PREVIEW / futures_5min / 2009-05-06

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-05-06.parquet
  size:    203 KB
  rows:    11,049

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
2009-05-06 00:00:00	ES	Futures	856.45	856.45	854.77	855.01	984.0
2009-05-06 00:05:00	ES	Futures	855.01	855.25	854.53	855.01	708.0
2009-05-06 00:10:00	ES	Futures	855.01	855.01	854.53	854.77	248.0
2009-05-06 00:15:00	ES	Futures	854.77	855.97	854.53	855.73	287.0
2009-05-06 00:20:00	ES	Futures	855.73	855.97	855.01	855.01	178.0
2009-05-06 00:25:00	ES	Futures	855.25	855.49	855.25	855.25	114.0
2009-05-06 00:30:00	ES	Futures	855.25	855.25	854.53	855.01	233.0
2009-05-06 00:35:00	ES	Futures	855.25	855.25	854.77	855.01	136.0
2009-05-06 00:40:00	ES	Futures	855.01	855.49	854.77	855.49	117.0
2009-05-06 00:45:00	ES	Futures	855.49	856.21	855.25	855.97	266.0
2009-05-06 00:50:00	ES	Futures	855.97	855.97	855.73	855.97	118.0
2009-05-06 00:55:00	ES	Futures	855.97	855.97	855.49	855.49	177.0
2009-05-06 01:00:00	ES	Futures	855.49	855.73	854.77	855.01	627.0
2009-05-06 01:05:00	ES	Futures	855.01	855.25	854.77	855.01	319.0
2009-05-06 01:10:00	ES	Futures	854.77	855.25	854.77	855.25	168.0
2009-05-06 01:15:00	ES	Futures	855.01	855.25	854.77	855.01	232.0
2009-05-06 01:20:00	ES	Futures	855.01	855.49	855.01	855.25	295.0
2009-05-06 01:25:00	ES	Futures	855.25	855.73	855.01	855.25	240.0
2009-05-06 01:30:00	ES	Futures	855.25	855.97	855.01	855.97	233.0
2009-05-06 01:35:00	ES	Futures	855.73	855.97	855.01	855.25	321.0
2009-05-06 01:40:00	ES	Futures	855.25	855.73	855.01	855.49	240.0
2009-05-06 01:45:00	ES	Futures	855.49	855.73	855.25	855.73	81.0
2009-05-06 01:50:00	ES	Futures	855.73	856.45	855.49	856.21	622.0
2009-05-06 01:55:00	ES	Futures	855.97	856.21	855.73	855.97	242.0
2009-05-06 02:00:00	ES	Futures	855.97	856.69	855.73	856.21	1099.0
2009-05-06 02:05:00	ES	Futures	856.21	856.45	855.97	856.21	548.0
2009-05-06 02:10:00	ES	Futures	856.21	856.69	855.97	856.21	473.0
2009-05-06 02:15:00	ES	Futures	855.97	856.21	855.49	855.97	580.0
2009-05-06 02:20:00	ES	Futures	855.97	856.69	855.73	856.69	195.0
2009-05-06 02:25:00	ES	Futures	856.69	856.93	856.45	856.69	326.0
2009-05-06 02:30:00	ES	Futures	856.93	857.41	856.69	856.93	496.0
2009-05-06 02:35:00	ES	Futures	856.93	857.17	856.93	857.17	273.0
2009-05-06 02:40:00	ES	Futures	856.93	857.65	856.69	857.41	772.0
2009-05-06 02:45:00	ES	Futures	857.65	857.89	857.17	857.17	480.0
2009-05-06 02:50:00	ES	Futures	857.17	857.41	856.45	856.69	477.0
2009-05-06 02:55:00	ES	Futures	856.93	856.93	856.45	856.93	350.0
2009-05-06 03:00:00	ES	Futures	857.17	858.13	856.93	857.65	1690.0
2009-05-06 03:05:00	ES	Futures	857.89	858.85	857.41	858.61	1746.0
2009-05-06 03:10:00	ES	Futures	858.61	859.81	857.41	857.65	3548.0
2009-05-06 03:15:00	ES	Futures	857.89	857.89	857.41	857.65	1221.0
2009-05-06 03:20:00	ES	Futures	857.89	858.85	857.65	858.37	1175.0
2009-05-06 03:25:00	ES	Futures	858.61	859.81	858.37	859.57	1548.0
2009-05-06 03:30:00	ES	Futures	859.81	859.81	858.61	859.33	1278.0
2009-05-06 03:35:00	ES	Futures	859.33	859.57	858.61	859.33	873.0
2009-05-06 03:40:00	ES	Futures	859.09	859.81	858.37	859.81	1740.0
2009-05-06 03:45:00	ES	Futures	859.81	860.05	859.33	859.33	1294.0
2009-05-06 03:50:00	ES	Futures	859.33	859.33	858.61	858.61	1501.0
2009-05-06 03:55:00	ES	Futures	858.61	859.33	858.37	858.85	2194.0
2009-05-06 04:00:00	ES	Futures	858.85	859.57	858.85	859.57	1502.0
2009-05-06 04:05:00	ES	Futures	859.33	859.81	859.33	859.81	1260.0

> showing 50 of 11,049 rows — these rows as CSV

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