PREVIEW / futures_5min / 2011-09-29

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-09-29.parquet
  size:    253 KB
  rows:    13,641

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
2011-09-29 00:00:00	ES	Futures	1155.24	1157.75	1155.24	1157.5	2837.0
2011-09-29 00:05:00	ES	Futures	1157.25	1158.0	1156.75	1157.75	669.0
2011-09-29 00:10:00	ES	Futures	1157.75	1158.25	1156.25	1156.75	1494.0
2011-09-29 00:15:00	ES	Futures	1156.5	1157.5	1156.25	1157.0	504.0
2011-09-29 00:20:00	ES	Futures	1157.25	1162.01	1157.25	1160.26	4746.0
2011-09-29 00:25:00	ES	Futures	1160.01	1160.26	1159.0	1159.25	1040.0
2011-09-29 00:30:00	ES	Futures	1159.25	1159.76	1159.0	1159.51	298.0
2011-09-29 00:35:00	ES	Futures	1159.25	1159.25	1157.25	1157.25	1028.0
2011-09-29 00:40:00	ES	Futures	1157.25	1158.0	1157.25	1158.0	461.0
2011-09-29 00:45:00	ES	Futures	1158.0	1158.5	1157.5	1158.25	872.0
2011-09-29 00:50:00	ES	Futures	1158.5	1159.76	1158.25	1159.0	737.0
2011-09-29 00:55:00	ES	Futures	1159.0	1159.51	1157.5	1158.75	369.0
2011-09-29 01:00:00	ES	Futures	1159.0	1159.0	1157.5	1157.5	432.0
2011-09-29 01:05:00	ES	Futures	1158.0	1158.0	1156.5	1157.0	702.0
2011-09-29 01:10:00	ES	Futures	1157.0	1158.5	1156.75	1156.75	698.0
2011-09-29 01:15:00	ES	Futures	1156.75	1157.0	1155.49	1156.75	717.0
2011-09-29 01:20:00	ES	Futures	1156.75	1158.0	1156.25	1157.75	544.0
2011-09-29 01:25:00	ES	Futures	1157.5	1158.0	1156.25	1157.75	384.0
2011-09-29 01:30:00	ES	Futures	1157.75	1159.51	1157.0	1159.0	776.0
2011-09-29 01:35:00	ES	Futures	1159.0	1160.01	1158.5	1159.25	771.0
2011-09-29 01:40:00	ES	Futures	1159.51	1160.26	1159.25	1159.76	715.0
2011-09-29 01:45:00	ES	Futures	1160.01	1160.26	1158.75	1159.51	768.0
2011-09-29 01:50:00	ES	Futures	1159.25	1159.25	1158.5	1159.0	888.0
2011-09-29 01:55:00	ES	Futures	1159.0	1160.76	1158.5	1160.76	976.0
2011-09-29 02:00:00	ES	Futures	1160.26	1161.01	1159.76	1160.76	1652.0
2011-09-29 02:05:00	ES	Futures	1160.76	1162.01	1160.51	1161.26	1963.0
2011-09-29 02:10:00	ES	Futures	1161.26	1161.26	1159.76	1160.26	1121.0
2011-09-29 02:15:00	ES	Futures	1160.01	1160.51	1159.51	1160.26	857.0
2011-09-29 02:20:00	ES	Futures	1160.01	1160.26	1158.25	1158.25	1719.0
2011-09-29 02:25:00	ES	Futures	1158.5	1160.01	1158.0	1160.01	1519.0
2011-09-29 02:30:00	ES	Futures	1160.01	1160.26	1159.51	1160.01	1208.0
2011-09-29 02:35:00	ES	Futures	1160.26	1161.26	1160.01	1161.01	967.0
2011-09-29 02:40:00	ES	Futures	1161.01	1161.26	1159.0	1159.0	910.0
2011-09-29 02:45:00	ES	Futures	1159.0	1159.76	1158.25	1158.75	1178.0
2011-09-29 02:50:00	ES	Futures	1158.75	1160.01	1158.25	1159.76	978.0
2011-09-29 02:55:00	ES	Futures	1160.01	1160.01	1158.5	1158.5	1121.0
2011-09-29 03:00:00	ES	Futures	1158.5	1160.51	1158.0	1160.01	4047.0
2011-09-29 03:05:00	ES	Futures	1160.26	1162.01	1159.25	1161.26	5792.0
2011-09-29 03:10:00	ES	Futures	1161.51	1163.27	1160.51	1162.77	6426.0
2011-09-29 03:15:00	ES	Futures	1163.02	1164.02	1162.26	1163.52	4086.0
2011-09-29 03:20:00	ES	Futures	1163.77	1164.27	1160.76	1161.01	3195.0
2011-09-29 03:25:00	ES	Futures	1161.01	1162.01	1158.5	1159.51	5974.0
2011-09-29 03:30:00	ES	Futures	1159.51	1160.01	1158.5	1159.76	3530.0
2011-09-29 03:35:00	ES	Futures	1159.76	1162.26	1159.25	1161.51	4813.0
2011-09-29 03:40:00	ES	Futures	1161.51	1162.77	1161.26	1162.26	2968.0
2011-09-29 03:45:00	ES	Futures	1162.26	1163.27	1161.26	1162.51	3487.0
2011-09-29 03:50:00	ES	Futures	1162.51	1163.77	1161.76	1163.27	3072.0
2011-09-29 03:55:00	ES	Futures	1163.27	1164.52	1162.51	1162.51	3584.0
2011-09-29 04:00:00	ES	Futures	1162.51	1164.52	1162.51	1163.27	3569.0
2011-09-29 04:05:00	ES	Futures	1163.27	1164.27	1162.77	1163.02	2554.0

> showing 50 of 13,641 rows — these rows as CSV

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