PREVIEW / futures_5min / 2011-12-23

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-12-23.parquet
  size:    151 KB
  rows:    9,495

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
2011-12-23 00:00:00	ES	Futures	1265.48	1265.74	1265.48	1265.48	57.0
2011-12-23 00:05:00	ES	Futures	1265.48	1265.74	1265.48	1265.74	67.0
2011-12-23 00:10:00	ES	Futures	1265.74	1265.74	1265.48	1265.48	68.0
2011-12-23 00:15:00	ES	Futures	1265.74	1265.74	1265.48	1265.74	112.0
2011-12-23 00:20:00	ES	Futures	1265.74	1265.99	1265.48	1265.74	168.0
2011-12-23 00:25:00	ES	Futures	1265.74	1265.74	1265.23	1265.48	164.0
2011-12-23 00:30:00	ES	Futures	1265.23	1265.74	1265.23	1265.48	246.0
2011-12-23 00:35:00	ES	Futures	1265.48	1265.74	1265.23	1265.23	135.0
2011-12-23 00:40:00	ES	Futures	1265.48	1265.74	1265.23	1265.48	79.0
2011-12-23 00:45:00	ES	Futures	1265.48	1265.99	1265.48	1265.74	72.0
2011-12-23 00:50:00	ES	Futures	1265.99	1266.24	1265.74	1265.74	285.0
2011-12-23 00:55:00	ES	Futures	1265.99	1265.99	1265.48	1265.74	77.0
2011-12-23 01:00:00	ES	Futures	1265.74	1266.49	1265.74	1266.24	169.0
2011-12-23 01:05:00	ES	Futures	1266.24	1266.74	1265.99	1266.49	323.0
2011-12-23 01:10:00	ES	Futures	1266.49	1266.74	1266.49	1266.74	113.0
2011-12-23 01:15:00	ES	Futures	1266.74	1266.74	1266.24	1266.24	60.0
2011-12-23 01:20:00	ES	Futures	1266.24	1266.24	1265.99	1265.99	98.0
2011-12-23 01:25:00	ES	Futures	1265.99	1266.24	1265.74	1265.99	187.0
2011-12-23 01:30:00	ES	Futures	1265.99	1265.99	1265.74	1265.74	82.0
2011-12-23 01:35:00	ES	Futures	1265.74	1266.74	1265.74	1266.24	218.0
2011-12-23 01:40:00	ES	Futures	1266.24	1266.74	1265.99	1266.24	227.0
2011-12-23 01:45:00	ES	Futures	1266.24	1266.49	1265.99	1266.49	162.0
2011-12-23 01:50:00	ES	Futures	1266.49	1267.5	1266.24	1267.25	967.0
2011-12-23 01:55:00	ES	Futures	1267.25	1267.25	1266.74	1266.74	310.0
2011-12-23 02:00:00	ES	Futures	1266.49	1266.74	1265.99	1266.24	1057.0
2011-12-23 02:05:00	ES	Futures	1265.99	1266.49	1265.74	1265.74	520.0
2011-12-23 02:10:00	ES	Futures	1265.99	1266.24	1265.23	1265.23	358.0
2011-12-23 02:15:00	ES	Futures	1265.23	1265.99	1264.98	1264.98	1020.0
2011-12-23 02:20:00	ES	Futures	1264.98	1265.48	1264.98	1265.23	805.0
2011-12-23 02:25:00	ES	Futures	1265.48	1265.99	1264.98	1265.48	509.0
2011-12-23 02:30:00	ES	Futures	1265.48	1267.0	1265.48	1266.74	1074.0
2011-12-23 02:35:00	ES	Futures	1266.74	1267.25	1266.74	1267.25	973.0
2011-12-23 02:40:00	ES	Futures	1267.0	1267.5	1266.49	1267.0	1129.0
2011-12-23 02:45:00	ES	Futures	1267.0	1267.25	1266.24	1267.25	574.0
2011-12-23 02:50:00	ES	Futures	1267.25	1267.25	1266.74	1267.0	580.0
2011-12-23 02:55:00	ES	Futures	1267.0	1267.25	1266.74	1267.25	502.0
2011-12-23 03:00:00	ES	Futures	1267.0	1267.5	1265.99	1265.99	2133.0
2011-12-23 03:05:00	ES	Futures	1265.99	1266.74	1265.48	1266.24	2016.0
2011-12-23 03:10:00	ES	Futures	1266.24	1266.74	1265.48	1266.24	1570.0
2011-12-23 03:15:00	ES	Futures	1266.24	1266.49	1265.74	1265.74	2166.0
2011-12-23 03:20:00	ES	Futures	1265.74	1266.24	1265.48	1265.74	751.0
2011-12-23 03:25:00	ES	Futures	1265.48	1265.74	1264.22	1264.48	2256.0
2011-12-23 03:30:00	ES	Futures	1264.48	1264.73	1263.72	1263.72	1094.0
2011-12-23 03:35:00	ES	Futures	1263.97	1264.22	1263.72	1264.22	930.0
2011-12-23 03:40:00	ES	Futures	1263.97	1264.98	1263.72	1264.73	784.0
2011-12-23 03:45:00	ES	Futures	1264.73	1265.23	1263.97	1264.48	1275.0
2011-12-23 03:50:00	ES	Futures	1264.22	1264.48	1263.22	1263.72	1608.0
2011-12-23 03:55:00	ES	Futures	1263.72	1264.22	1263.47	1263.72	942.0
2011-12-23 04:00:00	ES	Futures	1263.47	1263.72	1263.22	1263.47	836.0
2011-12-23 04:05:00	ES	Futures	1263.72	1263.72	1263.22	1263.22	618.0

> showing 50 of 9,495 rows — these rows as CSV

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