PREVIEW / futures_5min / 2011-09-14

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-09-14.parquet
  size:    230 KB
  rows:    12,506

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
2011-09-14 00:00:00	ES	Futures	1155.99	1157.25	1155.24	1155.99	969.0
2011-09-14 00:05:00	ES	Futures	1155.99	1156.5	1155.24	1155.49	348.0
2011-09-14 00:10:00	ES	Futures	1155.49	1157.25	1155.24	1157.25	929.0
2011-09-14 00:15:00	ES	Futures	1157.0	1157.25	1154.74	1155.24	603.0
2011-09-14 00:20:00	ES	Futures	1155.24	1155.74	1154.99	1155.24	266.0
2011-09-14 00:25:00	ES	Futures	1155.49	1156.25	1154.99	1156.25	706.0
2011-09-14 00:30:00	ES	Futures	1156.25	1157.25	1155.74	1156.75	712.0
2011-09-14 00:35:00	ES	Futures	1156.75	1157.0	1155.99	1156.75	386.0
2011-09-14 00:40:00	ES	Futures	1156.75	1157.25	1156.75	1157.25	428.0
2011-09-14 00:45:00	ES	Futures	1157.0	1158.0	1157.0	1157.75	639.0
2011-09-14 00:50:00	ES	Futures	1157.75	1157.75	1156.75	1157.0	623.0
2011-09-14 00:55:00	ES	Futures	1157.0	1157.25	1156.5	1156.75	288.0
2011-09-14 01:00:00	ES	Futures	1156.5	1156.5	1154.49	1154.49	1791.0
2011-09-14 01:05:00	ES	Futures	1154.49	1156.25	1153.74	1155.99	2159.0
2011-09-14 01:10:00	ES	Futures	1156.25	1157.25	1155.74	1156.5	619.0
2011-09-14 01:15:00	ES	Futures	1156.5	1156.75	1154.49	1154.99	691.0
2011-09-14 01:20:00	ES	Futures	1155.24	1155.74	1154.24	1155.24	513.0
2011-09-14 01:25:00	ES	Futures	1155.24	1155.24	1154.24	1154.49	692.0
2011-09-14 01:30:00	ES	Futures	1154.24	1154.24	1151.48	1152.23	3770.0
2011-09-14 01:35:00	ES	Futures	1152.48	1153.74	1152.23	1153.49	618.0
2011-09-14 01:40:00	ES	Futures	1153.49	1153.99	1152.73	1153.24	645.0
2011-09-14 01:45:00	ES	Futures	1153.24	1153.99	1152.99	1153.74	379.0
2011-09-14 01:50:00	ES	Futures	1153.74	1154.49	1153.24	1154.49	915.0
2011-09-14 01:55:00	ES	Futures	1154.49	1155.24	1154.24	1154.99	558.0
2011-09-14 02:00:00	ES	Futures	1154.74	1155.24	1152.48	1153.49	2119.0
2011-09-14 02:05:00	ES	Futures	1153.49	1155.74	1153.24	1153.49	2191.0
2011-09-14 02:10:00	ES	Futures	1153.49	1154.24	1153.24	1153.74	1232.0
2011-09-14 02:15:00	ES	Futures	1153.49	1154.49	1152.73	1153.49	1380.0
2011-09-14 02:20:00	ES	Futures	1153.74	1155.49	1153.49	1155.49	1090.0
2011-09-14 02:25:00	ES	Futures	1155.24	1157.0	1154.99	1156.5	1191.0
2011-09-14 02:30:00	ES	Futures	1156.5	1157.5	1156.25	1156.5	1624.0
2011-09-14 02:35:00	ES	Futures	1156.5	1156.5	1154.99	1155.49	1469.0
2011-09-14 02:40:00	ES	Futures	1155.49	1155.49	1155.24	1155.49	446.0
2011-09-14 02:45:00	ES	Futures	1155.49	1155.49	1152.99	1152.99	2023.0
2011-09-14 02:50:00	ES	Futures	1152.73	1153.49	1152.48	1153.49	2013.0
2011-09-14 02:55:00	ES	Futures	1153.49	1155.49	1153.24	1155.24	1242.0
2011-09-14 03:00:00	ES	Futures	1155.24	1158.25	1155.24	1157.5	5575.0
2011-09-14 03:05:00	ES	Futures	1157.5	1160.01	1157.5	1158.0	7505.0
2011-09-14 03:10:00	ES	Futures	1158.25	1159.76	1156.25	1158.25	4894.0
2011-09-14 03:15:00	ES	Futures	1158.0	1159.25	1157.75	1158.0	4769.0
2011-09-14 03:20:00	ES	Futures	1157.75	1161.01	1156.75	1160.51	4742.0
2011-09-14 03:25:00	ES	Futures	1160.51	1162.01	1159.0	1161.01	6111.0
2011-09-14 03:30:00	ES	Futures	1161.01	1165.52	1160.76	1163.77	12585.0
2011-09-14 03:35:00	ES	Futures	1163.52	1166.53	1163.52	1165.52	7288.0
2011-09-14 03:40:00	ES	Futures	1165.52	1166.53	1164.27	1164.52	5843.0
2011-09-14 03:45:00	ES	Futures	1164.27	1165.52	1164.02	1165.52	3080.0
2011-09-14 03:50:00	ES	Futures	1165.52	1167.53	1165.52	1166.28	4958.0
2011-09-14 03:55:00	ES	Futures	1166.28	1167.78	1165.02	1165.27	5332.0
2011-09-14 04:00:00	ES	Futures	1165.02	1166.28	1164.27	1165.77	4489.0
2011-09-14 04:05:00	ES	Futures	1165.52	1166.78	1164.52	1165.02	3042.0

> showing 50 of 12,506 rows — these rows as CSV

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