PREVIEW / futures_5min / 2011-11-08

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-11-08.parquet
  size:    236 KB
  rows:    13,434

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
2011-11-08 00:00:00	ES	Futures	1258.3	1258.81	1257.8	1258.05	275.0
2011-11-08 00:05:00	ES	Futures	1258.05	1258.3	1257.8	1258.3	122.0
2011-11-08 00:10:00	ES	Futures	1258.3	1258.55	1257.8	1258.05	183.0
2011-11-08 00:15:00	ES	Futures	1258.05	1258.55	1257.3	1257.3	353.0
2011-11-08 00:20:00	ES	Futures	1257.3	1257.55	1256.55	1256.8	891.0
2011-11-08 00:25:00	ES	Futures	1256.8	1257.05	1256.55	1256.8	263.0
2011-11-08 00:30:00	ES	Futures	1257.05	1257.05	1256.3	1256.3	501.0
2011-11-08 00:35:00	ES	Futures	1256.55	1256.55	1255.29	1255.8	1235.0
2011-11-08 00:40:00	ES	Futures	1255.8	1255.8	1255.29	1255.55	201.0
2011-11-08 00:45:00	ES	Futures	1255.55	1256.3	1255.55	1256.05	469.0
2011-11-08 00:50:00	ES	Futures	1255.8	1256.3	1255.29	1255.8	575.0
2011-11-08 00:55:00	ES	Futures	1255.55	1255.8	1255.29	1255.55	349.0
2011-11-08 01:00:00	ES	Futures	1255.55	1255.55	1254.79	1255.04	1631.0
2011-11-08 01:05:00	ES	Futures	1255.04	1255.29	1254.79	1255.04	531.0
2011-11-08 01:10:00	ES	Futures	1254.79	1255.04	1254.79	1254.79	459.0
2011-11-08 01:15:00	ES	Futures	1254.79	1255.55	1254.79	1255.29	498.0
2011-11-08 01:20:00	ES	Futures	1255.29	1255.55	1255.04	1255.29	392.0
2011-11-08 01:25:00	ES	Futures	1255.29	1255.55	1255.04	1255.55	143.0
2011-11-08 01:30:00	ES	Futures	1255.55	1256.3	1255.29	1256.05	507.0
2011-11-08 01:35:00	ES	Futures	1256.05	1256.3	1255.8	1256.05	122.0
2011-11-08 01:40:00	ES	Futures	1256.3	1256.55	1255.8	1256.05	173.0
2011-11-08 01:45:00	ES	Futures	1256.05	1256.3	1255.55	1255.8	188.0
2011-11-08 01:50:00	ES	Futures	1255.8	1256.05	1255.55	1256.05	337.0
2011-11-08 01:55:00	ES	Futures	1256.05	1256.3	1255.8	1256.05	166.0
2011-11-08 02:00:00	ES	Futures	1256.05	1257.55	1256.05	1257.3	914.0
2011-11-08 02:05:00	ES	Futures	1257.3	1258.05	1256.8	1257.05	840.0
2011-11-08 02:10:00	ES	Futures	1257.05	1258.3	1256.8	1258.05	359.0
2011-11-08 02:15:00	ES	Futures	1258.05	1258.3	1257.05	1257.8	752.0
2011-11-08 02:20:00	ES	Futures	1257.8	1258.55	1257.55	1258.05	546.0
2011-11-08 02:25:00	ES	Futures	1258.3	1258.3	1256.55	1257.3	540.0
2011-11-08 02:30:00	ES	Futures	1257.3	1258.05	1257.05	1257.55	321.0
2011-11-08 02:35:00	ES	Futures	1257.55	1257.8	1255.04	1255.29	1566.0
2011-11-08 02:40:00	ES	Futures	1255.29	1256.05	1254.79	1255.8	903.0
2011-11-08 02:45:00	ES	Futures	1255.8	1255.8	1253.79	1253.79	1913.0
2011-11-08 02:50:00	ES	Futures	1254.04	1254.04	1252.79	1253.29	1719.0
2011-11-08 02:55:00	ES	Futures	1253.29	1253.79	1253.04	1253.54	1397.0
2011-11-08 03:00:00	ES	Futures	1253.54	1254.54	1252.29	1253.79	4114.0
2011-11-08 03:05:00	ES	Futures	1254.04	1256.55	1253.54	1256.05	4037.0
2011-11-08 03:10:00	ES	Futures	1256.3	1260.06	1256.05	1259.06	6679.0
2011-11-08 03:15:00	ES	Futures	1259.31	1260.31	1258.3	1258.55	3693.0
2011-11-08 03:20:00	ES	Futures	1258.81	1259.81	1257.8	1258.05	3476.0
2011-11-08 03:25:00	ES	Futures	1258.3	1259.31	1257.8	1259.06	2357.0
2011-11-08 03:30:00	ES	Futures	1259.06	1261.31	1258.81	1260.81	3404.0
2011-11-08 03:35:00	ES	Futures	1260.81	1260.81	1258.81	1259.31	2175.0
2011-11-08 03:40:00	ES	Futures	1259.31	1261.31	1259.31	1261.06	2797.0
2011-11-08 03:45:00	ES	Futures	1261.06	1261.56	1260.31	1260.81	1491.0
2011-11-08 03:50:00	ES	Futures	1260.81	1262.82	1260.56	1261.81	3066.0
2011-11-08 03:55:00	ES	Futures	1261.81	1262.57	1260.31	1262.57	3471.0
2011-11-08 04:00:00	ES	Futures	1262.57	1266.83	1262.57	1266.83	11945.0
2011-11-08 04:05:00	ES	Futures	1266.58	1267.33	1265.83	1265.83	4004.0

> showing 50 of 13,434 rows — these rows as CSV

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