PREVIEW / futures_5min / 2011-10-23

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-10-23.parquet
  size:    53 KB
  rows:    2,270

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
2011-10-23 18:00:00	ES	Futures	1233.48	1233.73	1230.72	1230.97	9564.0
2011-10-23 18:05:00	ES	Futures	1230.97	1232.98	1230.47	1232.23	1830.0
2011-10-23 18:10:00	ES	Futures	1231.97	1234.48	1231.97	1233.73	2135.0
2011-10-23 18:15:00	ES	Futures	1233.73	1234.23	1233.23	1233.48	659.0
2011-10-23 18:20:00	ES	Futures	1233.73	1233.98	1232.23	1232.23	1221.0
2011-10-23 18:25:00	ES	Futures	1232.48	1232.48	1231.72	1232.23	528.0
2011-10-23 18:30:00	ES	Futures	1232.23	1232.48	1231.97	1232.48	308.0
2011-10-23 18:35:00	ES	Futures	1232.23	1232.48	1231.72	1232.48	246.0
2011-10-23 18:40:00	ES	Futures	1232.48	1232.98	1232.23	1232.98	202.0
2011-10-23 18:45:00	ES	Futures	1232.73	1233.23	1232.73	1232.98	78.0
2011-10-23 18:50:00	ES	Futures	1233.23	1233.73	1232.98	1233.23	404.0
2011-10-23 18:55:00	ES	Futures	1233.23	1233.73	1232.73	1232.98	490.0
2011-10-23 19:00:00	ES	Futures	1232.98	1233.48	1232.73	1233.48	278.0
2011-10-23 19:05:00	ES	Futures	1233.23	1233.48	1232.98	1233.48	165.0
2011-10-23 19:10:00	ES	Futures	1233.48	1233.73	1233.23	1233.48	201.0
2011-10-23 19:15:00	ES	Futures	1233.48	1233.48	1232.73	1232.98	281.0
2011-10-23 19:20:00	ES	Futures	1232.98	1233.23	1232.48	1232.73	374.0
2011-10-23 19:25:00	ES	Futures	1232.73	1232.98	1232.48	1232.73	354.0
2011-10-23 19:30:00	ES	Futures	1232.73	1232.98	1232.48	1232.98	258.0
2011-10-23 19:35:00	ES	Futures	1232.98	1234.73	1232.73	1234.48	662.0
2011-10-23 19:40:00	ES	Futures	1234.73	1235.23	1233.48	1233.48	880.0
2011-10-23 19:45:00	ES	Futures	1233.48	1235.23	1233.48	1235.23	566.0
2011-10-23 19:50:00	ES	Futures	1235.23	1237.49	1235.23	1236.99	2680.0
2011-10-23 19:55:00	ES	Futures	1236.99	1237.99	1236.99	1237.49	923.0
2011-10-23 20:00:00	ES	Futures	1237.24	1237.74	1236.49	1236.74	804.0
2011-10-23 20:05:00	ES	Futures	1236.99	1237.49	1236.49	1237.24	391.0
2011-10-23 20:10:00	ES	Futures	1237.49	1237.99	1237.24	1237.49	869.0
2011-10-23 20:15:00	ES	Futures	1237.24	1237.49	1236.74	1236.74	426.0
2011-10-23 20:20:00	ES	Futures	1236.74	1236.99	1236.24	1236.74	617.0
2011-10-23 20:25:00	ES	Futures	1236.49	1236.74	1236.24	1236.49	443.0
2011-10-23 20:30:00	ES	Futures	1236.24	1236.24	1235.74	1236.24	614.0
2011-10-23 20:35:00	ES	Futures	1236.24	1236.49	1235.99	1236.24	611.0
2011-10-23 20:40:00	ES	Futures	1236.49	1236.49	1235.74	1235.74	1078.0
2011-10-23 20:45:00	ES	Futures	1235.74	1235.74	1234.98	1234.98	396.0
2011-10-23 20:50:00	ES	Futures	1234.98	1235.48	1234.48	1234.73	1230.0
2011-10-23 20:55:00	ES	Futures	1234.73	1234.98	1233.73	1234.23	1244.0
2011-10-23 21:00:00	ES	Futures	1234.23	1234.98	1233.73	1234.73	580.0
2011-10-23 21:05:00	ES	Futures	1234.73	1235.23	1234.23	1234.73	1342.0
2011-10-23 21:10:00	ES	Futures	1234.73	1234.73	1234.23	1234.48	429.0
2011-10-23 21:15:00	ES	Futures	1234.23	1234.73	1233.98	1234.23	551.0
2011-10-23 21:20:00	ES	Futures	1233.98	1234.73	1233.98	1234.23	1171.0
2011-10-23 21:25:00	ES	Futures	1234.48	1234.98	1233.73	1233.98	1357.0
2011-10-23 21:30:00	ES	Futures	1233.98	1234.48	1233.23	1233.73	661.0
2011-10-23 21:35:00	ES	Futures	1233.73	1233.73	1232.98	1233.23	736.0
2011-10-23 21:40:00	ES	Futures	1233.23	1234.73	1232.98	1234.23	749.0
2011-10-23 21:45:00	ES	Futures	1233.98	1234.23	1233.73	1234.23	492.0
2011-10-23 21:50:00	ES	Futures	1233.98	1235.48	1233.73	1235.23	821.0
2011-10-23 21:55:00	ES	Futures	1235.23	1235.74	1234.98	1235.48	920.0
2011-10-23 22:00:00	ES	Futures	1235.48	1235.74	1234.98	1235.48	500.0
2011-10-23 22:05:00	ES	Futures	1235.48	1236.49	1235.48	1235.99	610.0

> showing 50 of 2,270 rows — these rows as CSV

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