PREVIEW / futures_5min / 2010-10-01

all futures 5-min files

  file:    by_date/futures_5min/2010/2010-10-01.parquet
  size:    188 KB
  rows:    10,938

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
2010-10-01 00:00:00	ES	Futures	1122.22	1122.46	1121.73	1122.22	326.0
2010-10-01 00:05:00	ES	Futures	1122.22	1122.22	1121.73	1121.73	181.0
2010-10-01 00:10:00	ES	Futures	1121.97	1122.22	1121.48	1122.22	544.0
2010-10-01 00:15:00	ES	Futures	1122.22	1122.22	1121.73	1122.22	285.0
2010-10-01 00:20:00	ES	Futures	1121.97	1122.22	1121.73	1121.73	290.0
2010-10-01 00:25:00	ES	Futures	1121.73	1122.46	1121.73	1122.22	330.0
2010-10-01 00:30:00	ES	Futures	1122.22	1122.96	1122.22	1122.71	448.0
2010-10-01 00:35:00	ES	Futures	1122.96	1122.96	1121.73	1121.73	340.0
2010-10-01 00:40:00	ES	Futures	1121.97	1122.22	1121.48	1121.73	249.0
2010-10-01 00:45:00	ES	Futures	1121.73	1121.97	1121.73	1121.73	153.0
2010-10-01 00:50:00	ES	Futures	1121.97	1122.71	1121.73	1122.46	419.0
2010-10-01 00:55:00	ES	Futures	1122.46	1122.71	1122.22	1122.71	114.0
2010-10-01 01:00:00	ES	Futures	1122.71	1122.96	1122.46	1122.96	190.0
2010-10-01 01:05:00	ES	Futures	1122.96	1123.2	1122.71	1122.71	126.0
2010-10-01 01:10:00	ES	Futures	1122.96	1122.96	1122.46	1122.71	110.0
2010-10-01 01:15:00	ES	Futures	1122.96	1122.96	1122.22	1122.22	304.0
2010-10-01 01:20:00	ES	Futures	1122.22	1123.7	1121.97	1123.7	718.0
2010-10-01 01:25:00	ES	Futures	1123.45	1123.94	1123.2	1123.2	700.0
2010-10-01 01:30:00	ES	Futures	1123.45	1123.7	1122.71	1122.96	417.0
2010-10-01 01:35:00	ES	Futures	1122.96	1123.2	1122.71	1122.71	136.0
2010-10-01 01:40:00	ES	Futures	1122.71	1123.45	1122.71	1122.96	211.0
2010-10-01 01:45:00	ES	Futures	1122.96	1123.7	1122.96	1123.7	402.0
2010-10-01 01:50:00	ES	Futures	1123.45	1123.7	1122.22	1123.2	1164.0
2010-10-01 01:55:00	ES	Futures	1123.2	1123.2	1121.97	1122.46	757.0
2010-10-01 02:00:00	ES	Futures	1122.22	1122.71	1121.97	1122.22	1320.0
2010-10-01 02:05:00	ES	Futures	1122.22	1122.71	1122.22	1122.22	598.0
2010-10-01 02:10:00	ES	Futures	1122.46	1123.7	1122.46	1123.45	625.0
2010-10-01 02:15:00	ES	Futures	1123.45	1123.7	1123.2	1123.45	995.0
2010-10-01 02:20:00	ES	Futures	1123.45	1123.45	1122.71	1122.96	509.0
2010-10-01 02:25:00	ES	Futures	1122.96	1123.45	1122.96	1122.96	626.0
2010-10-01 02:30:00	ES	Futures	1122.96	1122.96	1122.46	1122.96	637.0
2010-10-01 02:35:00	ES	Futures	1122.71	1123.2	1122.71	1123.2	144.0
2010-10-01 02:40:00	ES	Futures	1122.96	1123.2	1122.96	1122.96	35.0
2010-10-01 02:45:00	ES	Futures	1123.2	1123.45	1122.96	1123.2	552.0
2010-10-01 02:50:00	ES	Futures	1123.2	1123.2	1122.22	1122.71	2084.0
2010-10-01 02:55:00	ES	Futures	1122.46	1122.96	1122.46	1122.46	177.0
2010-10-01 03:00:00	ES	Futures	1122.46	1123.7	1122.46	1123.2	3801.0
2010-10-01 03:05:00	ES	Futures	1123.2	1123.94	1123.2	1123.7	2777.0
2010-10-01 03:10:00	ES	Futures	1123.45	1125.67	1123.45	1125.42	6375.0
2010-10-01 03:15:00	ES	Futures	1125.42	1125.67	1124.93	1125.18	1985.0
2010-10-01 03:20:00	ES	Futures	1125.18	1126.41	1125.18	1125.92	5503.0
2010-10-01 03:25:00	ES	Futures	1126.16	1126.16	1124.68	1124.93	3269.0
2010-10-01 03:30:00	ES	Futures	1124.68	1125.42	1124.19	1124.93	1869.0
2010-10-01 03:35:00	ES	Futures	1124.93	1125.42	1124.68	1124.68	1317.0
2010-10-01 03:40:00	ES	Futures	1124.93	1125.18	1123.2	1123.7	4010.0
2010-10-01 03:45:00	ES	Futures	1123.7	1123.7	1121.73	1122.96	4668.0
2010-10-01 03:50:00	ES	Futures	1122.96	1124.44	1122.22	1124.19	3898.0
2010-10-01 03:55:00	ES	Futures	1124.19	1125.18	1124.19	1124.93	2777.0
2010-10-01 04:00:00	ES	Futures	1124.93	1125.42	1124.68	1125.18	1795.0
2010-10-01 04:05:00	ES	Futures	1125.18	1126.41	1124.93	1124.93	2771.0

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