PREVIEW / futures_5min / 2011-11-06

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-11-06.parquet
  size:    51 KB
  rows:    2,293

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
2011-11-06 18:00:00	ES	Futures	1257.05	1263.32	1256.8	1261.06	7562.0
2011-11-06 18:05:00	ES	Futures	1261.06	1262.07	1260.56	1261.06	2353.0
2011-11-06 18:10:00	ES	Futures	1260.56	1261.56	1259.81	1261.31	1227.0
2011-11-06 18:15:00	ES	Futures	1261.31	1261.56	1260.81	1261.31	372.0
2011-11-06 18:20:00	ES	Futures	1261.31	1261.31	1260.81	1261.06	348.0
2011-11-06 18:25:00	ES	Futures	1260.81	1261.06	1260.06	1260.06	865.0
2011-11-06 18:30:00	ES	Futures	1260.31	1260.56	1257.8	1257.8	2061.0
2011-11-06 18:35:00	ES	Futures	1257.8	1258.55	1257.8	1258.05	667.0
2011-11-06 18:40:00	ES	Futures	1258.3	1258.81	1258.05	1258.3	810.0
2011-11-06 18:45:00	ES	Futures	1258.3	1258.3	1256.3	1257.05	1391.0
2011-11-06 18:50:00	ES	Futures	1257.05	1257.3	1255.29	1255.8	1085.0
2011-11-06 18:55:00	ES	Futures	1255.8	1258.05	1255.8	1257.55	868.0
2011-11-06 19:00:00	ES	Futures	1257.55	1258.3	1256.05	1257.8	2246.0
2011-11-06 19:05:00	ES	Futures	1257.8	1258.3	1257.05	1257.05	391.0
2011-11-06 19:10:00	ES	Futures	1257.05	1257.55	1256.8	1257.55	260.0
2011-11-06 19:15:00	ES	Futures	1257.3	1258.05	1257.05	1257.8	434.0
2011-11-06 19:20:00	ES	Futures	1257.55	1258.3	1257.3	1257.8	606.0
2011-11-06 19:25:00	ES	Futures	1257.8	1257.8	1256.3	1256.8	763.0
2011-11-06 19:30:00	ES	Futures	1256.8	1256.8	1255.55	1255.8	427.0
2011-11-06 19:35:00	ES	Futures	1256.05	1257.55	1256.05	1256.3	348.0
2011-11-06 19:40:00	ES	Futures	1256.3	1257.05	1255.8	1256.8	446.0
2011-11-06 19:45:00	ES	Futures	1256.55	1256.8	1255.29	1255.55	520.0
2011-11-06 19:50:00	ES	Futures	1255.55	1256.05	1255.04	1255.8	713.0
2011-11-06 19:55:00	ES	Futures	1255.8	1256.3	1255.55	1256.05	274.0
2011-11-06 20:00:00	ES	Futures	1256.3	1258.05	1256.05	1257.8	637.0
2011-11-06 20:05:00	ES	Futures	1257.55	1258.05	1257.05	1257.55	425.0
2011-11-06 20:10:00	ES	Futures	1257.55	1257.8	1256.3	1256.55	272.0
2011-11-06 20:15:00	ES	Futures	1256.55	1256.8	1255.29	1255.55	691.0
2011-11-06 20:20:00	ES	Futures	1255.29	1255.29	1254.29	1254.29	937.0
2011-11-06 20:25:00	ES	Futures	1254.29	1254.29	1253.29	1253.54	1169.0
2011-11-06 20:30:00	ES	Futures	1254.04	1254.04	1253.04	1253.04	742.0
2011-11-06 20:35:00	ES	Futures	1253.04	1253.04	1250.28	1251.53	2137.0
2011-11-06 20:40:00	ES	Futures	1251.53	1252.54	1251.28	1252.54	630.0
2011-11-06 20:45:00	ES	Futures	1252.54	1252.54	1250.53	1251.28	749.0
2011-11-06 20:50:00	ES	Futures	1251.28	1252.03	1250.78	1251.53	255.0
2011-11-06 20:55:00	ES	Futures	1251.78	1252.79	1251.78	1252.54	418.0
2011-11-06 21:00:00	ES	Futures	1252.29	1252.29	1251.03	1251.28	607.0
2011-11-06 21:05:00	ES	Futures	1251.53	1251.53	1250.28	1251.03	465.0
2011-11-06 21:10:00	ES	Futures	1251.03	1252.29	1251.03	1252.29	544.0
2011-11-06 21:15:00	ES	Futures	1252.54	1254.29	1252.54	1254.04	929.0
2011-11-06 21:20:00	ES	Futures	1254.29	1254.79	1254.04	1254.54	687.0
2011-11-06 21:25:00	ES	Futures	1254.54	1255.55	1254.29	1255.29	773.0
2011-11-06 21:30:00	ES	Futures	1255.29	1255.55	1254.29	1254.29	285.0
2011-11-06 21:35:00	ES	Futures	1254.54	1254.54	1253.54	1253.79	367.0
2011-11-06 21:40:00	ES	Futures	1253.79	1254.04	1253.29	1253.29	158.0
2011-11-06 21:45:00	ES	Futures	1253.54	1253.54	1252.79	1253.04	482.0
2011-11-06 21:50:00	ES	Futures	1253.04	1253.29	1252.79	1252.79	177.0
2011-11-06 21:55:00	ES	Futures	1252.79	1253.29	1252.79	1253.04	181.0
2011-11-06 22:00:00	ES	Futures	1252.79	1253.29	1252.54	1252.54	178.0
2011-11-06 22:05:00	ES	Futures	1252.79	1252.79	1252.29	1252.29	227.0

> showing 50 of 2,293 rows — these rows as CSV

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