PREVIEW / futures_5min / 2011-10-04

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-10-04.parquet
  size:    267 KB
  rows:    13,945

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
2011-10-04 00:00:00	ES	Futures	1088.54	1089.79	1088.29	1089.29	837.0
2011-10-04 00:05:00	ES	Futures	1089.29	1089.54	1088.29	1088.29	894.0
2011-10-04 00:10:00	ES	Futures	1088.04	1088.79	1088.04	1088.79	454.0
2011-10-04 00:15:00	ES	Futures	1088.54	1090.05	1088.29	1089.54	629.0
2011-10-04 00:20:00	ES	Futures	1089.79	1090.8	1089.29	1090.55	424.0
2011-10-04 00:25:00	ES	Futures	1090.8	1091.8	1090.55	1091.55	656.0
2011-10-04 00:30:00	ES	Futures	1091.3	1092.8	1090.8	1092.8	630.0
2011-10-04 00:35:00	ES	Futures	1092.8	1092.8	1091.8	1092.55	410.0
2011-10-04 00:40:00	ES	Futures	1092.3	1092.55	1091.8	1092.3	353.0
2011-10-04 00:45:00	ES	Futures	1092.3	1094.31	1092.3	1093.81	911.0
2011-10-04 00:50:00	ES	Futures	1093.81	1093.81	1091.8	1092.3	532.0
2011-10-04 00:55:00	ES	Futures	1092.05	1093.05	1091.8	1092.3	813.0
2011-10-04 01:00:00	ES	Futures	1092.55	1092.8	1091.3	1091.8	709.0
2011-10-04 01:05:00	ES	Futures	1091.8	1092.55	1091.55	1092.05	242.0
2011-10-04 01:10:00	ES	Futures	1092.3	1092.3	1090.8	1091.55	977.0
2011-10-04 01:15:00	ES	Futures	1091.8	1093.56	1091.55	1093.56	701.0
2011-10-04 01:20:00	ES	Futures	1093.31	1094.56	1093.31	1094.31	748.0
2011-10-04 01:25:00	ES	Futures	1094.56	1095.81	1094.56	1095.56	1599.0
2011-10-04 01:30:00	ES	Futures	1095.31	1095.31	1093.81	1095.06	640.0
2011-10-04 01:35:00	ES	Futures	1095.31	1096.06	1094.81	1095.56	799.0
2011-10-04 01:40:00	ES	Futures	1095.56	1096.06	1094.81	1095.81	737.0
2011-10-04 01:45:00	ES	Futures	1095.81	1096.06	1095.06	1095.06	574.0
2011-10-04 01:50:00	ES	Futures	1095.31	1095.31	1094.06	1095.06	641.0
2011-10-04 01:55:00	ES	Futures	1094.81	1096.56	1094.81	1096.56	1825.0
2011-10-04 02:00:00	ES	Futures	1096.31	1096.82	1096.06	1096.56	1805.0
2011-10-04 02:05:00	ES	Futures	1096.82	1097.32	1096.06	1097.32	2056.0
2011-10-04 02:10:00	ES	Futures	1097.32	1097.32	1096.06	1096.56	1072.0
2011-10-04 02:15:00	ES	Futures	1096.56	1097.07	1096.31	1096.31	1350.0
2011-10-04 02:20:00	ES	Futures	1096.31	1096.56	1095.06	1095.31	1223.0
2011-10-04 02:25:00	ES	Futures	1095.31	1096.06	1095.06	1095.81	1025.0
2011-10-04 02:30:00	ES	Futures	1095.81	1097.32	1095.81	1096.82	1114.0
2011-10-04 02:35:00	ES	Futures	1096.82	1097.32	1096.82	1096.82	684.0
2011-10-04 02:40:00	ES	Futures	1096.82	1097.32	1096.31	1096.56	1153.0
2011-10-04 02:45:00	ES	Futures	1096.31	1097.07	1096.06	1097.07	984.0
2011-10-04 02:50:00	ES	Futures	1096.82	1096.82	1096.06	1096.56	637.0
2011-10-04 02:55:00	ES	Futures	1096.56	1097.07	1096.06	1096.06	1381.0
2011-10-04 03:00:00	ES	Futures	1095.81	1096.06	1094.31	1094.56	4706.0
2011-10-04 03:05:00	ES	Futures	1094.56	1095.56	1093.56	1094.81	3766.0
2011-10-04 03:10:00	ES	Futures	1094.81	1094.81	1090.55	1091.55	7031.0
2011-10-04 03:15:00	ES	Futures	1091.55	1093.05	1089.79	1089.79	5592.0
2011-10-04 03:20:00	ES	Futures	1089.79	1090.05	1088.79	1089.79	6261.0
2011-10-04 03:25:00	ES	Futures	1089.79	1091.3	1089.54	1090.55	3928.0
2011-10-04 03:30:00	ES	Futures	1090.55	1090.55	1087.54	1087.79	4755.0
2011-10-04 03:35:00	ES	Futures	1087.79	1089.04	1087.54	1087.79	4970.0
2011-10-04 03:40:00	ES	Futures	1087.79	1088.79	1084.78	1085.53	9892.0
2011-10-04 03:45:00	ES	Futures	1085.53	1085.53	1083.53	1085.03	6947.0
2011-10-04 03:50:00	ES	Futures	1085.28	1085.28	1081.77	1082.27	11486.0
2011-10-04 03:55:00	ES	Futures	1082.27	1083.27	1082.02	1082.52	6980.0
2011-10-04 04:00:00	ES	Futures	1082.27	1082.77	1081.02	1081.27	7215.0
2011-10-04 04:05:00	ES	Futures	1081.27	1085.03	1081.27	1084.53	9910.0

> showing 50 of 13,945 rows — these rows as CSV

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