PREVIEW / futures_5min / 2010-09-27

all futures 5-min files

  file:    by_date/futures_5min/2010/2010-09-27.parquet
  size:    188 KB
  rows:    12,209

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
2010-09-27 00:00:00	ES	Futures	1127.89	1128.13	1127.89	1128.13	76.0
2010-09-27 00:05:00	ES	Futures	1127.89	1129.12	1127.89	1128.87	918.0
2010-09-27 00:10:00	ES	Futures	1128.87	1129.86	1128.87	1129.61	725.0
2010-09-27 00:15:00	ES	Futures	1129.61	1129.86	1129.37	1129.86	311.0
2010-09-27 00:20:00	ES	Futures	1129.86	1130.35	1129.86	1129.86	623.0
2010-09-27 00:25:00	ES	Futures	1130.11	1130.6	1129.86	1130.35	318.0
2010-09-27 00:30:00	ES	Futures	1130.35	1130.6	1130.35	1130.6	189.0
2010-09-27 00:35:00	ES	Futures	1130.35	1130.6	1130.11	1130.35	136.0
2010-09-27 00:40:00	ES	Futures	1130.35	1130.6	1130.35	1130.35	147.0
2010-09-27 00:45:00	ES	Futures	1130.35	1130.6	1130.35	1130.6	26.0
2010-09-27 00:50:00	ES	Futures	1130.6	1130.85	1130.6	1130.85	925.0
2010-09-27 00:55:00	ES	Futures	1130.85	1131.34	1130.85	1131.09	539.0
2010-09-27 01:00:00	ES	Futures	1130.85	1131.09	1130.85	1131.09	202.0
2010-09-27 01:05:00	ES	Futures	1131.09	1131.09	1130.85	1131.09	428.0
2010-09-27 01:10:00	ES	Futures	1131.34	1131.34	1131.09	1131.09	143.0
2010-09-27 01:15:00	ES	Futures	1131.09	1131.34	1130.85	1131.34	306.0
2010-09-27 01:20:00	ES	Futures	1131.09	1131.34	1130.35	1130.35	308.0
2010-09-27 01:25:00	ES	Futures	1130.35	1130.6	1130.35	1130.35	288.0
2010-09-27 01:30:00	ES	Futures	1130.35	1130.85	1130.35	1130.6	216.0
2010-09-27 01:35:00	ES	Futures	1130.6	1130.6	1130.11	1130.35	513.0
2010-09-27 01:40:00	ES	Futures	1130.35	1130.6	1130.11	1130.35	300.0
2010-09-27 01:45:00	ES	Futures	1130.11	1130.35	1130.11	1130.35	162.0
2010-09-27 01:50:00	ES	Futures	1130.35	1130.35	1129.37	1130.11	513.0
2010-09-27 01:55:00	ES	Futures	1130.11	1130.11	1129.61	1130.11	547.0
2010-09-27 02:00:00	ES	Futures	1129.86	1130.85	1129.86	1130.35	1062.0
2010-09-27 02:05:00	ES	Futures	1130.6	1130.6	1129.86	1130.11	520.0
2010-09-27 02:10:00	ES	Futures	1130.11	1130.35	1129.86	1129.86	337.0
2010-09-27 02:15:00	ES	Futures	1130.11	1130.11	1129.61	1129.86	126.0
2010-09-27 02:20:00	ES	Futures	1129.61	1129.86	1129.61	1129.86	215.0
2010-09-27 02:25:00	ES	Futures	1129.86	1130.11	1129.37	1129.37	329.0
2010-09-27 02:30:00	ES	Futures	1129.37	1129.86	1128.87	1129.37	530.0
2010-09-27 02:35:00	ES	Futures	1129.12	1129.12	1128.13	1128.38	1898.0
2010-09-27 02:40:00	ES	Futures	1128.13	1128.38	1127.64	1128.13	1762.0
2010-09-27 02:45:00	ES	Futures	1128.38	1128.63	1127.64	1127.89	1162.0
2010-09-27 02:50:00	ES	Futures	1128.13	1128.38	1127.64	1127.89	754.0
2010-09-27 02:55:00	ES	Futures	1127.89	1129.37	1127.64	1128.87	1435.0
2010-09-27 03:00:00	ES	Futures	1128.87	1128.87	1127.39	1128.13	3052.0
2010-09-27 03:05:00	ES	Futures	1128.13	1128.63	1127.39	1128.63	2975.0
2010-09-27 03:10:00	ES	Futures	1128.63	1129.37	1128.13	1128.63	3070.0
2010-09-27 03:15:00	ES	Futures	1128.63	1129.86	1128.63	1129.61	1685.0
2010-09-27 03:20:00	ES	Futures	1129.61	1130.35	1129.37	1129.61	3216.0
2010-09-27 03:25:00	ES	Futures	1129.61	1129.86	1129.12	1129.12	1522.0
2010-09-27 03:30:00	ES	Futures	1129.12	1129.12	1128.13	1128.38	1887.0
2010-09-27 03:35:00	ES	Futures	1128.38	1129.37	1128.38	1128.87	2030.0
2010-09-27 03:40:00	ES	Futures	1128.87	1130.11	1128.63	1129.61	2842.0
2010-09-27 03:45:00	ES	Futures	1129.61	1130.35	1129.12	1129.37	2077.0
2010-09-27 03:50:00	ES	Futures	1129.37	1129.86	1129.37	1129.61	2062.0
2010-09-27 03:55:00	ES	Futures	1129.37	1129.61	1128.87	1128.87	1790.0
2010-09-27 04:00:00	ES	Futures	1128.87	1129.61	1128.38	1128.63	1580.0
2010-09-27 04:05:00	ES	Futures	1128.63	1129.12	1128.13	1128.38	2064.0

> showing 50 of 12,209 rows — these rows as CSV

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