PREVIEW / futures_5min / 2011-10-27

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-10-27.parquet
  size:    274 KB
  rows:    14,170

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
2011-10-27 00:00:00	ES	Futures	1257.55	1258.55	1257.55	1258.05	1020.0
2011-10-27 00:05:00	ES	Futures	1258.05	1259.56	1257.8	1258.05	3536.0
2011-10-27 00:10:00	ES	Futures	1258.05	1258.3	1257.3	1257.55	982.0
2011-10-27 00:15:00	ES	Futures	1257.3	1257.8	1257.3	1257.3	269.0
2011-10-27 00:20:00	ES	Futures	1257.55	1257.8	1257.05	1257.3	367.0
2011-10-27 00:25:00	ES	Futures	1257.3	1257.55	1256.8	1257.3	284.0
2011-10-27 00:30:00	ES	Futures	1257.3	1257.55	1256.55	1257.3	443.0
2011-10-27 00:35:00	ES	Futures	1257.3	1258.05	1256.8	1257.8	429.0
2011-10-27 00:40:00	ES	Futures	1258.05	1258.3	1257.05	1257.05	406.0
2011-10-27 00:45:00	ES	Futures	1257.05	1258.05	1256.55	1256.55	996.0
2011-10-27 00:50:00	ES	Futures	1256.55	1257.05	1256.3	1256.3	551.0
2011-10-27 00:55:00	ES	Futures	1256.3	1256.8	1255.8	1256.8	674.0
2011-10-27 01:00:00	ES	Futures	1256.8	1257.55	1256.55	1257.3	487.0
2011-10-27 01:05:00	ES	Futures	1257.3	1258.05	1257.3	1258.05	587.0
2011-10-27 01:10:00	ES	Futures	1258.05	1259.06	1257.8	1258.81	1244.0
2011-10-27 01:15:00	ES	Futures	1258.55	1259.06	1258.3	1259.06	936.0
2011-10-27 01:20:00	ES	Futures	1259.06	1260.56	1258.81	1260.31	2016.0
2011-10-27 01:25:00	ES	Futures	1260.31	1261.06	1260.06	1260.81	1655.0
2011-10-27 01:30:00	ES	Futures	1261.06	1261.31	1259.81	1260.06	1597.0
2011-10-27 01:35:00	ES	Futures	1259.81	1260.06	1259.56	1259.81	774.0
2011-10-27 01:40:00	ES	Futures	1259.81	1260.31	1259.81	1260.31	749.0
2011-10-27 01:45:00	ES	Futures	1260.06	1260.31	1259.81	1260.31	437.0
2011-10-27 01:50:00	ES	Futures	1260.31	1260.56	1259.81	1260.31	1297.0
2011-10-27 01:55:00	ES	Futures	1260.31	1260.56	1259.81	1260.06	407.0
2011-10-27 02:00:00	ES	Futures	1260.06	1261.06	1259.56	1260.56	2627.0
2011-10-27 02:05:00	ES	Futures	1260.56	1261.31	1260.06	1260.56	1713.0
2011-10-27 02:10:00	ES	Futures	1260.56	1261.81	1260.56	1261.06	2943.0
2011-10-27 02:15:00	ES	Futures	1261.06	1261.81	1260.81	1261.06	1914.0
2011-10-27 02:20:00	ES	Futures	1260.81	1261.31	1260.31	1260.56	1165.0
2011-10-27 02:25:00	ES	Futures	1260.31	1260.81	1258.81	1259.06	4042.0
2011-10-27 02:30:00	ES	Futures	1259.06	1260.56	1259.06	1260.56	2231.0
2011-10-27 02:35:00	ES	Futures	1260.56	1261.06	1259.81	1260.56	2756.0
2011-10-27 02:40:00	ES	Futures	1260.56	1260.81	1259.31	1260.31	2151.0
2011-10-27 02:45:00	ES	Futures	1260.31	1262.82	1260.06	1262.82	3922.0
2011-10-27 02:50:00	ES	Futures	1262.57	1263.32	1262.32	1263.07	2656.0
2011-10-27 02:55:00	ES	Futures	1263.07	1263.57	1262.82	1263.07	2701.0
2011-10-27 03:00:00	ES	Futures	1263.07	1263.32	1259.56	1260.81	7911.0
2011-10-27 03:05:00	ES	Futures	1260.81	1261.31	1259.31	1259.81	4396.0
2011-10-27 03:10:00	ES	Futures	1259.56	1260.31	1258.81	1259.31	6322.0
2011-10-27 03:15:00	ES	Futures	1259.31	1259.56	1257.55	1258.05	7748.0
2011-10-27 03:20:00	ES	Futures	1257.8	1258.3	1256.8	1257.3	5425.0
2011-10-27 03:25:00	ES	Futures	1257.3	1259.06	1256.8	1258.81	4760.0
2011-10-27 03:30:00	ES	Futures	1258.81	1259.31	1257.8	1259.31	4266.0
2011-10-27 03:35:00	ES	Futures	1259.31	1259.81	1258.81	1259.56	2704.0
2011-10-27 03:40:00	ES	Futures	1259.56	1261.81	1259.56	1261.81	6942.0
2011-10-27 03:45:00	ES	Futures	1261.81	1263.07	1261.06	1262.32	4289.0
2011-10-27 03:50:00	ES	Futures	1262.32	1262.57	1261.06	1261.56	3101.0
2011-10-27 03:55:00	ES	Futures	1261.56	1261.56	1260.31	1261.06	2450.0
2011-10-27 04:00:00	ES	Futures	1260.81	1262.32	1260.31	1262.32	3704.0
2011-10-27 04:05:00	ES	Futures	1262.32	1262.82	1261.31	1261.31	5159.0

> showing 50 of 14,170 rows — these rows as CSV

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