PREVIEW / futures_5min / 2011-11-17

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-11-17.parquet
  size:    247 KB
  rows:    13,494

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
2011-11-17 00:00:00	ES	Futures	1240.25	1241.0	1239.75	1240.75	479.0
2011-11-17 00:05:00	ES	Futures	1240.75	1241.5	1240.75	1240.75	923.0
2011-11-17 00:10:00	ES	Futures	1241.0	1241.25	1240.5	1241.0	253.0
2011-11-17 00:15:00	ES	Futures	1241.25	1241.25	1240.0	1240.0	652.0
2011-11-17 00:20:00	ES	Futures	1240.25	1240.25	1239.25	1239.75	830.0
2011-11-17 00:25:00	ES	Futures	1239.75	1240.0	1239.0	1239.75	523.0
2011-11-17 00:30:00	ES	Futures	1239.75	1239.75	1239.0	1239.25	450.0
2011-11-17 00:35:00	ES	Futures	1239.0	1241.5	1238.74	1241.0	759.0
2011-11-17 00:40:00	ES	Futures	1241.0	1242.26	1241.0	1241.25	1633.0
2011-11-17 00:45:00	ES	Futures	1241.25	1243.01	1241.25	1241.75	1166.0
2011-11-17 00:50:00	ES	Futures	1241.75	1242.51	1241.75	1242.26	310.0
2011-11-17 00:55:00	ES	Futures	1242.26	1242.51	1241.75	1242.26	305.0
2011-11-17 01:00:00	ES	Futures	1242.26	1242.51	1240.25	1240.5	624.0
2011-11-17 01:05:00	ES	Futures	1240.5	1240.75	1240.0	1240.75	384.0
2011-11-17 01:10:00	ES	Futures	1240.5	1240.75	1240.25	1240.5	249.0
2011-11-17 01:15:00	ES	Futures	1240.5	1241.25	1240.25	1241.0	267.0
2011-11-17 01:20:00	ES	Futures	1241.0	1241.25	1239.25	1239.25	375.0
2011-11-17 01:25:00	ES	Futures	1239.25	1239.75	1238.74	1239.75	499.0
2011-11-17 01:30:00	ES	Futures	1239.75	1240.0	1239.0	1239.5	338.0
2011-11-17 01:35:00	ES	Futures	1239.5	1239.75	1239.5	1239.5	316.0
2011-11-17 01:40:00	ES	Futures	1239.75	1241.0	1239.5	1240.75	470.0
2011-11-17 01:45:00	ES	Futures	1240.75	1241.0	1239.5	1240.0	346.0
2011-11-17 01:50:00	ES	Futures	1240.0	1240.75	1239.5	1240.0	322.0
2011-11-17 01:55:00	ES	Futures	1240.0	1240.5	1239.5	1240.25	237.0
2011-11-17 02:00:00	ES	Futures	1240.5	1241.75	1240.5	1241.25	1220.0
2011-11-17 02:05:00	ES	Futures	1241.0	1243.01	1240.75	1243.01	1674.0
2011-11-17 02:10:00	ES	Futures	1242.76	1243.76	1241.75	1242.26	2088.0
2011-11-17 02:15:00	ES	Futures	1242.26	1242.76	1240.5	1241.0	1417.0
2011-11-17 02:20:00	ES	Futures	1240.75	1242.76	1240.0	1242.26	1195.0
2011-11-17 02:25:00	ES	Futures	1242.26	1243.26	1242.26	1242.26	1351.0
2011-11-17 02:30:00	ES	Futures	1242.26	1243.01	1241.5	1242.76	1012.0
2011-11-17 02:35:00	ES	Futures	1242.51	1243.01	1241.5	1243.01	826.0
2011-11-17 02:40:00	ES	Futures	1242.76	1243.01	1241.25	1241.5	930.0
2011-11-17 02:45:00	ES	Futures	1241.25	1241.25	1238.74	1239.25	2449.0
2011-11-17 02:50:00	ES	Futures	1239.25	1240.25	1239.0	1239.75	1777.0
2011-11-17 02:55:00	ES	Futures	1239.75	1241.5	1239.25	1241.5	1750.0
2011-11-17 03:00:00	ES	Futures	1241.5	1242.26	1240.25	1241.25	4762.0
2011-11-17 03:05:00	ES	Futures	1241.25	1245.52	1240.75	1244.51	11365.0
2011-11-17 03:10:00	ES	Futures	1244.51	1244.51	1242.76	1243.76	5633.0
2011-11-17 03:15:00	ES	Futures	1243.76	1244.01	1241.5	1241.75	5026.0
2011-11-17 03:20:00	ES	Futures	1241.75	1242.0	1240.25	1240.5	2785.0
2011-11-17 03:25:00	ES	Futures	1240.25	1240.25	1237.99	1239.75	5006.0
2011-11-17 03:30:00	ES	Futures	1240.0	1240.0	1236.74	1238.24	4959.0
2011-11-17 03:35:00	ES	Futures	1237.99	1239.0	1236.74	1237.24	5182.0
2011-11-17 03:40:00	ES	Futures	1237.49	1239.25	1237.24	1237.74	3630.0
2011-11-17 03:45:00	ES	Futures	1237.74	1237.74	1235.74	1237.24	6225.0
2011-11-17 03:50:00	ES	Futures	1237.24	1240.5	1236.74	1239.5	4269.0
2011-11-17 03:55:00	ES	Futures	1239.5	1240.5	1238.74	1240.25	2527.0
2011-11-17 04:00:00	ES	Futures	1240.25	1240.5	1238.24	1239.25	4577.0
2011-11-17 04:05:00	ES	Futures	1239.25	1240.5	1238.49	1240.25	2810.0

> showing 50 of 13,494 rows — these rows as CSV

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