PREVIEW / futures_5min / 2011-11-24

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-11-24.parquet
  size:    145 KB
  rows:    8,504

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
2011-11-24 00:00:00	ES	Futures	1168.53	1168.78	1168.28	1168.78	419.0
2011-11-24 00:05:00	ES	Futures	1168.53	1169.28	1168.53	1169.28	176.0
2011-11-24 00:10:00	ES	Futures	1169.03	1169.28	1168.53	1169.28	177.0
2011-11-24 00:15:00	ES	Futures	1169.28	1170.04	1168.78	1169.03	339.0
2011-11-24 00:20:00	ES	Futures	1168.78	1168.78	1168.28	1168.53	242.0
2011-11-24 00:25:00	ES	Futures	1168.53	1169.03	1167.53	1168.78	590.0
2011-11-24 00:30:00	ES	Futures	1168.78	1170.04	1168.78	1169.79	302.0
2011-11-24 00:35:00	ES	Futures	1169.79	1169.79	1168.53	1168.78	398.0
2011-11-24 00:40:00	ES	Futures	1168.78	1168.78	1167.78	1168.28	205.0
2011-11-24 00:45:00	ES	Futures	1168.28	1168.53	1167.78	1168.03	150.0
2011-11-24 00:50:00	ES	Futures	1167.78	1167.78	1165.52	1166.02	2207.0
2011-11-24 00:55:00	ES	Futures	1166.02	1166.28	1166.02	1166.02	199.0
2011-11-24 01:00:00	ES	Futures	1166.02	1166.53	1166.02	1166.28	327.0
2011-11-24 01:05:00	ES	Futures	1166.28	1167.03	1166.28	1166.53	286.0
2011-11-24 01:10:00	ES	Futures	1166.53	1167.03	1165.77	1165.77	357.0
2011-11-24 01:15:00	ES	Futures	1166.02	1166.02	1164.27	1164.52	792.0
2011-11-24 01:20:00	ES	Futures	1164.52	1165.52	1164.27	1165.27	751.0
2011-11-24 01:25:00	ES	Futures	1165.27	1166.53	1164.77	1166.02	255.0
2011-11-24 01:30:00	ES	Futures	1166.02	1166.78	1165.52	1166.02	350.0
2011-11-24 01:35:00	ES	Futures	1166.02	1166.02	1165.52	1165.52	106.0
2011-11-24 01:40:00	ES	Futures	1165.52	1165.52	1165.27	1165.52	82.0
2011-11-24 01:45:00	ES	Futures	1165.27	1165.77	1165.27	1165.77	159.0
2011-11-24 01:50:00	ES	Futures	1165.77	1166.78	1165.77	1166.78	174.0
2011-11-24 01:55:00	ES	Futures	1166.78	1167.53	1166.53	1167.28	420.0
2011-11-24 02:00:00	ES	Futures	1167.28	1169.28	1167.03	1168.78	1289.0
2011-11-24 02:05:00	ES	Futures	1168.78	1169.79	1168.28	1169.28	1068.0
2011-11-24 02:10:00	ES	Futures	1169.54	1171.04	1169.28	1170.54	1331.0
2011-11-24 02:15:00	ES	Futures	1170.29	1170.79	1169.79	1170.54	1250.0
2011-11-24 02:20:00	ES	Futures	1170.54	1171.29	1169.79	1170.54	834.0
2011-11-24 02:25:00	ES	Futures	1170.29	1170.29	1168.03	1170.04	1205.0
2011-11-24 02:30:00	ES	Futures	1169.79	1170.29	1169.28	1169.79	549.0
2011-11-24 02:35:00	ES	Futures	1169.79	1170.29	1169.54	1170.04	656.0
2011-11-24 02:40:00	ES	Futures	1170.04	1171.04	1170.04	1170.79	748.0
2011-11-24 02:45:00	ES	Futures	1170.79	1171.54	1170.29	1171.04	556.0
2011-11-24 02:50:00	ES	Futures	1171.29	1172.29	1170.54	1170.79	1111.0
2011-11-24 02:55:00	ES	Futures	1170.79	1171.04	1169.54	1170.04	1010.0
2011-11-24 03:00:00	ES	Futures	1170.04	1172.54	1169.03	1171.04	4185.0
2011-11-24 03:05:00	ES	Futures	1171.04	1171.29	1169.03	1171.29	2627.0
2011-11-24 03:10:00	ES	Futures	1171.04	1171.29	1170.04	1170.54	2398.0
2011-11-24 03:15:00	ES	Futures	1170.54	1170.79	1168.28	1169.03	3080.0
2011-11-24 03:20:00	ES	Futures	1169.03	1169.28	1167.03	1169.28	3227.0
2011-11-24 03:25:00	ES	Futures	1169.03	1170.79	1168.78	1169.79	2251.0
2011-11-24 03:30:00	ES	Futures	1169.54	1171.29	1169.54	1171.04	1247.0
2011-11-24 03:35:00	ES	Futures	1171.04	1171.79	1169.79	1170.04	1713.0
2011-11-24 03:40:00	ES	Futures	1170.29	1171.79	1170.29	1171.29	1959.0
2011-11-24 03:45:00	ES	Futures	1171.29	1171.54	1168.53	1168.78	1533.0
2011-11-24 03:50:00	ES	Futures	1168.78	1169.79	1168.53	1169.03	1053.0
2011-11-24 03:55:00	ES	Futures	1169.03	1170.04	1168.03	1168.28	2019.0
2011-11-24 04:00:00	ES	Futures	1168.28	1171.04	1168.03	1171.04	2753.0
2011-11-24 04:05:00	ES	Futures	1171.04	1172.8	1170.29	1172.8	3587.0

> showing 50 of 8,504 rows — these rows as CSV

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