PREVIEW / futures_5min / 2010-01-19

all futures 5-min files

  file:    by_date/futures_5min/2010/2010-01-19.parquet
  size:    217 KB
  rows:    12,692

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
2010-01-19 00:00:00	ES	Futures	1104.39	1104.64	1104.39	1104.64	98.0
2010-01-19 00:05:00	ES	Futures	1104.39	1104.39	1103.91	1104.15	870.0
2010-01-19 00:10:00	ES	Futures	1103.91	1104.15	1103.91	1103.91	122.0
2010-01-19 00:15:00	ES	Futures	1104.15	1104.39	1103.91	1104.15	259.0
2010-01-19 00:20:00	ES	Futures	1104.15	1104.15	1103.91	1104.15	169.0
2010-01-19 00:25:00	ES	Futures	1103.91	1104.15	1103.91	1103.91	116.0
2010-01-19 00:30:00	ES	Futures	1103.91	1104.39	1103.91	1104.15	315.0
2010-01-19 00:35:00	ES	Futures	1104.39	1104.39	1104.15	1104.15	78.0
2010-01-19 00:40:00	ES	Futures	1104.39	1104.39	1104.15	1104.15	47.0
2010-01-19 00:45:00	ES	Futures	1104.15	1104.39	1103.91	1104.15	185.0
2010-01-19 00:50:00	ES	Futures	1104.15	1104.15	1103.91	1103.91	116.0
2010-01-19 00:55:00	ES	Futures	1104.15	1104.64	1103.91	1104.39	172.0
2010-01-19 01:00:00	ES	Futures	1104.64	1104.64	1104.39	1104.64	141.0
2010-01-19 01:05:00	ES	Futures	1104.64	1104.64	1104.15	1104.15	226.0
2010-01-19 01:10:00	ES	Futures	1104.39	1104.64	1104.39	1104.39	34.0
2010-01-19 01:15:00	ES	Futures	1104.39	1104.88	1104.39	1104.88	221.0
2010-01-19 01:20:00	ES	Futures	1104.88	1104.88	1103.91	1104.39	308.0
2010-01-19 01:25:00	ES	Futures	1104.39	1104.64	1104.15	1104.39	82.0
2010-01-19 01:30:00	ES	Futures	1104.39	1104.39	1103.91	1103.91	267.0
2010-01-19 01:35:00	ES	Futures	1104.15	1104.15	1103.91	1104.15	17.0
2010-01-19 01:40:00	ES	Futures	1104.15	1104.39	1103.91	1103.91	152.0
2010-01-19 01:45:00	ES	Futures	1104.15	1104.88	1103.91	1104.88	258.0
2010-01-19 01:50:00	ES	Futures	1104.64	1105.37	1104.64	1105.12	676.0
2010-01-19 01:55:00	ES	Futures	1104.88	1105.12	1104.64	1104.88	202.0
2010-01-19 02:00:00	ES	Futures	1104.88	1105.12	1104.64	1104.64	935.0
2010-01-19 02:05:00	ES	Futures	1104.88	1105.12	1104.39	1104.88	890.0
2010-01-19 02:10:00	ES	Futures	1105.12	1105.37	1104.88	1105.12	218.0
2010-01-19 02:15:00	ES	Futures	1105.37	1105.61	1105.12	1105.61	243.0
2010-01-19 02:20:00	ES	Futures	1105.61	1105.85	1105.12	1105.61	866.0
2010-01-19 02:25:00	ES	Futures	1105.37	1105.61	1105.37	1105.37	85.0
2010-01-19 02:30:00	ES	Futures	1105.61	1105.61	1105.37	1105.37	116.0
2010-01-19 02:35:00	ES	Futures	1105.61	1105.61	1105.12	1105.12	648.0
2010-01-19 02:40:00	ES	Futures	1105.12	1105.37	1104.88	1105.12	542.0
2010-01-19 02:45:00	ES	Futures	1105.12	1105.61	1105.12	1105.12	260.0
2010-01-19 02:50:00	ES	Futures	1105.37	1105.37	1104.88	1105.37	235.0
2010-01-19 02:55:00	ES	Futures	1105.37	1105.61	1105.37	1105.61	293.0
2010-01-19 03:00:00	ES	Futures	1105.61	1105.61	1104.15	1104.64	2971.0
2010-01-19 03:05:00	ES	Futures	1104.64	1104.64	1103.91	1104.15	2336.0
2010-01-19 03:10:00	ES	Futures	1104.15	1104.39	1103.42	1103.91	2685.0
2010-01-19 03:15:00	ES	Futures	1104.15	1104.15	1102.69	1103.18	3116.0
2010-01-19 03:20:00	ES	Futures	1103.18	1103.67	1102.69	1102.94	2561.0
2010-01-19 03:25:00	ES	Futures	1103.18	1103.18	1102.69	1103.18	1934.0
2010-01-19 03:30:00	ES	Futures	1103.18	1103.91	1102.94	1103.67	872.0
2010-01-19 03:35:00	ES	Futures	1103.42	1103.67	1102.69	1102.94	840.0
2010-01-19 03:40:00	ES	Futures	1102.94	1103.42	1102.94	1102.94	1003.0
2010-01-19 03:45:00	ES	Futures	1102.94	1103.18	1102.45	1102.94	1454.0
2010-01-19 03:50:00	ES	Futures	1102.94	1103.42	1102.69	1103.18	2131.0
2010-01-19 03:55:00	ES	Futures	1103.18	1103.18	1102.94	1102.94	892.0
2010-01-19 04:00:00	ES	Futures	1102.69	1103.18	1102.69	1102.94	2534.0
2010-01-19 04:05:00	ES	Futures	1102.94	1103.18	1102.45	1102.69	1982.0

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