PREVIEW / futures_5min / 2011-10-02

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-10-02.parquet
  size:    53 KB
  rows:    2,415

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
2011-10-02 18:00:00	ES	Futures	1126.41	1126.66	1122.89	1124.4	6820.0
2011-10-02 18:05:00	ES	Futures	1124.15	1124.4	1122.89	1123.15	1620.0
2011-10-02 18:10:00	ES	Futures	1123.15	1123.9	1122.89	1123.9	1936.0
2011-10-02 18:15:00	ES	Futures	1123.9	1124.65	1123.9	1123.9	904.0
2011-10-02 18:20:00	ES	Futures	1123.9	1124.9	1122.89	1124.4	1343.0
2011-10-02 18:25:00	ES	Futures	1124.65	1125.9	1124.15	1125.4	1822.0
2011-10-02 18:30:00	ES	Futures	1125.4	1125.4	1122.89	1123.4	3156.0
2011-10-02 18:35:00	ES	Futures	1123.4	1124.15	1122.89	1123.65	802.0
2011-10-02 18:40:00	ES	Futures	1123.65	1125.65	1123.65	1124.65	1143.0
2011-10-02 18:45:00	ES	Futures	1124.65	1125.15	1124.4	1124.9	556.0
2011-10-02 18:50:00	ES	Futures	1125.15	1125.9	1124.65	1125.9	673.0
2011-10-02 18:55:00	ES	Futures	1125.9	1126.41	1125.9	1126.15	343.0
2011-10-02 19:00:00	ES	Futures	1126.15	1129.41	1126.15	1128.66	2470.0
2011-10-02 19:05:00	ES	Futures	1128.41	1129.67	1128.16	1129.41	1156.0
2011-10-02 19:10:00	ES	Futures	1129.41	1130.42	1128.91	1129.41	1344.0
2011-10-02 19:15:00	ES	Futures	1129.16	1129.67	1129.16	1129.41	575.0
2011-10-02 19:20:00	ES	Futures	1129.41	1130.42	1129.41	1129.92	564.0
2011-10-02 19:25:00	ES	Futures	1129.92	1130.17	1129.41	1129.41	253.0
2011-10-02 19:30:00	ES	Futures	1129.41	1130.17	1129.41	1129.92	344.0
2011-10-02 19:35:00	ES	Futures	1130.17	1130.17	1129.16	1129.16	276.0
2011-10-02 19:40:00	ES	Futures	1129.16	1129.41	1128.66	1128.66	610.0
2011-10-02 19:45:00	ES	Futures	1128.66	1128.91	1128.16	1128.16	882.0
2011-10-02 19:50:00	ES	Futures	1128.16	1129.92	1127.91	1128.41	1008.0
2011-10-02 19:55:00	ES	Futures	1128.41	1129.67	1127.91	1129.41	526.0
2011-10-02 20:00:00	ES	Futures	1129.16	1129.41	1127.91	1128.41	623.0
2011-10-02 20:05:00	ES	Futures	1128.41	1129.16	1127.91	1128.16	828.0
2011-10-02 20:10:00	ES	Futures	1127.91	1128.16	1125.9	1126.91	1751.0
2011-10-02 20:15:00	ES	Futures	1126.66	1128.66	1126.41	1127.91	814.0
2011-10-02 20:20:00	ES	Futures	1127.91	1128.16	1126.41	1127.41	569.0
2011-10-02 20:25:00	ES	Futures	1127.41	1127.66	1126.91	1127.16	302.0
2011-10-02 20:30:00	ES	Futures	1127.16	1127.41	1126.41	1127.16	448.0
2011-10-02 20:35:00	ES	Futures	1127.16	1127.41	1126.41	1126.41	400.0
2011-10-02 20:40:00	ES	Futures	1126.66	1126.91	1125.9	1126.15	585.0
2011-10-02 20:45:00	ES	Futures	1126.66	1126.91	1125.9	1126.66	482.0
2011-10-02 20:50:00	ES	Futures	1126.66	1126.66	1125.15	1125.4	740.0
2011-10-02 20:55:00	ES	Futures	1125.65	1126.66	1125.4	1126.15	558.0
2011-10-02 21:00:00	ES	Futures	1126.66	1126.91	1125.9	1126.91	683.0
2011-10-02 21:05:00	ES	Futures	1126.91	1127.91	1126.66	1126.91	1023.0
2011-10-02 21:10:00	ES	Futures	1127.16	1128.16	1127.16	1127.91	429.0
2011-10-02 21:15:00	ES	Futures	1127.91	1128.66	1127.41	1128.41	571.0
2011-10-02 21:20:00	ES	Futures	1128.41	1130.17	1128.41	1129.92	1533.0
2011-10-02 21:25:00	ES	Futures	1129.92	1131.92	1129.92	1131.67	3346.0
2011-10-02 21:30:00	ES	Futures	1131.92	1131.92	1129.92	1130.42	1489.0
2011-10-02 21:35:00	ES	Futures	1130.42	1130.92	1129.16	1130.92	821.0
2011-10-02 21:40:00	ES	Futures	1130.67	1130.92	1129.67	1130.17	670.0
2011-10-02 21:45:00	ES	Futures	1130.42	1130.67	1129.16	1129.92	1284.0
2011-10-02 21:50:00	ES	Futures	1129.92	1129.92	1127.66	1127.66	2051.0
2011-10-02 21:55:00	ES	Futures	1127.66	1127.66	1125.65	1125.9	2983.0
2011-10-02 22:00:00	ES	Futures	1126.15	1126.66	1125.65	1125.9	954.0
2011-10-02 22:05:00	ES	Futures	1125.9	1127.41	1125.9	1127.41	921.0

> showing 50 of 2,415 rows — these rows as CSV

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