PREVIEW / futures_5min / 2011-11-23

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-11-23.parquet
  size:    223 KB
  rows:    12,457

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
2011-11-23 00:00:00	ES	Futures	1173.05	1173.3	1172.29	1172.8	464.0
2011-11-23 00:05:00	ES	Futures	1173.05	1173.05	1172.04	1172.54	295.0
2011-11-23 00:10:00	ES	Futures	1172.54	1172.54	1172.04	1172.54	464.0
2011-11-23 00:15:00	ES	Futures	1172.54	1173.05	1172.04	1172.29	697.0
2011-11-23 00:20:00	ES	Futures	1172.54	1173.05	1171.79	1172.54	606.0
2011-11-23 00:25:00	ES	Futures	1172.54	1173.3	1172.29	1172.8	491.0
2011-11-23 00:30:00	ES	Futures	1173.05	1173.05	1172.54	1172.8	95.0
2011-11-23 00:35:00	ES	Futures	1173.05	1173.55	1172.04	1173.3	547.0
2011-11-23 00:40:00	ES	Futures	1173.3	1173.55	1172.8	1173.55	405.0
2011-11-23 00:45:00	ES	Futures	1173.3	1173.8	1173.3	1173.8	157.0
2011-11-23 00:50:00	ES	Futures	1173.8	1173.8	1173.05	1173.55	207.0
2011-11-23 00:55:00	ES	Futures	1173.55	1173.8	1173.55	1173.55	68.0
2011-11-23 01:00:00	ES	Futures	1173.3	1173.8	1173.05	1173.3	243.0
2011-11-23 01:05:00	ES	Futures	1173.3	1173.8	1173.05	1173.55	247.0
2011-11-23 01:10:00	ES	Futures	1173.3	1174.05	1173.3	1174.05	351.0
2011-11-23 01:15:00	ES	Futures	1174.05	1174.3	1173.55	1173.55	214.0
2011-11-23 01:20:00	ES	Futures	1173.55	1173.55	1171.79	1172.04	639.0
2011-11-23 01:25:00	ES	Futures	1172.29	1173.05	1172.04	1173.05	260.0
2011-11-23 01:30:00	ES	Futures	1173.05	1174.05	1173.05	1173.3	253.0
2011-11-23 01:35:00	ES	Futures	1173.55	1173.55	1172.8	1173.55	243.0
2011-11-23 01:40:00	ES	Futures	1173.55	1173.8	1173.05	1173.3	219.0
2011-11-23 01:45:00	ES	Futures	1173.55	1174.3	1173.3	1173.55	486.0
2011-11-23 01:50:00	ES	Futures	1173.8	1174.05	1173.3	1173.55	503.0
2011-11-23 01:55:00	ES	Futures	1173.55	1174.3	1173.55	1174.05	430.0
2011-11-23 02:00:00	ES	Futures	1174.3	1175.55	1174.05	1175.55	3569.0
2011-11-23 02:05:00	ES	Futures	1175.3	1175.55	1174.55	1175.3	1178.0
2011-11-23 02:10:00	ES	Futures	1175.3	1176.06	1174.8	1175.8	2328.0
2011-11-23 02:15:00	ES	Futures	1176.06	1176.06	1175.3	1175.55	1348.0
2011-11-23 02:20:00	ES	Futures	1175.55	1175.8	1174.05	1174.3	598.0
2011-11-23 02:25:00	ES	Futures	1174.05	1175.3	1174.05	1175.05	652.0
2011-11-23 02:30:00	ES	Futures	1175.05	1175.55	1174.3	1174.55	623.0
2011-11-23 02:35:00	ES	Futures	1174.55	1175.05	1174.05	1174.8	701.0
2011-11-23 02:40:00	ES	Futures	1174.8	1176.06	1174.55	1175.3	1819.0
2011-11-23 02:45:00	ES	Futures	1175.05	1175.3	1174.8	1175.3	729.0
2011-11-23 02:50:00	ES	Futures	1175.3	1175.3	1174.05	1174.3	1138.0
2011-11-23 02:55:00	ES	Futures	1174.55	1174.55	1173.55	1173.8	1495.0
2011-11-23 03:00:00	ES	Futures	1173.8	1175.05	1172.54	1174.55	7222.0
2011-11-23 03:05:00	ES	Futures	1174.8	1176.06	1174.55	1175.05	5609.0
2011-11-23 03:10:00	ES	Futures	1175.05	1176.56	1174.3	1175.55	4726.0
2011-11-23 03:15:00	ES	Futures	1175.55	1177.06	1175.3	1176.56	3644.0
2011-11-23 03:20:00	ES	Futures	1176.81	1177.31	1176.06	1177.06	4660.0
2011-11-23 03:25:00	ES	Futures	1177.31	1178.06	1176.06	1177.81	3643.0
2011-11-23 03:30:00	ES	Futures	1177.56	1178.56	1176.31	1176.81	4554.0
2011-11-23 03:35:00	ES	Futures	1176.56	1178.31	1176.31	1178.06	2630.0
2011-11-23 03:40:00	ES	Futures	1177.81	1180.07	1177.56	1179.57	6644.0
2011-11-23 03:45:00	ES	Futures	1179.57	1180.07	1177.06	1178.56	4991.0
2011-11-23 03:50:00	ES	Futures	1178.31	1179.32	1177.81	1178.06	3236.0
2011-11-23 03:55:00	ES	Futures	1178.06	1178.06	1176.56	1177.56	2642.0
2011-11-23 04:00:00	ES	Futures	1177.56	1177.56	1175.05	1175.3	1890.0
2011-11-23 04:05:00	ES	Futures	1175.05	1175.55	1174.05	1175.3	3455.0

> showing 50 of 12,457 rows — these rows as CSV

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