PREVIEW / futures_5min / 2011-09-20

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-09-20.parquet
  size:    228 KB
  rows:    12,901

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
2011-09-20 00:00:00	ES	Futures	1191.35	1192.1	1190.6	1192.1	564.0
2011-09-20 00:05:00	ES	Futures	1192.1	1193.61	1191.85	1193.61	710.0
2011-09-20 00:10:00	ES	Futures	1193.61	1194.11	1193.11	1193.61	490.0
2011-09-20 00:15:00	ES	Futures	1193.61	1193.86	1192.61	1193.61	326.0
2011-09-20 00:20:00	ES	Futures	1193.61	1194.61	1193.36	1194.61	530.0
2011-09-20 00:25:00	ES	Futures	1194.61	1194.61	1193.61	1193.86	443.0
2011-09-20 00:30:00	ES	Futures	1193.61	1195.11	1193.61	1194.61	384.0
2011-09-20 00:35:00	ES	Futures	1194.86	1195.11	1193.86	1194.36	487.0
2011-09-20 00:40:00	ES	Futures	1194.36	1194.86	1193.61	1194.11	575.0
2011-09-20 00:45:00	ES	Futures	1194.11	1194.86	1192.1	1192.86	850.0
2011-09-20 00:50:00	ES	Futures	1192.61	1193.86	1192.61	1193.11	254.0
2011-09-20 00:55:00	ES	Futures	1193.11	1193.11	1191.85	1192.1	512.0
2011-09-20 01:00:00	ES	Futures	1192.1	1193.36	1191.85	1193.11	542.0
2011-09-20 01:05:00	ES	Futures	1193.11	1193.11	1192.61	1192.61	298.0
2011-09-20 01:10:00	ES	Futures	1192.35	1194.36	1192.35	1193.86	359.0
2011-09-20 01:15:00	ES	Futures	1193.86	1195.36	1193.86	1194.86	783.0
2011-09-20 01:20:00	ES	Futures	1194.86	1195.11	1193.36	1194.11	687.0
2011-09-20 01:25:00	ES	Futures	1194.36	1194.36	1193.36	1194.36	221.0
2011-09-20 01:30:00	ES	Futures	1194.11	1194.36	1192.86	1193.11	500.0
2011-09-20 01:35:00	ES	Futures	1193.11	1193.36	1192.61	1193.11	368.0
2011-09-20 01:40:00	ES	Futures	1193.11	1194.36	1193.11	1194.36	569.0
2011-09-20 01:45:00	ES	Futures	1194.11	1194.11	1192.35	1192.86	599.0
2011-09-20 01:50:00	ES	Futures	1192.61	1193.86	1192.61	1193.61	178.0
2011-09-20 01:55:00	ES	Futures	1193.61	1193.86	1192.86	1193.11	757.0
2011-09-20 02:00:00	ES	Futures	1193.11	1193.86	1192.61	1193.36	1978.0
2011-09-20 02:05:00	ES	Futures	1193.36	1193.61	1192.61	1193.11	1255.0
2011-09-20 02:10:00	ES	Futures	1193.11	1193.61	1192.61	1193.11	1429.0
2011-09-20 02:15:00	ES	Futures	1193.11	1193.61	1192.35	1193.36	1447.0
2011-09-20 02:20:00	ES	Futures	1193.61	1194.36	1193.11	1194.11	881.0
2011-09-20 02:25:00	ES	Futures	1193.86	1194.11	1191.85	1192.1	2251.0
2011-09-20 02:30:00	ES	Futures	1191.85	1193.36	1191.85	1193.36	1309.0
2011-09-20 02:35:00	ES	Futures	1193.36	1193.61	1192.35	1193.11	1216.0
2011-09-20 02:40:00	ES	Futures	1193.11	1193.61	1192.35	1192.61	1265.0
2011-09-20 02:45:00	ES	Futures	1192.86	1193.61	1191.85	1193.61	2396.0
2011-09-20 02:50:00	ES	Futures	1193.61	1196.62	1193.61	1196.12	3520.0
2011-09-20 02:55:00	ES	Futures	1196.37	1196.62	1194.61	1195.11	1649.0
2011-09-20 03:00:00	ES	Futures	1194.86	1195.61	1193.61	1195.61	6140.0
2011-09-20 03:05:00	ES	Futures	1195.87	1197.37	1195.36	1197.12	6567.0
2011-09-20 03:10:00	ES	Futures	1196.87	1197.62	1195.11	1195.36	6806.0
2011-09-20 03:15:00	ES	Futures	1195.61	1196.62	1195.36	1196.62	2057.0
2011-09-20 03:20:00	ES	Futures	1196.62	1197.87	1196.62	1197.12	5465.0
2011-09-20 03:25:00	ES	Futures	1197.37	1199.38	1197.12	1198.87	5133.0
2011-09-20 03:30:00	ES	Futures	1198.62	1200.88	1198.37	1200.63	6020.0
2011-09-20 03:35:00	ES	Futures	1200.63	1200.63	1199.12	1199.63	3995.0
2011-09-20 03:40:00	ES	Futures	1199.63	1199.63	1198.12	1198.87	3374.0
2011-09-20 03:45:00	ES	Futures	1199.12	1201.63	1199.12	1201.38	4401.0
2011-09-20 03:50:00	ES	Futures	1201.38	1202.64	1201.38	1201.88	5835.0
2011-09-20 03:55:00	ES	Futures	1202.13	1203.14	1201.63	1201.88	5105.0
2011-09-20 04:00:00	ES	Futures	1201.63	1204.39	1201.63	1203.64	6957.0
2011-09-20 04:05:00	ES	Futures	1203.64	1205.14	1202.38	1202.38	4520.0

> showing 50 of 12,901 rows — these rows as CSV

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