PREVIEW / futures_5min / 2011-12-15

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-12-15.parquet
  size:    227 KB
  rows:    13,241

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
2011-12-15 00:00:00	ES	Futures	1215.09	1215.34	1214.58	1215.09	475.0
2011-12-15 00:05:00	ES	Futures	1215.09	1215.34	1214.83	1214.83	94.0
2011-12-15 00:10:00	ES	Futures	1214.83	1215.09	1214.58	1214.58	364.0
2011-12-15 00:15:00	ES	Futures	1214.58	1214.83	1214.33	1214.58	334.0
2011-12-15 00:20:00	ES	Futures	1214.58	1214.58	1213.57	1213.57	398.0
2011-12-15 00:25:00	ES	Futures	1213.83	1214.08	1212.82	1213.07	537.0
2011-12-15 00:30:00	ES	Futures	1213.07	1213.07	1212.82	1213.07	181.0
2011-12-15 00:35:00	ES	Futures	1213.07	1213.57	1212.31	1212.31	586.0
2011-12-15 00:40:00	ES	Futures	1212.31	1212.31	1207.53	1209.54	4800.0
2011-12-15 00:45:00	ES	Futures	1209.54	1210.8	1209.54	1210.05	921.0
2011-12-15 00:50:00	ES	Futures	1210.3	1210.55	1210.05	1210.55	487.0
2011-12-15 00:55:00	ES	Futures	1210.55	1211.05	1210.3	1210.55	997.0
2011-12-15 01:00:00	ES	Futures	1210.55	1211.05	1210.3	1211.05	423.0
2011-12-15 01:05:00	ES	Futures	1211.31	1211.31	1210.05	1210.8	590.0
2011-12-15 01:10:00	ES	Futures	1210.8	1210.8	1210.05	1210.55	483.0
2011-12-15 01:15:00	ES	Futures	1210.55	1210.8	1209.79	1210.55	1375.0
2011-12-15 01:20:00	ES	Futures	1210.55	1210.8	1209.79	1210.05	329.0
2011-12-15 01:25:00	ES	Futures	1210.05	1211.31	1209.79	1210.55	674.0
2011-12-15 01:30:00	ES	Futures	1210.55	1210.8	1210.05	1210.55	451.0
2011-12-15 01:35:00	ES	Futures	1210.55	1211.31	1210.55	1210.8	178.0
2011-12-15 01:40:00	ES	Futures	1210.8	1211.05	1210.55	1210.8	218.0
2011-12-15 01:45:00	ES	Futures	1210.8	1210.8	1210.3	1210.8	147.0
2011-12-15 01:50:00	ES	Futures	1210.8	1211.05	1210.3	1210.55	338.0
2011-12-15 01:55:00	ES	Futures	1210.8	1211.31	1210.8	1211.05	796.0
2011-12-15 02:00:00	ES	Futures	1211.05	1212.31	1210.8	1212.06	1464.0
2011-12-15 02:05:00	ES	Futures	1211.81	1213.57	1211.56	1213.57	1597.0
2011-12-15 02:10:00	ES	Futures	1213.32	1214.08	1213.32	1213.57	896.0
2011-12-15 02:15:00	ES	Futures	1213.57	1214.33	1213.32	1214.08	486.0
2011-12-15 02:20:00	ES	Futures	1213.83	1214.33	1213.57	1213.57	547.0
2011-12-15 02:25:00	ES	Futures	1213.57	1213.83	1212.57	1212.57	676.0
2011-12-15 02:30:00	ES	Futures	1212.82	1213.32	1212.31	1213.32	450.0
2011-12-15 02:35:00	ES	Futures	1213.57	1215.34	1213.32	1214.83	1974.0
2011-12-15 02:40:00	ES	Futures	1214.58	1215.34	1213.07	1213.32	1699.0
2011-12-15 02:45:00	ES	Futures	1213.32	1216.35	1213.07	1215.59	2115.0
2011-12-15 02:50:00	ES	Futures	1215.84	1217.35	1215.59	1217.1	2646.0
2011-12-15 02:55:00	ES	Futures	1216.85	1218.11	1216.85	1217.86	3430.0
2011-12-15 03:00:00	ES	Futures	1217.86	1218.11	1216.09	1216.85	4242.0
2011-12-15 03:05:00	ES	Futures	1216.85	1217.1	1215.34	1216.09	3997.0
2011-12-15 03:10:00	ES	Futures	1216.35	1217.86	1216.35	1217.86	4826.0
2011-12-15 03:15:00	ES	Futures	1217.61	1218.61	1217.1	1218.11	4464.0
2011-12-15 03:20:00	ES	Futures	1218.11	1220.38	1218.11	1219.62	7996.0
2011-12-15 03:25:00	ES	Futures	1219.62	1223.4	1219.62	1222.9	7404.0
2011-12-15 03:30:00	ES	Futures	1222.9	1224.16	1222.39	1223.4	5654.0
2011-12-15 03:35:00	ES	Futures	1223.15	1223.15	1221.64	1222.9	3769.0
2011-12-15 03:40:00	ES	Futures	1222.9	1223.15	1220.88	1221.13	5486.0
2011-12-15 03:45:00	ES	Futures	1220.88	1221.64	1220.63	1220.63	3264.0
2011-12-15 03:50:00	ES	Futures	1220.63	1221.39	1219.87	1220.63	3811.0
2011-12-15 03:55:00	ES	Futures	1220.63	1222.14	1220.38	1222.14	1989.0
2011-12-15 04:00:00	ES	Futures	1222.14	1223.15	1219.62	1219.62	4426.0
2011-12-15 04:05:00	ES	Futures	1219.62	1220.38	1218.61	1218.87	4020.0

> showing 50 of 13,241 rows — these rows as CSV

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