PREVIEW / futures_5min / 2010-06-17

all futures 5-min files

  file:    by_date/futures_5min/2010/2010-06-17.parquet
  size:    196 KB
  rows:    11,937

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
2010-06-17 00:00:00	ES	Futures	1084.33	1084.58	1083.84	1083.84	339.0
2010-06-17 00:05:00	ES	Futures	1083.84	1084.09	1083.6	1083.6	554.0
2010-06-17 00:10:00	ES	Futures	1083.6	1084.09	1083.6	1083.84	128.0
2010-06-17 00:15:00	ES	Futures	1083.84	1084.33	1083.84	1084.09	470.0
2010-06-17 00:20:00	ES	Futures	1084.09	1084.33	1084.09	1084.33	60.0
2010-06-17 00:25:00	ES	Futures	1084.09	1084.58	1084.09	1084.33	115.0
2010-06-17 00:30:00	ES	Futures	1084.33	1084.58	1084.09	1084.09	242.0
2010-06-17 00:35:00	ES	Futures	1083.84	1084.33	1083.84	1084.09	131.0
2010-06-17 00:40:00	ES	Futures	1084.09	1084.33	1083.84	1084.09	106.0
2010-06-17 00:45:00	ES	Futures	1084.09	1084.09	1083.84	1083.84	43.0
2010-06-17 00:50:00	ES	Futures	1084.09	1084.33	1083.84	1084.09	62.0
2010-06-17 00:55:00	ES	Futures	1084.09	1084.33	1083.6	1083.84	254.0
2010-06-17 01:00:00	ES	Futures	1083.84	1084.09	1083.35	1083.35	455.0
2010-06-17 01:05:00	ES	Futures	1083.6	1083.84	1083.35	1083.35	148.0
2010-06-17 01:10:00	ES	Futures	1083.35	1083.6	1083.11	1083.35	339.0
2010-06-17 01:15:00	ES	Futures	1083.11	1084.09	1083.11	1083.84	524.0
2010-06-17 01:20:00	ES	Futures	1083.84	1083.84	1083.35	1083.84	454.0
2010-06-17 01:25:00	ES	Futures	1083.6	1083.84	1083.35	1083.84	113.0
2010-06-17 01:30:00	ES	Futures	1083.6	1083.84	1083.35	1083.35	436.0
2010-06-17 01:35:00	ES	Futures	1083.35	1083.6	1083.11	1083.6	194.0
2010-06-17 01:40:00	ES	Futures	1083.35	1083.84	1083.35	1083.6	276.0
2010-06-17 01:45:00	ES	Futures	1083.6	1083.84	1083.35	1083.6	247.0
2010-06-17 01:50:00	ES	Futures	1083.6	1084.33	1083.35	1084.09	717.0
2010-06-17 01:55:00	ES	Futures	1084.09	1084.58	1084.09	1084.33	358.0
2010-06-17 02:00:00	ES	Futures	1084.58	1084.58	1083.84	1083.84	1309.0
2010-06-17 02:05:00	ES	Futures	1083.84	1085.56	1083.84	1085.56	1751.0
2010-06-17 02:10:00	ES	Futures	1085.56	1085.56	1084.82	1084.82	975.0
2010-06-17 02:15:00	ES	Futures	1084.82	1084.82	1084.09	1084.33	1186.0
2010-06-17 02:20:00	ES	Futures	1084.33	1084.58	1084.33	1084.33	359.0
2010-06-17 02:25:00	ES	Futures	1084.33	1085.31	1084.33	1085.07	809.0
2010-06-17 02:30:00	ES	Futures	1085.31	1085.31	1084.82	1084.82	626.0
2010-06-17 02:35:00	ES	Futures	1084.82	1085.31	1084.82	1085.31	184.0
2010-06-17 02:40:00	ES	Futures	1085.31	1085.8	1085.31	1085.31	1119.0
2010-06-17 02:45:00	ES	Futures	1085.31	1086.05	1085.31	1086.05	576.0
2010-06-17 02:50:00	ES	Futures	1085.8	1086.05	1084.82	1085.31	716.0
2010-06-17 02:55:00	ES	Futures	1085.07	1085.31	1084.58	1085.07	705.0
2010-06-17 03:00:00	ES	Futures	1085.07	1085.8	1084.58	1085.56	2784.0
2010-06-17 03:05:00	ES	Futures	1085.56	1086.05	1084.33	1084.82	3395.0
2010-06-17 03:10:00	ES	Futures	1084.58	1085.07	1083.11	1084.09	4320.0
2010-06-17 03:15:00	ES	Futures	1083.84	1084.82	1083.84	1084.58	2106.0
2010-06-17 03:20:00	ES	Futures	1084.33	1085.31	1084.33	1085.07	2322.0
2010-06-17 03:25:00	ES	Futures	1085.07	1085.31	1084.09	1084.58	2929.0
2010-06-17 03:30:00	ES	Futures	1084.33	1086.54	1084.33	1086.54	3860.0
2010-06-17 03:35:00	ES	Futures	1086.54	1086.54	1084.82	1085.31	3232.0
2010-06-17 03:40:00	ES	Futures	1085.31	1086.54	1084.82	1085.8	5002.0
2010-06-17 03:45:00	ES	Futures	1085.8	1086.05	1084.82	1085.31	1869.0
2010-06-17 03:50:00	ES	Futures	1085.31	1085.31	1084.09	1084.82	4244.0
2010-06-17 03:55:00	ES	Futures	1084.82	1085.07	1084.58	1084.82	834.0
2010-06-17 04:00:00	ES	Futures	1084.82	1085.31	1084.33	1085.31	3700.0
2010-06-17 04:05:00	ES	Futures	1085.07	1086.3	1084.58	1086.3	3697.0

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