PREVIEW / futures_5min / 2011-09-23

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-09-23.parquet
  size:    235 KB
  rows:    11,366

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
2011-09-23 00:00:00	ES	Futures	1137.94	1138.69	1136.94	1137.69	1177.0
2011-09-23 00:05:00	ES	Futures	1137.44	1138.69	1137.19	1137.94	538.0
2011-09-23 00:10:00	ES	Futures	1137.94	1138.69	1137.94	1138.44	510.0
2011-09-23 00:15:00	ES	Futures	1138.44	1138.44	1137.19	1137.19	728.0
2011-09-23 00:20:00	ES	Futures	1137.44	1137.44	1135.68	1136.18	792.0
2011-09-23 00:25:00	ES	Futures	1136.18	1136.69	1135.68	1136.44	560.0
2011-09-23 00:30:00	ES	Futures	1136.18	1136.18	1135.18	1135.18	698.0
2011-09-23 00:35:00	ES	Futures	1135.18	1135.43	1134.68	1135.43	568.0
2011-09-23 00:40:00	ES	Futures	1135.43	1136.69	1135.18	1136.18	696.0
2011-09-23 00:45:00	ES	Futures	1135.68	1136.44	1134.93	1136.18	561.0
2011-09-23 00:50:00	ES	Futures	1136.18	1137.44	1135.93	1136.94	654.0
2011-09-23 00:55:00	ES	Futures	1136.94	1137.44	1135.93	1136.18	442.0
2011-09-23 01:00:00	ES	Futures	1136.44	1136.69	1135.93	1135.93	287.0
2011-09-23 01:05:00	ES	Futures	1136.18	1136.69	1135.68	1136.69	462.0
2011-09-23 01:10:00	ES	Futures	1136.69	1137.44	1136.18	1137.44	356.0
2011-09-23 01:15:00	ES	Futures	1137.19	1137.19	1135.18	1136.18	868.0
2011-09-23 01:20:00	ES	Futures	1136.18	1136.69	1134.68	1135.18	1021.0
2011-09-23 01:25:00	ES	Futures	1135.18	1135.43	1134.93	1135.43	239.0
2011-09-23 01:30:00	ES	Futures	1135.43	1136.44	1132.42	1133.18	1630.0
2011-09-23 01:35:00	ES	Futures	1133.18	1133.18	1131.42	1131.42	1242.0
2011-09-23 01:40:00	ES	Futures	1131.67	1132.17	1131.42	1131.92	1342.0
2011-09-23 01:45:00	ES	Futures	1131.92	1132.67	1131.67	1132.17	619.0
2011-09-23 01:50:00	ES	Futures	1131.92	1132.42	1130.92	1132.17	1112.0
2011-09-23 01:55:00	ES	Futures	1132.17	1132.67	1131.67	1132.67	508.0
2011-09-23 02:00:00	ES	Futures	1132.67	1132.67	1130.92	1130.92	1648.0
2011-09-23 02:05:00	ES	Futures	1130.92	1132.17	1130.67	1131.92	1376.0
2011-09-23 02:10:00	ES	Futures	1131.67	1132.42	1130.67	1130.67	1437.0
2011-09-23 02:15:00	ES	Futures	1130.92	1131.67	1128.41	1129.41	3136.0
2011-09-23 02:20:00	ES	Futures	1129.41	1132.42	1128.91	1132.42	2505.0
2011-09-23 02:25:00	ES	Futures	1132.17	1134.43	1131.67	1134.43	1628.0
2011-09-23 02:30:00	ES	Futures	1134.43	1136.69	1134.18	1136.69	1853.0
2011-09-23 02:35:00	ES	Futures	1136.44	1137.19	1134.68	1135.93	2010.0
2011-09-23 02:40:00	ES	Futures	1135.93	1136.69	1135.68	1135.68	1250.0
2011-09-23 02:45:00	ES	Futures	1135.68	1139.19	1135.68	1138.44	4117.0
2011-09-23 02:50:00	ES	Futures	1138.44	1140.45	1137.94	1139.19	3763.0
2011-09-23 02:55:00	ES	Futures	1138.94	1140.95	1137.94	1140.7	4206.0
2011-09-23 03:00:00	ES	Futures	1140.95	1141.95	1140.2	1140.45	9803.0
2011-09-23 03:05:00	ES	Futures	1140.2	1140.7	1135.93	1136.69	6952.0
2011-09-23 03:10:00	ES	Futures	1136.94	1137.44	1133.93	1135.43	8434.0
2011-09-23 03:15:00	ES	Futures	1135.43	1136.44	1134.18	1135.68	7145.0
2011-09-23 03:20:00	ES	Futures	1135.68	1135.93	1134.18	1135.18	3854.0
2011-09-23 03:25:00	ES	Futures	1135.18	1135.43	1133.93	1134.68	2921.0
2011-09-23 03:30:00	ES	Futures	1134.93	1134.93	1132.42	1132.92	6702.0
2011-09-23 03:35:00	ES	Futures	1132.67	1136.18	1132.67	1135.93	6346.0
2011-09-23 03:40:00	ES	Futures	1135.93	1137.94	1134.68	1135.18	5097.0
2011-09-23 03:45:00	ES	Futures	1135.43	1136.69	1134.18	1136.18	4784.0
2011-09-23 03:50:00	ES	Futures	1136.44	1138.19	1135.43	1135.68	5331.0
2011-09-23 03:55:00	ES	Futures	1135.68	1135.68	1132.42	1133.43	8476.0
2011-09-23 04:00:00	ES	Futures	1133.43	1135.93	1133.18	1135.43	3379.0
2011-09-23 04:05:00	ES	Futures	1135.43	1137.19	1133.68	1134.93	4608.0

> showing 50 of 11,366 rows — these rows as CSV

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