PREVIEW / futures_5min / 2010-01-26

all futures 5-min files

  file:    by_date/futures_5min/2010/2010-01-26.parquet
  size:    205 KB
  rows:    12,784

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
2010-01-26 00:00:00	ES	Futures	1052.82	1053.07	1051.85	1052.58	2328.0
2010-01-26 00:05:00	ES	Futures	1052.82	1052.82	1052.34	1052.58	823.0
2010-01-26 00:10:00	ES	Futures	1052.58	1053.55	1052.34	1053.07	865.0
2010-01-26 00:15:00	ES	Futures	1053.07	1054.53	1052.82	1054.28	1297.0
2010-01-26 00:20:00	ES	Futures	1054.28	1054.77	1054.04	1054.53	276.0
2010-01-26 00:25:00	ES	Futures	1054.53	1055.01	1054.53	1055.01	575.0
2010-01-26 00:30:00	ES	Futures	1055.01	1055.5	1054.28	1055.26	845.0
2010-01-26 00:35:00	ES	Futures	1055.01	1055.26	1054.04	1054.53	350.0
2010-01-26 00:40:00	ES	Futures	1054.28	1054.77	1054.04	1054.77	528.0
2010-01-26 00:45:00	ES	Futures	1054.53	1054.77	1054.28	1054.77	192.0
2010-01-26 00:50:00	ES	Futures	1054.53	1055.5	1054.53	1055.01	489.0
2010-01-26 00:55:00	ES	Futures	1055.01	1055.01	1054.53	1054.77	127.0
2010-01-26 01:00:00	ES	Futures	1054.77	1055.01	1054.28	1054.77	293.0
2010-01-26 01:05:00	ES	Futures	1054.77	1055.26	1054.53	1055.01	482.0
2010-01-26 01:10:00	ES	Futures	1055.01	1055.26	1054.28	1054.77	520.0
2010-01-26 01:15:00	ES	Futures	1054.77	1055.01	1053.55	1054.04	1005.0
2010-01-26 01:20:00	ES	Futures	1053.8	1054.04	1053.31	1053.31	342.0
2010-01-26 01:25:00	ES	Futures	1053.55	1053.8	1053.31	1053.55	181.0
2010-01-26 01:30:00	ES	Futures	1053.55	1053.8	1053.31	1053.31	426.0
2010-01-26 01:35:00	ES	Futures	1053.31	1053.8	1053.31	1053.55	271.0
2010-01-26 01:40:00	ES	Futures	1053.55	1053.55	1053.07	1053.31	758.0
2010-01-26 01:45:00	ES	Futures	1053.31	1054.04	1053.31	1053.8	532.0
2010-01-26 01:50:00	ES	Futures	1054.04	1054.28	1053.55	1053.8	239.0
2010-01-26 01:55:00	ES	Futures	1053.8	1053.8	1053.31	1053.31	653.0
2010-01-26 02:00:00	ES	Futures	1053.07	1053.8	1053.07	1053.31	2042.0
2010-01-26 02:05:00	ES	Futures	1053.31	1054.28	1053.31	1053.8	1483.0
2010-01-26 02:10:00	ES	Futures	1053.8	1054.04	1053.31	1053.55	667.0
2010-01-26 02:15:00	ES	Futures	1053.8	1055.01	1053.55	1054.77	1587.0
2010-01-26 02:20:00	ES	Futures	1054.77	1055.5	1054.04	1054.28	1571.0
2010-01-26 02:25:00	ES	Futures	1054.04	1054.77	1053.8	1054.53	1694.0
2010-01-26 02:30:00	ES	Futures	1054.53	1055.01	1054.28	1054.77	1320.0
2010-01-26 02:35:00	ES	Futures	1054.53	1055.74	1054.53	1055.5	1753.0
2010-01-26 02:40:00	ES	Futures	1055.5	1055.74	1055.01	1055.5	2780.0
2010-01-26 02:45:00	ES	Futures	1055.5	1055.99	1055.5	1055.74	1320.0
2010-01-26 02:50:00	ES	Futures	1055.74	1055.99	1055.26	1055.5	1702.0
2010-01-26 02:55:00	ES	Futures	1055.74	1055.74	1054.77	1055.5	1354.0
2010-01-26 03:00:00	ES	Futures	1055.74	1056.96	1055.5	1056.72	5725.0
2010-01-26 03:05:00	ES	Futures	1056.72	1057.45	1055.74	1056.96	5296.0
2010-01-26 03:10:00	ES	Futures	1056.72	1058.18	1056.47	1057.69	3898.0
2010-01-26 03:15:00	ES	Futures	1057.45	1057.93	1057.2	1057.69	3162.0
2010-01-26 03:20:00	ES	Futures	1057.45	1058.18	1056.96	1057.93	3271.0
2010-01-26 03:25:00	ES	Futures	1057.93	1057.93	1055.99	1056.23	3788.0
2010-01-26 03:30:00	ES	Futures	1056.23	1056.47	1055.26	1056.23	4777.0
2010-01-26 03:35:00	ES	Futures	1056.23	1056.47	1055.5	1056.23	2992.0
2010-01-26 03:40:00	ES	Futures	1056.23	1057.69	1055.99	1057.69	1573.0
2010-01-26 03:45:00	ES	Futures	1057.45	1057.69	1056.72	1056.96	1861.0
2010-01-26 03:50:00	ES	Futures	1056.96	1057.45	1056.47	1057.2	1592.0
2010-01-26 03:55:00	ES	Futures	1057.2	1057.45	1056.47	1057.2	1800.0
2010-01-26 04:00:00	ES	Futures	1056.96	1057.69	1056.96	1056.96	2027.0
2010-01-26 04:05:00	ES	Futures	1056.96	1057.69	1056.47	1057.69	1870.0

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