PREVIEW / futures_5min / 2011-10-24

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-10-24.parquet
  size:    230 KB
  rows:    13,224

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
2011-10-24 00:00:00	ES	Futures	1244.76	1244.76	1243.01	1243.51	969.0
2011-10-24 00:05:00	ES	Futures	1243.26	1243.76	1243.01	1243.76	330.0
2011-10-24 00:10:00	ES	Futures	1243.76	1244.51	1243.26	1244.51	384.0
2011-10-24 00:15:00	ES	Futures	1244.26	1244.51	1242.76	1243.01	476.0
2011-10-24 00:20:00	ES	Futures	1243.01	1243.51	1242.51	1242.51	820.0
2011-10-24 00:25:00	ES	Futures	1242.51	1242.51	1241.0	1241.25	1144.0
2011-10-24 00:30:00	ES	Futures	1241.25	1243.26	1241.25	1243.01	539.0
2011-10-24 00:35:00	ES	Futures	1243.01	1243.01	1241.5	1241.5	274.0
2011-10-24 00:40:00	ES	Futures	1241.25	1241.75	1241.25	1241.5	352.0
2011-10-24 00:45:00	ES	Futures	1241.5	1241.5	1240.25	1240.75	789.0
2011-10-24 00:50:00	ES	Futures	1240.75	1241.0	1240.5	1241.0	321.0
2011-10-24 00:55:00	ES	Futures	1240.75	1242.26	1240.75	1242.26	904.0
2011-10-24 01:00:00	ES	Futures	1242.0	1242.76	1242.0	1242.76	310.0
2011-10-24 01:05:00	ES	Futures	1242.51	1242.76	1242.0	1242.51	260.0
2011-10-24 01:10:00	ES	Futures	1242.51	1242.76	1242.0	1242.76	279.0
2011-10-24 01:15:00	ES	Futures	1242.76	1242.76	1242.26	1242.26	252.0
2011-10-24 01:20:00	ES	Futures	1242.51	1243.01	1241.75	1242.51	419.0
2011-10-24 01:25:00	ES	Futures	1242.51	1243.01	1242.0	1242.26	345.0
2011-10-24 01:30:00	ES	Futures	1242.26	1243.01	1242.0	1242.0	381.0
2011-10-24 01:35:00	ES	Futures	1242.0	1243.26	1241.75	1243.26	897.0
2011-10-24 01:40:00	ES	Futures	1243.26	1243.51	1243.01	1243.01	321.0
2011-10-24 01:45:00	ES	Futures	1242.76	1243.26	1242.26	1242.76	461.0
2011-10-24 01:50:00	ES	Futures	1242.76	1243.26	1241.5	1243.01	900.0
2011-10-24 01:55:00	ES	Futures	1243.01	1244.26	1243.01	1244.26	1002.0
2011-10-24 02:00:00	ES	Futures	1244.01	1244.51	1243.01	1243.51	1630.0
2011-10-24 02:05:00	ES	Futures	1243.51	1243.76	1243.01	1243.26	581.0
2011-10-24 02:10:00	ES	Futures	1243.26	1244.01	1243.01	1244.01	607.0
2011-10-24 02:15:00	ES	Futures	1244.26	1244.76	1243.76	1244.76	742.0
2011-10-24 02:20:00	ES	Futures	1244.51	1245.52	1244.51	1245.52	1488.0
2011-10-24 02:25:00	ES	Futures	1245.52	1246.52	1244.76	1245.01	2222.0
2011-10-24 02:30:00	ES	Futures	1244.76	1245.01	1244.26	1244.26	858.0
2011-10-24 02:35:00	ES	Futures	1244.01	1244.51	1244.01	1244.26	365.0
2011-10-24 02:40:00	ES	Futures	1244.01	1244.76	1243.51	1244.76	597.0
2011-10-24 02:45:00	ES	Futures	1244.51	1245.52	1244.26	1244.76	1721.0
2011-10-24 02:50:00	ES	Futures	1244.76	1245.26	1244.26	1244.76	1105.0
2011-10-24 02:55:00	ES	Futures	1244.51	1245.26	1244.26	1244.51	1130.0
2011-10-24 03:00:00	ES	Futures	1244.51	1244.51	1242.0	1244.01	5420.0
2011-10-24 03:05:00	ES	Futures	1244.26	1244.51	1241.5	1243.01	5328.0
2011-10-24 03:10:00	ES	Futures	1243.26	1245.26	1243.01	1244.26	5096.0
2011-10-24 03:15:00	ES	Futures	1244.26	1244.76	1242.0	1242.51	2959.0
2011-10-24 03:20:00	ES	Futures	1242.76	1243.26	1241.0	1241.5	3893.0
2011-10-24 03:25:00	ES	Futures	1241.5	1243.51	1241.25	1243.26	1763.0
2011-10-24 03:30:00	ES	Futures	1243.26	1243.51	1241.75	1243.51	2626.0
2011-10-24 03:35:00	ES	Futures	1243.51	1244.51	1242.76	1243.26	2841.0
2011-10-24 03:40:00	ES	Futures	1243.26	1244.01	1242.26	1243.76	2270.0
2011-10-24 03:45:00	ES	Futures	1243.76	1244.01	1242.51	1243.26	2627.0
2011-10-24 03:50:00	ES	Futures	1243.26	1243.51	1242.0	1242.0	1667.0
2011-10-24 03:55:00	ES	Futures	1242.0	1242.26	1241.25	1242.0	1836.0
2011-10-24 04:00:00	ES	Futures	1242.0	1244.51	1241.75	1244.26	3242.0
2011-10-24 04:05:00	ES	Futures	1244.26	1245.77	1244.26	1245.26	2680.0

> showing 50 of 13,224 rows — these rows as CSV

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