PREVIEW / futures_5min / 2011-11-15

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-11-15.parquet
  size:    237 KB
  rows:    13,516

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
2011-11-15 00:00:00	ES	Futures	1252.03	1253.04	1252.03	1252.79	647.0
2011-11-15 00:05:00	ES	Futures	1252.54	1253.04	1252.54	1253.04	327.0
2011-11-15 00:10:00	ES	Futures	1252.79	1253.04	1252.54	1252.54	282.0
2011-11-15 00:15:00	ES	Futures	1252.54	1253.04	1252.54	1252.79	301.0
2011-11-15 00:20:00	ES	Futures	1252.79	1254.04	1252.79	1253.79	735.0
2011-11-15 00:25:00	ES	Futures	1254.04	1254.79	1253.79	1254.54	640.0
2011-11-15 00:30:00	ES	Futures	1254.29	1254.54	1253.79	1254.54	440.0
2011-11-15 00:35:00	ES	Futures	1254.54	1254.79	1253.04	1253.29	541.0
2011-11-15 00:40:00	ES	Futures	1253.54	1254.29	1253.54	1253.79	692.0
2011-11-15 00:45:00	ES	Futures	1253.79	1254.29	1253.79	1254.29	508.0
2011-11-15 00:50:00	ES	Futures	1254.29	1254.29	1254.04	1254.29	126.0
2011-11-15 00:55:00	ES	Futures	1254.04	1254.29	1253.54	1253.54	189.0
2011-11-15 01:00:00	ES	Futures	1253.79	1254.29	1253.79	1254.04	70.0
2011-11-15 01:05:00	ES	Futures	1254.04	1254.54	1253.79	1254.29	159.0
2011-11-15 01:10:00	ES	Futures	1254.29	1254.29	1254.04	1254.04	94.0
2011-11-15 01:15:00	ES	Futures	1254.04	1254.04	1252.79	1253.29	636.0
2011-11-15 01:20:00	ES	Futures	1253.04	1253.29	1252.79	1253.04	236.0
2011-11-15 01:25:00	ES	Futures	1252.79	1253.04	1252.29	1252.54	288.0
2011-11-15 01:30:00	ES	Futures	1252.54	1252.79	1252.03	1252.03	620.0
2011-11-15 01:35:00	ES	Futures	1252.03	1252.29	1251.78	1252.29	126.0
2011-11-15 01:40:00	ES	Futures	1252.29	1252.79	1252.29	1252.54	355.0
2011-11-15 01:45:00	ES	Futures	1252.29	1252.79	1252.29	1252.79	175.0
2011-11-15 01:50:00	ES	Futures	1253.04	1253.29	1252.54	1253.29	224.0
2011-11-15 01:55:00	ES	Futures	1253.29	1253.54	1252.79	1253.29	348.0
2011-11-15 02:00:00	ES	Futures	1253.29	1254.04	1253.04	1253.04	1207.0
2011-11-15 02:05:00	ES	Futures	1253.04	1253.29	1251.28	1251.78	1737.0
2011-11-15 02:10:00	ES	Futures	1251.78	1252.03	1251.03	1251.78	741.0
2011-11-15 02:15:00	ES	Futures	1251.78	1252.79	1251.78	1252.54	1145.0
2011-11-15 02:20:00	ES	Futures	1252.29	1254.54	1252.03	1254.04	1234.0
2011-11-15 02:25:00	ES	Futures	1253.79	1254.04	1253.04	1253.54	540.0
2011-11-15 02:30:00	ES	Futures	1253.29	1254.04	1253.04	1253.29	462.0
2011-11-15 02:35:00	ES	Futures	1253.29	1254.79	1253.29	1254.04	730.0
2011-11-15 02:40:00	ES	Futures	1253.79	1254.54	1253.79	1254.04	428.0
2011-11-15 02:45:00	ES	Futures	1254.04	1254.29	1252.79	1253.29	744.0
2011-11-15 02:50:00	ES	Futures	1253.29	1253.29	1251.53	1252.29	1452.0
2011-11-15 02:55:00	ES	Futures	1252.54	1253.54	1251.78	1253.54	1316.0
2011-11-15 03:00:00	ES	Futures	1253.29	1255.04	1252.54	1254.54	4155.0
2011-11-15 03:05:00	ES	Futures	1254.29	1256.8	1253.79	1256.8	6691.0
2011-11-15 03:10:00	ES	Futures	1256.8	1257.55	1255.8	1257.3	5547.0
2011-11-15 03:15:00	ES	Futures	1257.3	1258.55	1256.55	1256.55	5804.0
2011-11-15 03:20:00	ES	Futures	1256.55	1257.55	1255.04	1256.05	5499.0
2011-11-15 03:25:00	ES	Futures	1256.05	1257.55	1255.55	1256.55	3618.0
2011-11-15 03:30:00	ES	Futures	1256.55	1256.8	1254.79	1255.04	5238.0
2011-11-15 03:35:00	ES	Futures	1255.04	1255.29	1252.03	1253.04	6083.0
2011-11-15 03:40:00	ES	Futures	1253.04	1254.29	1252.79	1253.54	2829.0
2011-11-15 03:45:00	ES	Futures	1253.54	1253.54	1251.28	1252.03	4892.0
2011-11-15 03:50:00	ES	Futures	1252.03	1253.29	1250.53	1250.78	4940.0
2011-11-15 03:55:00	ES	Futures	1250.78	1251.78	1250.28	1250.78	6113.0
2011-11-15 04:00:00	ES	Futures	1250.78	1251.03	1249.03	1249.28	6123.0
2011-11-15 04:05:00	ES	Futures	1249.28	1249.28	1245.77	1246.77	11897.0

> showing 50 of 13,516 rows — these rows as CSV

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