PREVIEW / futures_5min / 2011-11-22

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-11-22.parquet
  size:    231 KB
  rows:    13,108

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
2011-11-22 00:00:00	ES	Futures	1199.12	1199.63	1198.87	1199.63	483.0
2011-11-22 00:05:00	ES	Futures	1199.63	1199.63	1198.37	1198.62	348.0
2011-11-22 00:10:00	ES	Futures	1198.62	1198.62	1198.12	1198.62	296.0
2011-11-22 00:15:00	ES	Futures	1198.62	1198.62	1197.87	1197.87	185.0
2011-11-22 00:20:00	ES	Futures	1197.87	1198.12	1197.37	1197.87	316.0
2011-11-22 00:25:00	ES	Futures	1198.12	1199.38	1197.87	1199.12	585.0
2011-11-22 00:30:00	ES	Futures	1199.12	1199.88	1199.12	1199.88	416.0
2011-11-22 00:35:00	ES	Futures	1199.88	1200.13	1199.38	1200.13	528.0
2011-11-22 00:40:00	ES	Futures	1200.13	1200.13	1199.38	1199.63	468.0
2011-11-22 00:45:00	ES	Futures	1199.63	1200.13	1199.63	1200.13	423.0
2011-11-22 00:50:00	ES	Futures	1199.88	1199.88	1198.62	1198.87	413.0
2011-11-22 00:55:00	ES	Futures	1198.87	1199.88	1197.62	1199.63	1010.0
2011-11-22 01:00:00	ES	Futures	1199.63	1200.13	1198.87	1199.12	476.0
2011-11-22 01:05:00	ES	Futures	1199.38	1199.63	1198.87	1199.38	406.0
2011-11-22 01:10:00	ES	Futures	1199.38	1199.88	1199.38	1199.63	235.0
2011-11-22 01:15:00	ES	Futures	1199.63	1199.63	1198.37	1198.37	443.0
2011-11-22 01:20:00	ES	Futures	1198.62	1199.12	1198.12	1198.62	311.0
2011-11-22 01:25:00	ES	Futures	1198.62	1198.62	1197.12	1197.62	400.0
2011-11-22 01:30:00	ES	Futures	1197.87	1197.87	1196.87	1196.87	327.0
2011-11-22 01:35:00	ES	Futures	1196.87	1197.62	1196.87	1197.37	260.0
2011-11-22 01:40:00	ES	Futures	1197.12	1197.87	1197.12	1197.87	421.0
2011-11-22 01:45:00	ES	Futures	1197.87	1198.12	1197.62	1197.62	414.0
2011-11-22 01:50:00	ES	Futures	1197.62	1198.12	1197.37	1198.12	551.0
2011-11-22 01:55:00	ES	Futures	1197.87	1198.37	1197.87	1198.12	394.0
2011-11-22 02:00:00	ES	Futures	1198.37	1199.63	1198.12	1199.12	1215.0
2011-11-22 02:05:00	ES	Futures	1199.12	1200.13	1199.12	1199.88	480.0
2011-11-22 02:10:00	ES	Futures	1199.88	1199.88	1199.38	1199.63	435.0
2011-11-22 02:15:00	ES	Futures	1199.63	1199.88	1198.87	1199.12	502.0
2011-11-22 02:20:00	ES	Futures	1199.38	1199.88	1198.62	1198.87	917.0
2011-11-22 02:25:00	ES	Futures	1198.87	1198.87	1197.87	1198.12	668.0
2011-11-22 02:30:00	ES	Futures	1198.12	1199.12	1197.62	1198.87	1204.0
2011-11-22 02:35:00	ES	Futures	1198.62	1199.38	1197.87	1199.12	679.0
2011-11-22 02:40:00	ES	Futures	1199.12	1199.63	1198.37	1199.63	1052.0
2011-11-22 02:45:00	ES	Futures	1199.63	1200.38	1199.12	1199.38	1386.0
2011-11-22 02:50:00	ES	Futures	1199.63	1200.13	1199.12	1199.88	476.0
2011-11-22 02:55:00	ES	Futures	1199.88	1200.13	1198.62	1199.12	718.0
2011-11-22 03:00:00	ES	Futures	1198.87	1200.63	1197.62	1200.63	4709.0
2011-11-22 03:05:00	ES	Futures	1200.38	1201.63	1199.88	1199.88	8362.0
2011-11-22 03:10:00	ES	Futures	1199.88	1199.88	1197.62	1197.87	5764.0
2011-11-22 03:15:00	ES	Futures	1198.12	1199.12	1197.37	1197.87	3527.0
2011-11-22 03:20:00	ES	Futures	1198.12	1198.37	1196.87	1197.37	3523.0
2011-11-22 03:25:00	ES	Futures	1197.37	1199.12	1196.87	1198.87	4207.0
2011-11-22 03:30:00	ES	Futures	1198.87	1200.88	1198.87	1200.13	4545.0
2011-11-22 03:35:00	ES	Futures	1200.13	1202.38	1199.88	1201.88	5415.0
2011-11-22 03:40:00	ES	Futures	1201.63	1202.38	1200.63	1202.13	2299.0
2011-11-22 03:45:00	ES	Futures	1202.13	1202.38	1200.88	1201.38	1127.0
2011-11-22 03:50:00	ES	Futures	1201.63	1201.63	1199.63	1199.63	1962.0
2011-11-22 03:55:00	ES	Futures	1199.88	1199.88	1198.62	1199.38	3651.0
2011-11-22 04:00:00	ES	Futures	1199.63	1199.63	1197.87	1199.12	6167.0
2011-11-22 04:05:00	ES	Futures	1199.12	1200.13	1199.12	1199.38	2228.0

> showing 50 of 13,108 rows — these rows as CSV

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