PREVIEW / futures_5min / 2011-12-19

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-12-19.parquet
  size:    211 KB
  rows:    12,823

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
2011-12-19 00:00:00	ES	Futures	1212.31	1212.82	1212.06	1212.82	368.0
2011-12-19 00:05:00	ES	Futures	1213.07	1213.32	1212.57	1212.82	226.0
2011-12-19 00:10:00	ES	Futures	1213.07	1213.07	1212.57	1212.82	419.0
2011-12-19 00:15:00	ES	Futures	1212.82	1213.83	1212.57	1213.32	732.0
2011-12-19 00:20:00	ES	Futures	1213.07	1213.83	1213.07	1213.07	529.0
2011-12-19 00:25:00	ES	Futures	1213.07	1213.57	1212.06	1212.31	548.0
2011-12-19 00:30:00	ES	Futures	1212.31	1212.82	1211.81	1212.82	704.0
2011-12-19 00:35:00	ES	Futures	1212.57	1213.07	1212.31	1212.57	696.0
2011-12-19 00:40:00	ES	Futures	1212.31	1212.57	1212.06	1212.06	117.0
2011-12-19 00:45:00	ES	Futures	1212.06	1212.82	1212.06	1212.57	356.0
2011-12-19 00:50:00	ES	Futures	1212.57	1212.57	1212.06	1212.06	214.0
2011-12-19 00:55:00	ES	Futures	1212.31	1212.31	1211.31	1212.06	535.0
2011-12-19 01:00:00	ES	Futures	1211.81	1212.06	1211.56	1211.81	477.0
2011-12-19 01:05:00	ES	Futures	1212.06	1212.31	1211.81	1212.06	274.0
2011-12-19 01:10:00	ES	Futures	1212.06	1213.07	1212.06	1213.07	838.0
2011-12-19 01:15:00	ES	Futures	1213.07	1213.32	1212.31	1213.32	513.0
2011-12-19 01:20:00	ES	Futures	1213.07	1214.08	1213.07	1213.57	778.0
2011-12-19 01:25:00	ES	Futures	1213.57	1214.58	1213.32	1214.33	614.0
2011-12-19 01:30:00	ES	Futures	1214.58	1215.34	1213.83	1214.83	1279.0
2011-12-19 01:35:00	ES	Futures	1214.83	1215.09	1214.08	1214.08	249.0
2011-12-19 01:40:00	ES	Futures	1214.33	1214.33	1213.83	1214.33	294.0
2011-12-19 01:45:00	ES	Futures	1214.33	1215.09	1214.08	1214.83	344.0
2011-12-19 01:50:00	ES	Futures	1214.83	1215.34	1214.83	1215.09	392.0
2011-12-19 01:55:00	ES	Futures	1214.83	1215.09	1214.33	1214.33	915.0
2011-12-19 02:00:00	ES	Futures	1214.58	1215.09	1214.08	1214.58	1588.0
2011-12-19 02:05:00	ES	Futures	1214.58	1215.59	1214.08	1215.59	1021.0
2011-12-19 02:10:00	ES	Futures	1215.59	1217.35	1215.34	1216.35	1740.0
2011-12-19 02:15:00	ES	Futures	1216.09	1216.6	1214.83	1215.34	895.0
2011-12-19 02:20:00	ES	Futures	1215.09	1215.84	1214.83	1215.34	728.0
2011-12-19 02:25:00	ES	Futures	1215.34	1216.35	1215.34	1215.84	655.0
2011-12-19 02:30:00	ES	Futures	1215.84	1216.09	1214.83	1215.34	1162.0
2011-12-19 02:35:00	ES	Futures	1215.09	1215.34	1214.33	1214.58	627.0
2011-12-19 02:40:00	ES	Futures	1214.58	1215.09	1214.08	1214.83	647.0
2011-12-19 02:45:00	ES	Futures	1214.83	1215.34	1214.33	1215.34	440.0
2011-12-19 02:50:00	ES	Futures	1215.09	1216.6	1215.09	1216.6	846.0
2011-12-19 02:55:00	ES	Futures	1216.6	1217.1	1216.09	1216.35	1009.0
2011-12-19 03:00:00	ES	Futures	1216.35	1217.1	1215.34	1217.1	2711.0
2011-12-19 03:05:00	ES	Futures	1217.1	1220.13	1217.1	1218.36	6061.0
2011-12-19 03:10:00	ES	Futures	1218.36	1220.13	1218.36	1219.62	2683.0
2011-12-19 03:15:00	ES	Futures	1219.62	1220.13	1218.36	1219.37	2478.0
2011-12-19 03:20:00	ES	Futures	1219.62	1219.87	1218.61	1219.12	1374.0
2011-12-19 03:25:00	ES	Futures	1218.87	1220.13	1218.87	1219.87	1339.0
2011-12-19 03:30:00	ES	Futures	1219.87	1221.13	1219.37	1220.63	2044.0
2011-12-19 03:35:00	ES	Futures	1220.63	1222.65	1220.13	1222.39	3116.0
2011-12-19 03:40:00	ES	Futures	1222.39	1223.15	1221.89	1222.39	3294.0
2011-12-19 03:45:00	ES	Futures	1222.39	1223.4	1221.89	1221.89	2302.0
2011-12-19 03:50:00	ES	Futures	1221.89	1222.65	1221.64	1221.64	1637.0
2011-12-19 03:55:00	ES	Futures	1221.39	1221.89	1220.88	1221.39	1749.0
2011-12-19 04:00:00	ES	Futures	1221.13	1222.9	1220.63	1222.14	2686.0
2011-12-19 04:05:00	ES	Futures	1222.14	1222.65	1221.64	1222.39	2111.0

> showing 50 of 12,823 rows — these rows as CSV

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