PREVIEW / futures_5min / 2010-02-26

all futures 5-min files

  file:    by_date/futures_5min/2010/2010-02-26.parquet
  size:    169 KB
  rows:    10,130

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
2010-02-26 00:00:00	ES	Futures	1075.69	1075.93	1075.45	1075.69	359.0
2010-02-26 00:05:00	ES	Futures	1075.93	1075.93	1075.69	1075.93	148.0
2010-02-26 00:10:00	ES	Futures	1075.69	1076.18	1075.69	1076.18	344.0
2010-02-26 00:15:00	ES	Futures	1075.93	1075.93	1075.45	1075.45	192.0
2010-02-26 00:20:00	ES	Futures	1075.45	1075.45	1074.96	1075.2	253.0
2010-02-26 00:25:00	ES	Futures	1074.96	1075.2	1074.96	1074.96	424.0
2010-02-26 00:30:00	ES	Futures	1074.96	1075.2	1074.72	1074.96	513.0
2010-02-26 00:35:00	ES	Futures	1074.96	1075.2	1074.72	1074.72	133.0
2010-02-26 00:40:00	ES	Futures	1074.72	1074.96	1074.47	1074.96	694.0
2010-02-26 00:45:00	ES	Futures	1074.96	1074.96	1074.72	1074.96	105.0
2010-02-26 00:50:00	ES	Futures	1074.72	1075.2	1074.47	1074.72	190.0
2010-02-26 00:55:00	ES	Futures	1074.47	1075.2	1074.47	1074.96	432.0
2010-02-26 01:00:00	ES	Futures	1074.96	1074.96	1074.72	1074.72	119.0
2010-02-26 01:05:00	ES	Futures	1074.72	1075.45	1074.72	1075.45	244.0
2010-02-26 01:10:00	ES	Futures	1075.2	1076.18	1075.2	1075.93	792.0
2010-02-26 01:15:00	ES	Futures	1075.93	1076.18	1075.93	1076.18	176.0
2010-02-26 01:20:00	ES	Futures	1076.18	1076.42	1076.18	1076.18	258.0
2010-02-26 01:25:00	ES	Futures	1075.93	1076.18	1075.45	1075.45	319.0
2010-02-26 01:30:00	ES	Futures	1075.45	1075.93	1075.45	1075.93	87.0
2010-02-26 01:35:00	ES	Futures	1075.69	1075.93	1075.45	1075.69	261.0
2010-02-26 01:40:00	ES	Futures	1075.69	1075.93	1075.69	1075.93	177.0
2010-02-26 01:45:00	ES	Futures	1075.69	1076.42	1075.69	1076.18	194.0
2010-02-26 01:50:00	ES	Futures	1076.18	1076.42	1076.18	1076.42	268.0
2010-02-26 01:55:00	ES	Futures	1076.18	1076.42	1075.45	1075.45	389.0
2010-02-26 02:00:00	ES	Futures	1075.45	1075.93	1073.99	1074.47	3389.0
2010-02-26 02:05:00	ES	Futures	1074.47	1074.96	1074.47	1074.72	548.0
2010-02-26 02:10:00	ES	Futures	1074.72	1074.72	1073.74	1073.99	1361.0
2010-02-26 02:15:00	ES	Futures	1073.99	1074.72	1073.74	1074.47	1060.0
2010-02-26 02:20:00	ES	Futures	1074.47	1074.72	1073.74	1074.47	1118.0
2010-02-26 02:25:00	ES	Futures	1074.47	1074.47	1073.99	1074.23	639.0
2010-02-26 02:30:00	ES	Futures	1074.23	1074.47	1073.99	1074.47	455.0
2010-02-26 02:35:00	ES	Futures	1074.72	1074.96	1074.47	1074.72	675.0
2010-02-26 02:40:00	ES	Futures	1074.72	1074.96	1074.23	1074.47	641.0
2010-02-26 02:45:00	ES	Futures	1074.47	1074.96	1074.47	1074.72	617.0
2010-02-26 02:50:00	ES	Futures	1074.72	1074.72	1073.99	1074.47	1576.0
2010-02-26 02:55:00	ES	Futures	1074.47	1074.47	1073.26	1073.26	2672.0
2010-02-26 03:00:00	ES	Futures	1073.26	1073.5	1072.53	1073.26	5951.0
2010-02-26 03:05:00	ES	Futures	1073.01	1073.74	1072.53	1073.74	5401.0
2010-02-26 03:10:00	ES	Futures	1073.5	1073.74	1071.8	1072.04	4922.0
2010-02-26 03:15:00	ES	Futures	1072.28	1073.5	1072.04	1073.5	2592.0
2010-02-26 03:20:00	ES	Futures	1073.26	1074.47	1073.01	1073.5	4647.0
2010-02-26 03:25:00	ES	Futures	1073.5	1073.99	1073.01	1073.5	1718.0
2010-02-26 03:30:00	ES	Futures	1073.5	1074.47	1073.5	1074.47	1901.0
2010-02-26 03:35:00	ES	Futures	1074.23	1075.2	1074.23	1075.2	3164.0
2010-02-26 03:40:00	ES	Futures	1074.96	1074.96	1074.23	1074.47	2135.0
2010-02-26 03:45:00	ES	Futures	1074.47	1074.96	1074.47	1074.47	1009.0
2010-02-26 03:50:00	ES	Futures	1074.47	1074.72	1073.99	1074.47	2227.0
2010-02-26 03:55:00	ES	Futures	1074.47	1074.47	1073.74	1074.47	2339.0
2010-02-26 04:00:00	ES	Futures	1074.47	1075.45	1074.23	1074.96	2047.0
2010-02-26 04:05:00	ES	Futures	1074.96	1075.69	1074.96	1075.45	2470.0

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