PREVIEW / futures_5min / 2011-12-22

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-12-22.parquet
  size:    199 KB
  rows:    12,678

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
2011-12-22 00:00:00	ES	Futures	1242.8	1242.8	1242.55	1242.55	380.0
2011-12-22 00:05:00	ES	Futures	1242.55	1242.8	1242.55	1242.8	139.0
2011-12-22 00:10:00	ES	Futures	1242.55	1242.8	1242.55	1242.55	216.0
2011-12-22 00:15:00	ES	Futures	1242.55	1242.8	1242.3	1242.8	80.0
2011-12-22 00:20:00	ES	Futures	1242.55	1243.06	1242.55	1242.8	162.0
2011-12-22 00:25:00	ES	Futures	1243.06	1243.06	1242.05	1242.3	721.0
2011-12-22 00:30:00	ES	Futures	1242.05	1242.55	1242.05	1242.3	266.0
2011-12-22 00:35:00	ES	Futures	1242.3	1242.3	1242.05	1242.3	118.0
2011-12-22 00:40:00	ES	Futures	1242.3	1243.06	1242.3	1243.06	178.0
2011-12-22 00:45:00	ES	Futures	1242.8	1243.06	1242.8	1243.06	183.0
2011-12-22 00:50:00	ES	Futures	1243.06	1243.31	1242.8	1242.8	133.0
2011-12-22 00:55:00	ES	Futures	1242.8	1243.06	1242.8	1242.8	154.0
2011-12-22 01:00:00	ES	Futures	1242.8	1243.81	1242.55	1243.81	853.0
2011-12-22 01:05:00	ES	Futures	1243.81	1243.81	1243.31	1243.31	252.0
2011-12-22 01:10:00	ES	Futures	1243.31	1243.56	1243.06	1243.06	260.0
2011-12-22 01:15:00	ES	Futures	1243.06	1243.81	1243.06	1243.81	164.0
2011-12-22 01:20:00	ES	Futures	1243.81	1244.32	1243.81	1244.06	439.0
2011-12-22 01:25:00	ES	Futures	1244.06	1244.57	1243.81	1244.32	255.0
2011-12-22 01:30:00	ES	Futures	1244.32	1244.57	1244.06	1244.57	154.0
2011-12-22 01:35:00	ES	Futures	1244.32	1244.57	1244.32	1244.57	86.0
2011-12-22 01:40:00	ES	Futures	1244.32	1244.32	1243.81	1243.81	201.0
2011-12-22 01:45:00	ES	Futures	1244.06	1244.06	1243.81	1244.06	88.0
2011-12-22 01:50:00	ES	Futures	1243.81	1244.32	1243.81	1244.06	87.0
2011-12-22 01:55:00	ES	Futures	1243.81	1244.32	1243.81	1244.32	229.0
2011-12-22 02:00:00	ES	Futures	1244.32	1245.58	1244.06	1245.32	1052.0
2011-12-22 02:05:00	ES	Futures	1245.07	1246.58	1245.07	1245.83	1042.0
2011-12-22 02:10:00	ES	Futures	1245.58	1246.58	1245.58	1246.58	417.0
2011-12-22 02:15:00	ES	Futures	1246.58	1247.34	1246.33	1247.09	940.0
2011-12-22 02:20:00	ES	Futures	1247.34	1247.59	1246.84	1247.59	362.0
2011-12-22 02:25:00	ES	Futures	1247.34	1247.59	1246.58	1247.09	342.0
2011-12-22 02:30:00	ES	Futures	1246.84	1247.84	1246.84	1247.84	473.0
2011-12-22 02:35:00	ES	Futures	1247.84	1247.84	1247.34	1247.34	395.0
2011-12-22 02:40:00	ES	Futures	1247.34	1247.34	1246.33	1246.33	413.0
2011-12-22 02:45:00	ES	Futures	1246.58	1247.09	1246.33	1246.84	381.0
2011-12-22 02:50:00	ES	Futures	1246.84	1246.84	1246.33	1246.33	191.0
2011-12-22 02:55:00	ES	Futures	1246.33	1246.84	1246.08	1246.08	403.0
2011-12-22 03:00:00	ES	Futures	1246.33	1249.86	1245.58	1249.61	4840.0
2011-12-22 03:05:00	ES	Futures	1249.61	1250.87	1249.1	1249.61	2742.0
2011-12-22 03:10:00	ES	Futures	1249.86	1250.87	1249.61	1250.36	2526.0
2011-12-22 03:15:00	ES	Futures	1250.36	1252.38	1250.36	1252.38	3880.0
2011-12-22 03:20:00	ES	Futures	1252.13	1252.88	1251.37	1251.88	3017.0
2011-12-22 03:25:00	ES	Futures	1251.62	1252.13	1250.11	1250.87	2714.0
2011-12-22 03:30:00	ES	Futures	1250.62	1252.13	1250.36	1252.13	2040.0
2011-12-22 03:35:00	ES	Futures	1251.88	1252.13	1251.12	1251.62	1164.0
2011-12-22 03:40:00	ES	Futures	1251.62	1252.38	1251.12	1251.12	1234.0
2011-12-22 03:45:00	ES	Futures	1251.37	1251.88	1250.36	1250.62	1539.0
2011-12-22 03:50:00	ES	Futures	1250.87	1251.12	1249.36	1249.86	2177.0
2011-12-22 03:55:00	ES	Futures	1249.86	1249.86	1249.1	1249.61	1881.0
2011-12-22 04:00:00	ES	Futures	1249.61	1250.62	1249.61	1250.11	1200.0
2011-12-22 04:05:00	ES	Futures	1250.11	1251.12	1249.61	1249.61	1545.0

> showing 50 of 12,678 rows — these rows as CSV

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