PREVIEW / futures_5min / 2010-08-15

all futures 5-min files

  file:    by_date/futures_5min/2010/2010-08-15.parquet
  size:    41 KB
  rows:    1,846

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
2010-08-15 18:00:00	ES	Futures	1057.59	1057.59	1055.87	1056.36	1435.0
2010-08-15 18:05:00	ES	Futures	1056.36	1057.09	1055.87	1056.85	279.0
2010-08-15 18:10:00	ES	Futures	1056.85	1057.09	1056.6	1056.85	178.0
2010-08-15 18:15:00	ES	Futures	1056.85	1056.85	1056.36	1056.36	189.0
2010-08-15 18:20:00	ES	Futures	1056.36	1056.6	1056.11	1056.6	105.0
2010-08-15 18:25:00	ES	Futures	1056.85	1056.85	1056.36	1056.85	67.0
2010-08-15 18:30:00	ES	Futures	1056.85	1057.09	1056.85	1057.09	71.0
2010-08-15 18:35:00	ES	Futures	1057.09	1057.34	1056.85	1057.34	174.0
2010-08-15 18:40:00	ES	Futures	1057.34	1057.34	1056.85	1057.09	62.0
2010-08-15 18:45:00	ES	Futures	1057.09	1057.09	1057.09	1057.09	33.0
2010-08-15 18:50:00	ES	Futures	1057.09	1057.09	1056.85	1057.09	58.0
2010-08-15 18:55:00	ES	Futures	1056.85	1057.34	1056.85	1057.34	32.0
2010-08-15 19:00:00	ES	Futures	1057.34	1057.59	1057.34	1057.34	68.0
2010-08-15 19:05:00	ES	Futures	1057.34	1057.59	1057.34	1057.34	49.0
2010-08-15 19:10:00	ES	Futures	1057.59	1057.59	1057.09	1057.59	59.0
2010-08-15 19:15:00	ES	Futures	1057.59	1057.59	1057.09	1057.09	119.0
2010-08-15 19:20:00	ES	Futures	1057.09	1057.34	1057.09	1057.34	51.0
2010-08-15 19:25:00	ES	Futures	1057.09	1057.34	1057.09	1057.09	64.0
2010-08-15 19:30:00	ES	Futures	1057.09	1057.34	1057.09	1057.09	28.0
2010-08-15 19:35:00	ES	Futures	1057.09	1057.09	1056.85	1056.85	78.0
2010-08-15 19:40:00	ES	Futures	1056.85	1056.85	1056.36	1056.85	308.0
2010-08-15 19:45:00	ES	Futures	1056.6	1056.85	1055.87	1055.87	517.0
2010-08-15 19:50:00	ES	Futures	1055.62	1055.87	1054.15	1054.64	2401.0
2010-08-15 19:55:00	ES	Futures	1054.64	1054.89	1053.66	1054.64	1192.0
2010-08-15 20:00:00	ES	Futures	1054.64	1054.89	1053.91	1054.15	689.0
2010-08-15 20:05:00	ES	Futures	1054.4	1054.4	1052.43	1052.68	1902.0
2010-08-15 20:10:00	ES	Futures	1052.43	1053.91	1052.19	1052.92	1762.0
2010-08-15 20:15:00	ES	Futures	1053.17	1054.4	1053.17	1053.91	1078.0
2010-08-15 20:20:00	ES	Futures	1053.91	1053.91	1051.45	1051.45	2172.0
2010-08-15 20:25:00	ES	Futures	1051.45	1052.68	1051.45	1052.19	1197.0
2010-08-15 20:30:00	ES	Futures	1051.94	1051.94	1050.96	1050.96	1935.0
2010-08-15 20:35:00	ES	Futures	1050.96	1051.45	1050.96	1050.96	1694.0
2010-08-15 20:40:00	ES	Futures	1050.96	1051.21	1050.22	1050.72	2685.0
2010-08-15 20:45:00	ES	Futures	1050.96	1051.45	1050.72	1050.72	848.0
2010-08-15 20:50:00	ES	Futures	1050.96	1051.45	1050.72	1051.21	981.0
2010-08-15 20:55:00	ES	Futures	1051.45	1051.45	1050.72	1050.96	932.0
2010-08-15 21:00:00	ES	Futures	1050.96	1051.45	1050.47	1050.96	1112.0
2010-08-15 21:05:00	ES	Futures	1051.21	1051.21	1050.22	1050.47	741.0
2010-08-15 21:10:00	ES	Futures	1050.47	1050.47	1049.24	1049.49	3410.0
2010-08-15 21:15:00	ES	Futures	1049.73	1049.98	1049.24	1049.49	382.0
2010-08-15 21:20:00	ES	Futures	1049.49	1049.73	1049.0	1049.49	785.0
2010-08-15 21:25:00	ES	Futures	1049.49	1049.49	1048.75	1049.24	1299.0
2010-08-15 21:30:00	ES	Futures	1049.49	1050.72	1049.49	1050.72	1147.0
2010-08-15 21:35:00	ES	Futures	1050.72	1051.7	1050.47	1051.21	1288.0
2010-08-15 21:40:00	ES	Futures	1051.45	1051.94	1051.21	1051.45	1099.0
2010-08-15 21:45:00	ES	Futures	1051.7	1051.94	1051.21	1051.45	510.0
2010-08-15 21:50:00	ES	Futures	1051.45	1052.19	1051.21	1051.94	502.0
2010-08-15 21:55:00	ES	Futures	1051.94	1053.66	1051.94	1053.17	1797.0
2010-08-15 22:00:00	ES	Futures	1053.41	1053.66	1052.92	1053.17	402.0
2010-08-15 22:05:00	ES	Futures	1053.17	1053.66	1052.92	1053.41	185.0

> showing 50 of 1,846 rows — these rows as CSV

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