PREVIEW / futures_5min / 2009-05-01

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-05-01.parquet
  size:    135 KB
  rows:    7,488

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
2009-05-01 00:00:00	ES	Futures	833.21	833.21	832.49	832.49	186.0
2009-05-01 00:05:00	ES	Futures	832.49	832.97	832.49	832.49	93.0
2009-05-01 00:10:00	ES	Futures	832.49	832.97	832.49	832.49	80.0
2009-05-01 00:15:00	ES	Futures	832.25	832.49	831.77	832.01	184.0
2009-05-01 00:20:00	ES	Futures	832.01	832.01	831.29	831.77	155.0
2009-05-01 00:25:00	ES	Futures	831.53	832.49	831.53	832.25	140.0
2009-05-01 00:30:00	ES	Futures	832.25	832.49	831.77	831.77	93.0
2009-05-01 00:35:00	ES	Futures	832.01	832.01	831.77	832.01	62.0
2009-05-01 00:40:00	ES	Futures	832.01	832.01	831.77	832.01	26.0
2009-05-01 00:45:00	ES	Futures	832.01	832.01	831.05	831.29	285.0
2009-05-01 00:50:00	ES	Futures	831.53	831.77	831.05	831.29	168.0
2009-05-01 00:55:00	ES	Futures	831.53	831.77	831.29	831.77	45.0
2009-05-01 01:00:00	ES	Futures	831.53	831.77	831.29	831.53	38.0
2009-05-01 01:05:00	ES	Futures	831.53	831.53	831.29	831.53	137.0
2009-05-01 01:10:00	ES	Futures	831.53	832.01	831.53	832.01	33.0
2009-05-01 01:15:00	ES	Futures	832.01	832.73	832.01	832.49	292.0
2009-05-01 01:20:00	ES	Futures	832.73	832.73	832.49	832.49	157.0
2009-05-01 01:25:00	ES	Futures	832.49	832.73	832.49	832.49	118.0
2009-05-01 01:30:00	ES	Futures	832.49	832.73	832.49	832.49	62.0
2009-05-01 01:35:00	ES	Futures	832.49	832.97	832.49	832.97	158.0
2009-05-01 01:40:00	ES	Futures	832.97	833.45	832.97	833.45	458.0
2009-05-01 01:45:00	ES	Futures	833.45	833.45	833.21	833.21	241.0
2009-05-01 01:50:00	ES	Futures	833.45	833.69	832.97	833.69	317.0
2009-05-01 01:55:00	ES	Futures	833.69	833.69	833.21	833.45	121.0
2009-05-01 02:00:00	ES	Futures	833.45	833.45	832.97	832.97	113.0
2009-05-01 02:05:00	ES	Futures	832.97	833.69	832.97	833.45	462.0
2009-05-01 02:10:00	ES	Futures	833.45	833.45	832.97	833.21	101.0
2009-05-01 02:15:00	ES	Futures	833.45	833.69	833.21	833.21	103.0
2009-05-01 02:20:00	ES	Futures	833.45	833.69	833.45	833.69	57.0
2009-05-01 02:25:00	ES	Futures	833.45	833.69	833.21	833.21	73.0
2009-05-01 02:30:00	ES	Futures	833.45	833.69	833.45	833.45	69.0
2009-05-01 02:35:00	ES	Futures	833.45	833.45	833.21	833.21	85.0
2009-05-01 02:40:00	ES	Futures	833.45	833.69	833.21	833.45	211.0
2009-05-01 02:45:00	ES	Futures	833.69	833.69	833.45	833.69	118.0
2009-05-01 02:50:00	ES	Futures	833.69	833.69	833.45	833.45	40.0
2009-05-01 02:55:00	ES	Futures	833.45	833.69	833.45	833.45	33.0
2009-05-01 03:00:00	ES	Futures	833.69	833.93	833.45	833.69	627.0
2009-05-01 03:05:00	ES	Futures	833.93	834.4	833.69	834.4	870.0
2009-05-01 03:10:00	ES	Futures	834.4	834.4	833.45	833.45	1024.0
2009-05-01 03:15:00	ES	Futures	833.69	833.93	833.45	833.93	350.0
2009-05-01 03:20:00	ES	Futures	833.93	834.17	833.69	834.17	634.0
2009-05-01 03:25:00	ES	Futures	834.17	834.64	834.17	834.64	301.0
2009-05-01 03:30:00	ES	Futures	834.4	835.6	834.4	835.36	806.0
2009-05-01 03:35:00	ES	Futures	835.36	835.84	835.12	835.84	1419.0
2009-05-01 03:40:00	ES	Futures	835.6	836.08	835.6	836.08	880.0
2009-05-01 03:45:00	ES	Futures	836.08	836.56	835.84	836.32	695.0
2009-05-01 03:50:00	ES	Futures	836.32	837.28	836.32	836.8	1326.0
2009-05-01 03:55:00	ES	Futures	836.8	837.04	836.8	836.8	498.0
2009-05-01 04:00:00	ES	Futures	837.04	837.28	836.56	836.8	376.0
2009-05-01 04:05:00	ES	Futures	836.8	836.8	836.32	836.56	339.0

> showing 50 of 7,488 rows — these rows as CSV

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