PREVIEW / futures_5min / 2010-05-19

all futures 5-min files

  file:    by_date/futures_5min/2010/2010-05-19.parquet
  size:    230 KB
  rows:    12,590

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
2010-05-19 00:00:00	ES	Futures	1087.7	1087.94	1086.72	1087.7	505.0
2010-05-19 00:05:00	ES	Futures	1087.94	1088.67	1087.7	1087.94	673.0
2010-05-19 00:10:00	ES	Futures	1087.94	1088.19	1087.7	1087.94	275.0
2010-05-19 00:15:00	ES	Futures	1087.94	1088.92	1087.7	1088.67	303.0
2010-05-19 00:20:00	ES	Futures	1088.67	1089.16	1088.43	1088.43	207.0
2010-05-19 00:25:00	ES	Futures	1088.67	1088.92	1087.7	1087.94	505.0
2010-05-19 00:30:00	ES	Futures	1087.94	1087.94	1086.47	1086.72	815.0
2010-05-19 00:35:00	ES	Futures	1086.72	1086.72	1085.99	1086.72	822.0
2010-05-19 00:40:00	ES	Futures	1086.47	1086.96	1086.47	1086.96	339.0
2010-05-19 00:45:00	ES	Futures	1086.96	1087.7	1086.72	1087.21	396.0
2010-05-19 00:50:00	ES	Futures	1087.21	1087.45	1086.96	1087.21	135.0
2010-05-19 00:55:00	ES	Futures	1087.21	1087.7	1087.21	1087.21	397.0
2010-05-19 01:00:00	ES	Futures	1087.21	1087.94	1087.21	1087.45	253.0
2010-05-19 01:05:00	ES	Futures	1087.21	1087.7	1086.96	1087.45	516.0
2010-05-19 01:10:00	ES	Futures	1087.7	1088.67	1087.45	1088.67	585.0
2010-05-19 01:15:00	ES	Futures	1088.67	1088.92	1087.94	1088.92	940.0
2010-05-19 01:20:00	ES	Futures	1088.92	1090.39	1088.92	1090.39	1173.0
2010-05-19 01:25:00	ES	Futures	1090.39	1090.63	1089.16	1089.41	986.0
2010-05-19 01:30:00	ES	Futures	1089.65	1089.65	1088.92	1089.16	288.0
2010-05-19 01:35:00	ES	Futures	1089.41	1090.39	1089.16	1089.41	455.0
2010-05-19 01:40:00	ES	Futures	1089.65	1090.63	1089.65	1090.14	491.0
2010-05-19 01:45:00	ES	Futures	1090.14	1090.14	1089.41	1089.41	523.0
2010-05-19 01:50:00	ES	Futures	1089.65	1089.9	1088.67	1089.41	968.0
2010-05-19 01:55:00	ES	Futures	1089.41	1090.63	1089.16	1089.9	1250.0
2010-05-19 02:00:00	ES	Futures	1090.14	1091.61	1089.65	1091.36	3206.0
2010-05-19 02:05:00	ES	Futures	1091.12	1091.36	1087.45	1088.43	4533.0
2010-05-19 02:10:00	ES	Futures	1088.19	1088.43	1086.23	1086.23	2947.0
2010-05-19 02:15:00	ES	Futures	1086.23	1087.94	1086.23	1087.45	1482.0
2010-05-19 02:20:00	ES	Futures	1087.45	1088.19	1087.45	1088.19	1831.0
2010-05-19 02:25:00	ES	Futures	1087.94	1089.16	1087.94	1089.16	1022.0
2010-05-19 02:30:00	ES	Futures	1089.16	1089.41	1087.94	1088.67	1868.0
2010-05-19 02:35:00	ES	Futures	1088.67	1088.92	1087.94	1088.67	1511.0
2010-05-19 02:40:00	ES	Futures	1088.67	1089.16	1087.7	1088.67	1701.0
2010-05-19 02:45:00	ES	Futures	1088.92	1090.63	1088.43	1090.63	2400.0
2010-05-19 02:50:00	ES	Futures	1090.63	1091.12	1090.14	1090.87	2207.0
2010-05-19 02:55:00	ES	Futures	1090.87	1091.61	1090.14	1091.61	2181.0
2010-05-19 03:00:00	ES	Futures	1091.61	1091.85	1088.67	1089.65	8658.0
2010-05-19 03:05:00	ES	Futures	1089.65	1089.9	1087.45	1089.16	10117.0
2010-05-19 03:10:00	ES	Futures	1089.16	1090.39	1088.43	1090.39	5563.0
2010-05-19 03:15:00	ES	Futures	1090.39	1091.61	1089.65	1090.39	4329.0
2010-05-19 03:20:00	ES	Futures	1090.39	1091.12	1090.14	1091.12	3005.0
2010-05-19 03:25:00	ES	Futures	1090.87	1092.83	1089.9	1092.1	7075.0
2010-05-19 03:30:00	ES	Futures	1092.1	1092.83	1090.87	1091.36	4666.0
2010-05-19 03:35:00	ES	Futures	1091.36	1092.59	1091.12	1091.85	3304.0
2010-05-19 03:40:00	ES	Futures	1091.61	1092.83	1091.12	1092.34	3889.0
2010-05-19 03:45:00	ES	Futures	1092.34	1092.83	1091.61	1091.61	3370.0
2010-05-19 03:50:00	ES	Futures	1091.61	1091.61	1089.41	1089.9	5857.0
2010-05-19 03:55:00	ES	Futures	1089.65	1089.9	1088.43	1089.41	4052.0
2010-05-19 04:00:00	ES	Futures	1089.16	1089.16	1086.23	1086.72	5814.0
2010-05-19 04:05:00	ES	Futures	1086.72	1087.45	1083.54	1083.79	9741.0

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