PREVIEW / futures_5min / 2009-05-05

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-05-05.parquet
  size:    187 KB
  rows:    11,072

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
2009-05-05 00:00:00	ES	Futures	862.44	862.92	862.2	862.44	347.0
2009-05-05 00:05:00	ES	Futures	862.44	862.44	862.2	862.44	104.0
2009-05-05 00:10:00	ES	Futures	862.44	862.68	862.2	862.68	89.0
2009-05-05 00:15:00	ES	Futures	862.68	862.92	862.2	862.44	229.0
2009-05-05 00:20:00	ES	Futures	862.68	862.68	862.2	862.2	67.0
2009-05-05 00:25:00	ES	Futures	862.2	863.16	862.2	862.68	301.0
2009-05-05 00:30:00	ES	Futures	862.68	863.16	862.44	863.16	119.0
2009-05-05 00:35:00	ES	Futures	862.92	863.64	862.92	863.16	183.0
2009-05-05 00:40:00	ES	Futures	863.16	863.4	862.92	863.4	80.0
2009-05-05 00:45:00	ES	Futures	863.16	864.36	862.92	863.64	521.0
2009-05-05 00:50:00	ES	Futures	863.4	863.64	862.44	862.44	132.0
2009-05-05 00:55:00	ES	Futures	862.68	862.68	862.2	862.44	269.0
2009-05-05 01:00:00	ES	Futures	862.68	862.68	862.44	862.68	89.0
2009-05-05 01:05:00	ES	Futures	862.44	862.68	862.44	862.44	86.0
2009-05-05 01:10:00	ES	Futures	862.44	862.68	862.2	862.68	254.0
2009-05-05 01:15:00	ES	Futures	862.68	862.92	862.44	862.68	86.0
2009-05-05 01:20:00	ES	Futures	862.68	863.16	862.68	863.16	119.0
2009-05-05 01:25:00	ES	Futures	863.16	863.64	863.16	863.4	119.0
2009-05-05 01:30:00	ES	Futures	863.4	863.64	862.92	863.64	219.0
2009-05-05 01:35:00	ES	Futures	863.64	863.64	863.16	863.4	125.0
2009-05-05 01:40:00	ES	Futures	863.4	863.64	863.4	863.64	52.0
2009-05-05 01:45:00	ES	Futures	863.88	863.88	862.92	863.64	261.0
2009-05-05 01:50:00	ES	Futures	863.88	863.88	863.4	863.4	80.0
2009-05-05 01:55:00	ES	Futures	863.4	863.64	862.92	862.92	205.0
2009-05-05 02:00:00	ES	Futures	862.92	863.88	862.92	863.16	958.0
2009-05-05 02:05:00	ES	Futures	863.16	863.4	863.16	863.16	89.0
2009-05-05 02:10:00	ES	Futures	863.16	863.4	862.44	862.68	513.0
2009-05-05 02:15:00	ES	Futures	862.68	863.16	862.44	862.68	461.0
2009-05-05 02:20:00	ES	Futures	862.68	862.92	862.44	862.68	306.0
2009-05-05 02:25:00	ES	Futures	862.68	862.68	862.2	862.44	530.0
2009-05-05 02:30:00	ES	Futures	862.44	862.68	862.44	862.68	275.0
2009-05-05 02:35:00	ES	Futures	862.68	862.68	862.44	862.44	178.0
2009-05-05 02:40:00	ES	Futures	862.68	863.4	862.44	863.16	482.0
2009-05-05 02:45:00	ES	Futures	863.16	863.4	862.44	862.44	505.0
2009-05-05 02:50:00	ES	Futures	862.44	862.68	862.2	862.44	950.0
2009-05-05 02:55:00	ES	Futures	862.2	862.68	861.96	862.44	1318.0
2009-05-05 03:00:00	ES	Futures	862.44	862.68	861.96	862.2	3130.0
2009-05-05 03:05:00	ES	Futures	861.96	862.44	861.72	861.72	4796.0
2009-05-05 03:10:00	ES	Futures	861.72	861.96	861.24	861.48	2550.0
2009-05-05 03:15:00	ES	Futures	861.48	861.72	861.24	861.48	1650.0
2009-05-05 03:20:00	ES	Futures	861.24	861.72	861.24	861.24	1883.0
2009-05-05 03:25:00	ES	Futures	861.24	861.96	861.24	861.72	1259.0
2009-05-05 03:30:00	ES	Futures	861.48	861.72	861.0	861.72	1475.0
2009-05-05 03:35:00	ES	Futures	861.72	861.72	861.0	861.0	2148.0
2009-05-05 03:40:00	ES	Futures	861.0	861.24	860.52	860.76	1706.0
2009-05-05 03:45:00	ES	Futures	860.76	861.0	860.29	860.76	1871.0
2009-05-05 03:50:00	ES	Futures	860.52	861.0	860.52	860.76	779.0
2009-05-05 03:55:00	ES	Futures	861.0	861.24	860.76	861.0	707.0
2009-05-05 04:00:00	ES	Futures	861.0	862.2	860.76	861.96	1464.0
2009-05-05 04:05:00	ES	Futures	862.2	862.44	861.72	862.2	1746.0

> showing 50 of 11,072 rows — these rows as CSV

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