-12

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-09-12.parquet
  size:    223 KB
  rows:    11,877

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
2011-09-12 00:00:00	ES	Futures	1144.77	1146.02	1144.77	1145.77	135.0
2011-09-12 00:05:00	ES	Futures	1145.77	1146.02	1145.52	1146.02	65.0
2011-09-12 00:10:00	ES	Futures	1145.77	1145.77	1145.02	1145.27	67.0
2011-09-12 00:15:00	ES	Futures	1145.52	1145.52	1145.02	1145.02	23.0
2011-09-12 00:20:00	ES	Futures	1145.02	1145.02	1143.77	1144.02	127.0
2011-09-12 00:25:00	ES	Futures	1144.02	1144.27	1143.77	1144.27	44.0
2011-09-12 00:30:00	ES	Futures	1144.27	1144.77	1144.02	1144.77	109.0
2011-09-12 00:35:00	ES	Futures	1144.52	1144.77	1144.02	1144.02	147.0
2011-09-12 00:40:00	ES	Futures	1144.02	1144.52	1143.27	1144.52	344.0
2011-09-12 00:45:00	ES	Futures	1144.27	1144.52	1143.52	1144.02	73.0
2011-09-12 00:50:00	ES	Futures	1143.52	1144.02	1142.28	1142.53	333.0
2011-09-12 00:55:00	ES	Futures	1142.28	1143.27	1141.53	1142.53	453.0
2011-09-12 01:00:00	ES	Futures	1143.03	1143.77	1142.78	1143.03	201.0
2011-09-12 01:05:00	ES	Futures	1142.78	1143.52	1142.53	1143.03	96.0
2011-09-12 01:10:00	ES	Futures	1143.03	1143.77	1142.78	1143.52	264.0
2011-09-12 01:15:00	ES	Futures	1143.52	1143.77	1143.27	1143.27	219.0
2011-09-12 01:20:00	ES	Futures	1143.52	1143.52	1142.78	1142.78	160.0
2011-09-12 01:25:00	ES	Futures	1142.78	1143.77	1142.78	1142.78	122.0
2011-09-12 01:30:00	ES	Futures	1142.78	1143.03	1142.03	1142.28	120.0
2011-09-12 01:35:00	ES	Futures	1142.28	1143.03	1141.28	1142.78	300.0
2011-09-12 01:40:00	ES	Futures	1142.78	1143.03	1142.28	1142.78	116.0
2011-09-12 01:45:00	ES	Futures	1142.53	1143.77	1142.53	1142.78	279.0
2011-09-12 01:50:00	ES	Futures	1142.53	1143.03	1142.03	1142.28	180.0
2011-09-12 01:55:00	ES	Futures	1142.53	1142.53	1141.03	1141.03	563.0
2011-09-12 02:00:00	ES	Futures	1141.03	1142.03	1140.28	1142.03	2121.0
2011-09-12 02:05:00	ES	Futures	1141.78	1143.03	1141.53	1143.03	945.0
2011-09-12 02:10:00	ES	Futures	1143.03	1143.27	1142.03	1142.53	647.0
2011-09-12 02:15:00	ES	Futures	1142.28	1142.78	1140.03	1140.78	1256.0
2011-09-12 02:20:00	ES	Futures	1141.03	1141.78	1138.79	1139.53	2988.0
2011-09-12 02:25:00	ES	Futures	1139.28	1140.78	1139.04	1139.53	895.0
2011-09-12 02:30:00	ES	Futures	1139.53	1139.53	1138.29	1139.28	638.0
2011-09-12 02:35:00	ES	Futures	1139.28	1139.78	1138.79	1139.04	520.0
2011-09-12 02:40:00	ES	Futures	1139.04	1141.28	1139.04	1141.03	896.0
2011-09-12 02:45:00	ES	Futures	1140.53	1143.27	1140.53	1141.53	1924.0
2011-09-12 02:50:00	ES	Futures	1141.78	1142.53	1139.28	1139.28	787.0
2011-09-12 02:55:00	ES	Futures	1139.28	1139.78	1137.29	1138.54	1755.0
2011-09-12 03:00:00	ES	Futures	1138.54	1139.04	1136.79	1137.54	5179.0
2011-09-12 03:05:00	ES	Futures	1137.54	1140.03	1137.04	1137.54	2035.0
2011-09-12 03:10:00	ES	Futures	1137.29	1138.79	1134.8	1135.29	4165.0
2011-09-12 03:15:00	ES	Futures	1135.29	1137.54	1134.8	1136.79	2835.0
2011-09-12 03:20:00	ES	Futures	1137.04	1138.04	1134.55	1135.04	2438.0
2011-09-12 03:25:00	ES	Futures	1135.04	1135.54	1134.05	1134.55	2450.0
2011-09-12 03:30:00	ES	Futures	1134.3	1136.29	1134.3	1136.04	1594.0
2011-09-12 03:35:00	ES	Futures	1135.79	1136.54	1134.3	1134.55	1464.0
2011-09-12 03:40:00	ES	Futures	1134.3	1135.29	1134.05	1135.29	956.0
2011-09-12 03:45:00	ES	Futures	1135.54	1136.04	1134.05	1134.55	1077.0
2011-09-12 03:50:00	ES	Futures	1134.55	1134.55	1132.05	1132.8	3700.0
2011-09-12 03:55:00	ES	Futures	1132.8	1133.55	1132.55	1133.05	1120.0
2011-09-12 04:00:00	ES	Futures	1132.8	1133.05	1131.55	1132.3	2565.0
2011-09-12 04:05:00	ES	Futures	1132.55	1133.05	1131.8	1132.05	1528.0

> showing 50 of 11,877 rows — these rows as CSV

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