PREVIEW / futures_5min / 2011-09-18

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-09-18.parquet
  size:    46 KB
  rows:    2,114

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
2011-09-18 18:00:00	ES	Futures	1202.89	1203.14	1200.13	1200.63	7378.0
2011-09-18 18:05:00	ES	Futures	1200.88	1200.88	1199.12	1200.38	2913.0
2011-09-18 18:10:00	ES	Futures	1200.38	1201.13	1199.63	1200.88	1411.0
2011-09-18 18:15:00	ES	Futures	1200.63	1202.13	1198.37	1199.63	3364.0
2011-09-18 18:20:00	ES	Futures	1199.63	1199.63	1198.12	1198.62	939.0
2011-09-18 18:25:00	ES	Futures	1198.62	1199.38	1198.37	1199.38	1434.0
2011-09-18 18:30:00	ES	Futures	1199.38	1201.13	1199.12	1200.88	2216.0
2011-09-18 18:35:00	ES	Futures	1200.88	1201.63	1200.63	1201.38	903.0
2011-09-18 18:40:00	ES	Futures	1201.38	1201.63	1200.13	1200.63	597.0
2011-09-18 18:45:00	ES	Futures	1200.38	1200.88	1200.13	1200.63	409.0
2011-09-18 18:50:00	ES	Futures	1200.88	1202.38	1200.38	1201.63	954.0
2011-09-18 18:55:00	ES	Futures	1201.38	1201.63	1200.38	1200.38	593.0
2011-09-18 19:00:00	ES	Futures	1200.38	1200.63	1198.87	1199.88	1597.0
2011-09-18 19:05:00	ES	Futures	1199.63	1200.88	1199.38	1200.13	496.0
2011-09-18 19:10:00	ES	Futures	1200.13	1200.38	1198.87	1199.38	786.0
2011-09-18 19:15:00	ES	Futures	1199.38	1199.63	1198.62	1198.87	1028.0
2011-09-18 19:20:00	ES	Futures	1198.87	1199.63	1198.87	1199.12	430.0
2011-09-18 19:25:00	ES	Futures	1199.12	1199.38	1198.87	1199.38	119.0
2011-09-18 19:30:00	ES	Futures	1199.38	1199.88	1198.62	1199.63	468.0
2011-09-18 19:35:00	ES	Futures	1199.63	1201.13	1199.38	1200.13	542.0
2011-09-18 19:40:00	ES	Futures	1200.38	1201.13	1199.38	1200.38	505.0
2011-09-18 19:45:00	ES	Futures	1200.38	1200.88	1200.38	1200.88	462.0
2011-09-18 19:50:00	ES	Futures	1201.13	1201.13	1199.63	1199.63	606.0
2011-09-18 19:55:00	ES	Futures	1199.63	1199.88	1199.12	1199.88	839.0
2011-09-18 20:00:00	ES	Futures	1199.88	1201.13	1199.88	1200.88	872.0
2011-09-18 20:05:00	ES	Futures	1200.88	1201.63	1200.13	1200.38	1260.0
2011-09-18 20:10:00	ES	Futures	1200.38	1200.88	1199.63	1200.63	1355.0
2011-09-18 20:15:00	ES	Futures	1200.63	1200.63	1199.12	1200.13	802.0
2011-09-18 20:20:00	ES	Futures	1200.38	1200.88	1199.88	1200.88	903.0
2011-09-18 20:25:00	ES	Futures	1200.88	1201.63	1200.13	1200.13	1164.0
2011-09-18 20:30:00	ES	Futures	1200.13	1200.38	1199.12	1199.63	1111.0
2011-09-18 20:35:00	ES	Futures	1199.63	1200.63	1199.12	1200.13	955.0
2011-09-18 20:40:00	ES	Futures	1200.13	1200.13	1199.63	1200.13	262.0
2011-09-18 20:45:00	ES	Futures	1200.13	1200.13	1199.38	1199.88	277.0
2011-09-18 20:50:00	ES	Futures	1199.88	1200.13	1198.87	1199.12	575.0
2011-09-18 20:55:00	ES	Futures	1199.12	1199.63	1198.87	1198.87	641.0
2011-09-18 21:00:00	ES	Futures	1198.87	1199.38	1197.87	1198.37	1918.0
2011-09-18 21:05:00	ES	Futures	1198.37	1199.38	1198.12	1198.62	910.0
2011-09-18 21:10:00	ES	Futures	1198.62	1199.12	1198.37	1198.62	348.0
2011-09-18 21:15:00	ES	Futures	1198.62	1199.12	1198.12	1198.87	677.0
2011-09-18 21:20:00	ES	Futures	1198.87	1200.13	1198.87	1198.87	743.0
2011-09-18 21:25:00	ES	Futures	1198.87	1199.88	1198.62	1198.87	599.0
2011-09-18 21:30:00	ES	Futures	1198.87	1199.38	1198.12	1198.12	974.0
2011-09-18 21:35:00	ES	Futures	1198.37	1199.63	1198.12	1199.12	1423.0
2011-09-18 21:40:00	ES	Futures	1199.12	1199.38	1198.37	1198.37	591.0
2011-09-18 21:45:00	ES	Futures	1198.62	1198.62	1196.12	1196.62	4252.0
2011-09-18 21:50:00	ES	Futures	1196.37	1196.87	1195.87	1196.87	926.0
2011-09-18 21:55:00	ES	Futures	1196.62	1197.37	1196.12	1197.12	852.0
2011-09-18 22:00:00	ES	Futures	1196.87	1197.12	1196.12	1196.37	717.0
2011-09-18 22:05:00	ES	Futures	1196.37	1196.62	1195.36	1196.12	1511.0

> showing 50 of 2,114 rows — these rows as CSV

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