PREVIEW / futures_5min / 2011-09-16

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-09-16.parquet
  size:    196 KB
  rows:    10,706

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
2011-09-16 00:00:00	ES	Futures	1210.41	1210.41	1209.16	1209.41	367.0
2011-09-16 00:05:00	ES	Futures	1209.41	1210.41	1209.16	1210.41	296.0
2011-09-16 00:10:00	ES	Futures	1210.41	1210.41	1209.91	1209.91	245.0
2011-09-16 00:15:00	ES	Futures	1210.16	1210.41	1209.66	1210.16	340.0
2011-09-16 00:20:00	ES	Futures	1210.16	1210.66	1209.91	1210.16	289.0
2011-09-16 00:25:00	ES	Futures	1209.91	1210.66	1209.91	1209.91	215.0
2011-09-16 00:30:00	ES	Futures	1209.91	1209.91	1209.16	1209.66	494.0
2011-09-16 00:35:00	ES	Futures	1209.66	1209.91	1209.16	1209.91	183.0
2011-09-16 00:40:00	ES	Futures	1209.66	1209.66	1209.16	1209.41	455.0
2011-09-16 00:45:00	ES	Futures	1209.41	1209.41	1207.9	1208.15	1281.0
2011-09-16 00:50:00	ES	Futures	1208.15	1208.65	1207.9	1208.15	440.0
2011-09-16 00:55:00	ES	Futures	1208.15	1209.41	1208.15	1209.41	685.0
2011-09-16 01:00:00	ES	Futures	1209.41	1209.41	1208.9	1209.16	268.0
2011-09-16 01:05:00	ES	Futures	1209.41	1209.91	1209.16	1209.66	321.0
2011-09-16 01:10:00	ES	Futures	1209.66	1209.91	1209.41	1209.41	152.0
2011-09-16 01:15:00	ES	Futures	1209.66	1209.66	1209.16	1209.66	251.0
2011-09-16 01:20:00	ES	Futures	1209.66	1209.91	1209.41	1209.41	321.0
2011-09-16 01:25:00	ES	Futures	1209.41	1209.91	1209.16	1209.66	396.0
2011-09-16 01:30:00	ES	Futures	1209.66	1210.41	1209.66	1210.16	459.0
2011-09-16 01:35:00	ES	Futures	1210.16	1210.16	1209.16	1209.16	557.0
2011-09-16 01:40:00	ES	Futures	1209.41	1209.66	1208.65	1209.16	640.0
2011-09-16 01:45:00	ES	Futures	1209.16	1209.16	1207.9	1208.65	816.0
2011-09-16 01:50:00	ES	Futures	1208.65	1208.9	1207.9	1208.65	644.0
2011-09-16 01:55:00	ES	Futures	1208.65	1209.66	1208.15	1209.16	563.0
2011-09-16 02:00:00	ES	Futures	1209.41	1209.41	1207.4	1207.65	1652.0
2011-09-16 02:05:00	ES	Futures	1207.65	1207.65	1206.15	1206.4	2559.0
2011-09-16 02:10:00	ES	Futures	1206.4	1208.9	1206.4	1208.65	1941.0
2011-09-16 02:15:00	ES	Futures	1208.65	1208.9	1208.15	1208.65	1169.0
2011-09-16 02:20:00	ES	Futures	1208.65	1208.65	1207.15	1207.65	1627.0
2011-09-16 02:25:00	ES	Futures	1207.65	1208.15	1207.15	1207.65	1294.0
2011-09-16 02:30:00	ES	Futures	1207.4	1207.65	1206.65	1207.15	672.0
2011-09-16 02:35:00	ES	Futures	1207.15	1207.15	1206.15	1206.4	662.0
2011-09-16 02:40:00	ES	Futures	1206.4	1207.9	1206.4	1207.65	1583.0
2011-09-16 02:45:00	ES	Futures	1207.65	1207.65	1206.9	1207.4	849.0
2011-09-16 02:50:00	ES	Futures	1207.4	1207.65	1206.65	1206.65	762.0
2011-09-16 02:55:00	ES	Futures	1206.9	1207.65	1206.15	1207.65	1478.0
2011-09-16 03:00:00	ES	Futures	1207.9	1208.15	1205.9	1206.15	5630.0
2011-09-16 03:05:00	ES	Futures	1206.15	1206.65	1205.14	1206.15	5161.0
2011-09-16 03:10:00	ES	Futures	1206.15	1207.15	1204.64	1205.14	4457.0
2011-09-16 03:15:00	ES	Futures	1205.14	1205.14	1203.89	1204.89	5673.0
2011-09-16 03:20:00	ES	Futures	1205.14	1205.64	1204.14	1204.64	5984.0
2011-09-16 03:25:00	ES	Futures	1204.64	1205.39	1204.14	1204.64	4957.0
2011-09-16 03:30:00	ES	Futures	1204.64	1204.64	1203.14	1204.39	7365.0
2011-09-16 03:35:00	ES	Futures	1204.39	1204.64	1203.39	1203.64	2998.0
2011-09-16 03:40:00	ES	Futures	1203.64	1204.64	1202.64	1204.64	7673.0
2011-09-16 03:45:00	ES	Futures	1204.64	1205.14	1203.39	1203.39	4274.0
2011-09-16 03:50:00	ES	Futures	1203.14	1204.64	1202.64	1203.64	4035.0
2011-09-16 03:55:00	ES	Futures	1203.64	1203.64	1201.13	1201.88	7008.0
2011-09-16 04:00:00	ES	Futures	1201.88	1202.13	1200.88	1201.38	4897.0
2011-09-16 04:05:00	ES	Futures	1201.38	1201.63	1199.38	1199.63	7835.0

> showing 50 of 10,706 rows — these rows as CSV

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