PREVIEW / futures_5min / 2011-11-27

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-11-27.parquet
  size:    50 KB
  rows:    2,348

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
2011-11-27 18:00:00	ES	Futures	1175.55	1175.8	1172.8	1174.8	13482.0
2011-11-27 18:05:00	ES	Futures	1174.8	1177.31	1173.8	1177.06	6042.0
2011-11-27 18:10:00	ES	Futures	1177.31	1179.82	1176.81	1178.31	5283.0
2011-11-27 18:15:00	ES	Futures	1178.06	1178.81	1177.31	1177.31	1967.0
2011-11-27 18:20:00	ES	Futures	1177.31	1177.31	1176.06	1176.31	2277.0
2011-11-27 18:25:00	ES	Futures	1176.31	1177.31	1176.06	1177.06	1929.0
2011-11-27 18:30:00	ES	Futures	1177.31	1178.56	1177.06	1178.31	1261.0
2011-11-27 18:35:00	ES	Futures	1178.06	1179.82	1178.06	1178.81	1707.0
2011-11-27 18:40:00	ES	Futures	1179.06	1179.32	1177.81	1178.06	1701.0
2011-11-27 18:45:00	ES	Futures	1177.81	1178.31	1177.06	1177.31	1759.0
2011-11-27 18:50:00	ES	Futures	1177.31	1177.31	1175.05	1175.3	2253.0
2011-11-27 18:55:00	ES	Futures	1175.3	1175.55	1174.55	1174.8	1267.0
2011-11-27 19:00:00	ES	Futures	1174.8	1177.81	1174.8	1176.56	2294.0
2011-11-27 19:05:00	ES	Futures	1176.56	1178.31	1176.56	1177.81	1474.0
2011-11-27 19:10:00	ES	Futures	1178.06	1178.31	1177.56	1177.56	1036.0
2011-11-27 19:15:00	ES	Futures	1177.81	1178.06	1177.31	1177.31	1143.0
2011-11-27 19:20:00	ES	Futures	1177.31	1178.06	1175.55	1178.06	2365.0
2011-11-27 19:25:00	ES	Futures	1177.81	1178.06	1175.8	1176.31	1758.0
2011-11-27 19:30:00	ES	Futures	1176.06	1178.56	1176.06	1178.06	1726.0
2011-11-27 19:35:00	ES	Futures	1177.81	1178.06	1177.31	1177.81	969.0
2011-11-27 19:40:00	ES	Futures	1177.81	1178.31	1177.31	1177.56	1050.0
2011-11-27 19:45:00	ES	Futures	1177.56	1178.06	1177.56	1177.56	624.0
2011-11-27 19:50:00	ES	Futures	1177.56	1177.81	1176.81	1176.81	730.0
2011-11-27 19:55:00	ES	Futures	1177.06	1178.06	1176.56	1178.06	1179.0
2011-11-27 20:00:00	ES	Futures	1177.81	1180.82	1177.81	1180.07	3604.0
2011-11-27 20:05:00	ES	Futures	1180.07	1181.07	1180.07	1180.57	3100.0
2011-11-27 20:10:00	ES	Futures	1180.57	1181.57	1180.57	1181.57	2419.0
2011-11-27 20:15:00	ES	Futures	1181.32	1182.57	1181.32	1182.07	3564.0
2011-11-27 20:20:00	ES	Futures	1182.07	1182.32	1181.07	1181.57	2160.0
2011-11-27 20:25:00	ES	Futures	1181.57	1183.08	1181.57	1182.83	1803.0
2011-11-27 20:30:00	ES	Futures	1182.57	1182.83	1182.07	1182.83	1213.0
2011-11-27 20:35:00	ES	Futures	1182.83	1183.58	1182.32	1183.08	1942.0
2011-11-27 20:40:00	ES	Futures	1182.83	1183.33	1181.82	1181.82	914.0
2011-11-27 20:45:00	ES	Futures	1182.07	1182.57	1181.57	1181.57	855.0
2011-11-27 20:50:00	ES	Futures	1181.82	1182.07	1181.32	1181.57	832.0
2011-11-27 20:55:00	ES	Futures	1181.82	1182.57	1181.32	1181.57	1422.0
2011-11-27 21:00:00	ES	Futures	1181.82	1182.32	1180.32	1180.57	1493.0
2011-11-27 21:05:00	ES	Futures	1180.57	1181.32	1180.57	1181.32	563.0
2011-11-27 21:10:00	ES	Futures	1181.32	1181.57	1179.57	1180.07	934.0
2011-11-27 21:15:00	ES	Futures	1179.82	1180.57	1179.06	1180.07	1840.0
2011-11-27 21:20:00	ES	Futures	1180.07	1180.32	1179.32	1179.57	594.0
2011-11-27 21:25:00	ES	Futures	1179.82	1181.07	1179.82	1180.82	653.0
2011-11-27 21:30:00	ES	Futures	1180.57	1181.07	1180.57	1180.57	299.0
2011-11-27 21:35:00	ES	Futures	1180.57	1181.32	1180.57	1181.07	227.0
2011-11-27 21:40:00	ES	Futures	1181.32	1181.32	1180.57	1180.82	372.0
2011-11-27 21:45:00	ES	Futures	1180.82	1181.07	1180.32	1180.32	346.0
2011-11-27 21:50:00	ES	Futures	1180.32	1180.82	1180.07	1180.32	325.0
2011-11-27 21:55:00	ES	Futures	1180.32	1181.82	1180.32	1181.57	444.0
2011-11-27 22:00:00	ES	Futures	1181.57	1182.57	1181.57	1182.32	776.0
2011-11-27 22:05:00	ES	Futures	1182.07	1182.83	1182.07	1182.32	770.0

> showing 50 of 2,348 rows — these rows as CSV

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