PREVIEW / futures_5min / 2010-06-10

all futures 5-min files

  file:    by_date/futures_5min/2010/2010-06-10.parquet
  size:    209 KB
  rows:    11,740

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
2010-06-10 00:00:00	ES	Futures	1034.9	1035.15	1034.66	1034.66	427.0
2010-06-10 00:05:00	ES	Futures	1034.66	1035.15	1034.41	1034.9	417.0
2010-06-10 00:10:00	ES	Futures	1034.9	1036.61	1034.66	1036.37	3368.0
2010-06-10 00:15:00	ES	Futures	1036.37	1038.57	1036.12	1038.32	4378.0
2010-06-10 00:20:00	ES	Futures	1038.32	1038.81	1037.83	1038.32	1210.0
2010-06-10 00:25:00	ES	Futures	1038.32	1038.32	1036.86	1038.08	1220.0
2010-06-10 00:30:00	ES	Futures	1037.83	1037.83	1036.86	1036.86	589.0
2010-06-10 00:35:00	ES	Futures	1036.61	1038.32	1036.37	1038.08	1191.0
2010-06-10 00:40:00	ES	Futures	1038.08	1038.08	1037.1	1037.59	756.0
2010-06-10 00:45:00	ES	Futures	1037.83	1037.83	1036.86	1037.1	281.0
2010-06-10 00:50:00	ES	Futures	1037.1	1037.1	1036.86	1036.86	92.0
2010-06-10 00:55:00	ES	Futures	1037.1	1038.32	1036.86	1038.08	260.0
2010-06-10 01:00:00	ES	Futures	1038.08	1038.32	1037.35	1037.59	403.0
2010-06-10 01:05:00	ES	Futures	1037.83	1037.83	1037.35	1037.35	240.0
2010-06-10 01:10:00	ES	Futures	1037.35	1037.59	1036.12	1036.37	506.0
2010-06-10 01:15:00	ES	Futures	1036.37	1036.37	1035.63	1035.88	296.0
2010-06-10 01:20:00	ES	Futures	1036.12	1036.61	1035.63	1036.37	258.0
2010-06-10 01:25:00	ES	Futures	1036.37	1036.61	1036.37	1036.37	204.0
2010-06-10 01:30:00	ES	Futures	1036.37	1037.83	1036.37	1037.59	255.0
2010-06-10 01:35:00	ES	Futures	1037.59	1037.83	1037.35	1037.59	120.0
2010-06-10 01:40:00	ES	Futures	1037.59	1037.59	1036.61	1036.86	256.0
2010-06-10 01:45:00	ES	Futures	1036.86	1037.83	1036.37	1037.35	1245.0
2010-06-10 01:50:00	ES	Futures	1037.59	1038.32	1036.86	1037.59	907.0
2010-06-10 01:55:00	ES	Futures	1037.59	1038.81	1037.35	1038.57	941.0
2010-06-10 02:00:00	ES	Futures	1038.32	1038.81	1038.08	1038.57	1869.0
2010-06-10 02:05:00	ES	Futures	1038.57	1038.57	1037.35	1037.83	1852.0
2010-06-10 02:10:00	ES	Futures	1037.83	1038.57	1037.83	1038.57	923.0
2010-06-10 02:15:00	ES	Futures	1038.81	1038.81	1037.83	1038.08	976.0
2010-06-10 02:20:00	ES	Futures	1038.32	1038.57	1038.08	1038.32	708.0
2010-06-10 02:25:00	ES	Futures	1038.32	1038.57	1037.83	1038.08	474.0
2010-06-10 02:30:00	ES	Futures	1038.32	1038.81	1038.08	1038.57	1063.0
2010-06-10 02:35:00	ES	Futures	1038.57	1038.57	1037.59	1037.83	1178.0
2010-06-10 02:40:00	ES	Futures	1037.83	1038.08	1037.35	1038.08	1131.0
2010-06-10 02:45:00	ES	Futures	1038.08	1038.32	1037.83	1038.32	428.0
2010-06-10 02:50:00	ES	Futures	1038.32	1038.32	1037.59	1038.32	1763.0
2010-06-10 02:55:00	ES	Futures	1038.32	1038.81	1038.08	1038.32	1609.0
2010-06-10 03:00:00	ES	Futures	1038.57	1040.77	1038.32	1040.03	5623.0
2010-06-10 03:05:00	ES	Futures	1040.03	1040.77	1039.54	1039.79	3522.0
2010-06-10 03:10:00	ES	Futures	1039.79	1040.52	1038.81	1039.54	3562.0
2010-06-10 03:15:00	ES	Futures	1039.79	1039.79	1038.08	1038.32	3299.0
2010-06-10 03:20:00	ES	Futures	1038.32	1038.32	1036.61	1036.61	5759.0
2010-06-10 03:25:00	ES	Futures	1036.61	1037.35	1036.37	1037.1	3072.0
2010-06-10 03:30:00	ES	Futures	1037.35	1039.79	1037.35	1039.3	3585.0
2010-06-10 03:35:00	ES	Futures	1039.06	1039.54	1038.32	1039.06	2137.0
2010-06-10 03:40:00	ES	Futures	1039.06	1039.79	1038.08	1038.32	1639.0
2010-06-10 03:45:00	ES	Futures	1038.57	1040.77	1038.57	1040.03	3774.0
2010-06-10 03:50:00	ES	Futures	1040.03	1040.52	1038.57	1038.81	3866.0
2010-06-10 03:55:00	ES	Futures	1039.06	1039.79	1036.86	1037.35	5633.0
2010-06-10 04:00:00	ES	Futures	1037.1	1037.83	1036.61	1037.83	3724.0
2010-06-10 04:05:00	ES	Futures	1037.83	1038.08	1036.37	1036.61	2611.0

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