PREVIEW / futures_5min / 2010-01-27

all futures 5-min files

  file:    by_date/futures_5min/2010/2010-01-27.parquet
  size:    227 KB
  rows:    13,000

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
2010-01-27 00:00:00	ES	Futures	1060.37	1060.61	1059.88	1059.88	178.0
2010-01-27 00:05:00	ES	Futures	1059.88	1059.88	1059.39	1059.39	436.0
2010-01-27 00:10:00	ES	Futures	1059.39	1059.64	1059.15	1059.15	274.0
2010-01-27 00:15:00	ES	Futures	1059.39	1059.64	1058.91	1059.15	727.0
2010-01-27 00:20:00	ES	Futures	1059.15	1060.12	1059.15	1059.64	418.0
2010-01-27 00:25:00	ES	Futures	1059.64	1059.88	1059.15	1059.39	584.0
2010-01-27 00:30:00	ES	Futures	1059.15	1059.64	1058.66	1059.64	1379.0
2010-01-27 00:35:00	ES	Futures	1059.39	1059.64	1058.91	1058.91	427.0
2010-01-27 00:40:00	ES	Futures	1058.91	1058.91	1058.42	1058.66	687.0
2010-01-27 00:45:00	ES	Futures	1058.42	1058.91	1058.42	1058.66	267.0
2010-01-27 00:50:00	ES	Futures	1058.42	1059.39	1058.42	1059.15	925.0
2010-01-27 00:55:00	ES	Futures	1059.15	1059.39	1058.91	1059.39	145.0
2010-01-27 01:00:00	ES	Futures	1059.39	1059.39	1058.66	1058.66	305.0
2010-01-27 01:05:00	ES	Futures	1058.91	1059.15	1058.66	1058.91	244.0
2010-01-27 01:10:00	ES	Futures	1058.91	1059.15	1058.91	1058.91	143.0
2010-01-27 01:15:00	ES	Futures	1058.91	1059.15	1058.66	1058.91	137.0
2010-01-27 01:20:00	ES	Futures	1059.15	1059.39	1058.66	1058.66	419.0
2010-01-27 01:25:00	ES	Futures	1058.66	1058.91	1058.42	1058.91	125.0
2010-01-27 01:30:00	ES	Futures	1058.91	1059.15	1058.91	1059.15	213.0
2010-01-27 01:35:00	ES	Futures	1058.91	1058.91	1058.66	1058.91	93.0
2010-01-27 01:40:00	ES	Futures	1058.66	1058.66	1058.42	1058.42	57.0
2010-01-27 01:45:00	ES	Futures	1058.66	1058.66	1058.18	1058.42	383.0
2010-01-27 01:50:00	ES	Futures	1058.42	1058.66	1058.18	1058.42	72.0
2010-01-27 01:55:00	ES	Futures	1058.66	1058.66	1058.18	1058.18	286.0
2010-01-27 02:00:00	ES	Futures	1058.18	1058.42	1057.45	1058.18	2579.0
2010-01-27 02:05:00	ES	Futures	1058.18	1058.18	1057.69	1057.93	494.0
2010-01-27 02:10:00	ES	Futures	1057.93	1058.18	1056.96	1056.96	1660.0
2010-01-27 02:15:00	ES	Futures	1057.2	1057.45	1056.72	1056.72	1524.0
2010-01-27 02:20:00	ES	Futures	1056.72	1056.96	1055.26	1055.5	3719.0
2010-01-27 02:25:00	ES	Futures	1055.5	1057.45	1055.5	1057.45	1751.0
2010-01-27 02:30:00	ES	Futures	1057.2	1057.45	1055.74	1055.99	1856.0
2010-01-27 02:35:00	ES	Futures	1056.23	1057.2	1055.74	1056.96	1370.0
2010-01-27 02:40:00	ES	Futures	1057.2	1057.2	1056.23	1056.23	905.0
2010-01-27 02:45:00	ES	Futures	1056.47	1056.72	1056.23	1056.47	703.0
2010-01-27 02:50:00	ES	Futures	1056.47	1057.2	1055.99	1057.2	1116.0
2010-01-27 02:55:00	ES	Futures	1057.2	1057.69	1056.96	1057.2	2178.0
2010-01-27 03:00:00	ES	Futures	1057.2	1058.66	1056.23	1056.96	6723.0
2010-01-27 03:05:00	ES	Futures	1057.2	1057.2	1055.26	1056.72	5310.0
2010-01-27 03:10:00	ES	Futures	1056.72	1057.45	1055.99	1056.47	3815.0
2010-01-27 03:15:00	ES	Futures	1056.23	1056.47	1055.5	1055.74	4271.0
2010-01-27 03:20:00	ES	Futures	1055.5	1055.74	1054.53	1055.26	5934.0
2010-01-27 03:25:00	ES	Futures	1055.26	1055.74	1054.28	1055.26	4350.0
2010-01-27 03:30:00	ES	Futures	1055.26	1056.23	1054.77	1055.74	2664.0
2010-01-27 03:35:00	ES	Futures	1055.5	1056.23	1055.26	1055.99	1088.0
2010-01-27 03:40:00	ES	Futures	1055.74	1055.99	1054.77	1055.01	1820.0
2010-01-27 03:45:00	ES	Futures	1055.01	1055.74	1054.04	1054.77	6453.0
2010-01-27 03:50:00	ES	Futures	1054.77	1055.5	1054.28	1054.77	1894.0
2010-01-27 03:55:00	ES	Futures	1054.53	1055.01	1054.28	1054.53	1730.0
2010-01-27 04:00:00	ES	Futures	1054.53	1055.26	1054.04	1055.01	2937.0
2010-01-27 04:05:00	ES	Futures	1055.01	1055.74	1055.01	1055.26	1714.0

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