PREVIEW / futures_5min / 2009-05-04

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-05-04.parquet
  size:    185 KB
  rows:    10,631

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
2009-05-04 00:00:00	ES	Futures	842.07	842.79	841.83	842.79	370.0
2009-05-04 00:05:00	ES	Futures	842.55	842.79	842.31	842.31	135.0
2009-05-04 00:10:00	ES	Futures	842.31	842.55	842.31	842.55	145.0
2009-05-04 00:15:00	ES	Futures	842.79	843.03	842.55	842.79	213.0
2009-05-04 00:20:00	ES	Futures	842.79	843.03	842.55	843.03	229.0
2009-05-04 00:25:00	ES	Futures	843.03	843.27	842.79	843.03	193.0
2009-05-04 00:30:00	ES	Futures	843.27	843.27	842.55	842.55	213.0
2009-05-04 00:35:00	ES	Futures	842.55	842.55	842.31	842.55	64.0
2009-05-04 00:40:00	ES	Futures	842.31	842.55	842.31	842.31	50.0
2009-05-04 00:45:00	ES	Futures	842.31	842.55	842.31	842.31	64.0
2009-05-04 00:50:00	ES	Futures	842.31	842.31	842.07	842.07	67.0
2009-05-04 00:55:00	ES	Futures	842.31	842.31	841.59	841.59	1132.0
2009-05-04 01:00:00	ES	Futures	841.83	842.07	841.59	842.07	749.0
2009-05-04 01:05:00	ES	Futures	842.07	842.55	841.83	842.55	291.0
2009-05-04 01:10:00	ES	Futures	842.55	843.51	842.07	843.27	579.0
2009-05-04 01:15:00	ES	Futures	843.03	843.03	842.79	843.03	52.0
2009-05-04 01:20:00	ES	Futures	842.79	843.03	842.31	842.79	125.0
2009-05-04 01:25:00	ES	Futures	843.03	843.27	842.79	843.03	395.0
2009-05-04 01:30:00	ES	Futures	843.03	843.27	842.31	842.79	433.0
2009-05-04 01:35:00	ES	Futures	842.79	842.79	842.31	842.31	109.0
2009-05-04 01:40:00	ES	Futures	842.07	842.79	842.07	842.31	157.0
2009-05-04 01:45:00	ES	Futures	842.55	842.55	842.31	842.31	68.0
2009-05-04 01:50:00	ES	Futures	842.55	842.79	842.31	842.31	206.0
2009-05-04 01:55:00	ES	Futures	842.31	842.55	842.07	842.31	249.0
2009-05-04 02:00:00	ES	Futures	842.55	842.79	842.07	842.79	989.0
2009-05-04 02:05:00	ES	Futures	842.79	843.03	842.55	842.55	505.0
2009-05-04 02:10:00	ES	Futures	842.55	843.27	842.31	843.03	407.0
2009-05-04 02:15:00	ES	Futures	843.03	843.27	842.79	843.03	406.0
2009-05-04 02:20:00	ES	Futures	843.27	843.51	843.03	843.51	395.0
2009-05-04 02:25:00	ES	Futures	843.27	843.99	843.03	843.75	800.0
2009-05-04 02:30:00	ES	Futures	843.51	844.95	843.27	844.47	1407.0
2009-05-04 02:35:00	ES	Futures	844.71	845.19	844.23	845.19	1354.0
2009-05-04 02:40:00	ES	Futures	844.95	845.19	844.71	844.95	1077.0
2009-05-04 02:45:00	ES	Futures	845.19	845.19	844.71	844.71	362.0
2009-05-04 02:50:00	ES	Futures	844.71	844.95	844.47	844.71	131.0
2009-05-04 02:55:00	ES	Futures	844.71	844.95	844.23	844.71	836.0
2009-05-04 03:00:00	ES	Futures	844.71	844.95	842.55	843.03	2465.0
2009-05-04 03:05:00	ES	Futures	843.27	843.99	843.03	843.03	656.0
2009-05-04 03:10:00	ES	Futures	843.03	844.23	843.03	843.99	802.0
2009-05-04 03:15:00	ES	Futures	843.99	844.23	843.27	843.99	461.0
2009-05-04 03:20:00	ES	Futures	843.99	844.71	843.75	844.71	688.0
2009-05-04 03:25:00	ES	Futures	844.71	844.95	844.23	844.47	523.0
2009-05-04 03:30:00	ES	Futures	844.71	845.43	844.47	845.19	851.0
2009-05-04 03:35:00	ES	Futures	845.19	845.43	844.95	845.19	614.0
2009-05-04 03:40:00	ES	Futures	845.19	845.43	844.71	844.71	913.0
2009-05-04 03:45:00	ES	Futures	844.71	845.43	844.47	845.19	1361.0
2009-05-04 03:50:00	ES	Futures	845.19	845.67	845.19	845.43	893.0
2009-05-04 03:55:00	ES	Futures	845.67	846.15	845.43	845.91	2659.0
2009-05-04 04:00:00	ES	Futures	846.15	846.15	845.67	846.15	1200.0
2009-05-04 04:05:00	ES	Futures	846.15	846.39	845.43	845.67	1626.0

> showing 50 of 10,631 rows — these rows as CSV

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