PREVIEW / futures_5min / 2011-09-25

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-09-25.parquet
  size:    59 KB
  rows:    2,356

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
2011-09-25 18:00:00	ES	Futures	1125.4	1132.17	1125.4	1129.92	16487.0
2011-09-25 18:05:00	ES	Futures	1129.92	1130.92	1129.67	1129.92	2142.0
2011-09-25 18:10:00	ES	Futures	1129.92	1132.17	1129.92	1131.67	1492.0
2011-09-25 18:15:00	ES	Futures	1131.42	1136.44	1131.42	1136.18	4406.0
2011-09-25 18:20:00	ES	Futures	1135.93	1137.19	1135.43	1136.69	2476.0
2011-09-25 18:25:00	ES	Futures	1136.69	1140.2	1136.69	1139.19	4694.0
2011-09-25 18:30:00	ES	Futures	1139.19	1142.2	1138.94	1141.95	3724.0
2011-09-25 18:35:00	ES	Futures	1141.95	1147.97	1141.7	1145.46	9098.0
2011-09-25 18:40:00	ES	Futures	1145.71	1146.22	1143.21	1144.21	2295.0
2011-09-25 18:45:00	ES	Futures	1143.96	1145.21	1143.21	1144.46	3041.0
2011-09-25 18:50:00	ES	Futures	1144.46	1145.71	1142.7	1145.21	2023.0
2011-09-25 18:55:00	ES	Futures	1145.21	1145.46	1143.96	1144.21	976.0
2011-09-25 19:00:00	ES	Futures	1144.46	1144.46	1142.96	1143.21	717.0
2011-09-25 19:05:00	ES	Futures	1143.21	1143.96	1143.21	1143.96	339.0
2011-09-25 19:10:00	ES	Futures	1143.71	1145.96	1143.46	1144.71	952.0
2011-09-25 19:15:00	ES	Futures	1144.71	1144.71	1143.46	1143.46	419.0
2011-09-25 19:20:00	ES	Futures	1143.46	1145.96	1143.21	1144.96	1077.0
2011-09-25 19:25:00	ES	Futures	1144.96	1147.22	1144.71	1146.72	1761.0
2011-09-25 19:30:00	ES	Futures	1146.72	1146.97	1146.47	1146.72	1840.0
2011-09-25 19:35:00	ES	Futures	1146.72	1147.97	1146.47	1147.47	2371.0
2011-09-25 19:40:00	ES	Futures	1147.47	1147.97	1146.72	1146.72	1270.0
2011-09-25 19:45:00	ES	Futures	1146.72	1146.97	1144.46	1145.96	2360.0
2011-09-25 19:50:00	ES	Futures	1145.96	1146.47	1144.21	1145.46	2023.0
2011-09-25 19:55:00	ES	Futures	1145.46	1146.47	1145.21	1146.22	1087.0
2011-09-25 20:00:00	ES	Futures	1146.47	1147.47	1145.96	1147.22	1797.0
2011-09-25 20:05:00	ES	Futures	1147.22	1147.47	1143.96	1144.46	2568.0
2011-09-25 20:10:00	ES	Futures	1144.71	1144.71	1143.46	1143.71	2873.0
2011-09-25 20:15:00	ES	Futures	1143.71	1144.21	1141.45	1142.7	2523.0
2011-09-25 20:20:00	ES	Futures	1142.7	1142.96	1139.7	1140.2	2566.0
2011-09-25 20:25:00	ES	Futures	1139.95	1140.7	1139.7	1139.95	2302.0
2011-09-25 20:30:00	ES	Futures	1140.2	1141.2	1139.7	1140.7	2245.0
2011-09-25 20:35:00	ES	Futures	1140.7	1141.7	1139.95	1140.7	2070.0
2011-09-25 20:40:00	ES	Futures	1140.95	1141.7	1139.44	1139.7	2585.0
2011-09-25 20:45:00	ES	Futures	1139.7	1139.95	1138.69	1138.94	2135.0
2011-09-25 20:50:00	ES	Futures	1138.94	1139.7	1138.69	1139.7	1323.0
2011-09-25 20:55:00	ES	Futures	1139.44	1140.45	1138.69	1139.7	1178.0
2011-09-25 21:00:00	ES	Futures	1139.7	1140.7	1138.69	1138.94	3191.0
2011-09-25 21:05:00	ES	Futures	1138.94	1139.95	1138.69	1138.94	2192.0
2011-09-25 21:10:00	ES	Futures	1138.69	1139.44	1136.18	1136.69	2796.0
2011-09-25 21:15:00	ES	Futures	1136.94	1137.94	1135.93	1136.18	1909.0
2011-09-25 21:20:00	ES	Futures	1136.18	1136.94	1135.18	1136.18	1302.0
2011-09-25 21:25:00	ES	Futures	1136.18	1138.19	1135.43	1137.69	1837.0
2011-09-25 21:30:00	ES	Futures	1137.69	1138.69	1137.19	1137.94	1318.0
2011-09-25 21:35:00	ES	Futures	1138.19	1140.45	1137.94	1139.19	1496.0
2011-09-25 21:40:00	ES	Futures	1139.19	1140.7	1138.44	1140.45	1060.0
2011-09-25 21:45:00	ES	Futures	1140.45	1141.45	1139.44	1139.7	2217.0
2011-09-25 21:50:00	ES	Futures	1139.7	1140.7	1138.94	1139.19	641.0
2011-09-25 21:55:00	ES	Futures	1139.19	1139.7	1138.44	1139.44	627.0
2011-09-25 22:00:00	ES	Futures	1139.19	1139.44	1137.19	1137.44	727.0
2011-09-25 22:05:00	ES	Futures	1137.44	1137.44	1135.93	1136.69	2780.0

> showing 50 of 2,356 rows — these rows as CSV

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