PREVIEW / futures_5min / 2011-09-15

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-09-15.parquet
  size:    240 KB
  rows:    12,860

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
2011-09-15 00:00:00	ES	Futures	1184.58	1184.83	1183.58	1184.33	728.0
2011-09-15 00:05:00	ES	Futures	1184.58	1184.83	1184.08	1184.33	287.0
2011-09-15 00:10:00	ES	Futures	1184.33	1184.33	1183.08	1183.58	331.0
2011-09-15 00:15:00	ES	Futures	1183.58	1183.58	1182.57	1183.58	483.0
2011-09-15 00:20:00	ES	Futures	1183.33	1184.08	1182.57	1182.57	505.0
2011-09-15 00:25:00	ES	Futures	1182.83	1183.33	1182.32	1182.83	454.0
2011-09-15 00:30:00	ES	Futures	1182.83	1182.83	1182.07	1182.83	778.0
2011-09-15 00:35:00	ES	Futures	1182.57	1182.83	1182.07	1182.07	351.0
2011-09-15 00:40:00	ES	Futures	1182.07	1182.07	1180.82	1181.82	1183.0
2011-09-15 00:45:00	ES	Futures	1181.82	1182.57	1180.82	1182.32	487.0
2011-09-15 00:50:00	ES	Futures	1182.32	1182.32	1181.07	1181.32	413.0
2011-09-15 00:55:00	ES	Futures	1181.32	1181.57	1180.57	1180.82	605.0
2011-09-15 01:00:00	ES	Futures	1180.82	1182.57	1180.57	1182.57	723.0
2011-09-15 01:05:00	ES	Futures	1182.32	1182.83	1182.07	1182.57	440.0
2011-09-15 01:10:00	ES	Futures	1182.57	1182.83	1181.32	1181.32	452.0
2011-09-15 01:15:00	ES	Futures	1181.57	1182.07	1181.57	1181.57	290.0
2011-09-15 01:20:00	ES	Futures	1181.82	1182.07	1180.32	1181.57	638.0
2011-09-15 01:25:00	ES	Futures	1181.82	1181.82	1181.32	1181.57	155.0
2011-09-15 01:30:00	ES	Futures	1181.32	1181.82	1180.57	1181.07	504.0
2011-09-15 01:35:00	ES	Futures	1181.07	1181.32	1180.32	1180.82	499.0
2011-09-15 01:40:00	ES	Futures	1181.07	1183.58	1181.07	1183.33	1305.0
2011-09-15 01:45:00	ES	Futures	1183.33	1185.33	1183.33	1184.83	1561.0
2011-09-15 01:50:00	ES	Futures	1184.58	1185.33	1184.33	1184.83	1215.0
2011-09-15 01:55:00	ES	Futures	1184.83	1185.58	1184.33	1185.08	1043.0
2011-09-15 02:00:00	ES	Futures	1185.08	1185.08	1182.83	1183.08	2606.0
2011-09-15 02:05:00	ES	Futures	1183.33	1184.08	1182.83	1184.08	1360.0
2011-09-15 02:10:00	ES	Futures	1184.08	1185.08	1183.58	1184.33	1369.0
2011-09-15 02:15:00	ES	Futures	1184.08	1184.83	1184.08	1184.58	512.0
2011-09-15 02:20:00	ES	Futures	1184.58	1185.33	1184.33	1184.58	1310.0
2011-09-15 02:25:00	ES	Futures	1184.58	1185.83	1184.33	1185.83	1222.0
2011-09-15 02:30:00	ES	Futures	1185.83	1186.09	1185.33	1185.58	827.0
2011-09-15 02:35:00	ES	Futures	1185.58	1185.58	1184.08	1184.33	1073.0
2011-09-15 02:40:00	ES	Futures	1184.08	1184.33	1183.83	1184.08	695.0
2011-09-15 02:45:00	ES	Futures	1183.83	1184.08	1182.83	1183.33	1062.0
2011-09-15 02:50:00	ES	Futures	1183.08	1184.83	1183.08	1184.58	1216.0
2011-09-15 02:55:00	ES	Futures	1184.58	1184.83	1179.32	1181.57	6653.0
2011-09-15 03:00:00	ES	Futures	1181.57	1183.33	1179.82	1182.57	4854.0
2011-09-15 03:05:00	ES	Futures	1182.57	1183.08	1181.82	1182.07	5446.0
2011-09-15 03:10:00	ES	Futures	1182.32	1182.83	1181.57	1182.07	5070.0
2011-09-15 03:15:00	ES	Futures	1182.07	1183.08	1180.57	1182.07	4612.0
2011-09-15 03:20:00	ES	Futures	1181.82	1184.83	1181.82	1184.58	5410.0
2011-09-15 03:25:00	ES	Futures	1184.58	1187.09	1184.33	1186.59	8348.0
2011-09-15 03:30:00	ES	Futures	1186.34	1187.09	1185.33	1185.58	4996.0
2011-09-15 03:35:00	ES	Futures	1185.83	1186.59	1184.83	1185.33	3448.0
2011-09-15 03:40:00	ES	Futures	1185.33	1187.09	1185.08	1187.09	4353.0
2011-09-15 03:45:00	ES	Futures	1187.34	1189.35	1187.09	1189.09	8166.0
2011-09-15 03:50:00	ES	Futures	1189.09	1189.09	1188.09	1188.34	3742.0
2011-09-15 03:55:00	ES	Futures	1188.34	1190.35	1187.34	1189.85	7496.0
2011-09-15 04:00:00	ES	Futures	1189.85	1190.35	1187.84	1188.34	5417.0
2011-09-15 04:05:00	ES	Futures	1188.09	1189.09	1188.09	1188.84	5038.0

> showing 50 of 12,860 rows — these rows as CSV

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