PREVIEW / futures_5min / 2011-12-01

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-12-01.parquet
  size:    223 KB
  rows:    13,177

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
2011-12-01 00:00:00	ES	Futures	1251.28	1251.78	1250.28	1250.28	711.0
2011-12-01 00:05:00	ES	Futures	1250.53	1250.53	1250.03	1250.28	412.0
2011-12-01 00:10:00	ES	Futures	1250.53	1250.53	1249.53	1249.78	421.0
2011-12-01 00:15:00	ES	Futures	1249.78	1250.03	1249.28	1249.53	455.0
2011-12-01 00:20:00	ES	Futures	1249.78	1249.78	1248.27	1248.52	1128.0
2011-12-01 00:25:00	ES	Futures	1248.52	1249.03	1248.27	1248.52	656.0
2011-12-01 00:30:00	ES	Futures	1248.52	1248.52	1247.52	1247.77	890.0
2011-12-01 00:35:00	ES	Futures	1247.52	1247.77	1246.77	1247.02	1181.0
2011-12-01 00:40:00	ES	Futures	1247.02	1247.27	1246.27	1246.52	933.0
2011-12-01 00:45:00	ES	Futures	1246.52	1247.02	1246.02	1246.77	883.0
2011-12-01 00:50:00	ES	Futures	1246.77	1247.77	1246.52	1247.52	745.0
2011-12-01 00:55:00	ES	Futures	1247.52	1248.02	1247.02	1247.52	499.0
2011-12-01 01:00:00	ES	Futures	1247.77	1248.02	1247.27	1247.77	877.0
2011-12-01 01:05:00	ES	Futures	1247.77	1248.27	1247.52	1247.77	451.0
2011-12-01 01:10:00	ES	Futures	1247.77	1247.77	1247.27	1247.27	411.0
2011-12-01 01:15:00	ES	Futures	1247.52	1247.77	1247.27	1247.77	370.0
2011-12-01 01:20:00	ES	Futures	1247.77	1248.27	1247.52	1248.27	685.0
2011-12-01 01:25:00	ES	Futures	1248.02	1248.27	1247.52	1247.77	219.0
2011-12-01 01:30:00	ES	Futures	1247.77	1247.77	1247.02	1247.52	326.0
2011-12-01 01:35:00	ES	Futures	1247.27	1247.77	1247.02	1247.77	217.0
2011-12-01 01:40:00	ES	Futures	1247.77	1247.77	1247.27	1247.52	203.0
2011-12-01 01:45:00	ES	Futures	1247.52	1248.02	1247.27	1247.52	522.0
2011-12-01 01:50:00	ES	Futures	1247.52	1247.77	1247.27	1247.77	364.0
2011-12-01 01:55:00	ES	Futures	1247.52	1248.27	1247.52	1248.27	514.0
2011-12-01 02:00:00	ES	Futures	1248.02	1248.52	1247.27	1247.77	1164.0
2011-12-01 02:05:00	ES	Futures	1248.02	1248.27	1247.52	1247.77	670.0
2011-12-01 02:10:00	ES	Futures	1247.77	1248.52	1247.52	1247.77	719.0
2011-12-01 02:15:00	ES	Futures	1247.77	1248.27	1247.52	1248.02	585.0
2011-12-01 02:20:00	ES	Futures	1248.02	1248.52	1247.02	1247.52	979.0
2011-12-01 02:25:00	ES	Futures	1247.77	1248.52	1247.77	1248.52	564.0
2011-12-01 02:30:00	ES	Futures	1248.27	1248.52	1247.52	1248.27	783.0
2011-12-01 02:35:00	ES	Futures	1248.02	1248.52	1247.77	1248.27	687.0
2011-12-01 02:40:00	ES	Futures	1248.27	1248.52	1247.52	1247.77	1092.0
2011-12-01 02:45:00	ES	Futures	1248.02	1248.02	1246.52	1246.52	1492.0
2011-12-01 02:50:00	ES	Futures	1246.52	1246.77	1244.76	1245.52	3004.0
2011-12-01 02:55:00	ES	Futures	1245.77	1246.02	1244.76	1245.01	1392.0
2011-12-01 03:00:00	ES	Futures	1245.01	1245.52	1243.51	1244.01	5795.0
2011-12-01 03:05:00	ES	Futures	1244.01	1244.26	1243.01	1243.26	4982.0
2011-12-01 03:10:00	ES	Futures	1243.01	1243.26	1242.26	1243.01	3975.0
2011-12-01 03:15:00	ES	Futures	1243.01	1244.26	1242.76	1244.01	4010.0
2011-12-01 03:20:00	ES	Futures	1244.26	1244.76	1243.76	1243.76	3287.0
2011-12-01 03:25:00	ES	Futures	1243.76	1244.26	1240.75	1241.25	6965.0
2011-12-01 03:30:00	ES	Futures	1241.5	1242.76	1241.0	1242.0	3423.0
2011-12-01 03:35:00	ES	Futures	1242.0	1242.76	1240.5	1241.25	4667.0
2011-12-01 03:40:00	ES	Futures	1241.25	1241.5	1240.25	1241.0	4411.0
2011-12-01 03:45:00	ES	Futures	1241.0	1241.25	1239.5	1240.75	4671.0
2011-12-01 03:50:00	ES	Futures	1240.5	1242.0	1239.75	1241.5	2438.0
2011-12-01 03:55:00	ES	Futures	1241.5	1243.26	1241.25	1243.01	2918.0
2011-12-01 04:00:00	ES	Futures	1243.01	1244.51	1242.51	1243.51	3510.0
2011-12-01 04:05:00	ES	Futures	1243.76	1243.76	1241.75	1242.26	2334.0

> showing 50 of 13,177 rows — these rows as CSV

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