PREVIEW / futures_5min / 2011-11-01

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-11-01.parquet
  size:    271 KB
  rows:    13,857

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
2011-11-01 00:00:00	ES	Futures	1245.26	1245.52	1244.76	1244.76	212.0
2011-11-01 00:05:00	ES	Futures	1244.76	1245.26	1244.76	1245.01	166.0
2011-11-01 00:10:00	ES	Futures	1245.26	1245.77	1245.26	1245.52	224.0
2011-11-01 00:15:00	ES	Futures	1245.26	1245.77	1245.26	1245.77	174.0
2011-11-01 00:20:00	ES	Futures	1245.52	1245.77	1244.76	1245.01	260.0
2011-11-01 00:25:00	ES	Futures	1245.26	1245.52	1244.26	1244.51	240.0
2011-11-01 00:30:00	ES	Futures	1244.51	1244.76	1244.26	1244.51	192.0
2011-11-01 00:35:00	ES	Futures	1244.51	1245.26	1244.51	1244.51	182.0
2011-11-01 00:40:00	ES	Futures	1244.51	1245.01	1244.01	1244.26	347.0
2011-11-01 00:45:00	ES	Futures	1244.26	1244.51	1243.51	1244.51	356.0
2011-11-01 00:50:00	ES	Futures	1244.76	1244.76	1243.51	1243.76	308.0
2011-11-01 00:55:00	ES	Futures	1243.51	1244.26	1243.26	1243.51	342.0
2011-11-01 01:00:00	ES	Futures	1243.51	1244.26	1243.01	1243.26	258.0
2011-11-01 01:05:00	ES	Futures	1243.26	1243.51	1242.76	1243.26	229.0
2011-11-01 01:10:00	ES	Futures	1243.26	1243.26	1241.5	1242.51	1228.0
2011-11-01 01:15:00	ES	Futures	1242.76	1242.76	1241.75	1242.51	586.0
2011-11-01 01:20:00	ES	Futures	1242.26	1243.01	1242.0	1243.01	379.0
2011-11-01 01:25:00	ES	Futures	1243.01	1244.26	1242.76	1243.51	902.0
2011-11-01 01:30:00	ES	Futures	1243.51	1243.76	1243.01	1243.51	287.0
2011-11-01 01:35:00	ES	Futures	1243.51	1244.01	1243.26	1244.01	508.0
2011-11-01 01:40:00	ES	Futures	1244.01	1244.26	1243.26	1243.26	575.0
2011-11-01 01:45:00	ES	Futures	1243.26	1243.26	1241.75	1242.51	792.0
2011-11-01 01:50:00	ES	Futures	1242.51	1242.76	1242.0	1242.0	415.0
2011-11-01 01:55:00	ES	Futures	1242.0	1243.26	1241.5	1243.01	734.0
2011-11-01 02:00:00	ES	Futures	1242.76	1243.01	1242.0	1242.51	550.0
2011-11-01 02:05:00	ES	Futures	1242.76	1243.26	1242.51	1243.01	257.0
2011-11-01 02:10:00	ES	Futures	1243.01	1243.01	1241.25	1241.5	996.0
2011-11-01 02:15:00	ES	Futures	1241.5	1241.5	1241.0	1241.25	494.0
2011-11-01 02:20:00	ES	Futures	1241.25	1242.51	1241.0	1241.75	400.0
2011-11-01 02:25:00	ES	Futures	1241.75	1243.01	1241.25	1242.76	783.0
2011-11-01 02:30:00	ES	Futures	1242.76	1243.51	1242.26	1242.76	368.0
2011-11-01 02:35:00	ES	Futures	1242.76	1243.26	1242.26	1243.26	572.0
2011-11-01 02:40:00	ES	Futures	1243.51	1243.51	1241.25	1241.5	981.0
2011-11-01 02:45:00	ES	Futures	1241.5	1242.0	1240.75	1240.75	1118.0
2011-11-01 02:50:00	ES	Futures	1240.75	1241.25	1240.0	1240.75	1058.0
2011-11-01 02:55:00	ES	Futures	1240.75	1240.75	1240.0	1240.25	1580.0
2011-11-01 03:00:00	ES	Futures	1240.25	1240.75	1236.24	1236.99	10592.0
2011-11-01 03:05:00	ES	Futures	1237.24	1237.74	1235.48	1235.48	4429.0
2011-11-01 03:10:00	ES	Futures	1235.48	1236.49	1233.73	1236.49	6851.0
2011-11-01 03:15:00	ES	Futures	1236.24	1237.74	1236.24	1236.99	2410.0
2011-11-01 03:20:00	ES	Futures	1237.24	1237.24	1234.73	1234.73	2524.0
2011-11-01 03:25:00	ES	Futures	1234.73	1235.74	1233.98	1235.48	2368.0
2011-11-01 03:30:00	ES	Futures	1235.48	1237.49	1234.73	1237.24	2079.0
2011-11-01 03:35:00	ES	Futures	1237.24	1238.24	1236.99	1237.74	1669.0
2011-11-01 03:40:00	ES	Futures	1237.49	1237.99	1236.74	1236.99	1523.0
2011-11-01 03:45:00	ES	Futures	1236.99	1239.75	1236.74	1238.49	3221.0
2011-11-01 03:50:00	ES	Futures	1238.24	1239.25	1237.99	1238.74	1545.0
2011-11-01 03:55:00	ES	Futures	1238.49	1238.74	1236.49	1237.74	1347.0
2011-11-01 04:00:00	ES	Futures	1237.49	1238.24	1235.48	1236.24	5911.0
2011-11-01 04:05:00	ES	Futures	1236.24	1236.49	1232.23	1232.73	9510.0

> showing 50 of 13,857 rows — these rows as CSV

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