PREVIEW / futures_5min / 2009-05-07

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-05-07.parquet
  size:    220 KB
  rows:    11,394

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
2009-05-07 00:00:00	ES	Futures	874.42	874.9	874.18	874.42	735.0
2009-05-07 00:05:00	ES	Futures	874.42	875.38	874.18	875.38	328.0
2009-05-07 00:10:00	ES	Futures	875.38	875.38	874.9	875.14	241.0
2009-05-07 00:15:00	ES	Futures	875.14	875.62	874.66	875.62	320.0
2009-05-07 00:20:00	ES	Futures	875.38	875.62	875.14	875.38	306.0
2009-05-07 00:25:00	ES	Futures	875.62	876.58	875.62	876.1	582.0
2009-05-07 00:30:00	ES	Futures	876.1	876.34	875.62	875.86	302.0
2009-05-07 00:35:00	ES	Futures	875.86	876.34	875.86	876.34	412.0
2009-05-07 00:40:00	ES	Futures	876.34	877.3	876.34	876.82	415.0
2009-05-07 00:45:00	ES	Futures	876.82	877.06	876.58	876.82	212.0
2009-05-07 00:50:00	ES	Futures	876.82	876.82	875.86	876.1	176.0
2009-05-07 00:55:00	ES	Futures	875.86	876.34	875.86	876.34	81.0
2009-05-07 01:00:00	ES	Futures	876.58	876.58	875.14	875.14	387.0
2009-05-07 01:05:00	ES	Futures	875.14	875.86	875.14	875.86	248.0
2009-05-07 01:10:00	ES	Futures	875.86	876.34	875.62	876.1	138.0
2009-05-07 01:15:00	ES	Futures	876.1	876.1	875.62	875.86	227.0
2009-05-07 01:20:00	ES	Futures	876.1	876.34	875.62	875.86	191.0
2009-05-07 01:25:00	ES	Futures	876.1	876.34	875.86	876.1	139.0
2009-05-07 01:30:00	ES	Futures	876.34	876.58	875.62	876.34	159.0
2009-05-07 01:35:00	ES	Futures	876.1	877.06	876.1	876.82	136.0
2009-05-07 01:40:00	ES	Futures	877.06	877.06	876.58	876.82	112.0
2009-05-07 01:45:00	ES	Futures	877.06	877.54	876.82	877.3	233.0
2009-05-07 01:50:00	ES	Futures	877.54	877.78	877.3	877.78	301.0
2009-05-07 01:55:00	ES	Futures	877.54	878.74	877.3	878.5	786.0
2009-05-07 02:00:00	ES	Futures	878.74	878.74	877.3	878.02	1288.0
2009-05-07 02:05:00	ES	Futures	878.02	878.26	876.82	877.3	970.0
2009-05-07 02:10:00	ES	Futures	877.3	877.54	876.82	876.82	641.0
2009-05-07 02:15:00	ES	Futures	877.06	878.5	877.06	878.26	728.0
2009-05-07 02:20:00	ES	Futures	878.26	878.26	876.82	877.06	810.0
2009-05-07 02:25:00	ES	Futures	877.06	877.3	876.82	877.06	406.0
2009-05-07 02:30:00	ES	Futures	877.06	877.54	876.34	877.54	528.0
2009-05-07 02:35:00	ES	Futures	877.54	877.78	876.58	877.06	582.0
2009-05-07 02:40:00	ES	Futures	877.06	877.3	876.82	877.06	406.0
2009-05-07 02:45:00	ES	Futures	877.06	878.26	877.06	878.26	512.0
2009-05-07 02:50:00	ES	Futures	878.26	878.74	878.02	878.26	559.0
2009-05-07 02:55:00	ES	Futures	878.26	878.74	878.02	878.26	514.0
2009-05-07 03:00:00	ES	Futures	878.26	878.5	874.18	875.14	3545.0
2009-05-07 03:05:00	ES	Futures	875.38	877.3	874.9	876.82	1997.0
2009-05-07 03:10:00	ES	Futures	877.06	878.5	876.82	878.26	2848.0
2009-05-07 03:15:00	ES	Futures	878.26	879.7	877.78	878.98	2485.0
2009-05-07 03:20:00	ES	Futures	878.98	879.22	877.78	878.74	1827.0
2009-05-07 03:25:00	ES	Futures	878.74	879.94	878.5	879.22	1338.0
2009-05-07 03:30:00	ES	Futures	879.22	879.22	877.54	878.02	1993.0
2009-05-07 03:35:00	ES	Futures	878.26	879.7	877.78	878.5	1763.0
2009-05-07 03:40:00	ES	Futures	878.5	878.98	878.02	878.74	668.0
2009-05-07 03:45:00	ES	Futures	878.74	878.74	877.3	877.54	1034.0
2009-05-07 03:50:00	ES	Futures	877.54	877.78	876.82	877.54	1001.0
2009-05-07 03:55:00	ES	Futures	877.54	879.22	877.3	878.98	1827.0
2009-05-07 04:00:00	ES	Futures	879.22	879.94	878.5	879.22	1557.0
2009-05-07 04:05:00	ES	Futures	879.22	879.46	878.26	878.5	1414.0

> showing 50 of 11,394 rows — these rows as CSV

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