PREVIEW / futures_5min / 2010-05-27

all futures 5-min files

  file:    by_date/futures_5min/2010/2010-05-27.parquet
  size:    234 KB
  rows:    12,613

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
2010-05-27 00:00:00	ES	Futures	1044.43	1044.68	1043.94	1044.43	339.0
2010-05-27 00:05:00	ES	Futures	1044.19	1045.17	1044.19	1045.17	219.0
2010-05-27 00:10:00	ES	Futures	1045.17	1045.17	1044.68	1044.68	612.0
2010-05-27 00:15:00	ES	Futures	1044.68	1046.14	1044.43	1046.14	1235.0
2010-05-27 00:20:00	ES	Futures	1046.14	1047.61	1045.9	1047.37	3016.0
2010-05-27 00:25:00	ES	Futures	1047.37	1048.34	1047.12	1047.86	1268.0
2010-05-27 00:30:00	ES	Futures	1047.86	1048.83	1047.37	1047.61	1465.0
2010-05-27 00:35:00	ES	Futures	1047.61	1048.59	1047.12	1048.59	808.0
2010-05-27 00:40:00	ES	Futures	1048.59	1051.77	1048.59	1051.28	4505.0
2010-05-27 00:45:00	ES	Futures	1051.03	1051.52	1049.81	1050.54	1329.0
2010-05-27 00:50:00	ES	Futures	1050.79	1050.79	1050.06	1050.3	456.0
2010-05-27 00:55:00	ES	Futures	1050.3	1050.79	1049.57	1049.57	252.0
2010-05-27 01:00:00	ES	Futures	1049.57	1050.06	1048.83	1048.83	592.0
2010-05-27 01:05:00	ES	Futures	1049.08	1050.06	1048.83	1050.06	391.0
2010-05-27 01:10:00	ES	Futures	1050.06	1050.3	1049.32	1049.81	383.0
2010-05-27 01:15:00	ES	Futures	1050.06	1050.06	1049.32	1049.57	419.0
2010-05-27 01:20:00	ES	Futures	1049.57	1050.54	1049.32	1049.81	402.0
2010-05-27 01:25:00	ES	Futures	1049.81	1050.06	1049.08	1049.81	451.0
2010-05-27 01:30:00	ES	Futures	1049.81	1050.06	1048.59	1048.83	353.0
2010-05-27 01:35:00	ES	Futures	1048.83	1049.32	1048.59	1049.08	266.0
2010-05-27 01:40:00	ES	Futures	1049.08	1049.32	1048.34	1049.08	750.0
2010-05-27 01:45:00	ES	Futures	1049.08	1049.81	1048.59	1049.57	882.0
2010-05-27 01:50:00	ES	Futures	1049.57	1051.28	1049.32	1050.79	1285.0
2010-05-27 01:55:00	ES	Futures	1050.79	1051.52	1050.79	1051.28	1329.0
2010-05-27 02:00:00	ES	Futures	1051.03	1055.19	1050.79	1054.94	5714.0
2010-05-27 02:05:00	ES	Futures	1055.19	1055.92	1053.48	1053.72	2387.0
2010-05-27 02:10:00	ES	Futures	1053.97	1055.68	1053.72	1054.7	1500.0
2010-05-27 02:15:00	ES	Futures	1054.45	1055.43	1054.21	1054.45	1143.0
2010-05-27 02:20:00	ES	Futures	1054.45	1054.7	1053.48	1054.21	1466.0
2010-05-27 02:25:00	ES	Futures	1054.21	1055.43	1053.97	1055.43	1524.0
2010-05-27 02:30:00	ES	Futures	1055.43	1055.68	1054.7	1054.94	1940.0
2010-05-27 02:35:00	ES	Futures	1054.94	1057.88	1054.7	1056.65	6788.0
2010-05-27 02:40:00	ES	Futures	1056.9	1057.88	1056.17	1057.14	1649.0
2010-05-27 02:45:00	ES	Futures	1057.14	1057.63	1055.92	1057.14	1703.0
2010-05-27 02:50:00	ES	Futures	1057.14	1057.63	1056.9	1057.39	1889.0
2010-05-27 02:55:00	ES	Futures	1057.39	1057.63	1056.9	1057.63	1672.0
2010-05-27 03:00:00	ES	Futures	1057.39	1058.37	1056.9	1058.37	5458.0
2010-05-27 03:05:00	ES	Futures	1058.37	1060.81	1058.37	1060.57	6932.0
2010-05-27 03:10:00	ES	Futures	1060.32	1061.54	1059.34	1060.08	5611.0
2010-05-27 03:15:00	ES	Futures	1060.08	1060.81	1059.34	1059.59	4594.0
2010-05-27 03:20:00	ES	Futures	1059.59	1060.81	1058.85	1060.08	6680.0
2010-05-27 03:25:00	ES	Futures	1060.08	1060.57	1058.12	1058.37	4767.0
2010-05-27 03:30:00	ES	Futures	1058.37	1059.34	1058.37	1058.85	2967.0
2010-05-27 03:35:00	ES	Futures	1058.61	1058.85	1057.39	1057.88	3848.0
2010-05-27 03:40:00	ES	Futures	1057.63	1058.37	1057.14	1057.63	3007.0
2010-05-27 03:45:00	ES	Futures	1057.63	1058.37	1057.39	1057.88	3399.0
2010-05-27 03:50:00	ES	Futures	1057.88	1058.12	1056.9	1057.14	3801.0
2010-05-27 03:55:00	ES	Futures	1057.14	1057.63	1056.41	1056.9	3890.0
2010-05-27 04:00:00	ES	Futures	1056.65	1057.88	1056.65	1057.88	2567.0
2010-05-27 04:05:00	ES	Futures	1057.63	1059.34	1057.39	1058.12	4154.0

> showing 50 of 12,613 rows — these rows as CSV

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