PREVIEW / futures_5min / 2011-11-20

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-11-20.parquet
  size:    41 KB
  rows:    2,124

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
2011-11-20 18:00:00	ES	Futures	1211.66	1212.67	1204.64	1208.15	11184.0
2011-11-20 18:05:00	ES	Futures	1208.15	1208.15	1206.65	1207.9	2701.0
2011-11-20 18:10:00	ES	Futures	1207.9	1209.16	1207.65	1208.65	2722.0
2011-11-20 18:15:00	ES	Futures	1208.65	1209.16	1208.65	1208.65	1611.0
2011-11-20 18:20:00	ES	Futures	1208.65	1208.9	1207.15	1207.4	2611.0
2011-11-20 18:25:00	ES	Futures	1207.15	1208.65	1206.9	1208.15	2465.0
2011-11-20 18:30:00	ES	Futures	1208.15	1209.41	1208.15	1209.16	1083.0
2011-11-20 18:35:00	ES	Futures	1209.16	1210.16	1209.16	1209.66	977.0
2011-11-20 18:40:00	ES	Futures	1209.41	1209.91	1209.16	1209.16	833.0
2011-11-20 18:45:00	ES	Futures	1209.16	1209.41	1208.65	1208.65	1067.0
2011-11-20 18:50:00	ES	Futures	1208.65	1210.16	1208.65	1209.91	840.0
2011-11-20 18:55:00	ES	Futures	1209.91	1211.16	1209.66	1210.66	1010.0
2011-11-20 19:00:00	ES	Futures	1210.66	1210.91	1209.16	1209.41	916.0
2011-11-20 19:05:00	ES	Futures	1209.16	1209.91	1208.65	1209.41	971.0
2011-11-20 19:10:00	ES	Futures	1209.41	1209.91	1209.16	1209.66	263.0
2011-11-20 19:15:00	ES	Futures	1209.66	1209.66	1208.4	1209.16	809.0
2011-11-20 19:20:00	ES	Futures	1209.16	1209.66	1209.16	1209.41	591.0
2011-11-20 19:25:00	ES	Futures	1209.41	1209.66	1209.16	1209.66	685.0
2011-11-20 19:30:00	ES	Futures	1209.66	1209.66	1207.65	1207.9	889.0
2011-11-20 19:35:00	ES	Futures	1207.9	1208.15	1207.15	1207.9	1705.0
2011-11-20 19:40:00	ES	Futures	1207.65	1208.15	1207.15	1207.4	1169.0
2011-11-20 19:45:00	ES	Futures	1207.4	1207.65	1207.15	1207.4	380.0
2011-11-20 19:50:00	ES	Futures	1207.4	1207.65	1207.15	1207.65	761.0
2011-11-20 19:55:00	ES	Futures	1207.4	1207.65	1207.15	1207.15	921.0
2011-11-20 20:00:00	ES	Futures	1207.15	1208.15	1206.9	1207.65	1878.0
2011-11-20 20:05:00	ES	Futures	1207.65	1208.15	1207.65	1208.15	401.0
2011-11-20 20:10:00	ES	Futures	1207.9	1207.9	1206.9	1207.4	549.0
2011-11-20 20:15:00	ES	Futures	1207.15	1207.4	1206.4	1206.9	901.0
2011-11-20 20:20:00	ES	Futures	1206.65	1207.15	1206.15	1206.9	1049.0
2011-11-20 20:25:00	ES	Futures	1206.9	1206.9	1206.15	1206.4	974.0
2011-11-20 20:30:00	ES	Futures	1206.15	1206.65	1205.9	1206.15	1081.0
2011-11-20 20:35:00	ES	Futures	1206.15	1207.65	1205.9	1206.65	1535.0
2011-11-20 20:40:00	ES	Futures	1206.9	1207.15	1206.15	1206.9	733.0
2011-11-20 20:45:00	ES	Futures	1206.65	1207.15	1206.4	1206.9	562.0
2011-11-20 20:50:00	ES	Futures	1207.15	1207.4	1205.9	1205.9	489.0
2011-11-20 20:55:00	ES	Futures	1206.15	1206.4	1205.64	1206.15	902.0
2011-11-20 21:00:00	ES	Futures	1206.15	1206.9	1205.64	1206.4	686.0
2011-11-20 21:05:00	ES	Futures	1206.4	1207.9	1205.9	1207.65	1032.0
2011-11-20 21:10:00	ES	Futures	1207.65	1208.4	1206.65	1208.15	1186.0
2011-11-20 21:15:00	ES	Futures	1208.15	1208.65	1207.15	1208.4	1981.0
2011-11-20 21:20:00	ES	Futures	1208.4	1208.65	1207.65	1207.65	417.0
2011-11-20 21:25:00	ES	Futures	1207.65	1208.15	1207.65	1208.15	147.0
2011-11-20 21:30:00	ES	Futures	1207.9	1208.15	1207.15	1207.4	400.0
2011-11-20 21:35:00	ES	Futures	1207.15	1207.65	1206.4	1207.4	520.0
2011-11-20 21:40:00	ES	Futures	1207.4	1208.15	1206.9	1207.9	344.0
2011-11-20 21:45:00	ES	Futures	1207.9	1208.4	1207.15	1208.4	372.0
2011-11-20 21:50:00	ES	Futures	1208.4	1208.65	1207.9	1207.9	532.0
2011-11-20 21:55:00	ES	Futures	1207.9	1208.65	1207.9	1208.4	167.0
2011-11-20 22:00:00	ES	Futures	1208.4	1208.9	1208.15	1208.4	475.0
2011-11-20 22:05:00	ES	Futures	1208.65	1208.9	1208.15	1208.65	246.0

> showing 50 of 2,124 rows — these rows as CSV

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