PREVIEW / futures_5min / 2011-09-27

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-09-27.parquet
  size:    261 KB
  rows:    13,701

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
2011-09-27 00:00:00	ES	Futures	1164.52	1164.77	1164.02	1164.02	521.0
2011-09-27 00:05:00	ES	Futures	1164.02	1164.27	1163.77	1163.77	508.0
2011-09-27 00:10:00	ES	Futures	1163.77	1163.77	1162.01	1162.77	1584.0
2011-09-27 00:15:00	ES	Futures	1162.77	1162.77	1162.01	1162.26	519.0
2011-09-27 00:20:00	ES	Futures	1162.26	1163.02	1161.51	1162.51	805.0
2011-09-27 00:25:00	ES	Futures	1162.51	1163.27	1162.51	1163.27	193.0
2011-09-27 00:30:00	ES	Futures	1163.27	1164.02	1162.77	1163.02	276.0
2011-09-27 00:35:00	ES	Futures	1163.27	1164.02	1163.27	1163.77	289.0
2011-09-27 00:40:00	ES	Futures	1163.77	1164.27	1163.27	1164.02	298.0
2011-09-27 00:45:00	ES	Futures	1164.27	1164.27	1162.77	1163.27	426.0
2011-09-27 00:50:00	ES	Futures	1163.27	1164.52	1163.02	1164.27	504.0
2011-09-27 00:55:00	ES	Futures	1164.27	1164.77	1163.27	1163.77	273.0
2011-09-27 01:00:00	ES	Futures	1163.77	1164.52	1163.77	1164.27	162.0
2011-09-27 01:05:00	ES	Futures	1164.52	1165.27	1163.77	1165.27	487.0
2011-09-27 01:10:00	ES	Futures	1165.27	1165.77	1164.27	1165.52	452.0
2011-09-27 01:15:00	ES	Futures	1165.52	1166.28	1165.27	1165.77	737.0
2011-09-27 01:20:00	ES	Futures	1165.77	1165.77	1164.52	1164.77	306.0
2011-09-27 01:25:00	ES	Futures	1164.52	1165.02	1164.27	1164.77	433.0
2011-09-27 01:30:00	ES	Futures	1165.02	1165.02	1164.27	1164.77	189.0
2011-09-27 01:35:00	ES	Futures	1164.77	1166.02	1164.77	1165.02	437.0
2011-09-27 01:40:00	ES	Futures	1165.02	1166.53	1164.77	1166.28	714.0
2011-09-27 01:45:00	ES	Futures	1166.53	1167.03	1165.52	1166.53	610.0
2011-09-27 01:50:00	ES	Futures	1166.28	1167.53	1166.28	1167.03	1093.0
2011-09-27 01:55:00	ES	Futures	1167.03	1168.03	1166.53	1167.78	1092.0
2011-09-27 02:00:00	ES	Futures	1167.78	1169.54	1167.53	1168.03	5543.0
2011-09-27 02:05:00	ES	Futures	1167.78	1169.28	1167.78	1169.03	1959.0
2011-09-27 02:10:00	ES	Futures	1169.03	1170.29	1168.78	1169.28	2773.0
2011-09-27 02:15:00	ES	Futures	1169.28	1169.79	1168.28	1168.53	1546.0
2011-09-27 02:20:00	ES	Futures	1168.53	1169.03	1168.03	1169.03	1480.0
2011-09-27 02:25:00	ES	Futures	1169.03	1169.79	1168.03	1169.03	1239.0
2011-09-27 02:30:00	ES	Futures	1168.78	1170.54	1168.78	1170.29	2059.0
2011-09-27 02:35:00	ES	Futures	1170.04	1171.54	1170.04	1171.54	3926.0
2011-09-27 02:40:00	ES	Futures	1171.29	1171.79	1169.28	1169.54	2624.0
2011-09-27 02:45:00	ES	Futures	1169.54	1170.04	1168.78	1168.78	1730.0
2011-09-27 02:50:00	ES	Futures	1168.78	1169.28	1168.53	1169.03	1318.0
2011-09-27 02:55:00	ES	Futures	1169.03	1169.79	1168.53	1169.03	2036.0
2011-09-27 03:00:00	ES	Futures	1169.03	1169.28	1166.78	1167.53	7041.0
2011-09-27 03:05:00	ES	Futures	1167.28	1167.78	1165.77	1166.78	6154.0
2011-09-27 03:10:00	ES	Futures	1167.03	1168.28	1166.02	1168.28	5600.0
2011-09-27 03:15:00	ES	Futures	1168.28	1168.28	1166.53	1167.28	3785.0
2011-09-27 03:20:00	ES	Futures	1167.28	1170.79	1165.77	1170.54	7819.0
2011-09-27 03:25:00	ES	Futures	1170.54	1171.54	1169.79	1171.29	7304.0
2011-09-27 03:30:00	ES	Futures	1171.04	1171.54	1169.54	1170.04	3063.0
2011-09-27 03:35:00	ES	Futures	1170.04	1170.04	1168.53	1169.03	3775.0
2011-09-27 03:40:00	ES	Futures	1168.78	1169.79	1168.28	1169.79	3646.0
2011-09-27 03:45:00	ES	Futures	1169.79	1170.54	1166.78	1168.03	6611.0
2011-09-27 03:50:00	ES	Futures	1168.03	1171.04	1167.78	1170.54	4914.0
2011-09-27 03:55:00	ES	Futures	1170.29	1172.54	1170.04	1172.29	5327.0
2011-09-27 04:00:00	ES	Futures	1172.29	1173.05	1170.29	1170.54	6352.0
2011-09-27 04:05:00	ES	Futures	1170.54	1172.8	1170.29	1172.8	4897.0

> showing 50 of 13,701 rows — these rows as CSV

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