PREVIEW / futures_5min / 2009-05-10

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-05-10.parquet
  size:    40 KB
  rows:    1,829

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
2009-05-10 18:00:00	ES	Futures	882.81	882.81	879.7	881.37	2600.0
2009-05-10 18:05:00	ES	Futures	881.61	881.61	880.65	880.65	557.0
2009-05-10 18:10:00	ES	Futures	880.65	881.13	880.17	880.41	513.0
2009-05-10 18:15:00	ES	Futures	880.41	880.89	880.17	880.89	178.0
2009-05-10 18:20:00	ES	Futures	880.89	881.13	880.65	880.89	179.0
2009-05-10 18:25:00	ES	Futures	881.13	881.13	880.65	880.89	78.0
2009-05-10 18:30:00	ES	Futures	880.89	881.13	880.65	880.65	181.0
2009-05-10 18:35:00	ES	Futures	880.65	881.13	880.41	880.89	249.0
2009-05-10 18:40:00	ES	Futures	880.89	881.13	880.65	880.89	176.0
2009-05-10 18:45:00	ES	Futures	880.65	881.13	880.65	880.89	87.0
2009-05-10 18:50:00	ES	Futures	880.65	881.13	880.65	881.13	35.0
2009-05-10 18:55:00	ES	Futures	881.13	881.37	880.65	881.13	219.0
2009-05-10 19:00:00	ES	Futures	881.13	881.13	880.65	880.65	43.0
2009-05-10 19:05:00	ES	Futures	880.65	881.13	880.65	881.13	127.0
2009-05-10 19:10:00	ES	Futures	881.13	882.09	880.89	881.85	956.0
2009-05-10 19:15:00	ES	Futures	882.09	882.09	881.61	881.61	72.0
2009-05-10 19:20:00	ES	Futures	881.85	881.85	881.37	881.85	72.0
2009-05-10 19:25:00	ES	Futures	881.61	882.09	881.61	881.85	183.0
2009-05-10 19:30:00	ES	Futures	882.09	884.73	882.09	884.25	953.0
2009-05-10 19:35:00	ES	Futures	884.25	884.49	883.05	883.05	524.0
2009-05-10 19:40:00	ES	Futures	883.05	883.29	882.81	883.05	160.0
2009-05-10 19:45:00	ES	Futures	882.81	883.77	882.81	883.05	773.0
2009-05-10 19:50:00	ES	Futures	883.05	883.05	881.85	882.09	614.0
2009-05-10 19:55:00	ES	Futures	882.33	882.57	882.33	882.33	172.0
2009-05-10 20:00:00	ES	Futures	882.57	882.57	881.85	882.33	210.0
2009-05-10 20:05:00	ES	Futures	882.33	882.57	882.09	882.09	193.0
2009-05-10 20:10:00	ES	Futures	882.09	882.33	881.61	881.85	392.0
2009-05-10 20:15:00	ES	Futures	882.09	883.05	881.85	882.57	263.0
2009-05-10 20:20:00	ES	Futures	882.57	882.57	882.33	882.33	178.0
2009-05-10 20:25:00	ES	Futures	882.33	882.57	882.09	882.09	316.0
2009-05-10 20:30:00	ES	Futures	882.33	882.33	881.61	881.85	357.0
2009-05-10 20:35:00	ES	Futures	881.61	881.61	880.17	880.89	686.0
2009-05-10 20:40:00	ES	Futures	880.89	880.89	879.94	880.17	660.0
2009-05-10 20:45:00	ES	Futures	880.17	880.17	879.22	879.22	743.0
2009-05-10 20:50:00	ES	Futures	879.46	880.41	879.46	879.94	265.0
2009-05-10 20:55:00	ES	Futures	879.94	880.41	879.7	879.94	256.0
2009-05-10 21:00:00	ES	Futures	879.7	880.17	879.46	879.94	434.0
2009-05-10 21:05:00	ES	Futures	879.94	880.41	879.7	880.17	238.0
2009-05-10 21:10:00	ES	Futures	880.17	880.17	879.7	879.94	250.0
2009-05-10 21:15:00	ES	Futures	879.94	880.17	879.46	879.94	212.0
2009-05-10 21:20:00	ES	Futures	879.7	880.65	879.7	880.41	432.0
2009-05-10 21:25:00	ES	Futures	880.17	880.65	880.17	880.17	228.0
2009-05-10 21:30:00	ES	Futures	880.41	880.89	880.17	880.17	307.0
2009-05-10 21:35:00	ES	Futures	880.41	880.89	879.94	880.41	429.0
2009-05-10 21:40:00	ES	Futures	880.41	880.65	880.17	880.41	149.0
2009-05-10 21:45:00	ES	Futures	880.41	880.41	879.46	879.7	353.0
2009-05-10 21:50:00	ES	Futures	879.7	879.94	879.22	879.22	530.0
2009-05-10 21:55:00	ES	Futures	879.22	879.46	878.26	878.5	1210.0
2009-05-10 22:00:00	ES	Futures	878.74	879.22	878.5	878.98	485.0
2009-05-10 22:05:00	ES	Futures	878.98	880.65	878.98	880.65	746.0

> showing 50 of 1,829 rows — these rows as CSV

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