PREVIEW / futures_5min / 2010-07-06

all futures 5-min files

  file:    by_date/futures_5min/2010/2010-07-06.parquet
  size:    214 KB
  rows:    12,079

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
2010-07-06 00:00:00	ES	Futures	994.28	994.52	993.54	993.79	546.0
2010-07-06 00:05:00	ES	Futures	993.54	994.03	993.54	993.79	275.0
2010-07-06 00:10:00	ES	Futures	993.79	993.79	993.3	993.54	166.0
2010-07-06 00:15:00	ES	Futures	993.54	993.79	993.3	993.54	103.0
2010-07-06 00:20:00	ES	Futures	993.54	993.54	993.3	993.54	39.0
2010-07-06 00:25:00	ES	Futures	993.54	994.03	993.3	993.3	223.0
2010-07-06 00:30:00	ES	Futures	993.54	993.54	992.56	992.56	243.0
2010-07-06 00:35:00	ES	Futures	992.56	994.03	992.56	994.03	326.0
2010-07-06 00:40:00	ES	Futures	994.03	994.77	993.79	994.77	255.0
2010-07-06 00:45:00	ES	Futures	994.52	995.01	994.28	994.77	298.0
2010-07-06 00:50:00	ES	Futures	995.01	996.73	994.52	996.49	2854.0
2010-07-06 00:55:00	ES	Futures	996.24	996.73	996.0	996.73	808.0
2010-07-06 01:00:00	ES	Futures	996.49	996.98	996.24	996.98	411.0
2010-07-06 01:05:00	ES	Futures	996.98	997.22	996.24	996.49	1057.0
2010-07-06 01:10:00	ES	Futures	996.49	996.73	996.24	996.49	293.0
2010-07-06 01:15:00	ES	Futures	996.49	996.98	996.24	996.98	502.0
2010-07-06 01:20:00	ES	Futures	996.98	997.22	996.73	997.22	686.0
2010-07-06 01:25:00	ES	Futures	996.98	997.47	996.98	997.22	427.0
2010-07-06 01:30:00	ES	Futures	997.22	997.47	996.0	996.24	366.0
2010-07-06 01:35:00	ES	Futures	996.24	997.71	996.24	997.47	635.0
2010-07-06 01:40:00	ES	Futures	997.47	997.47	996.98	997.22	289.0
2010-07-06 01:45:00	ES	Futures	997.47	997.71	996.73	997.22	908.0
2010-07-06 01:50:00	ES	Futures	997.22	997.22	996.49	996.73	554.0
2010-07-06 01:55:00	ES	Futures	996.73	997.22	996.73	996.98	601.0
2010-07-06 02:00:00	ES	Futures	996.98	997.96	996.73	997.71	2321.0
2010-07-06 02:05:00	ES	Futures	997.71	998.2	997.47	997.71	897.0
2010-07-06 02:10:00	ES	Futures	997.96	997.96	997.47	997.96	941.0
2010-07-06 02:15:00	ES	Futures	997.96	997.96	997.22	997.47	1169.0
2010-07-06 02:20:00	ES	Futures	997.71	997.96	997.47	997.96	1107.0
2010-07-06 02:25:00	ES	Futures	997.96	998.2	997.71	997.71	1039.0
2010-07-06 02:30:00	ES	Futures	997.96	997.96	996.98	997.47	1313.0
2010-07-06 02:35:00	ES	Futures	997.47	997.47	996.73	996.98	272.0
2010-07-06 02:40:00	ES	Futures	997.22	997.71	996.49	996.98	901.0
2010-07-06 02:45:00	ES	Futures	996.98	997.22	996.98	997.22	475.0
2010-07-06 02:50:00	ES	Futures	996.98	997.71	996.98	997.71	813.0
2010-07-06 02:55:00	ES	Futures	997.71	997.71	997.47	997.47	527.0
2010-07-06 03:00:00	ES	Futures	997.47	997.47	996.24	996.49	2813.0
2010-07-06 03:05:00	ES	Futures	996.73	997.22	996.24	996.98	1496.0
2010-07-06 03:10:00	ES	Futures	996.98	998.2	996.98	998.2	1635.0
2010-07-06 03:15:00	ES	Futures	998.2	1000.17	997.71	999.68	4370.0
2010-07-06 03:20:00	ES	Futures	999.68	1000.9	999.68	1000.9	4469.0
2010-07-06 03:25:00	ES	Futures	1000.9	1000.9	1000.17	1000.41	2462.0
2010-07-06 03:30:00	ES	Futures	1000.17	1001.88	1000.17	1001.15	4692.0
2010-07-06 03:35:00	ES	Futures	1001.39	1002.62	1001.15	1001.88	4810.0
2010-07-06 03:40:00	ES	Futures	1001.88	1002.38	1001.64	1002.13	1856.0
2010-07-06 03:45:00	ES	Futures	1002.13	1002.62	1001.88	1002.62	2869.0
2010-07-06 03:50:00	ES	Futures	1002.38	1003.85	1002.13	1003.6	3402.0
2010-07-06 03:55:00	ES	Futures	1003.6	1004.09	1003.36	1003.85	3797.0
2010-07-06 04:00:00	ES	Futures	1003.85	1004.09	1002.13	1002.38	4230.0
2010-07-06 04:05:00	ES	Futures	1002.38	1003.36	1002.38	1003.11	1463.0

> showing 50 of 12,079 rows — these rows as CSV

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