PREVIEW / futures_5min / 2010-07-05

all futures 5-min files

  file:    by_date/futures_5min/2010/2010-07-05.parquet
  size:    130 KB
  rows:    7,992

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
2010-07-05 00:00:00	ES	Futures	996.73	996.98	996.73	996.98	29.0
2010-07-05 00:05:00	ES	Futures	996.98	997.22	996.73	997.22	66.0
2010-07-05 00:10:00	ES	Futures	996.98	998.69	996.98	997.96	732.0
2010-07-05 00:15:00	ES	Futures	998.2	998.2	997.22	997.71	183.0
2010-07-05 00:20:00	ES	Futures	997.47	998.94	997.47	997.96	203.0
2010-07-05 00:25:00	ES	Futures	998.2	998.2	997.71	997.71	148.0
2010-07-05 00:30:00	ES	Futures	997.71	997.96	997.22	997.47	140.0
2010-07-05 00:35:00	ES	Futures	997.22	997.47	996.73	997.47	315.0
2010-07-05 00:40:00	ES	Futures	997.47	997.47	997.22	997.47	239.0
2010-07-05 00:45:00	ES	Futures	997.47	997.71	997.47	997.71	176.0
2010-07-05 00:50:00	ES	Futures	997.47	997.96	996.98	996.98	516.0
2010-07-05 00:55:00	ES	Futures	997.22	997.96	997.22	997.71	756.0
2010-07-05 01:00:00	ES	Futures	997.71	997.71	996.49	996.49	632.0
2010-07-05 01:05:00	ES	Futures	996.49	996.98	996.49	996.49	297.0
2010-07-05 01:10:00	ES	Futures	996.24	996.98	996.24	996.49	776.0
2010-07-05 01:15:00	ES	Futures	996.73	996.98	995.75	995.75	1284.0
2010-07-05 01:20:00	ES	Futures	995.75	996.24	995.75	995.75	335.0
2010-07-05 01:25:00	ES	Futures	996.0	997.22	995.75	996.98	487.0
2010-07-05 01:30:00	ES	Futures	996.73	998.2	996.73	997.96	415.0
2010-07-05 01:35:00	ES	Futures	997.96	998.2	997.71	997.71	348.0
2010-07-05 01:40:00	ES	Futures	997.71	998.45	997.71	998.45	307.0
2010-07-05 01:45:00	ES	Futures	998.45	998.45	997.96	998.2	427.0
2010-07-05 01:50:00	ES	Futures	997.96	998.69	997.96	998.2	285.0
2010-07-05 01:55:00	ES	Futures	998.2	998.69	998.2	998.69	136.0
2010-07-05 02:00:00	ES	Futures	998.45	998.94	998.45	998.45	1047.0
2010-07-05 02:05:00	ES	Futures	998.69	998.94	998.2	998.94	254.0
2010-07-05 02:10:00	ES	Futures	998.69	998.94	998.45	998.45	1001.0
2010-07-05 02:15:00	ES	Futures	998.45	998.94	998.45	998.69	748.0
2010-07-05 02:20:00	ES	Futures	998.69	999.19	998.69	998.94	1211.0
2010-07-05 02:25:00	ES	Futures	999.19	999.43	998.94	999.19	846.0
2010-07-05 02:30:00	ES	Futures	999.19	999.43	998.94	999.43	771.0
2010-07-05 02:35:00	ES	Futures	999.19	999.43	998.94	999.19	1185.0
2010-07-05 02:40:00	ES	Futures	999.19	999.43	998.69	998.69	657.0
2010-07-05 02:45:00	ES	Futures	998.69	999.43	998.69	999.19	307.0
2010-07-05 02:50:00	ES	Futures	999.19	999.19	998.69	998.69	223.0
2010-07-05 02:55:00	ES	Futures	998.69	999.19	998.45	999.19	623.0
2010-07-05 03:00:00	ES	Futures	998.94	999.68	998.69	999.43	2514.0
2010-07-05 03:05:00	ES	Futures	999.19	999.43	998.69	998.94	1611.0
2010-07-05 03:10:00	ES	Futures	998.94	999.19	998.45	998.69	659.0
2010-07-05 03:15:00	ES	Futures	998.69	998.69	997.47	997.71	1138.0
2010-07-05 03:20:00	ES	Futures	997.47	997.71	996.73	996.98	712.0
2010-07-05 03:25:00	ES	Futures	997.22	997.71	996.49	996.49	897.0
2010-07-05 03:30:00	ES	Futures	996.49	996.49	995.5	996.0	1519.0
2010-07-05 03:35:00	ES	Futures	996.0	996.73	995.75	996.24	1683.0
2010-07-05 03:40:00	ES	Futures	996.24	996.73	995.75	995.75	987.0
2010-07-05 03:45:00	ES	Futures	996.0	996.49	995.75	996.24	603.0
2010-07-05 03:50:00	ES	Futures	996.24	996.49	996.0	996.49	488.0
2010-07-05 03:55:00	ES	Futures	996.49	996.49	994.52	995.01	2500.0
2010-07-05 04:00:00	ES	Futures	994.77	995.26	994.52	995.01	821.0
2010-07-05 04:05:00	ES	Futures	995.26	996.24	995.01	996.24	535.0

> showing 50 of 7,992 rows — these rows as CSV

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