PREVIEW / futures_5min / 2011-10-18

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-10-18.parquet
  size:    255 KB
  rows:    13,681

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
2011-10-18 00:00:00	ES	Futures	1199.88	1200.13	1199.38	1199.63	764.0
2011-10-18 00:05:00	ES	Futures	1199.88	1199.88	1199.38	1199.88	410.0
2011-10-18 00:10:00	ES	Futures	1199.88	1199.88	1199.12	1199.12	287.0
2011-10-18 00:15:00	ES	Futures	1199.38	1199.63	1198.87	1199.38	345.0
2011-10-18 00:20:00	ES	Futures	1199.38	1199.88	1199.38	1199.38	129.0
2011-10-18 00:25:00	ES	Futures	1199.38	1200.13	1199.12	1199.63	283.0
2011-10-18 00:30:00	ES	Futures	1199.63	1199.88	1199.38	1199.38	172.0
2011-10-18 00:35:00	ES	Futures	1199.38	1199.63	1199.38	1199.63	72.0
2011-10-18 00:40:00	ES	Futures	1199.38	1199.38	1198.37	1199.12	519.0
2011-10-18 00:45:00	ES	Futures	1199.12	1199.63	1198.87	1198.87	242.0
2011-10-18 00:50:00	ES	Futures	1198.87	1198.87	1198.12	1198.37	394.0
2011-10-18 00:55:00	ES	Futures	1198.37	1198.62	1198.12	1198.37	214.0
2011-10-18 01:00:00	ES	Futures	1198.12	1198.62	1198.12	1198.37	259.0
2011-10-18 01:05:00	ES	Futures	1198.62	1198.62	1198.12	1198.37	363.0
2011-10-18 01:10:00	ES	Futures	1198.37	1198.37	1196.37	1196.62	979.0
2011-10-18 01:15:00	ES	Futures	1196.62	1196.62	1195.87	1196.37	562.0
2011-10-18 01:20:00	ES	Futures	1196.62	1198.12	1196.37	1197.62	526.0
2011-10-18 01:25:00	ES	Futures	1197.62	1198.37	1197.62	1198.12	320.0
2011-10-18 01:30:00	ES	Futures	1198.37	1199.12	1197.62	1197.62	828.0
2011-10-18 01:35:00	ES	Futures	1197.37	1198.12	1197.37	1197.87	310.0
2011-10-18 01:40:00	ES	Futures	1197.87	1198.37	1197.62	1197.87	249.0
2011-10-18 01:45:00	ES	Futures	1197.87	1198.37	1197.12	1197.37	329.0
2011-10-18 01:50:00	ES	Futures	1197.37	1197.87	1197.12	1197.87	302.0
2011-10-18 01:55:00	ES	Futures	1197.62	1199.38	1197.62	1199.12	668.0
2011-10-18 02:00:00	ES	Futures	1199.12	1199.38	1198.12	1198.37	975.0
2011-10-18 02:05:00	ES	Futures	1198.37	1199.12	1197.87	1198.62	674.0
2011-10-18 02:10:00	ES	Futures	1198.87	1199.38	1197.87	1197.87	780.0
2011-10-18 02:15:00	ES	Futures	1197.87	1198.37	1197.62	1197.87	751.0
2011-10-18 02:20:00	ES	Futures	1197.62	1197.87	1196.37	1196.87	1087.0
2011-10-18 02:25:00	ES	Futures	1196.87	1197.12	1196.12	1197.12	1288.0
2011-10-18 02:30:00	ES	Futures	1196.87	1197.62	1196.62	1196.62	784.0
2011-10-18 02:35:00	ES	Futures	1196.87	1197.37	1196.37	1196.87	840.0
2011-10-18 02:40:00	ES	Futures	1196.62	1197.37	1196.12	1196.37	1177.0
2011-10-18 02:45:00	ES	Futures	1196.37	1196.87	1196.12	1196.37	578.0
2011-10-18 02:50:00	ES	Futures	1196.37	1196.62	1195.36	1195.61	1180.0
2011-10-18 02:55:00	ES	Futures	1195.36	1196.12	1195.36	1195.61	1016.0
2011-10-18 03:00:00	ES	Futures	1195.61	1197.12	1194.61	1194.61	4066.0
2011-10-18 03:05:00	ES	Futures	1194.86	1195.61	1192.86	1193.11	6198.0
2011-10-18 03:10:00	ES	Futures	1193.11	1193.61	1192.35	1192.61	5603.0
2011-10-18 03:15:00	ES	Futures	1192.61	1193.36	1192.1	1193.11	5731.0
2011-10-18 03:20:00	ES	Futures	1192.86	1194.11	1192.61	1193.61	3248.0
2011-10-18 03:25:00	ES	Futures	1193.36	1193.61	1192.1	1192.1	2525.0
2011-10-18 03:30:00	ES	Futures	1192.1	1192.86	1191.6	1192.61	3692.0
2011-10-18 03:35:00	ES	Futures	1192.61	1193.36	1192.1	1192.86	3830.0
2011-10-18 03:40:00	ES	Futures	1192.61	1192.86	1191.6	1192.35	3550.0
2011-10-18 03:45:00	ES	Futures	1192.61	1192.61	1190.85	1191.35	4522.0
2011-10-18 03:50:00	ES	Futures	1191.6	1194.11	1191.35	1193.86	3484.0
2011-10-18 03:55:00	ES	Futures	1194.11	1194.61	1192.86	1194.11	3332.0
2011-10-18 04:00:00	ES	Futures	1194.36	1195.87	1193.61	1193.86	5490.0
2011-10-18 04:05:00	ES	Futures	1193.86	1195.36	1193.61	1195.11	3620.0

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