PREVIEW / futures_5min / 2011-09-26

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-09-26.parquet
  size:    271 KB
  rows:    13,478

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
2011-09-26 00:00:00	ES	Futures	1133.93	1135.68	1133.68	1135.68	1078.0
2011-09-26 00:05:00	ES	Futures	1135.68	1136.94	1135.68	1136.18	689.0
2011-09-26 00:10:00	ES	Futures	1135.93	1136.44	1134.93	1135.93	454.0
2011-09-26 00:15:00	ES	Futures	1135.68	1135.93	1134.93	1135.18	543.0
2011-09-26 00:20:00	ES	Futures	1135.18	1135.43	1134.18	1134.43	479.0
2011-09-26 00:25:00	ES	Futures	1134.18	1134.43	1133.68	1133.68	910.0
2011-09-26 00:30:00	ES	Futures	1133.68	1134.93	1133.43	1134.18	1001.0
2011-09-26 00:35:00	ES	Futures	1134.43	1135.18	1134.18	1135.18	354.0
2011-09-26 00:40:00	ES	Futures	1134.93	1134.93	1133.43	1133.93	933.0
2011-09-26 00:45:00	ES	Futures	1133.68	1134.43	1133.43	1133.68	783.0
2011-09-26 00:50:00	ES	Futures	1133.93	1134.43	1133.43	1134.18	690.0
2011-09-26 00:55:00	ES	Futures	1134.18	1134.93	1133.68	1133.93	854.0
2011-09-26 01:00:00	ES	Futures	1133.68	1133.68	1132.17	1132.17	2105.0
2011-09-26 01:05:00	ES	Futures	1132.17	1132.42	1130.92	1130.92	1233.0
2011-09-26 01:10:00	ES	Futures	1131.17	1131.17	1128.91	1128.91	3049.0
2011-09-26 01:15:00	ES	Futures	1129.16	1130.17	1128.91	1129.67	1057.0
2011-09-26 01:20:00	ES	Futures	1129.41	1130.42	1129.16	1129.92	727.0
2011-09-26 01:25:00	ES	Futures	1129.92	1131.17	1129.41	1130.67	1451.0
2011-09-26 01:30:00	ES	Futures	1130.67	1130.92	1128.91	1128.91	1010.0
2011-09-26 01:35:00	ES	Futures	1128.91	1129.41	1127.91	1128.16	933.0
2011-09-26 01:40:00	ES	Futures	1128.41	1128.66	1127.66	1128.16	1105.0
2011-09-26 01:45:00	ES	Futures	1128.16	1128.41	1126.91	1126.91	1370.0
2011-09-26 01:50:00	ES	Futures	1127.16	1128.41	1126.41	1127.91	1815.0
2011-09-26 01:55:00	ES	Futures	1127.91	1127.91	1126.15	1126.15	1033.0
2011-09-26 02:00:00	ES	Futures	1126.41	1126.66	1122.14	1122.14	4947.0
2011-09-26 02:05:00	ES	Futures	1122.14	1123.15	1121.89	1122.89	2198.0
2011-09-26 02:10:00	ES	Futures	1122.89	1124.65	1122.14	1123.9	2474.0
2011-09-26 02:15:00	ES	Futures	1124.15	1124.15	1122.14	1122.89	1881.0
2011-09-26 02:20:00	ES	Futures	1123.15	1123.4	1122.39	1122.89	1145.0
2011-09-26 02:25:00	ES	Futures	1122.89	1125.15	1122.64	1123.15	3656.0
2011-09-26 02:30:00	ES	Futures	1123.15	1123.15	1121.89	1122.39	1674.0
2011-09-26 02:35:00	ES	Futures	1122.14	1122.39	1118.38	1119.38	6217.0
2011-09-26 02:40:00	ES	Futures	1119.38	1120.64	1118.63	1118.63	3155.0
2011-09-26 02:45:00	ES	Futures	1118.63	1119.89	1118.38	1119.63	3007.0
2011-09-26 02:50:00	ES	Futures	1119.38	1120.89	1118.38	1120.89	1831.0
2011-09-26 02:55:00	ES	Futures	1120.89	1122.64	1119.63	1122.39	2472.0
2011-09-26 03:00:00	ES	Futures	1122.64	1124.15	1120.89	1123.4	6653.0
2011-09-26 03:05:00	ES	Futures	1123.4	1124.9	1122.39	1122.89	7613.0
2011-09-26 03:10:00	ES	Futures	1122.89	1126.41	1122.64	1125.9	8081.0
2011-09-26 03:15:00	ES	Futures	1125.9	1128.16	1125.15	1127.91	7810.0
2011-09-26 03:20:00	ES	Futures	1128.16	1130.42	1127.91	1128.41	8580.0
2011-09-26 03:25:00	ES	Futures	1128.41	1130.92	1126.66	1130.67	7321.0
2011-09-26 03:30:00	ES	Futures	1130.67	1132.17	1127.91	1131.17	8020.0
2011-09-26 03:35:00	ES	Futures	1130.92	1137.19	1130.42	1135.93	14079.0
2011-09-26 03:40:00	ES	Futures	1135.93	1135.93	1130.92	1130.92	9612.0
2011-09-26 03:45:00	ES	Futures	1131.17	1132.42	1128.41	1129.41	9038.0
2011-09-26 03:50:00	ES	Futures	1129.41	1133.43	1129.16	1130.42	6044.0
2011-09-26 03:55:00	ES	Futures	1130.42	1131.67	1128.41	1129.92	5469.0
2011-09-26 04:00:00	ES	Futures	1130.17	1135.43	1129.41	1132.92	9870.0
2011-09-26 04:05:00	ES	Futures	1132.92	1133.93	1129.92	1132.17	6320.0

> showing 50 of 13,478 rows — these rows as CSV

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