PREVIEW / futures_5min / 2011-11-21

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-11-21.parquet
  size:    228 KB
  rows:    12,971

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
2011-11-21 00:00:00	ES	Futures	1209.91	1210.41	1209.66	1209.91	357.0
2011-11-21 00:05:00	ES	Futures	1210.16	1210.16	1209.16	1209.16	177.0
2011-11-21 00:10:00	ES	Futures	1209.16	1209.91	1208.9	1209.16	183.0
2011-11-21 00:15:00	ES	Futures	1209.16	1209.41	1208.4	1208.9	345.0
2011-11-21 00:20:00	ES	Futures	1208.65	1209.16	1208.4	1209.16	373.0
2011-11-21 00:25:00	ES	Futures	1208.9	1209.91	1208.65	1209.41	336.0
2011-11-21 00:30:00	ES	Futures	1209.66	1209.66	1208.15	1208.4	494.0
2011-11-21 00:35:00	ES	Futures	1208.4	1208.4	1207.4	1207.65	428.0
2011-11-21 00:40:00	ES	Futures	1207.65	1208.65	1207.65	1208.4	353.0
2011-11-21 00:45:00	ES	Futures	1208.4	1208.65	1207.9	1208.15	149.0
2011-11-21 00:50:00	ES	Futures	1208.4	1208.9	1207.9	1208.9	302.0
2011-11-21 00:55:00	ES	Futures	1208.9	1209.16	1208.65	1208.65	168.0
2011-11-21 01:00:00	ES	Futures	1208.65	1209.16	1208.15	1208.15	516.0
2011-11-21 01:05:00	ES	Futures	1208.4	1209.91	1208.4	1209.16	703.0
2011-11-21 01:10:00	ES	Futures	1209.16	1209.16	1208.15	1208.15	307.0
2011-11-21 01:15:00	ES	Futures	1208.4	1208.4	1206.65	1207.15	625.0
2011-11-21 01:20:00	ES	Futures	1207.4	1208.15	1206.9	1208.15	393.0
2011-11-21 01:25:00	ES	Futures	1208.15	1208.65	1207.9	1208.15	129.0
2011-11-21 01:30:00	ES	Futures	1208.4	1208.4	1207.9	1208.4	348.0
2011-11-21 01:35:00	ES	Futures	1208.65	1208.9	1207.9	1208.65	324.0
2011-11-21 01:40:00	ES	Futures	1208.9	1208.9	1208.15	1208.4	114.0
2011-11-21 01:45:00	ES	Futures	1208.65	1209.91	1208.65	1209.66	428.0
2011-11-21 01:50:00	ES	Futures	1209.66	1210.66	1209.66	1209.66	411.0
2011-11-21 01:55:00	ES	Futures	1209.91	1210.16	1209.41	1209.91	221.0
2011-11-21 02:00:00	ES	Futures	1209.91	1210.91	1209.41	1210.66	1504.0
2011-11-21 02:05:00	ES	Futures	1210.66	1211.16	1210.41	1210.41	1045.0
2011-11-21 02:10:00	ES	Futures	1210.66	1211.16	1209.41	1210.16	1454.0
2011-11-21 02:15:00	ES	Futures	1210.16	1210.66	1209.16	1209.91	616.0
2011-11-21 02:20:00	ES	Futures	1209.91	1211.41	1209.66	1211.16	1679.0
2011-11-21 02:25:00	ES	Futures	1211.16	1212.16	1210.91	1211.16	1588.0
2011-11-21 02:30:00	ES	Futures	1211.16	1211.41	1210.41	1211.41	1051.0
2011-11-21 02:35:00	ES	Futures	1211.41	1212.16	1210.66	1211.16	713.0
2011-11-21 02:40:00	ES	Futures	1211.16	1211.41	1209.16	1209.16	1162.0
2011-11-21 02:45:00	ES	Futures	1209.41	1209.41	1208.4	1208.9	2210.0
2011-11-21 02:50:00	ES	Futures	1208.9	1210.41	1208.9	1210.16	937.0
2011-11-21 02:55:00	ES	Futures	1210.16	1211.16	1209.41	1209.91	1504.0
2011-11-21 03:00:00	ES	Futures	1209.91	1210.41	1207.9	1209.66	4102.0
2011-11-21 03:05:00	ES	Futures	1209.41	1209.91	1206.9	1208.15	4445.0
2011-11-21 03:10:00	ES	Futures	1208.15	1208.65	1204.89	1205.14	7160.0
2011-11-21 03:15:00	ES	Futures	1205.14	1205.39	1202.64	1202.89	12163.0
2011-11-21 03:20:00	ES	Futures	1202.89	1204.64	1202.64	1204.39	5839.0
2011-11-21 03:25:00	ES	Futures	1204.14	1205.39	1203.39	1203.64	4416.0
2011-11-21 03:30:00	ES	Futures	1203.39	1203.89	1200.63	1200.88	9924.0
2011-11-21 03:35:00	ES	Futures	1200.88	1200.88	1199.12	1200.38	10858.0
2011-11-21 03:40:00	ES	Futures	1200.13	1200.63	1199.12	1199.63	6607.0
2011-11-21 03:45:00	ES	Futures	1199.63	1199.63	1196.12	1196.87	14742.0
2011-11-21 03:50:00	ES	Futures	1196.87	1198.12	1195.61	1197.87	10147.0
2011-11-21 03:55:00	ES	Futures	1197.87	1199.38	1196.87	1198.12	5495.0
2011-11-21 04:00:00	ES	Futures	1198.37	1200.13	1198.12	1199.38	4079.0
2011-11-21 04:05:00	ES	Futures	1199.63	1200.38	1199.12	1199.38	4236.0

> showing 50 of 12,971 rows — these rows as CSV

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