PREVIEW / futures_5min / 2011-11-28

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-11-28.parquet
  size:    231 KB
  rows:    13,219

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
2011-11-28 00:00:00	ES	Futures	1178.31	1179.06	1177.31	1177.31	703.0
2011-11-28 00:05:00	ES	Futures	1177.56	1177.81	1177.06	1177.06	548.0
2011-11-28 00:10:00	ES	Futures	1177.06	1178.31	1176.81	1178.31	698.0
2011-11-28 00:15:00	ES	Futures	1178.31	1178.31	1177.06	1177.06	470.0
2011-11-28 00:20:00	ES	Futures	1177.31	1178.06	1177.06	1177.56	724.0
2011-11-28 00:25:00	ES	Futures	1177.56	1178.31	1177.56	1178.06	669.0
2011-11-28 00:30:00	ES	Futures	1178.06	1179.06	1178.06	1178.56	538.0
2011-11-28 00:35:00	ES	Futures	1178.31	1178.56	1178.06	1178.56	238.0
2011-11-28 00:40:00	ES	Futures	1178.81	1179.06	1178.31	1178.56	317.0
2011-11-28 00:45:00	ES	Futures	1178.56	1178.56	1178.31	1178.31	175.0
2011-11-28 00:50:00	ES	Futures	1178.06	1178.81	1178.06	1178.31	880.0
2011-11-28 00:55:00	ES	Futures	1178.31	1180.57	1178.31	1180.57	1468.0
2011-11-28 01:00:00	ES	Futures	1180.57	1181.82	1180.32	1181.32	1780.0
2011-11-28 01:05:00	ES	Futures	1181.57	1182.32	1180.82	1182.07	916.0
2011-11-28 01:10:00	ES	Futures	1182.07	1182.07	1180.32	1180.57	1649.0
2011-11-28 01:15:00	ES	Futures	1180.82	1180.82	1179.32	1179.82	1008.0
2011-11-28 01:20:00	ES	Futures	1180.07	1180.82	1179.57	1180.82	889.0
2011-11-28 01:25:00	ES	Futures	1180.82	1181.57	1180.57	1181.57	455.0
2011-11-28 01:30:00	ES	Futures	1181.32	1181.57	1180.57	1181.07	216.0
2011-11-28 01:35:00	ES	Futures	1180.82	1181.32	1180.57	1181.07	271.0
2011-11-28 01:40:00	ES	Futures	1181.07	1181.32	1180.82	1181.32	191.0
2011-11-28 01:45:00	ES	Futures	1181.07	1181.32	1179.82	1180.07	1150.0
2011-11-28 01:50:00	ES	Futures	1180.07	1180.82	1179.57	1179.57	733.0
2011-11-28 01:55:00	ES	Futures	1179.32	1180.57	1178.81	1180.07	752.0
2011-11-28 02:00:00	ES	Futures	1180.32	1180.57	1178.81	1179.57	1523.0
2011-11-28 02:05:00	ES	Futures	1179.32	1179.32	1178.06	1178.56	768.0
2011-11-28 02:10:00	ES	Futures	1178.81	1181.57	1178.31	1180.57	1735.0
2011-11-28 02:15:00	ES	Futures	1180.57	1182.07	1180.07	1181.57	1084.0
2011-11-28 02:20:00	ES	Futures	1181.57	1181.82	1179.82	1179.82	843.0
2011-11-28 02:25:00	ES	Futures	1180.07	1180.07	1177.81	1178.06	2772.0
2011-11-28 02:30:00	ES	Futures	1178.06	1178.06	1176.56	1177.56	1827.0
2011-11-28 02:35:00	ES	Futures	1177.56	1179.06	1177.56	1178.56	1491.0
2011-11-28 02:40:00	ES	Futures	1178.56	1179.06	1177.06	1179.06	1353.0
2011-11-28 02:45:00	ES	Futures	1179.06	1179.06	1177.06	1178.31	1248.0
2011-11-28 02:50:00	ES	Futures	1178.31	1178.81	1177.81	1178.81	952.0
2011-11-28 02:55:00	ES	Futures	1178.81	1179.06	1178.06	1178.56	1145.0
2011-11-28 03:00:00	ES	Futures	1178.56	1179.06	1176.81	1178.06	4641.0
2011-11-28 03:05:00	ES	Futures	1178.06	1178.81	1176.81	1178.31	3573.0
2011-11-28 03:10:00	ES	Futures	1178.56	1179.57	1178.06	1179.32	4435.0
2011-11-28 03:15:00	ES	Futures	1179.32	1181.82	1179.06	1181.32	4881.0
2011-11-28 03:20:00	ES	Futures	1181.32	1181.57	1180.32	1180.82	1540.0
2011-11-28 03:25:00	ES	Futures	1180.82	1181.57	1179.82	1181.57	2064.0
2011-11-28 03:30:00	ES	Futures	1181.57	1182.83	1181.32	1181.82	4683.0
2011-11-28 03:35:00	ES	Futures	1181.57	1182.32	1181.07	1181.82	1927.0
2011-11-28 03:40:00	ES	Futures	1181.82	1183.58	1181.82	1183.58	5179.0
2011-11-28 03:45:00	ES	Futures	1183.33	1187.09	1183.08	1186.59	13631.0
2011-11-28 03:50:00	ES	Futures	1186.34	1186.84	1185.33	1185.58	4198.0
2011-11-28 03:55:00	ES	Futures	1185.58	1187.59	1184.83	1187.34	4704.0
2011-11-28 04:00:00	ES	Futures	1187.34	1188.09	1186.84	1187.59	6072.0
2011-11-28 04:05:00	ES	Futures	1187.59	1187.84	1185.58	1185.83	3566.0

> showing 50 of 13,219 rows — these rows as CSV

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