PREVIEW / futures_5min / 2010-05-16

all futures 5-min files

  file:    by_date/futures_5min/2010/2010-05-16.parquet
  size:    53 KB
  rows:    2,127

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
2010-05-16 18:00:00	ES	Futures	1108.47	1108.96	1106.03	1107.01	5556.0
2010-05-16 18:05:00	ES	Futures	1106.76	1107.5	1106.52	1107.25	1143.0
2010-05-16 18:10:00	ES	Futures	1107.5	1109.94	1107.5	1109.45	2309.0
2010-05-16 18:15:00	ES	Futures	1109.45	1110.67	1109.21	1109.21	2311.0
2010-05-16 18:20:00	ES	Futures	1109.21	1109.7	1108.96	1108.96	583.0
2010-05-16 18:25:00	ES	Futures	1108.96	1109.45	1107.98	1108.23	704.0
2010-05-16 18:30:00	ES	Futures	1108.47	1108.96	1107.98	1108.72	479.0
2010-05-16 18:35:00	ES	Futures	1108.72	1108.96	1108.23	1108.23	281.0
2010-05-16 18:40:00	ES	Futures	1108.23	1109.21	1108.23	1109.21	316.0
2010-05-16 18:45:00	ES	Futures	1109.21	1109.21	1107.98	1108.23	414.0
2010-05-16 18:50:00	ES	Futures	1108.23	1108.23	1107.01	1107.74	658.0
2010-05-16 18:55:00	ES	Futures	1107.74	1107.74	1106.76	1107.01	648.0
2010-05-16 19:00:00	ES	Futures	1106.76	1106.76	1105.3	1106.03	2008.0
2010-05-16 19:05:00	ES	Futures	1106.27	1106.52	1106.03	1106.03	458.0
2010-05-16 19:10:00	ES	Futures	1106.27	1106.27	1106.03	1106.03	124.0
2010-05-16 19:15:00	ES	Futures	1106.03	1106.03	1103.83	1104.56	3094.0
2010-05-16 19:20:00	ES	Futures	1104.56	1104.81	1103.83	1104.56	1517.0
2010-05-16 19:25:00	ES	Futures	1104.81	1104.81	1104.32	1104.32	657.0
2010-05-16 19:30:00	ES	Futures	1104.32	1104.81	1104.32	1104.32	585.0
2010-05-16 19:35:00	ES	Futures	1104.56	1104.81	1104.32	1104.81	311.0
2010-05-16 19:40:00	ES	Futures	1104.81	1105.54	1104.56	1105.3	777.0
2010-05-16 19:45:00	ES	Futures	1105.05	1107.01	1105.05	1107.01	1604.0
2010-05-16 19:50:00	ES	Futures	1106.76	1107.25	1106.52	1107.01	976.0
2010-05-16 19:55:00	ES	Futures	1107.01	1108.47	1107.01	1107.98	1037.0
2010-05-16 20:00:00	ES	Futures	1108.23	1109.45	1107.74	1108.23	1518.0
2010-05-16 20:05:00	ES	Futures	1108.23	1108.72	1107.5	1108.23	797.0
2010-05-16 20:10:00	ES	Futures	1107.98	1108.23	1107.25	1107.25	1080.0
2010-05-16 20:15:00	ES	Futures	1107.25	1107.5	1105.54	1106.03	2350.0
2010-05-16 20:20:00	ES	Futures	1106.03	1106.27	1104.32	1104.81	2470.0
2010-05-16 20:25:00	ES	Futures	1104.56	1105.78	1104.56	1105.05	880.0
2010-05-16 20:30:00	ES	Futures	1105.3	1106.52	1105.05	1106.52	1294.0
2010-05-16 20:35:00	ES	Futures	1106.52	1107.25	1106.52	1106.52	1092.0
2010-05-16 20:40:00	ES	Futures	1106.27	1106.27	1104.81	1105.05	730.0
2010-05-16 20:45:00	ES	Futures	1105.3	1106.27	1105.3	1106.27	653.0
2010-05-16 20:50:00	ES	Futures	1106.27	1107.98	1106.27	1107.25	1363.0
2010-05-16 20:55:00	ES	Futures	1107.5	1108.47	1107.25	1107.74	800.0
2010-05-16 21:00:00	ES	Futures	1107.74	1108.72	1107.01	1107.98	693.0
2010-05-16 21:05:00	ES	Futures	1107.98	1107.98	1106.52	1107.01	945.0
2010-05-16 21:10:00	ES	Futures	1107.25	1107.98	1107.01	1107.01	546.0
2010-05-16 21:15:00	ES	Futures	1107.01	1107.25	1106.76	1106.76	226.0
2010-05-16 21:20:00	ES	Futures	1107.01	1107.01	1105.78	1106.03	532.0
2010-05-16 21:25:00	ES	Futures	1105.78	1106.76	1105.54	1105.54	713.0
2010-05-16 21:30:00	ES	Futures	1105.3	1105.54	1104.81	1105.05	1193.0
2010-05-16 21:35:00	ES	Futures	1105.05	1105.78	1104.32	1105.3	857.0
2010-05-16 21:40:00	ES	Futures	1105.3	1105.54	1104.56	1104.81	442.0
2010-05-16 21:45:00	ES	Futures	1104.56	1105.05	1104.07	1104.07	1021.0
2010-05-16 21:50:00	ES	Futures	1104.32	1105.05	1104.07	1104.81	587.0
2010-05-16 21:55:00	ES	Futures	1104.81	1105.05	1101.63	1103.1	4375.0
2010-05-16 22:00:00	ES	Futures	1103.1	1103.34	1100.9	1101.87	3251.0
2010-05-16 22:05:00	ES	Futures	1101.87	1102.12	1100.9	1100.9	974.0

> showing 50 of 2,127 rows — these rows as CSV

> unlock the full archive -- $79 one-time