PREVIEW / futures_5min / 2011-09-19

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-09-19.parquet
  size:    230 KB
  rows:    12,858

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
2011-09-19 00:00:00	ES	Futures	1197.12	1197.37	1196.12	1196.37	379.0
2011-09-19 00:05:00	ES	Futures	1196.37	1196.62	1196.12	1196.37	123.0
2011-09-19 00:10:00	ES	Futures	1196.37	1196.37	1195.87	1196.12	193.0
2011-09-19 00:15:00	ES	Futures	1195.87	1196.37	1195.87	1195.87	126.0
2011-09-19 00:20:00	ES	Futures	1195.87	1196.12	1195.36	1195.36	244.0
2011-09-19 00:25:00	ES	Futures	1195.36	1195.87	1195.11	1195.36	328.0
2011-09-19 00:30:00	ES	Futures	1195.11	1195.61	1194.86	1195.36	445.0
2011-09-19 00:35:00	ES	Futures	1195.36	1195.61	1194.86	1195.61	309.0
2011-09-19 00:40:00	ES	Futures	1195.61	1195.87	1195.11	1195.36	172.0
2011-09-19 00:45:00	ES	Futures	1195.36	1195.61	1195.11	1195.61	180.0
2011-09-19 00:50:00	ES	Futures	1195.36	1195.36	1195.11	1195.11	148.0
2011-09-19 00:55:00	ES	Futures	1195.11	1195.36	1195.11	1195.11	140.0
2011-09-19 01:00:00	ES	Futures	1195.36	1196.37	1195.11	1196.37	560.0
2011-09-19 01:05:00	ES	Futures	1196.12	1196.37	1195.36	1195.87	340.0
2011-09-19 01:10:00	ES	Futures	1195.61	1195.87	1195.11	1195.11	171.0
2011-09-19 01:15:00	ES	Futures	1195.11	1195.36	1194.61	1194.61	329.0
2011-09-19 01:20:00	ES	Futures	1194.61	1194.86	1194.61	1194.86	242.0
2011-09-19 01:25:00	ES	Futures	1194.61	1195.11	1193.86	1194.11	916.0
2011-09-19 01:30:00	ES	Futures	1194.11	1195.87	1194.11	1195.61	584.0
2011-09-19 01:35:00	ES	Futures	1195.87	1195.87	1194.86	1195.87	563.0
2011-09-19 01:40:00	ES	Futures	1196.12	1196.12	1194.61	1195.11	621.0
2011-09-19 01:45:00	ES	Futures	1194.86	1196.37	1194.61	1195.87	547.0
2011-09-19 01:50:00	ES	Futures	1195.87	1196.12	1195.11	1195.61	296.0
2011-09-19 01:55:00	ES	Futures	1195.61	1196.62	1194.61	1195.36	999.0
2011-09-19 02:00:00	ES	Futures	1195.36	1195.61	1193.86	1194.61	3655.0
2011-09-19 02:05:00	ES	Futures	1194.61	1196.12	1194.61	1195.61	1825.0
2011-09-19 02:10:00	ES	Futures	1195.61	1196.37	1195.11	1195.36	1802.0
2011-09-19 02:15:00	ES	Futures	1195.36	1195.36	1193.61	1193.86	2326.0
2011-09-19 02:20:00	ES	Futures	1193.86	1195.11	1193.61	1194.36	1748.0
2011-09-19 02:25:00	ES	Futures	1194.36	1194.61	1193.86	1194.36	1047.0
2011-09-19 02:30:00	ES	Futures	1194.11	1194.36	1192.86	1193.61	2951.0
2011-09-19 02:35:00	ES	Futures	1193.61	1194.11	1193.11	1193.61	758.0
2011-09-19 02:40:00	ES	Futures	1193.61	1194.61	1193.61	1194.11	743.0
2011-09-19 02:45:00	ES	Futures	1194.11	1194.61	1193.11	1194.11	1666.0
2011-09-19 02:50:00	ES	Futures	1194.11	1195.11	1193.11	1194.86	2138.0
2011-09-19 02:55:00	ES	Futures	1194.86	1194.86	1193.11	1193.61	1610.0
2011-09-19 03:00:00	ES	Futures	1193.86	1195.36	1193.11	1195.36	4614.0
2011-09-19 03:05:00	ES	Futures	1195.61	1196.62	1194.86	1195.61	3688.0
2011-09-19 03:10:00	ES	Futures	1195.36	1196.12	1194.11	1194.86	2707.0
2011-09-19 03:15:00	ES	Futures	1194.86	1196.87	1194.61	1196.37	4170.0
2011-09-19 03:20:00	ES	Futures	1196.62	1198.12	1196.37	1196.87	4533.0
2011-09-19 03:25:00	ES	Futures	1197.12	1198.12	1195.11	1195.11	4155.0
2011-09-19 03:30:00	ES	Futures	1194.86	1196.12	1194.86	1196.12	1278.0
2011-09-19 03:35:00	ES	Futures	1196.12	1197.12	1195.11	1195.36	2960.0
2011-09-19 03:40:00	ES	Futures	1195.36	1196.12	1193.86	1193.86	3046.0
2011-09-19 03:45:00	ES	Futures	1194.11	1194.11	1191.85	1192.61	5189.0
2011-09-19 03:50:00	ES	Futures	1192.61	1193.36	1191.1	1191.6	4462.0
2011-09-19 03:55:00	ES	Futures	1191.85	1192.61	1191.1	1191.1	3655.0
2011-09-19 04:00:00	ES	Futures	1191.1	1193.11	1190.85	1192.61	4944.0
2011-09-19 04:05:00	ES	Futures	1192.61	1193.36	1191.85	1193.36	2656.0

> showing 50 of 12,858 rows — these rows as CSV

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