PREVIEW / futures_5min / 2011-10-16

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-10-16.parquet
  size:    48 KB
  rows:    2,228

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
2011-10-16 18:00:00	ES	Futures	1221.94	1224.2	1221.94	1223.45	4283.0
2011-10-16 18:05:00	ES	Futures	1223.45	1225.71	1222.7	1225.71	1894.0
2011-10-16 18:10:00	ES	Futures	1225.45	1225.71	1224.95	1224.95	2779.0
2011-10-16 18:15:00	ES	Futures	1225.2	1225.45	1224.45	1224.95	740.0
2011-10-16 18:20:00	ES	Futures	1225.2	1225.45	1224.7	1224.7	582.0
2011-10-16 18:25:00	ES	Futures	1224.7	1225.2	1224.7	1225.2	402.0
2011-10-16 18:30:00	ES	Futures	1224.95	1225.71	1224.95	1225.45	209.0
2011-10-16 18:35:00	ES	Futures	1225.2	1225.45	1224.95	1225.2	137.0
2011-10-16 18:40:00	ES	Futures	1224.95	1225.2	1224.7	1224.7	640.0
2011-10-16 18:45:00	ES	Futures	1224.7	1224.95	1224.45	1224.7	485.0
2011-10-16 18:50:00	ES	Futures	1224.45	1225.2	1224.2	1224.7	577.0
2011-10-16 18:55:00	ES	Futures	1224.95	1225.2	1224.7	1224.95	201.0
2011-10-16 19:00:00	ES	Futures	1225.2	1225.71	1225.2	1225.71	519.0
2011-10-16 19:05:00	ES	Futures	1225.71	1226.71	1225.45	1226.46	1703.0
2011-10-16 19:10:00	ES	Futures	1226.46	1226.71	1225.96	1226.21	415.0
2011-10-16 19:15:00	ES	Futures	1226.46	1226.71	1226.21	1226.46	353.0
2011-10-16 19:20:00	ES	Futures	1226.21	1226.46	1225.71	1225.96	416.0
2011-10-16 19:25:00	ES	Futures	1225.71	1226.21	1225.71	1225.96	197.0
2011-10-16 19:30:00	ES	Futures	1226.21	1226.71	1225.96	1226.46	269.0
2011-10-16 19:35:00	ES	Futures	1226.21	1226.46	1225.45	1225.71	543.0
2011-10-16 19:40:00	ES	Futures	1225.71	1225.96	1225.45	1225.45	506.0
2011-10-16 19:45:00	ES	Futures	1225.71	1225.71	1225.2	1225.45	555.0
2011-10-16 19:50:00	ES	Futures	1225.45	1225.71	1224.95	1225.2	425.0
2011-10-16 19:55:00	ES	Futures	1225.2	1225.71	1225.2	1225.2	146.0
2011-10-16 20:00:00	ES	Futures	1225.45	1225.96	1225.2	1225.45	777.0
2011-10-16 20:05:00	ES	Futures	1225.45	1226.21	1225.2	1226.21	679.0
2011-10-16 20:10:00	ES	Futures	1225.96	1227.46	1225.96	1227.46	2284.0
2011-10-16 20:15:00	ES	Futures	1227.21	1228.21	1226.96	1227.21	1791.0
2011-10-16 20:20:00	ES	Futures	1227.21	1227.96	1226.71	1226.96	1411.0
2011-10-16 20:25:00	ES	Futures	1227.21	1227.96	1226.96	1227.96	614.0
2011-10-16 20:30:00	ES	Futures	1228.21	1228.46	1227.71	1227.96	501.0
2011-10-16 20:35:00	ES	Futures	1228.21	1228.21	1227.46	1227.71	663.0
2011-10-16 20:40:00	ES	Futures	1227.71	1227.96	1227.21	1227.21	553.0
2011-10-16 20:45:00	ES	Futures	1227.46	1227.46	1226.96	1227.21	534.0
2011-10-16 20:50:00	ES	Futures	1227.21	1227.96	1227.21	1227.46	787.0
2011-10-16 20:55:00	ES	Futures	1227.71	1228.21	1227.21	1227.71	855.0
2011-10-16 21:00:00	ES	Futures	1227.46	1227.71	1227.21	1227.21	901.0
2011-10-16 21:05:00	ES	Futures	1227.21	1227.46	1226.96	1227.21	566.0
2011-10-16 21:10:00	ES	Futures	1226.96	1227.21	1226.46	1226.71	1594.0
2011-10-16 21:15:00	ES	Futures	1226.71	1227.21	1226.46	1226.96	715.0
2011-10-16 21:20:00	ES	Futures	1226.96	1226.96	1226.46	1226.46	306.0
2011-10-16 21:25:00	ES	Futures	1226.46	1227.21	1226.21	1226.96	469.0
2011-10-16 21:30:00	ES	Futures	1226.96	1227.46	1226.71	1227.21	779.0
2011-10-16 21:35:00	ES	Futures	1227.46	1227.71	1226.71	1227.46	1413.0
2011-10-16 21:40:00	ES	Futures	1227.21	1227.96	1227.21	1227.71	2017.0
2011-10-16 21:45:00	ES	Futures	1227.71	1228.21	1227.21	1228.21	972.0
2011-10-16 21:50:00	ES	Futures	1227.96	1228.46	1227.71	1228.21	1042.0
2011-10-16 21:55:00	ES	Futures	1228.21	1230.72	1227.46	1229.47	5090.0
2011-10-16 22:00:00	ES	Futures	1229.47	1230.72	1229.22	1229.97	4274.0
2011-10-16 22:05:00	ES	Futures	1230.22	1230.72	1229.97	1230.47	770.0

> showing 50 of 2,228 rows — these rows as CSV

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