PREVIEW / futures_5min / 2010-07-30

all futures 5-min files

  file:    by_date/futures_5min/2010/2010-07-30.parquet
  size:    184 KB
  rows:    10,288

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
2010-07-30 00:00:00	ES	Futures	1071.82	1071.82	1071.33	1071.57	104.0
2010-07-30 00:05:00	ES	Futures	1071.57	1071.57	1070.84	1071.57	537.0
2010-07-30 00:10:00	ES	Futures	1071.57	1071.57	1071.08	1071.33	205.0
2010-07-30 00:15:00	ES	Futures	1071.57	1072.31	1071.33	1072.06	701.0
2010-07-30 00:20:00	ES	Futures	1072.06	1072.31	1071.08	1071.33	430.0
2010-07-30 00:25:00	ES	Futures	1071.08	1072.06	1071.08	1071.82	445.0
2010-07-30 00:30:00	ES	Futures	1071.82	1072.06	1071.33	1071.57	282.0
2010-07-30 00:35:00	ES	Futures	1071.33	1071.57	1071.08	1071.08	489.0
2010-07-30 00:40:00	ES	Futures	1071.08	1071.57	1070.84	1071.33	247.0
2010-07-30 00:45:00	ES	Futures	1071.57	1071.57	1071.08	1071.33	242.0
2010-07-30 00:50:00	ES	Futures	1071.33	1071.57	1071.08	1071.33	569.0
2010-07-30 00:55:00	ES	Futures	1071.57	1072.55	1071.33	1072.55	400.0
2010-07-30 01:00:00	ES	Futures	1072.55	1073.04	1072.06	1073.04	885.0
2010-07-30 01:05:00	ES	Futures	1073.04	1073.29	1072.8	1073.04	428.0
2010-07-30 01:10:00	ES	Futures	1073.29	1073.54	1073.04	1073.04	209.0
2010-07-30 01:15:00	ES	Futures	1073.29	1073.78	1073.29	1073.29	522.0
2010-07-30 01:20:00	ES	Futures	1073.29	1073.54	1072.8	1072.8	317.0
2010-07-30 01:25:00	ES	Futures	1072.8	1073.54	1072.8	1073.04	112.0
2010-07-30 01:30:00	ES	Futures	1073.04	1073.54	1072.8	1073.29	185.0
2010-07-30 01:35:00	ES	Futures	1073.29	1073.78	1073.29	1073.54	221.0
2010-07-30 01:40:00	ES	Futures	1073.54	1073.78	1073.54	1073.54	71.0
2010-07-30 01:45:00	ES	Futures	1073.54	1073.78	1073.29	1073.54	111.0
2010-07-30 01:50:00	ES	Futures	1073.29	1073.78	1073.29	1073.54	153.0
2010-07-30 01:55:00	ES	Futures	1073.78	1073.78	1073.29	1073.78	279.0
2010-07-30 02:00:00	ES	Futures	1073.78	1073.78	1072.8	1073.04	1459.0
2010-07-30 02:05:00	ES	Futures	1073.29	1074.76	1073.29	1074.52	1275.0
2010-07-30 02:10:00	ES	Futures	1074.27	1075.01	1074.27	1074.52	1078.0
2010-07-30 02:15:00	ES	Futures	1074.27	1074.52	1074.03	1074.03	346.0
2010-07-30 02:20:00	ES	Futures	1073.78	1074.27	1073.54	1074.03	437.0
2010-07-30 02:25:00	ES	Futures	1074.03	1074.52	1074.03	1074.52	142.0
2010-07-30 02:30:00	ES	Futures	1074.52	1075.01	1074.27	1075.01	501.0
2010-07-30 02:35:00	ES	Futures	1075.01	1075.25	1074.76	1075.01	403.0
2010-07-30 02:40:00	ES	Futures	1075.01	1075.5	1074.76	1075.25	486.0
2010-07-30 02:45:00	ES	Futures	1075.5	1075.5	1075.01	1075.25	263.0
2010-07-30 02:50:00	ES	Futures	1075.01	1075.25	1074.76	1075.01	341.0
2010-07-30 02:55:00	ES	Futures	1075.01	1075.25	1074.52	1074.76	574.0
2010-07-30 03:00:00	ES	Futures	1074.52	1075.99	1074.52	1075.99	3349.0
2010-07-30 03:05:00	ES	Futures	1075.99	1077.71	1075.74	1076.97	5403.0
2010-07-30 03:10:00	ES	Futures	1076.73	1077.46	1076.48	1076.73	2223.0
2010-07-30 03:15:00	ES	Futures	1076.73	1076.73	1076.23	1076.23	895.0
2010-07-30 03:20:00	ES	Futures	1076.23	1077.22	1075.5	1075.5	2007.0
2010-07-30 03:25:00	ES	Futures	1075.5	1075.74	1074.27	1074.52	2132.0
2010-07-30 03:30:00	ES	Futures	1074.52	1075.01	1073.29	1074.03	3157.0
2010-07-30 03:35:00	ES	Futures	1073.78	1074.52	1073.29	1074.27	1937.0
2010-07-30 03:40:00	ES	Futures	1074.27	1074.27	1072.8	1073.78	2186.0
2010-07-30 03:45:00	ES	Futures	1073.78	1074.27	1073.04	1074.03	1719.0
2010-07-30 03:50:00	ES	Futures	1073.78	1074.27	1073.29	1074.27	1156.0
2010-07-30 03:55:00	ES	Futures	1074.27	1075.25	1074.03	1074.76	2046.0
2010-07-30 04:00:00	ES	Futures	1074.76	1075.01	1073.78	1074.27	1224.0
2010-07-30 04:05:00	ES	Futures	1074.03	1074.52	1073.54	1074.52	725.0

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