PREVIEW / futures_5min / 2011-10-05

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-10-05.parquet
  size:    249 KB
  rows:    13,621

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
2011-10-05 00:00:00	ES	Futures	1115.62	1116.12	1115.12	1115.87	368.0
2011-10-05 00:05:00	ES	Futures	1115.87	1116.63	1115.37	1116.37	464.0
2011-10-05 00:10:00	ES	Futures	1116.37	1117.13	1116.37	1116.88	352.0
2011-10-05 00:15:00	ES	Futures	1116.88	1116.88	1115.12	1115.87	725.0
2011-10-05 00:20:00	ES	Futures	1115.87	1115.87	1114.37	1115.37	371.0
2011-10-05 00:25:00	ES	Futures	1115.37	1115.87	1114.62	1115.37	441.0
2011-10-05 00:30:00	ES	Futures	1115.62	1116.37	1115.12	1116.12	312.0
2011-10-05 00:35:00	ES	Futures	1116.12	1116.63	1115.37	1115.87	351.0
2011-10-05 00:40:00	ES	Futures	1115.87	1116.88	1115.87	1116.12	360.0
2011-10-05 00:45:00	ES	Futures	1116.12	1116.63	1115.12	1115.12	446.0
2011-10-05 00:50:00	ES	Futures	1115.37	1115.87	1114.87	1115.12	515.0
2011-10-05 00:55:00	ES	Futures	1115.37	1116.12	1114.87	1115.12	829.0
2011-10-05 01:00:00	ES	Futures	1115.37	1115.62	1113.87	1114.12	816.0
2011-10-05 01:05:00	ES	Futures	1114.12	1115.12	1114.12	1114.37	704.0
2011-10-05 01:10:00	ES	Futures	1114.62	1115.62	1114.37	1114.87	886.0
2011-10-05 01:15:00	ES	Futures	1115.12	1115.62	1113.87	1113.87	898.0
2011-10-05 01:20:00	ES	Futures	1114.12	1114.62	1113.87	1113.87	691.0
2011-10-05 01:25:00	ES	Futures	1113.87	1113.87	1112.36	1112.86	1430.0
2011-10-05 01:30:00	ES	Futures	1112.86	1113.62	1112.11	1113.37	948.0
2011-10-05 01:35:00	ES	Futures	1113.37	1115.12	1112.86	1114.87	897.0
2011-10-05 01:40:00	ES	Futures	1114.62	1115.62	1113.87	1114.37	1053.0
2011-10-05 01:45:00	ES	Futures	1114.37	1116.12	1114.37	1116.12	1361.0
2011-10-05 01:50:00	ES	Futures	1116.12	1116.63	1115.87	1116.63	861.0
2011-10-05 01:55:00	ES	Futures	1116.37	1116.63	1114.87	1115.12	1540.0
2011-10-05 02:00:00	ES	Futures	1115.12	1115.62	1113.62	1114.12	1867.0
2011-10-05 02:05:00	ES	Futures	1114.12	1115.37	1114.12	1114.12	1578.0
2011-10-05 02:10:00	ES	Futures	1114.12	1114.62	1111.86	1112.11	1881.0
2011-10-05 02:15:00	ES	Futures	1112.36	1115.12	1112.11	1114.62	2144.0
2011-10-05 02:20:00	ES	Futures	1114.62	1114.87	1112.86	1112.86	1514.0
2011-10-05 02:25:00	ES	Futures	1112.86	1115.12	1112.86	1114.87	1747.0
2011-10-05 02:30:00	ES	Futures	1115.12	1115.87	1113.87	1115.62	1696.0
2011-10-05 02:35:00	ES	Futures	1115.37	1116.63	1115.12	1116.37	1520.0
2011-10-05 02:40:00	ES	Futures	1116.12	1116.37	1114.37	1115.62	1601.0
2011-10-05 02:45:00	ES	Futures	1115.62	1118.13	1115.62	1117.88	3106.0
2011-10-05 02:50:00	ES	Futures	1117.88	1118.88	1117.38	1118.38	2888.0
2011-10-05 02:55:00	ES	Futures	1118.38	1119.38	1117.38	1118.13	2195.0
2011-10-05 03:00:00	ES	Futures	1118.13	1119.63	1117.13	1118.38	5842.0
2011-10-05 03:05:00	ES	Futures	1118.38	1119.13	1116.37	1116.63	5821.0
2011-10-05 03:10:00	ES	Futures	1116.63	1117.88	1115.37	1116.12	5135.0
2011-10-05 03:15:00	ES	Futures	1116.12	1118.13	1114.87	1117.63	5114.0
2011-10-05 03:20:00	ES	Futures	1117.63	1118.13	1115.62	1116.63	4246.0
2011-10-05 03:25:00	ES	Futures	1116.63	1116.63	1112.86	1113.11	5932.0
2011-10-05 03:30:00	ES	Futures	1113.11	1113.87	1112.36	1113.11	3879.0
2011-10-05 03:35:00	ES	Futures	1112.86	1113.11	1111.36	1112.86	3471.0
2011-10-05 03:40:00	ES	Futures	1112.61	1113.37	1111.86	1112.61	2720.0
2011-10-05 03:45:00	ES	Futures	1112.61	1112.61	1110.36	1110.86	7219.0
2011-10-05 03:50:00	ES	Futures	1111.11	1111.61	1110.11	1110.61	3932.0
2011-10-05 03:55:00	ES	Futures	1110.61	1111.86	1109.86	1111.61	4649.0
2011-10-05 04:00:00	ES	Futures	1111.36	1114.62	1111.36	1113.87	4497.0
2011-10-05 04:05:00	ES	Futures	1113.87	1113.87	1111.86	1113.37	3200.0

> showing 50 of 13,621 rows — these rows as CSV

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