PREVIEW / futures_5min / 2011-09-30

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-09-30.parquet
  size:    225 KB
  rows:    11,260

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
2011-09-30 00:00:00	ES	Futures	1152.23	1152.23	1150.48	1151.23	715.0
2011-09-30 00:05:00	ES	Futures	1150.98	1152.99	1150.98	1152.73	593.0
2011-09-30 00:10:00	ES	Futures	1152.48	1152.99	1152.23	1152.99	309.0
2011-09-30 00:15:00	ES	Futures	1152.73	1153.74	1152.73	1153.49	1027.0
2011-09-30 00:20:00	ES	Futures	1153.74	1154.99	1153.49	1154.49	970.0
2011-09-30 00:25:00	ES	Futures	1154.49	1154.49	1153.74	1154.49	314.0
2011-09-30 00:30:00	ES	Futures	1154.49	1155.24	1153.99	1154.24	301.0
2011-09-30 00:35:00	ES	Futures	1154.49	1154.49	1153.99	1154.49	330.0
2011-09-30 00:40:00	ES	Futures	1154.24	1154.24	1153.49	1153.49	565.0
2011-09-30 00:45:00	ES	Futures	1153.49	1153.49	1153.24	1153.49	332.0
2011-09-30 00:50:00	ES	Futures	1153.24	1153.49	1152.99	1153.49	289.0
2011-09-30 00:55:00	ES	Futures	1153.49	1153.49	1152.99	1153.49	249.0
2011-09-30 01:00:00	ES	Futures	1153.49	1155.99	1153.49	1155.49	983.0
2011-09-30 01:05:00	ES	Futures	1155.49	1156.25	1154.99	1155.49	485.0
2011-09-30 01:10:00	ES	Futures	1155.49	1155.99	1154.99	1155.99	174.0
2011-09-30 01:15:00	ES	Futures	1156.25	1156.5	1155.74	1155.99	510.0
2011-09-30 01:20:00	ES	Futures	1156.25	1156.75	1155.99	1156.25	368.0
2011-09-30 01:25:00	ES	Futures	1155.99	1157.25	1155.74	1157.0	646.0
2011-09-30 01:30:00	ES	Futures	1157.0	1157.5	1156.75	1157.25	619.0
2011-09-30 01:35:00	ES	Futures	1157.25	1157.75	1156.5	1157.75	482.0
2011-09-30 01:40:00	ES	Futures	1157.75	1158.5	1157.75	1158.0	1462.0
2011-09-30 01:45:00	ES	Futures	1158.25	1158.5	1157.25	1157.75	1242.0
2011-09-30 01:50:00	ES	Futures	1157.75	1158.0	1157.0	1157.5	846.0
2011-09-30 01:55:00	ES	Futures	1157.5	1157.5	1156.5	1157.0	1661.0
2011-09-30 02:00:00	ES	Futures	1156.75	1157.0	1153.74	1154.74	2645.0
2011-09-30 02:05:00	ES	Futures	1154.74	1154.99	1153.74	1154.24	1253.0
2011-09-30 02:10:00	ES	Futures	1154.49	1154.99	1153.99	1154.74	1707.0
2011-09-30 02:15:00	ES	Futures	1154.49	1154.49	1153.24	1153.74	997.0
2011-09-30 02:20:00	ES	Futures	1153.99	1155.24	1153.24	1153.24	853.0
2011-09-30 02:25:00	ES	Futures	1153.49	1153.74	1151.73	1153.49	1408.0
2011-09-30 02:30:00	ES	Futures	1153.49	1153.74	1152.48	1152.73	664.0
2011-09-30 02:35:00	ES	Futures	1152.73	1153.99	1151.73	1153.74	1425.0
2011-09-30 02:40:00	ES	Futures	1153.74	1153.99	1151.98	1152.23	997.0
2011-09-30 02:45:00	ES	Futures	1152.23	1152.48	1150.98	1150.98	1627.0
2011-09-30 02:50:00	ES	Futures	1151.23	1151.48	1150.73	1151.23	2252.0
2011-09-30 02:55:00	ES	Futures	1150.98	1152.23	1150.98	1151.98	1129.0
2011-09-30 03:00:00	ES	Futures	1151.98	1153.49	1149.98	1149.98	5759.0
2011-09-30 03:05:00	ES	Futures	1150.23	1150.23	1148.47	1148.72	6678.0
2011-09-30 03:10:00	ES	Futures	1148.72	1151.23	1148.22	1150.98	4970.0
2011-09-30 03:15:00	ES	Futures	1150.98	1152.23	1150.73	1151.73	3863.0
2011-09-30 03:20:00	ES	Futures	1151.73	1151.73	1150.73	1150.98	2663.0
2011-09-30 03:25:00	ES	Futures	1150.73	1153.74	1150.23	1153.49	5058.0
2011-09-30 03:30:00	ES	Futures	1153.24	1153.74	1152.48	1153.24	2154.0
2011-09-30 03:35:00	ES	Futures	1153.24	1156.25	1153.24	1154.99	5159.0
2011-09-30 03:40:00	ES	Futures	1154.74	1155.74	1153.74	1153.99	2969.0
2011-09-30 03:45:00	ES	Futures	1153.99	1155.24	1153.24	1154.99	2243.0
2011-09-30 03:50:00	ES	Futures	1154.74	1154.74	1152.23	1152.23	1916.0
2011-09-30 03:55:00	ES	Futures	1152.23	1152.99	1150.48	1150.98	4081.0
2011-09-30 04:00:00	ES	Futures	1150.98	1151.73	1149.47	1149.73	3797.0
2011-09-30 04:05:00	ES	Futures	1149.47	1150.23	1148.97	1149.22	2878.0

> showing 50 of 11,260 rows — these rows as CSV

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