PREVIEW / futures_5min / 2011-12-28

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-12-28.parquet
  size:    217 KB
  rows:    12,599

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
2011-12-28 00:00:00	ES	Futures	1266.74	1267.0	1266.49	1266.49	286.0
2011-12-28 00:05:00	ES	Futures	1266.49	1267.0	1266.49	1266.74	277.0
2011-12-28 00:10:00	ES	Futures	1266.74	1267.25	1266.74	1267.25	240.0
2011-12-28 00:15:00	ES	Futures	1267.0	1267.25	1266.74	1266.74	224.0
2011-12-28 00:20:00	ES	Futures	1267.0	1267.25	1266.74	1267.0	358.0
2011-12-28 00:25:00	ES	Futures	1266.74	1267.0	1266.24	1266.74	474.0
2011-12-28 00:30:00	ES	Futures	1266.74	1266.74	1266.24	1266.49	265.0
2011-12-28 00:35:00	ES	Futures	1266.49	1266.74	1266.24	1266.49	180.0
2011-12-28 00:40:00	ES	Futures	1266.24	1266.74	1266.24	1266.74	129.0
2011-12-28 00:45:00	ES	Futures	1266.74	1267.25	1266.74	1266.74	340.0
2011-12-28 00:50:00	ES	Futures	1266.74	1267.0	1266.74	1266.74	121.0
2011-12-28 00:55:00	ES	Futures	1266.74	1266.74	1266.24	1266.49	279.0
2011-12-28 01:00:00	ES	Futures	1266.49	1266.74	1266.24	1266.74	98.0
2011-12-28 01:05:00	ES	Futures	1266.49	1266.74	1266.24	1266.49	121.0
2011-12-28 01:10:00	ES	Futures	1266.49	1266.74	1266.24	1266.49	72.0
2011-12-28 01:15:00	ES	Futures	1266.49	1266.49	1266.49	1266.49	9.0
2011-12-28 01:20:00	ES	Futures	1266.49	1266.49	1265.99	1265.99	317.0
2011-12-28 01:25:00	ES	Futures	1266.24	1266.24	1265.99	1266.24	88.0
2011-12-28 01:30:00	ES	Futures	1266.24	1266.49	1265.99	1266.49	79.0
2011-12-28 01:35:00	ES	Futures	1266.24	1266.74	1266.24	1266.74	114.0
2011-12-28 01:40:00	ES	Futures	1266.74	1266.74	1266.49	1266.74	77.0
2011-12-28 01:45:00	ES	Futures	1267.0	1267.0	1267.0	1267.0	119.0
2011-12-28 01:50:00	ES	Futures	1267.0	1267.25	1267.0	1267.0	64.0
2011-12-28 01:55:00	ES	Futures	1267.0	1267.25	1266.74	1267.0	84.0
2011-12-28 02:00:00	ES	Futures	1267.25	1267.25	1265.74	1265.74	991.0
2011-12-28 02:05:00	ES	Futures	1265.99	1265.99	1264.22	1265.48	2201.0
2011-12-28 02:10:00	ES	Futures	1265.48	1267.75	1265.48	1267.75	1246.0
2011-12-28 02:15:00	ES	Futures	1267.5	1267.5	1266.49	1266.74	737.0
2011-12-28 02:20:00	ES	Futures	1266.74	1267.25	1266.49	1267.0	197.0
2011-12-28 02:25:00	ES	Futures	1267.25	1267.5	1267.0	1267.25	203.0
2011-12-28 02:30:00	ES	Futures	1267.25	1267.75	1267.25	1267.5	71.0
2011-12-28 02:35:00	ES	Futures	1267.5	1267.75	1267.25	1267.75	73.0
2011-12-28 02:40:00	ES	Futures	1267.75	1267.75	1267.0	1267.0	131.0
2011-12-28 02:45:00	ES	Futures	1267.25	1267.75	1267.25	1267.75	215.0
2011-12-28 02:50:00	ES	Futures	1267.75	1268.51	1267.5	1268.26	323.0
2011-12-28 02:55:00	ES	Futures	1268.26	1269.01	1268.0	1269.01	572.0
2011-12-28 03:00:00	ES	Futures	1269.01	1269.77	1268.26	1268.76	1826.0
2011-12-28 03:05:00	ES	Futures	1268.76	1269.52	1268.0	1268.26	1345.0
2011-12-28 03:10:00	ES	Futures	1268.26	1269.26	1266.49	1267.5	2344.0
2011-12-28 03:15:00	ES	Futures	1267.25	1268.51	1267.25	1268.0	1209.0
2011-12-28 03:20:00	ES	Futures	1268.0	1268.26	1267.5	1267.75	1047.0
2011-12-28 03:25:00	ES	Futures	1267.75	1267.75	1266.74	1266.74	1159.0
2011-12-28 03:30:00	ES	Futures	1266.74	1266.74	1265.48	1266.49	2054.0
2011-12-28 03:35:00	ES	Futures	1266.49	1267.25	1266.24	1267.25	1421.0
2011-12-28 03:40:00	ES	Futures	1267.25	1267.5	1265.99	1267.0	1676.0
2011-12-28 03:45:00	ES	Futures	1266.74	1267.5	1266.24	1267.0	1308.0
2011-12-28 03:50:00	ES	Futures	1267.25	1268.51	1267.25	1268.51	1544.0
2011-12-28 03:55:00	ES	Futures	1268.26	1268.76	1268.0	1268.76	1134.0
2011-12-28 04:00:00	ES	Futures	1269.01	1269.77	1268.26	1269.77	1613.0
2011-12-28 04:05:00	ES	Futures	1269.77	1270.27	1269.26	1269.52	1498.0

> showing 50 of 12,599 rows — these rows as CSV

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