PREVIEW / futures_5min / 2011-12-27

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-12-27.parquet
  size:    146 KB
  rows:    9,341

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
2011-12-27 06:00:00	ES	Futures	1270.52	1271.03	1269.26	1270.27	3249.0
2011-12-27 06:05:00	ES	Futures	1270.27	1271.03	1270.02	1270.27	1664.0
2011-12-27 06:10:00	ES	Futures	1270.52	1270.52	1269.01	1269.26	1129.0
2011-12-27 06:15:00	ES	Futures	1269.52	1270.52	1269.52	1270.27	1206.0
2011-12-27 06:20:00	ES	Futures	1270.27	1270.52	1269.26	1270.27	957.0
2011-12-27 06:25:00	ES	Futures	1270.52	1270.52	1269.77	1269.77	519.0
2011-12-27 06:30:00	ES	Futures	1269.77	1270.27	1269.77	1270.02	264.0
2011-12-27 06:35:00	ES	Futures	1270.02	1270.52	1270.02	1270.02	200.0
2011-12-27 06:40:00	ES	Futures	1270.02	1270.52	1270.02	1270.27	222.0
2011-12-27 06:45:00	ES	Futures	1270.27	1270.27	1269.52	1270.02	604.0
2011-12-27 06:50:00	ES	Futures	1270.02	1270.27	1269.77	1270.02	122.0
2011-12-27 06:55:00	ES	Futures	1270.02	1270.52	1269.52	1269.52	422.0
2011-12-27 07:00:00	ES	Futures	1269.52	1269.52	1267.75	1268.26	2143.0
2011-12-27 07:05:00	ES	Futures	1268.26	1268.26	1267.5	1268.0	1325.0
2011-12-27 07:10:00	ES	Futures	1268.0	1268.26	1267.75	1267.75	329.0
2011-12-27 07:15:00	ES	Futures	1267.75	1268.0	1267.0	1267.0	762.0
2011-12-27 07:20:00	ES	Futures	1267.25	1268.0	1267.25	1267.5	1192.0
2011-12-27 07:25:00	ES	Futures	1267.5	1268.0	1267.25	1267.75	286.0
2011-12-27 07:30:00	ES	Futures	1267.75	1268.0	1267.25	1267.75	795.0
2011-12-27 07:35:00	ES	Futures	1268.0	1268.0	1267.25	1267.5	338.0
2011-12-27 07:40:00	ES	Futures	1267.75	1268.0	1267.5	1267.75	324.0
2011-12-27 07:45:00	ES	Futures	1267.75	1267.75	1267.5	1267.75	419.0
2011-12-27 07:50:00	ES	Futures	1267.75	1268.26	1267.5	1268.26	340.0
2011-12-27 07:55:00	ES	Futures	1268.0	1268.26	1267.5	1267.75	499.0
2011-12-27 08:00:00	ES	Futures	1267.75	1268.26	1267.5	1268.0	481.0
2011-12-27 08:05:00	ES	Futures	1268.26	1269.26	1268.0	1269.26	947.0
2011-12-27 08:10:00	ES	Futures	1269.01	1269.52	1268.76	1269.52	1192.0
2011-12-27 08:15:00	ES	Futures	1269.52	1269.77	1268.51	1268.51	505.0
2011-12-27 08:20:00	ES	Futures	1268.51	1268.76	1267.75	1267.75	2046.0
2011-12-27 08:25:00	ES	Futures	1267.5	1267.75	1266.49	1267.5	1509.0
2011-12-27 08:30:00	ES	Futures	1267.25	1268.26	1267.25	1268.26	1313.0
2011-12-27 08:35:00	ES	Futures	1268.0	1268.26	1267.5	1267.5	790.0
2011-12-27 08:40:00	ES	Futures	1267.5	1267.5	1267.25	1267.25	789.0
2011-12-27 08:45:00	ES	Futures	1267.25	1267.5	1266.24	1267.25	1729.0
2011-12-27 08:50:00	ES	Futures	1267.5	1267.5	1267.0	1267.0	866.0
2011-12-27 08:55:00	ES	Futures	1267.0	1267.5	1266.74	1267.25	1420.0
2011-12-27 09:00:00	ES	Futures	1267.25	1267.75	1266.74	1267.25	1488.0
2011-12-27 09:05:00	ES	Futures	1267.25	1267.5	1266.49	1266.74	1928.0
2011-12-27 09:10:00	ES	Futures	1266.49	1267.0	1266.24	1266.74	1149.0
2011-12-27 09:15:00	ES	Futures	1266.74	1267.0	1266.24	1267.0	1380.0
2011-12-27 09:20:00	ES	Futures	1267.0	1267.0	1265.99	1266.49	1471.0
2011-12-27 09:25:00	ES	Futures	1266.49	1267.75	1266.24	1267.5	3223.0
2011-12-27 09:30:00	ES	Futures	1267.5	1268.0	1266.49	1266.74	10820.0
2011-12-27 09:35:00	ES	Futures	1267.0	1268.51	1266.24	1268.26	12998.0
2011-12-27 09:40:00	ES	Futures	1268.26	1270.78	1268.26	1270.52	12413.0
2011-12-27 09:45:00	ES	Futures	1270.52	1272.04	1269.26	1272.04	17598.0
2011-12-27 09:50:00	ES	Futures	1271.78	1273.04	1271.28	1271.53	20546.0
2011-12-27 09:55:00	ES	Futures	1271.53	1273.55	1271.53	1273.3	7725.0
2011-12-27 10:00:00	ES	Futures	1273.3	1274.05	1272.04	1272.54	19078.0
2011-12-27 10:05:00	ES	Futures	1272.79	1274.05	1272.29	1273.3	12357.0

> showing 50 of 9,341 rows — these rows as CSV

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