PREVIEW / futures_5min / 2011-10-28

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-10-28.parquet
  size:    202 KB
  rows:    11,427

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
2011-10-28 00:00:00	ES	Futures	1282.13	1282.38	1281.88	1282.13	204.0
2011-10-28 00:05:00	ES	Futures	1282.13	1282.38	1281.88	1282.13	392.0
2011-10-28 00:10:00	ES	Futures	1281.88	1282.38	1281.88	1282.38	155.0
2011-10-28 00:15:00	ES	Futures	1282.63	1282.88	1282.63	1282.88	219.0
2011-10-28 00:20:00	ES	Futures	1282.88	1283.63	1282.63	1282.63	713.0
2011-10-28 00:25:00	ES	Futures	1282.88	1282.88	1281.88	1282.13	320.0
2011-10-28 00:30:00	ES	Futures	1282.13	1282.38	1281.62	1281.62	532.0
2011-10-28 00:35:00	ES	Futures	1281.88	1281.88	1281.12	1281.12	546.0
2011-10-28 00:40:00	ES	Futures	1281.37	1281.37	1280.62	1280.87	1019.0
2011-10-28 00:45:00	ES	Futures	1280.62	1281.37	1280.62	1280.87	455.0
2011-10-28 00:50:00	ES	Futures	1281.12	1281.12	1280.37	1280.37	400.0
2011-10-28 00:55:00	ES	Futures	1280.62	1280.87	1280.12	1280.37	828.0
2011-10-28 01:00:00	ES	Futures	1280.62	1281.12	1280.37	1280.87	524.0
2011-10-28 01:05:00	ES	Futures	1280.87	1281.12	1280.37	1280.62	423.0
2011-10-28 01:10:00	ES	Futures	1280.62	1280.62	1280.12	1280.37	437.0
2011-10-28 01:15:00	ES	Futures	1280.62	1280.87	1280.12	1280.37	354.0
2011-10-28 01:20:00	ES	Futures	1280.37	1281.37	1280.12	1280.87	575.0
2011-10-28 01:25:00	ES	Futures	1281.12	1281.62	1280.87	1281.62	919.0
2011-10-28 01:30:00	ES	Futures	1281.88	1282.13	1281.37	1281.37	546.0
2011-10-28 01:35:00	ES	Futures	1281.12	1282.13	1281.12	1281.62	323.0
2011-10-28 01:40:00	ES	Futures	1281.62	1281.62	1280.87	1280.87	227.0
2011-10-28 01:45:00	ES	Futures	1280.87	1282.13	1280.87	1281.88	498.0
2011-10-28 01:50:00	ES	Futures	1281.88	1282.38	1281.88	1281.88	495.0
2011-10-28 01:55:00	ES	Futures	1281.88	1282.38	1281.88	1282.38	447.0
2011-10-28 02:00:00	ES	Futures	1282.63	1282.88	1281.88	1282.38	1399.0
2011-10-28 02:05:00	ES	Futures	1282.63	1283.38	1282.38	1283.13	868.0
2011-10-28 02:10:00	ES	Futures	1283.13	1283.38	1282.13	1282.38	597.0
2011-10-28 02:15:00	ES	Futures	1282.38	1282.88	1282.13	1282.13	696.0
2011-10-28 02:20:00	ES	Futures	1282.13	1282.63	1281.88	1281.88	402.0
2011-10-28 02:25:00	ES	Futures	1281.88	1282.13	1280.37	1280.87	1391.0
2011-10-28 02:30:00	ES	Futures	1280.87	1281.62	1280.62	1280.87	986.0
2011-10-28 02:35:00	ES	Futures	1280.87	1281.88	1280.62	1281.12	900.0
2011-10-28 02:40:00	ES	Futures	1281.12	1281.88	1281.12	1281.62	766.0
2011-10-28 02:45:00	ES	Futures	1281.37	1281.88	1280.62	1280.87	708.0
2011-10-28 02:50:00	ES	Futures	1281.12	1281.37	1280.62	1280.87	1057.0
2011-10-28 02:55:00	ES	Futures	1280.87	1281.12	1279.87	1280.12	1823.0
2011-10-28 03:00:00	ES	Futures	1280.12	1280.12	1278.62	1279.12	7898.0
2011-10-28 03:05:00	ES	Futures	1279.12	1281.37	1278.87	1280.87	4313.0
2011-10-28 03:10:00	ES	Futures	1280.87	1281.12	1278.87	1279.12	3728.0
2011-10-28 03:15:00	ES	Futures	1279.12	1279.37	1278.62	1278.62	3944.0
2011-10-28 03:20:00	ES	Futures	1278.62	1279.37	1278.11	1279.12	3277.0
2011-10-28 03:25:00	ES	Futures	1279.12	1280.37	1278.62	1279.37	3146.0
2011-10-28 03:30:00	ES	Futures	1279.12	1279.87	1279.12	1279.37	2295.0
2011-10-28 03:35:00	ES	Futures	1279.12	1280.37	1279.12	1279.37	3177.0
2011-10-28 03:40:00	ES	Futures	1279.37	1280.62	1279.37	1280.62	3218.0
2011-10-28 03:45:00	ES	Futures	1280.37	1281.62	1280.37	1280.62	3089.0
2011-10-28 03:50:00	ES	Futures	1280.62	1283.13	1280.37	1281.88	5033.0
2011-10-28 03:55:00	ES	Futures	1281.88	1282.13	1281.12	1281.37	2497.0
2011-10-28 04:00:00	ES	Futures	1281.62	1282.38	1281.12	1281.88	2602.0
2011-10-28 04:05:00	ES	Futures	1281.88	1284.13	1281.62	1283.63	6555.0

> showing 50 of 11,427 rows — these rows as CSV

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