PREVIEW / futures_5min / 2011-11-25

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-11-25.parquet
  size:    162 KB
  rows:    8,792

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
2011-11-25 00:00:00	ES	Futures	1158.25	1159.25	1158.0	1159.0	354.0
2011-11-25 00:05:00	ES	Futures	1159.0	1159.51	1157.75	1158.0	412.0
2011-11-25 00:10:00	ES	Futures	1158.0	1158.75	1157.75	1158.75	301.0
2011-11-25 00:15:00	ES	Futures	1158.75	1159.25	1158.5	1158.75	252.0
2011-11-25 00:20:00	ES	Futures	1158.75	1159.25	1158.5	1158.75	242.0
2011-11-25 00:25:00	ES	Futures	1158.75	1159.25	1158.5	1159.0	249.0
2011-11-25 00:30:00	ES	Futures	1158.75	1158.75	1157.75	1157.75	203.0
2011-11-25 00:35:00	ES	Futures	1157.75	1158.5	1157.75	1158.0	189.0
2011-11-25 00:40:00	ES	Futures	1158.0	1158.25	1157.25	1157.5	145.0
2011-11-25 00:45:00	ES	Futures	1157.5	1157.75	1157.25	1157.75	231.0
2011-11-25 00:50:00	ES	Futures	1157.5	1157.75	1156.75	1157.5	270.0
2011-11-25 00:55:00	ES	Futures	1157.5	1157.75	1156.75	1157.0	131.0
2011-11-25 01:00:00	ES	Futures	1157.25	1157.25	1156.5	1157.0	365.0
2011-11-25 01:05:00	ES	Futures	1157.0	1157.75	1157.0	1157.5	170.0
2011-11-25 01:10:00	ES	Futures	1157.5	1157.75	1157.25	1157.5	179.0
2011-11-25 01:15:00	ES	Futures	1157.25	1157.5	1156.75	1157.0	216.0
2011-11-25 01:20:00	ES	Futures	1157.0	1158.0	1157.0	1157.75	617.0
2011-11-25 01:25:00	ES	Futures	1157.75	1158.25	1157.75	1158.0	162.0
2011-11-25 01:30:00	ES	Futures	1158.0	1158.75	1157.75	1158.0	283.0
2011-11-25 01:35:00	ES	Futures	1158.25	1158.25	1158.0	1158.0	39.0
2011-11-25 01:40:00	ES	Futures	1158.0	1158.0	1157.5	1158.0	88.0
2011-11-25 01:45:00	ES	Futures	1157.75	1159.25	1157.75	1159.0	561.0
2011-11-25 01:50:00	ES	Futures	1159.0	1160.01	1159.0	1159.25	507.0
2011-11-25 01:55:00	ES	Futures	1159.25	1160.01	1159.0	1159.76	262.0
2011-11-25 02:00:00	ES	Futures	1160.01	1160.51	1159.25	1159.76	959.0
2011-11-25 02:05:00	ES	Futures	1160.01	1161.26	1159.76	1159.76	1046.0
2011-11-25 02:10:00	ES	Futures	1159.51	1159.76	1158.0	1158.25	1317.0
2011-11-25 02:15:00	ES	Futures	1158.25	1158.75	1158.0	1158.75	322.0
2011-11-25 02:20:00	ES	Futures	1158.75	1158.75	1157.0	1158.0	634.0
2011-11-25 02:25:00	ES	Futures	1158.0	1158.5	1157.25	1157.25	940.0
2011-11-25 02:30:00	ES	Futures	1157.25	1158.25	1157.25	1157.5	807.0
2011-11-25 02:35:00	ES	Futures	1157.75	1159.0	1157.25	1158.5	957.0
2011-11-25 02:40:00	ES	Futures	1158.5	1159.25	1158.25	1159.0	418.0
2011-11-25 02:45:00	ES	Futures	1159.0	1159.0	1158.25	1159.0	683.0
2011-11-25 02:50:00	ES	Futures	1158.75	1160.01	1158.75	1159.76	910.0
2011-11-25 02:55:00	ES	Futures	1159.76	1160.01	1159.0	1159.25	1089.0
2011-11-25 03:00:00	ES	Futures	1159.51	1160.76	1158.75	1159.25	3965.0
2011-11-25 03:05:00	ES	Futures	1159.25	1162.01	1159.25	1161.26	4385.0
2011-11-25 03:10:00	ES	Futures	1161.01	1162.51	1160.51	1161.51	2809.0
2011-11-25 03:15:00	ES	Futures	1161.76	1162.26	1160.51	1160.76	3183.0
2011-11-25 03:20:00	ES	Futures	1160.51	1160.76	1159.0	1160.51	2951.0
2011-11-25 03:25:00	ES	Futures	1160.51	1161.51	1160.26	1160.76	2727.0
2011-11-25 03:30:00	ES	Futures	1160.51	1160.51	1159.0	1160.01	3406.0
2011-11-25 03:35:00	ES	Futures	1160.01	1160.01	1158.25	1158.75	3376.0
2011-11-25 03:40:00	ES	Futures	1158.75	1160.01	1157.75	1158.5	3154.0
2011-11-25 03:45:00	ES	Futures	1158.5	1159.25	1157.0	1157.25	3020.0
2011-11-25 03:50:00	ES	Futures	1157.25	1157.5	1154.24	1155.49	9920.0
2011-11-25 03:55:00	ES	Futures	1155.49	1155.74	1153.74	1154.49	3565.0
2011-11-25 04:00:00	ES	Futures	1154.49	1155.99	1154.24	1154.49	3260.0
2011-11-25 04:05:00	ES	Futures	1154.49	1155.49	1151.98	1151.98	7525.0

> showing 50 of 8,792 rows — these rows as CSV

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