PREVIEW / futures_5min / 2011-11-16

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-11-16.parquet
  size:    240 KB
  rows:    13,596

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
2011-11-16 00:00:00	ES	Futures	1247.27	1247.27	1246.02	1247.27	728.0
2011-11-16 00:05:00	ES	Futures	1247.02	1248.02	1247.02	1247.02	457.0
2011-11-16 00:10:00	ES	Futures	1247.02	1247.27	1246.27	1246.77	545.0
2011-11-16 00:15:00	ES	Futures	1246.77	1247.02	1246.52	1246.77	326.0
2011-11-16 00:20:00	ES	Futures	1246.77	1246.77	1244.76	1245.01	1563.0
2011-11-16 00:25:00	ES	Futures	1244.76	1245.77	1244.76	1245.77	585.0
2011-11-16 00:30:00	ES	Futures	1245.77	1246.27	1245.52	1245.52	759.0
2011-11-16 00:35:00	ES	Futures	1245.77	1245.77	1245.01	1245.77	339.0
2011-11-16 00:40:00	ES	Futures	1245.77	1245.77	1243.26	1243.26	2395.0
2011-11-16 00:45:00	ES	Futures	1243.51	1243.76	1242.0	1243.01	1713.0
2011-11-16 00:50:00	ES	Futures	1243.01	1244.51	1242.51	1244.26	1114.0
2011-11-16 00:55:00	ES	Futures	1244.26	1244.76	1244.26	1244.26	898.0
2011-11-16 01:00:00	ES	Futures	1244.01	1244.76	1242.51	1243.26	1106.0
2011-11-16 01:05:00	ES	Futures	1243.51	1243.51	1243.01	1243.01	311.0
2011-11-16 01:10:00	ES	Futures	1243.01	1243.51	1242.51	1243.01	585.0
2011-11-16 01:15:00	ES	Futures	1243.26	1243.76	1242.76	1243.26	461.0
2011-11-16 01:20:00	ES	Futures	1243.26	1243.76	1243.01	1243.51	333.0
2011-11-16 01:25:00	ES	Futures	1243.51	1244.51	1243.26	1244.26	545.0
2011-11-16 01:30:00	ES	Futures	1244.26	1244.51	1242.76	1242.76	570.0
2011-11-16 01:35:00	ES	Futures	1243.01	1244.51	1242.76	1244.26	608.0
2011-11-16 01:40:00	ES	Futures	1244.01	1244.51	1243.51	1243.76	688.0
2011-11-16 01:45:00	ES	Futures	1244.01	1244.26	1243.76	1244.26	264.0
2011-11-16 01:50:00	ES	Futures	1244.26	1244.76	1243.26	1243.51	1254.0
2011-11-16 01:55:00	ES	Futures	1243.51	1243.76	1242.76	1242.76	592.0
2011-11-16 02:00:00	ES	Futures	1243.01	1243.51	1242.26	1243.01	3205.0
2011-11-16 02:05:00	ES	Futures	1243.01	1244.76	1242.76	1244.76	1354.0
2011-11-16 02:10:00	ES	Futures	1244.76	1245.01	1243.26	1244.26	2346.0
2011-11-16 02:15:00	ES	Futures	1244.51	1245.01	1243.26	1244.76	1100.0
2011-11-16 02:20:00	ES	Futures	1245.01	1247.27	1244.51	1246.27	2443.0
2011-11-16 02:25:00	ES	Futures	1246.52	1246.77	1245.52	1246.02	1165.0
2011-11-16 02:30:00	ES	Futures	1245.77	1246.77	1244.76	1245.77	1468.0
2011-11-16 02:35:00	ES	Futures	1245.77	1247.27	1245.52	1246.52	1975.0
2011-11-16 02:40:00	ES	Futures	1246.52	1249.03	1246.52	1248.27	3913.0
2011-11-16 02:45:00	ES	Futures	1248.27	1248.78	1247.52	1248.52	1636.0
2011-11-16 02:50:00	ES	Futures	1248.52	1249.03	1248.02	1248.78	1305.0
2011-11-16 02:55:00	ES	Futures	1248.78	1249.53	1247.52	1248.02	2531.0
2011-11-16 03:00:00	ES	Futures	1247.77	1248.02	1245.52	1247.77	5833.0
2011-11-16 03:05:00	ES	Futures	1247.77	1249.28	1247.27	1248.27	7251.0
2011-11-16 03:10:00	ES	Futures	1248.27	1252.29	1248.02	1252.03	9895.0
2011-11-16 03:15:00	ES	Futures	1252.03	1252.79	1250.78	1252.54	6126.0
2011-11-16 03:20:00	ES	Futures	1252.54	1254.04	1252.54	1252.54	7515.0
2011-11-16 03:25:00	ES	Futures	1252.79	1254.04	1252.03	1252.29	3332.0
2011-11-16 03:30:00	ES	Futures	1252.29	1254.29	1251.53	1254.04	4023.0
2011-11-16 03:35:00	ES	Futures	1254.29	1255.04	1253.04	1253.54	4265.0
2011-11-16 03:40:00	ES	Futures	1253.54	1257.3	1252.79	1256.3	8063.0
2011-11-16 03:45:00	ES	Futures	1256.3	1257.8	1256.3	1257.3	7109.0
2011-11-16 03:50:00	ES	Futures	1257.3	1258.55	1256.8	1256.8	6098.0
2011-11-16 03:55:00	ES	Futures	1256.8	1257.05	1255.8	1257.05	3650.0
2011-11-16 04:00:00	ES	Futures	1257.05	1257.55	1255.04	1255.29	5357.0
2011-11-16 04:05:00	ES	Futures	1255.04	1257.05	1255.04	1256.55	4221.0

> showing 50 of 13,596 rows — these rows as CSV

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