PREVIEW / futures_5min / 2011-12-16

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-12-16.parquet
  size:    185 KB
  rows:    10,859

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
2011-12-16 00:00:00	ES	Futures	1228.44	1229.2	1227.94	1228.44	904.0
2011-12-16 00:05:00	ES	Futures	1228.69	1228.69	1227.43	1227.43	706.0
2011-12-16 00:10:00	ES	Futures	1227.43	1227.94	1226.93	1227.18	416.0
2011-12-16 00:15:00	ES	Futures	1226.93	1227.69	1226.68	1227.18	321.0
2011-12-16 00:20:00	ES	Futures	1227.18	1227.43	1226.93	1227.18	220.0
2011-12-16 00:25:00	ES	Futures	1226.93	1226.93	1225.67	1225.92	967.0
2011-12-16 00:30:00	ES	Futures	1225.92	1226.17	1225.17	1225.42	646.0
2011-12-16 00:35:00	ES	Futures	1225.42	1225.42	1224.91	1225.42	675.0
2011-12-16 00:40:00	ES	Futures	1225.42	1225.92	1225.42	1225.42	306.0
2011-12-16 00:45:00	ES	Futures	1225.42	1225.67	1225.42	1225.67	145.0
2011-12-16 00:50:00	ES	Futures	1225.67	1226.17	1225.42	1225.67	313.0
2011-12-16 00:55:00	ES	Futures	1225.92	1226.17	1225.67	1225.92	221.0
2011-12-16 01:00:00	ES	Futures	1225.92	1225.92	1225.42	1225.67	302.0
2011-12-16 01:05:00	ES	Futures	1225.42	1226.43	1225.42	1226.43	237.0
2011-12-16 01:10:00	ES	Futures	1226.43	1227.18	1226.17	1227.18	499.0
2011-12-16 01:15:00	ES	Futures	1227.18	1228.19	1226.93	1227.94	613.0
2011-12-16 01:20:00	ES	Futures	1227.94	1228.44	1227.69	1228.19	528.0
2011-12-16 01:25:00	ES	Futures	1228.19	1228.95	1227.94	1228.69	425.0
2011-12-16 01:30:00	ES	Futures	1228.44	1229.45	1228.44	1228.95	441.0
2011-12-16 01:35:00	ES	Futures	1228.95	1229.95	1228.95	1229.2	1371.0
2011-12-16 01:40:00	ES	Futures	1229.2	1229.45	1228.95	1229.2	357.0
2011-12-16 01:45:00	ES	Futures	1229.2	1229.95	1229.2	1229.7	878.0
2011-12-16 01:50:00	ES	Futures	1229.45	1230.21	1229.45	1229.95	822.0
2011-12-16 01:55:00	ES	Futures	1229.95	1230.21	1229.45	1229.95	539.0
2011-12-16 02:00:00	ES	Futures	1229.95	1230.96	1229.2	1229.45	2012.0
2011-12-16 02:05:00	ES	Futures	1229.7	1230.21	1229.45	1229.95	930.0
2011-12-16 02:10:00	ES	Futures	1230.21	1230.96	1229.45	1229.7	1554.0
2011-12-16 02:15:00	ES	Futures	1229.95	1231.21	1229.7	1230.96	1027.0
2011-12-16 02:20:00	ES	Futures	1231.21	1232.22	1230.96	1231.72	2344.0
2011-12-16 02:25:00	ES	Futures	1231.47	1231.72	1229.7	1230.21	1674.0
2011-12-16 02:30:00	ES	Futures	1230.21	1230.96	1229.7	1230.71	750.0
2011-12-16 02:35:00	ES	Futures	1230.46	1230.46	1228.95	1229.7	1300.0
2011-12-16 02:40:00	ES	Futures	1229.7	1229.95	1228.95	1229.2	466.0
2011-12-16 02:45:00	ES	Futures	1229.45	1229.45	1228.69	1228.95	398.0
2011-12-16 02:50:00	ES	Futures	1228.95	1230.46	1228.69	1230.46	1783.0
2011-12-16 02:55:00	ES	Futures	1230.21	1230.96	1229.45	1229.45	1918.0
2011-12-16 03:00:00	ES	Futures	1229.45	1229.45	1227.94	1228.19	4065.0
2011-12-16 03:05:00	ES	Futures	1227.94	1228.44	1225.92	1227.18	4816.0
2011-12-16 03:10:00	ES	Futures	1227.18	1227.94	1226.93	1227.18	2603.0
2011-12-16 03:15:00	ES	Futures	1227.43	1228.95	1227.18	1227.94	3247.0
2011-12-16 03:20:00	ES	Futures	1228.19	1229.45	1226.68	1226.93	4463.0
2011-12-16 03:25:00	ES	Futures	1226.93	1227.69	1225.67	1226.43	3598.0
2011-12-16 03:30:00	ES	Futures	1226.68	1227.43	1226.43	1227.18	1757.0
2011-12-16 03:35:00	ES	Futures	1227.18	1228.19	1226.17	1227.94	2061.0
2011-12-16 03:40:00	ES	Futures	1228.19	1228.44	1227.18	1227.69	2154.0
2011-12-16 03:45:00	ES	Futures	1227.69	1228.44	1227.18	1227.94	1991.0
2011-12-16 03:50:00	ES	Futures	1227.94	1229.2	1225.92	1226.17	3157.0
2011-12-16 03:55:00	ES	Futures	1226.17	1227.69	1225.92	1227.43	1642.0
2011-12-16 04:00:00	ES	Futures	1227.18	1229.45	1227.18	1228.95	3522.0
2011-12-16 04:05:00	ES	Futures	1229.2	1229.2	1228.19	1229.2	1196.0

> showing 50 of 10,859 rows — these rows as CSV

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