PREVIEW / futures_5min / 2011-11-30

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-11-30.parquet
  size:    258 KB
  rows:    13,729

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
2011-11-30 00:00:00	ES	Futures	1192.35	1193.11	1192.1	1193.11	1028.0
2011-11-30 00:05:00	ES	Futures	1193.11	1195.36	1193.11	1195.11	2178.0
2011-11-30 00:10:00	ES	Futures	1194.86	1194.86	1194.11	1194.36	527.0
2011-11-30 00:15:00	ES	Futures	1194.11	1195.36	1193.86	1194.36	965.0
2011-11-30 00:20:00	ES	Futures	1194.36	1194.61	1194.11	1194.36	439.0
2011-11-30 00:25:00	ES	Futures	1194.61	1194.61	1193.36	1193.61	1001.0
2011-11-30 00:30:00	ES	Futures	1193.61	1195.11	1193.61	1194.61	1048.0
2011-11-30 00:35:00	ES	Futures	1194.36	1194.61	1193.61	1193.86	485.0
2011-11-30 00:40:00	ES	Futures	1194.11	1194.11	1193.36	1193.61	415.0
2011-11-30 00:45:00	ES	Futures	1193.61	1193.86	1193.11	1193.36	509.0
2011-11-30 00:50:00	ES	Futures	1193.36	1193.61	1192.1	1192.61	924.0
2011-11-30 00:55:00	ES	Futures	1192.61	1192.61	1191.85	1192.1	612.0
2011-11-30 01:00:00	ES	Futures	1191.85	1192.86	1191.85	1192.35	852.0
2011-11-30 01:05:00	ES	Futures	1192.35	1192.35	1191.6	1191.85	691.0
2011-11-30 01:10:00	ES	Futures	1191.85	1191.85	1190.85	1191.1	543.0
2011-11-30 01:15:00	ES	Futures	1191.1	1191.35	1190.35	1191.35	927.0
2011-11-30 01:20:00	ES	Futures	1191.35	1191.35	1190.85	1191.1	482.0
2011-11-30 01:25:00	ES	Futures	1191.35	1191.35	1190.6	1190.6	612.0
2011-11-30 01:30:00	ES	Futures	1190.85	1191.1	1190.6	1191.1	433.0
2011-11-30 01:35:00	ES	Futures	1191.1	1191.6	1191.1	1191.35	623.0
2011-11-30 01:40:00	ES	Futures	1191.35	1191.85	1191.35	1191.85	291.0
2011-11-30 01:45:00	ES	Futures	1191.85	1192.35	1191.35	1191.85	788.0
2011-11-30 01:50:00	ES	Futures	1191.85	1192.35	1191.6	1192.1	533.0
2011-11-30 01:55:00	ES	Futures	1191.85	1191.85	1189.09	1189.35	2777.0
2011-11-30 02:00:00	ES	Futures	1189.6	1190.1	1189.35	1189.6	1850.0
2011-11-30 02:05:00	ES	Futures	1189.85	1190.35	1189.6	1189.6	553.0
2011-11-30 02:10:00	ES	Futures	1189.6	1189.85	1188.09	1188.09	2245.0
2011-11-30 02:15:00	ES	Futures	1188.34	1188.34	1186.59	1187.09	3693.0
2011-11-30 02:20:00	ES	Futures	1187.09	1188.09	1187.09	1187.84	1335.0
2011-11-30 02:25:00	ES	Futures	1187.84	1188.09	1187.59	1187.84	938.0
2011-11-30 02:30:00	ES	Futures	1187.84	1189.09	1187.59	1188.59	2075.0
2011-11-30 02:35:00	ES	Futures	1188.34	1189.6	1188.09	1189.6	1438.0
2011-11-30 02:40:00	ES	Futures	1189.6	1189.6	1188.34	1188.59	879.0
2011-11-30 02:45:00	ES	Futures	1188.59	1190.6	1188.59	1189.85	2286.0
2011-11-30 02:50:00	ES	Futures	1189.85	1191.35	1189.6	1191.1	1542.0
2011-11-30 02:55:00	ES	Futures	1190.85	1191.1	1190.1	1190.1	1133.0
2011-11-30 03:00:00	ES	Futures	1190.1	1191.6	1189.09	1191.35	3671.0
2011-11-30 03:05:00	ES	Futures	1191.35	1191.6	1190.1	1190.85	2216.0
2011-11-30 03:10:00	ES	Futures	1190.6	1193.86	1190.6	1193.61	4669.0
2011-11-30 03:15:00	ES	Futures	1193.61	1194.61	1193.11	1194.11	4026.0
2011-11-30 03:20:00	ES	Futures	1194.11	1194.86	1192.86	1193.36	2992.0
2011-11-30 03:25:00	ES	Futures	1193.36	1193.36	1190.85	1191.1	3116.0
2011-11-30 03:30:00	ES	Futures	1191.35	1192.1	1190.35	1191.85	1967.0
2011-11-30 03:35:00	ES	Futures	1191.85	1192.1	1190.85	1191.85	2939.0
2011-11-30 03:40:00	ES	Futures	1191.85	1192.35	1190.85	1192.35	2386.0
2011-11-30 03:45:00	ES	Futures	1192.35	1192.35	1190.85	1190.85	1280.0
2011-11-30 03:50:00	ES	Futures	1190.85	1192.1	1190.85	1191.6	1076.0
2011-11-30 03:55:00	ES	Futures	1191.6	1193.86	1191.6	1193.36	2397.0
2011-11-30 04:00:00	ES	Futures	1193.61	1194.61	1192.86	1193.61	2594.0
2011-11-30 04:05:00	ES	Futures	1193.61	1195.87	1193.11	1195.61	3055.0

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