PREVIEW / futures_5min / 2009-05-11

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-05-11.parquet
  size:    191 KB
  rows:    11,288

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
2009-05-11 00:00:00	ES	Futures	878.5	879.46	878.5	879.46	302.0
2009-05-11 00:05:00	ES	Futures	879.46	879.7	878.98	878.98	73.0
2009-05-11 00:10:00	ES	Futures	878.98	880.17	878.98	880.17	220.0
2009-05-11 00:15:00	ES	Futures	879.94	880.41	879.7	879.94	176.0
2009-05-11 00:20:00	ES	Futures	880.17	880.17	879.94	879.94	141.0
2009-05-11 00:25:00	ES	Futures	879.94	880.65	879.94	880.41	181.0
2009-05-11 00:30:00	ES	Futures	880.41	881.13	880.17	880.65	477.0
2009-05-11 00:35:00	ES	Futures	880.89	880.89	879.7	879.94	291.0
2009-05-11 00:40:00	ES	Futures	879.94	880.41	879.7	880.41	339.0
2009-05-11 00:45:00	ES	Futures	880.41	880.41	879.94	880.41	209.0
2009-05-11 00:50:00	ES	Futures	880.17	881.37	880.17	881.37	407.0
2009-05-11 00:55:00	ES	Futures	881.37	882.33	880.89	882.33	464.0
2009-05-11 01:00:00	ES	Futures	882.09	883.29	881.85	882.33	850.0
2009-05-11 01:05:00	ES	Futures	882.09	882.57	881.37	882.09	392.0
2009-05-11 01:10:00	ES	Futures	882.09	882.33	881.85	881.85	61.0
2009-05-11 01:15:00	ES	Futures	882.09	882.33	881.13	881.37	173.0
2009-05-11 01:20:00	ES	Futures	881.13	881.13	880.41	880.65	263.0
2009-05-11 01:25:00	ES	Futures	880.41	880.89	880.17	880.65	182.0
2009-05-11 01:30:00	ES	Futures	880.65	880.89	879.94	879.94	263.0
2009-05-11 01:35:00	ES	Futures	880.17	880.89	880.17	880.41	103.0
2009-05-11 01:40:00	ES	Futures	880.41	881.61	880.41	881.61	194.0
2009-05-11 01:45:00	ES	Futures	881.61	881.61	880.65	880.89	83.0
2009-05-11 01:50:00	ES	Futures	880.89	880.89	880.65	880.65	57.0
2009-05-11 01:55:00	ES	Futures	880.65	880.89	880.17	880.65	202.0
2009-05-11 02:00:00	ES	Futures	880.65	882.09	880.17	882.09	762.0
2009-05-11 02:05:00	ES	Futures	881.85	882.33	881.37	882.09	438.0
2009-05-11 02:10:00	ES	Futures	881.85	882.33	881.85	881.85	105.0
2009-05-11 02:15:00	ES	Futures	881.85	882.09	881.37	881.85	336.0
2009-05-11 02:20:00	ES	Futures	881.85	882.33	881.85	881.85	351.0
2009-05-11 02:25:00	ES	Futures	881.85	881.85	880.65	880.89	664.0
2009-05-11 02:30:00	ES	Futures	880.89	880.89	879.7	879.94	1002.0
2009-05-11 02:35:00	ES	Futures	880.17	881.37	879.94	880.65	470.0
2009-05-11 02:40:00	ES	Futures	880.41	880.65	879.94	879.94	253.0
2009-05-11 02:45:00	ES	Futures	880.17	880.65	880.17	880.41	127.0
2009-05-11 02:50:00	ES	Futures	880.17	880.65	880.17	880.65	279.0
2009-05-11 02:55:00	ES	Futures	880.41	881.13	880.17	880.89	561.0
2009-05-11 03:00:00	ES	Futures	880.89	880.89	879.22	879.7	3741.0
2009-05-11 03:05:00	ES	Futures	879.94	879.94	877.3	878.02	3739.0
2009-05-11 03:10:00	ES	Futures	878.26	878.5	877.78	878.02	1677.0
2009-05-11 03:15:00	ES	Futures	878.26	878.5	877.3	877.78	2180.0
2009-05-11 03:20:00	ES	Futures	877.78	878.5	877.3	878.26	1899.0
2009-05-11 03:25:00	ES	Futures	878.26	878.26	877.54	877.78	1451.0
2009-05-11 03:30:00	ES	Futures	877.78	877.78	875.86	876.34	3706.0
2009-05-11 03:35:00	ES	Futures	876.58	876.58	875.38	876.1	2582.0
2009-05-11 03:40:00	ES	Futures	876.1	876.58	875.14	875.14	1783.0
2009-05-11 03:45:00	ES	Futures	875.38	875.86	874.66	875.14	1399.0
2009-05-11 03:50:00	ES	Futures	875.14	875.86	874.42	875.86	2289.0
2009-05-11 03:55:00	ES	Futures	875.62	876.58	875.62	875.62	1677.0
2009-05-11 04:00:00	ES	Futures	875.62	876.34	875.14	876.1	1310.0
2009-05-11 04:05:00	ES	Futures	876.34	877.06	876.1	876.82	1033.0

> showing 50 of 11,288 rows — these rows as CSV

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