PREVIEW / futures_5min / 2011-10-03

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-10-03.parquet
  size:    259 KB
  rows:    13,688

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
2011-10-03 00:00:00	ES	Futures	1120.64	1121.39	1119.89	1119.89	979.0
2011-10-03 00:05:00	ES	Futures	1120.14	1120.64	1119.63	1120.14	922.0
2011-10-03 00:10:00	ES	Futures	1120.14	1120.64	1119.89	1120.14	456.0
2011-10-03 00:15:00	ES	Futures	1120.39	1121.39	1120.14	1120.14	814.0
2011-10-03 00:20:00	ES	Futures	1120.39	1120.89	1119.89	1120.39	407.0
2011-10-03 00:25:00	ES	Futures	1120.64	1122.14	1120.64	1121.89	845.0
2011-10-03 00:30:00	ES	Futures	1121.89	1122.64	1121.39	1122.64	845.0
2011-10-03 00:35:00	ES	Futures	1122.89	1123.15	1122.14	1122.14	836.0
2011-10-03 00:40:00	ES	Futures	1122.39	1122.64	1121.89	1122.14	248.0
2011-10-03 00:45:00	ES	Futures	1122.14	1122.64	1122.14	1122.39	379.0
2011-10-03 00:50:00	ES	Futures	1122.39	1122.89	1122.14	1122.64	330.0
2011-10-03 00:55:00	ES	Futures	1122.64	1123.15	1122.39	1122.89	360.0
2011-10-03 01:00:00	ES	Futures	1122.89	1123.15	1122.39	1123.15	338.0
2011-10-03 01:05:00	ES	Futures	1122.89	1123.4	1122.64	1122.64	665.0
2011-10-03 01:10:00	ES	Futures	1122.89	1123.15	1121.39	1121.39	1213.0
2011-10-03 01:15:00	ES	Futures	1121.64	1122.14	1120.14	1120.89	1020.0
2011-10-03 01:20:00	ES	Futures	1120.89	1121.64	1119.38	1121.14	1777.0
2011-10-03 01:25:00	ES	Futures	1120.89	1121.14	1119.89	1119.89	628.0
2011-10-03 01:30:00	ES	Futures	1120.14	1121.89	1119.89	1121.39	1101.0
2011-10-03 01:35:00	ES	Futures	1121.39	1123.4	1120.89	1123.4	1659.0
2011-10-03 01:40:00	ES	Futures	1123.4	1124.4	1122.64	1122.89	1116.0
2011-10-03 01:45:00	ES	Futures	1122.89	1123.9	1122.64	1123.4	979.0
2011-10-03 01:50:00	ES	Futures	1123.15	1123.65	1121.89	1122.64	778.0
2011-10-03 01:55:00	ES	Futures	1122.64	1122.64	1120.14	1120.39	1253.0
2011-10-03 02:00:00	ES	Futures	1120.39	1120.39	1118.38	1119.38	3609.0
2011-10-03 02:05:00	ES	Futures	1119.38	1119.38	1118.63	1119.13	702.0
2011-10-03 02:10:00	ES	Futures	1118.88	1119.13	1117.13	1117.38	3503.0
2011-10-03 02:15:00	ES	Futures	1117.38	1117.38	1116.88	1117.38	1786.0
2011-10-03 02:20:00	ES	Futures	1117.13	1117.38	1115.62	1116.37	2340.0
2011-10-03 02:25:00	ES	Futures	1116.37	1117.13	1116.12	1116.37	1181.0
2011-10-03 02:30:00	ES	Futures	1116.37	1116.88	1114.62	1115.37	4732.0
2011-10-03 02:35:00	ES	Futures	1115.37	1119.38	1115.12	1119.38	4025.0
2011-10-03 02:40:00	ES	Futures	1119.38	1119.38	1118.38	1119.38	1006.0
2011-10-03 02:45:00	ES	Futures	1119.13	1121.39	1119.13	1120.64	2086.0
2011-10-03 02:50:00	ES	Futures	1120.64	1121.14	1119.63	1120.89	1504.0
2011-10-03 02:55:00	ES	Futures	1120.89	1121.39	1118.63	1118.88	2180.0
2011-10-03 03:00:00	ES	Futures	1119.13	1119.89	1116.63	1116.88	7907.0
2011-10-03 03:05:00	ES	Futures	1117.13	1118.88	1116.88	1118.63	5350.0
2011-10-03 03:10:00	ES	Futures	1118.88	1119.89	1117.38	1119.63	4538.0
2011-10-03 03:15:00	ES	Futures	1119.89	1120.64	1117.88	1120.14	4017.0
2011-10-03 03:20:00	ES	Futures	1120.14	1122.14	1119.13	1122.14	5681.0
2011-10-03 03:25:00	ES	Futures	1121.89	1123.9	1121.89	1123.4	4580.0
2011-10-03 03:30:00	ES	Futures	1123.4	1123.65	1121.39	1121.39	3663.0
2011-10-03 03:35:00	ES	Futures	1121.39	1123.15	1119.63	1122.64	4022.0
2011-10-03 03:40:00	ES	Futures	1122.39	1122.39	1119.63	1120.14	2813.0
2011-10-03 03:45:00	ES	Futures	1120.14	1121.89	1118.63	1119.13	2453.0
2011-10-03 03:50:00	ES	Futures	1119.13	1121.64	1118.63	1121.14	4299.0
2011-10-03 03:55:00	ES	Futures	1121.14	1121.89	1120.39	1121.89	2603.0
2011-10-03 04:00:00	ES	Futures	1121.89	1123.65	1121.14	1122.39	3413.0
2011-10-03 04:05:00	ES	Futures	1122.14	1122.39	1121.39	1122.39	2285.0

> showing 50 of 13,688 rows — these rows as CSV

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