PREVIEW / futures_5min / 2011-11-29

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-11-29.parquet
  size:    230 KB
  rows:    13,370

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
2011-11-29 00:00:00	ES	Futures	1194.61	1196.37	1194.61	1195.87	826.0
2011-11-29 00:05:00	ES	Futures	1195.87	1197.12	1195.61	1196.62	1522.0
2011-11-29 00:10:00	ES	Futures	1196.62	1199.63	1196.62	1199.12	2323.0
2011-11-29 00:15:00	ES	Futures	1199.12	1199.38	1198.37	1198.37	1014.0
2011-11-29 00:20:00	ES	Futures	1198.62	1199.12	1198.12	1199.12	922.0
2011-11-29 00:25:00	ES	Futures	1198.87	1202.64	1198.87	1201.88	5940.0
2011-11-29 00:30:00	ES	Futures	1202.13	1202.38	1200.38	1200.63	1025.0
2011-11-29 00:35:00	ES	Futures	1200.63	1201.63	1200.38	1201.13	1085.0
2011-11-29 00:40:00	ES	Futures	1201.38	1202.13	1200.88	1201.13	1081.0
2011-11-29 00:45:00	ES	Futures	1201.13	1202.38	1201.13	1202.13	476.0
2011-11-29 00:50:00	ES	Futures	1202.13	1202.38	1201.88	1201.88	554.0
2011-11-29 00:55:00	ES	Futures	1201.88	1202.64	1201.88	1202.64	384.0
2011-11-29 01:00:00	ES	Futures	1202.64	1202.64	1200.88	1201.88	1208.0
2011-11-29 01:05:00	ES	Futures	1201.63	1202.38	1201.63	1202.38	348.0
2011-11-29 01:10:00	ES	Futures	1202.38	1202.89	1201.88	1202.89	1004.0
2011-11-29 01:15:00	ES	Futures	1202.64	1202.89	1201.88	1202.13	1050.0
2011-11-29 01:20:00	ES	Futures	1202.13	1202.13	1201.13	1201.88	749.0
2011-11-29 01:25:00	ES	Futures	1201.63	1202.64	1201.38	1202.13	512.0
2011-11-29 01:30:00	ES	Futures	1202.38	1202.64	1202.13	1202.38	668.0
2011-11-29 01:35:00	ES	Futures	1202.64	1202.64	1202.13	1202.13	188.0
2011-11-29 01:40:00	ES	Futures	1202.38	1202.89	1201.38	1201.63	781.0
2011-11-29 01:45:00	ES	Futures	1201.63	1201.88	1201.38	1201.88	305.0
2011-11-29 01:50:00	ES	Futures	1201.63	1201.63	1200.63	1201.13	481.0
2011-11-29 01:55:00	ES	Futures	1201.13	1201.63	1200.88	1201.38	193.0
2011-11-29 02:00:00	ES	Futures	1201.38	1201.38	1199.88	1200.13	1686.0
2011-11-29 02:05:00	ES	Futures	1200.13	1200.13	1199.38	1199.38	1074.0
2011-11-29 02:10:00	ES	Futures	1199.38	1200.63	1199.38	1199.63	679.0
2011-11-29 02:15:00	ES	Futures	1199.63	1199.63	1198.87	1199.63	1374.0
2011-11-29 02:20:00	ES	Futures	1199.63	1199.88	1198.62	1198.87	1045.0
2011-11-29 02:25:00	ES	Futures	1198.87	1198.87	1198.12	1198.62	1294.0
2011-11-29 02:30:00	ES	Futures	1198.62	1198.87	1197.87	1198.37	501.0
2011-11-29 02:35:00	ES	Futures	1198.62	1199.63	1198.62	1199.38	1229.0
2011-11-29 02:40:00	ES	Futures	1199.63	1200.63	1199.38	1200.13	1135.0
2011-11-29 02:45:00	ES	Futures	1200.13	1200.63	1198.62	1198.62	917.0
2011-11-29 02:50:00	ES	Futures	1198.62	1199.12	1197.87	1197.87	970.0
2011-11-29 02:55:00	ES	Futures	1197.87	1198.12	1197.12	1197.37	1826.0
2011-11-29 03:00:00	ES	Futures	1197.37	1197.37	1194.61	1195.36	5847.0
2011-11-29 03:05:00	ES	Futures	1195.11	1197.12	1194.11	1196.37	3970.0
2011-11-29 03:10:00	ES	Futures	1196.12	1197.12	1194.86	1195.11	2492.0
2011-11-29 03:15:00	ES	Futures	1194.86	1195.36	1193.61	1195.11	4221.0
2011-11-29 03:20:00	ES	Futures	1195.11	1195.61	1194.61	1195.36	1405.0
2011-11-29 03:25:00	ES	Futures	1195.61	1196.62	1193.86	1194.11	3275.0
2011-11-29 03:30:00	ES	Futures	1194.11	1195.61	1193.61	1194.61	3075.0
2011-11-29 03:35:00	ES	Futures	1194.86	1195.61	1192.86	1193.11	2618.0
2011-11-29 03:40:00	ES	Futures	1193.11	1193.61	1192.35	1193.36	3749.0
2011-11-29 03:45:00	ES	Futures	1193.11	1193.61	1190.6	1191.1	4947.0
2011-11-29 03:50:00	ES	Futures	1191.1	1193.36	1190.1	1192.86	6212.0
2011-11-29 03:55:00	ES	Futures	1192.86	1193.36	1192.1	1192.1	1674.0
2011-11-29 04:00:00	ES	Futures	1192.35	1193.36	1192.1	1192.35	2477.0
2011-11-29 04:05:00	ES	Futures	1192.35	1194.61	1191.85	1193.86	3861.0

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