PREVIEW / futures_5min / 2010-06-20

all futures 5-min files

  file:    by_date/futures_5min/2010/2010-06-20.parquet
  size:    45 KB
  rows:    2,045

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
2010-06-20 18:00:00	ES	Futures	1095.37	1106.66	1094.88	1102.74	12336.0
2010-06-20 18:05:00	ES	Futures	1102.98	1103.47	1102.0	1102.49	2565.0
2010-06-20 18:10:00	ES	Futures	1102.24	1102.74	1101.75	1101.75	997.0
2010-06-20 18:15:00	ES	Futures	1101.75	1102.0	1101.75	1102.0	666.0
2010-06-20 18:20:00	ES	Futures	1102.0	1102.49	1101.51	1102.24	1451.0
2010-06-20 18:25:00	ES	Futures	1102.0	1102.24	1101.51	1101.75	355.0
2010-06-20 18:30:00	ES	Futures	1101.75	1101.75	1100.28	1100.53	1444.0
2010-06-20 18:35:00	ES	Futures	1100.28	1101.75	1100.28	1101.51	1225.0
2010-06-20 18:40:00	ES	Futures	1101.51	1102.0	1101.26	1101.75	1275.0
2010-06-20 18:45:00	ES	Futures	1101.75	1101.75	1101.02	1101.26	293.0
2010-06-20 18:50:00	ES	Futures	1101.26	1101.51	1101.02	1101.26	284.0
2010-06-20 18:55:00	ES	Futures	1101.26	1101.75	1101.02	1101.26	371.0
2010-06-20 19:00:00	ES	Futures	1101.02	1102.24	1101.02	1101.75	1041.0
2010-06-20 19:05:00	ES	Futures	1101.51	1102.24	1101.51	1101.75	775.0
2010-06-20 19:10:00	ES	Futures	1101.75	1101.75	1100.77	1101.02	408.0
2010-06-20 19:15:00	ES	Futures	1101.26	1101.75	1100.77	1100.77	617.0
2010-06-20 19:20:00	ES	Futures	1101.02	1101.51	1101.02	1101.02	655.0
2010-06-20 19:25:00	ES	Futures	1101.02	1102.24	1100.77	1102.0	1108.0
2010-06-20 19:30:00	ES	Futures	1101.75	1102.49	1101.75	1102.24	328.0
2010-06-20 19:35:00	ES	Futures	1102.49	1103.47	1102.24	1103.23	1046.0
2010-06-20 19:40:00	ES	Futures	1102.98	1103.47	1102.74	1102.74	811.0
2010-06-20 19:45:00	ES	Futures	1102.98	1103.47	1102.98	1103.47	1813.0
2010-06-20 19:50:00	ES	Futures	1103.23	1103.47	1102.74	1102.98	1185.0
2010-06-20 19:55:00	ES	Futures	1102.98	1103.72	1102.98	1103.47	472.0
2010-06-20 20:00:00	ES	Futures	1103.72	1103.96	1103.23	1103.96	1020.0
2010-06-20 20:05:00	ES	Futures	1103.96	1104.94	1103.72	1104.7	1775.0
2010-06-20 20:10:00	ES	Futures	1104.94	1105.19	1104.45	1104.7	1244.0
2010-06-20 20:15:00	ES	Futures	1104.45	1106.17	1104.45	1105.43	3540.0
2010-06-20 20:20:00	ES	Futures	1105.43	1105.68	1104.45	1104.7	1616.0
2010-06-20 20:25:00	ES	Futures	1104.7	1105.68	1104.45	1105.19	1334.0
2010-06-20 20:30:00	ES	Futures	1105.19	1105.68	1104.7	1105.68	689.0
2010-06-20 20:35:00	ES	Futures	1105.43	1105.43	1103.47	1103.72	1391.0
2010-06-20 20:40:00	ES	Futures	1103.96	1104.7	1103.72	1104.21	891.0
2010-06-20 20:45:00	ES	Futures	1104.21	1104.94	1103.96	1104.7	746.0
2010-06-20 20:50:00	ES	Futures	1104.94	1104.94	1104.21	1104.45	807.0
2010-06-20 20:55:00	ES	Futures	1104.7	1105.68	1103.96	1105.68	918.0
2010-06-20 21:00:00	ES	Futures	1105.68	1106.17	1105.43	1105.93	993.0
2010-06-20 21:05:00	ES	Futures	1105.68	1106.17	1105.43	1105.68	790.0
2010-06-20 21:10:00	ES	Futures	1105.68	1105.68	1103.96	1103.96	864.0
2010-06-20 21:15:00	ES	Futures	1104.21	1104.21	1099.55	1099.79	6644.0
2010-06-20 21:20:00	ES	Futures	1099.55	1100.77	1098.07	1098.07	4461.0
2010-06-20 21:25:00	ES	Futures	1098.32	1098.56	1095.62	1097.83	5160.0
2010-06-20 21:30:00	ES	Futures	1098.07	1100.77	1098.07	1100.04	2373.0
2010-06-20 21:35:00	ES	Futures	1100.04	1100.28	1097.34	1098.81	1531.0
2010-06-20 21:40:00	ES	Futures	1098.56	1099.05	1096.11	1096.6	1802.0
2010-06-20 21:45:00	ES	Futures	1096.6	1098.56	1096.36	1098.56	2459.0
2010-06-20 21:50:00	ES	Futures	1098.56	1100.77	1098.56	1100.28	1868.0
2010-06-20 21:55:00	ES	Futures	1100.04	1100.28	1099.3	1100.28	649.0
2010-06-20 22:00:00	ES	Futures	1100.28	1100.28	1099.3	1099.55	734.0
2010-06-20 22:05:00	ES	Futures	1099.55	1101.02	1099.3	1100.04	2147.0

> showing 50 of 2,045 rows — these rows as CSV

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