PREVIEW / futures_5min / 2011-09-22

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-09-22.parquet
  size:    277 KB
  rows:    13,902

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
2011-09-22 00:00:00	ES	Futures	1152.23	1152.48	1151.48	1151.73	338.0
2011-09-22 00:05:00	ES	Futures	1151.48	1153.49	1151.48	1152.99	602.0
2011-09-22 00:10:00	ES	Futures	1152.73	1153.49	1152.73	1153.24	356.0
2011-09-22 00:15:00	ES	Futures	1153.49	1153.49	1151.98	1153.24	293.0
2011-09-22 00:20:00	ES	Futures	1153.24	1153.49	1152.48	1152.73	139.0
2011-09-22 00:25:00	ES	Futures	1152.73	1152.73	1151.98	1152.48	169.0
2011-09-22 00:30:00	ES	Futures	1152.73	1152.99	1152.48	1152.48	178.0
2011-09-22 00:35:00	ES	Futures	1152.48	1152.99	1151.23	1151.48	334.0
2011-09-22 00:40:00	ES	Futures	1151.48	1151.73	1150.73	1150.98	786.0
2011-09-22 00:45:00	ES	Futures	1150.98	1152.48	1150.98	1151.98	557.0
2011-09-22 00:50:00	ES	Futures	1151.98	1151.98	1150.48	1150.48	967.0
2011-09-22 00:55:00	ES	Futures	1150.23	1150.98	1150.23	1150.48	527.0
2011-09-22 01:00:00	ES	Futures	1150.48	1151.23	1150.48	1150.73	532.0
2011-09-22 01:05:00	ES	Futures	1150.73	1150.98	1149.98	1150.48	594.0
2011-09-22 01:10:00	ES	Futures	1150.48	1151.98	1150.48	1151.48	458.0
2011-09-22 01:15:00	ES	Futures	1151.48	1152.73	1151.48	1151.48	962.0
2011-09-22 01:20:00	ES	Futures	1151.73	1153.24	1151.73	1152.99	553.0
2011-09-22 01:25:00	ES	Futures	1152.99	1153.99	1152.99	1153.99	611.0
2011-09-22 01:30:00	ES	Futures	1153.99	1153.99	1152.73	1153.24	846.0
2011-09-22 01:35:00	ES	Futures	1153.24	1154.49	1152.73	1153.74	913.0
2011-09-22 01:40:00	ES	Futures	1153.99	1155.24	1153.99	1154.99	682.0
2011-09-22 01:45:00	ES	Futures	1154.99	1155.24	1154.24	1154.74	825.0
2011-09-22 01:50:00	ES	Futures	1154.74	1154.74	1153.49	1153.99	904.0
2011-09-22 01:55:00	ES	Futures	1153.74	1153.99	1151.48	1152.99	2525.0
2011-09-22 02:00:00	ES	Futures	1152.99	1155.24	1152.73	1154.49	3126.0
2011-09-22 02:05:00	ES	Futures	1154.49	1155.24	1153.49	1154.49	2677.0
2011-09-22 02:10:00	ES	Futures	1154.49	1154.74	1150.23	1150.98	5040.0
2011-09-22 02:15:00	ES	Futures	1150.98	1151.48	1149.98	1151.23	2372.0
2011-09-22 02:20:00	ES	Futures	1150.98	1151.73	1150.73	1151.48	2449.0
2011-09-22 02:25:00	ES	Futures	1151.48	1151.48	1148.97	1148.97	3538.0
2011-09-22 02:30:00	ES	Futures	1148.97	1149.22	1147.22	1148.97	6646.0
2011-09-22 02:35:00	ES	Futures	1148.97	1150.48	1148.97	1150.48	2817.0
2011-09-22 02:40:00	ES	Futures	1150.48	1151.73	1149.98	1151.48	1955.0
2011-09-22 02:45:00	ES	Futures	1151.73	1152.23	1150.73	1150.73	1971.0
2011-09-22 02:50:00	ES	Futures	1150.73	1151.48	1150.23	1150.73	1843.0
2011-09-22 02:55:00	ES	Futures	1150.73	1150.73	1148.97	1150.48	2000.0
2011-09-22 03:00:00	ES	Futures	1150.48	1151.98	1147.72	1148.47	6242.0
2011-09-22 03:05:00	ES	Futures	1148.47	1153.24	1148.47	1152.73	8717.0
2011-09-22 03:10:00	ES	Futures	1152.99	1152.99	1150.73	1150.73	5885.0
2011-09-22 03:15:00	ES	Futures	1150.48	1152.48	1150.23	1151.48	4537.0
2011-09-22 03:20:00	ES	Futures	1151.73	1153.24	1150.98	1152.23	3820.0
2011-09-22 03:25:00	ES	Futures	1152.23	1152.48	1150.98	1151.48	2721.0
2011-09-22 03:30:00	ES	Futures	1151.48	1152.48	1149.47	1149.47	5632.0
2011-09-22 03:35:00	ES	Futures	1149.47	1149.73	1144.96	1145.46	14206.0
2011-09-22 03:40:00	ES	Futures	1145.46	1146.97	1144.96	1146.47	6939.0
2011-09-22 03:45:00	ES	Futures	1146.47	1147.47	1145.46	1145.96	4815.0
2011-09-22 03:50:00	ES	Futures	1146.22	1146.47	1144.46	1145.71	9331.0
2011-09-22 03:55:00	ES	Futures	1145.96	1146.22	1144.71	1145.46	6260.0
2011-09-22 04:00:00	ES	Futures	1145.46	1145.71	1142.7	1143.46	14057.0
2011-09-22 04:05:00	ES	Futures	1143.21	1143.96	1141.95	1143.96	7461.0

> showing 50 of 13,902 rows — these rows as CSV

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