PREVIEW / futures_5min / 2009-05-12

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-05-12.parquet
  size:    207 KB
  rows:    11,337

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
2009-05-12 00:00:00	ES	Futures	867.23	867.23	866.76	867.0	234.0
2009-05-12 00:05:00	ES	Futures	867.0	867.95	867.0	867.71	203.0
2009-05-12 00:10:00	ES	Futures	867.47	867.95	867.0	867.0	477.0
2009-05-12 00:15:00	ES	Futures	866.76	867.23	866.76	867.23	96.0
2009-05-12 00:20:00	ES	Futures	867.23	867.23	866.76	867.0	144.0
2009-05-12 00:25:00	ES	Futures	867.0	867.0	866.52	867.0	473.0
2009-05-12 00:30:00	ES	Futures	867.0	867.0	866.52	866.52	241.0
2009-05-12 00:35:00	ES	Futures	866.52	867.71	866.52	867.71	184.0
2009-05-12 00:40:00	ES	Futures	867.71	867.71	867.0	867.23	349.0
2009-05-12 00:45:00	ES	Futures	867.0	867.23	866.52	866.76	306.0
2009-05-12 00:50:00	ES	Futures	866.52	867.71	866.52	867.47	186.0
2009-05-12 00:55:00	ES	Futures	867.47	867.47	866.52	866.76	328.0
2009-05-12 01:00:00	ES	Futures	866.76	866.76	866.52	866.52	106.0
2009-05-12 01:05:00	ES	Futures	866.52	867.0	866.52	866.76	119.0
2009-05-12 01:10:00	ES	Futures	867.0	867.71	866.76	867.23	249.0
2009-05-12 01:15:00	ES	Futures	867.23	867.23	867.0	867.0	33.0
2009-05-12 01:20:00	ES	Futures	867.23	867.47	867.0	867.23	97.0
2009-05-12 01:25:00	ES	Futures	867.47	867.71	867.0	867.23	319.0
2009-05-12 01:30:00	ES	Futures	867.23	867.47	866.76	867.47	168.0
2009-05-12 01:35:00	ES	Futures	867.47	867.47	866.28	866.52	154.0
2009-05-12 01:40:00	ES	Futures	866.52	866.52	866.04	866.28	282.0
2009-05-12 01:45:00	ES	Futures	866.28	866.52	866.04	866.04	125.0
2009-05-12 01:50:00	ES	Futures	866.04	866.76	866.04	866.76	193.0
2009-05-12 01:55:00	ES	Futures	866.76	867.23	866.52	867.0	216.0
2009-05-12 02:00:00	ES	Futures	867.0	867.71	866.52	867.23	1227.0
2009-05-12 02:05:00	ES	Futures	867.47	867.95	867.0	867.71	571.0
2009-05-12 02:10:00	ES	Futures	867.71	868.67	867.47	868.19	1072.0
2009-05-12 02:15:00	ES	Futures	868.19	868.19	867.71	867.71	500.0
2009-05-12 02:20:00	ES	Futures	867.71	867.95	867.0	867.23	344.0
2009-05-12 02:25:00	ES	Futures	867.0	867.47	866.28	867.0	880.0
2009-05-12 02:30:00	ES	Futures	867.23	867.71	867.0	867.47	367.0
2009-05-12 02:35:00	ES	Futures	867.47	867.47	866.52	866.76	753.0
2009-05-12 02:40:00	ES	Futures	866.52	867.47	866.28	867.47	603.0
2009-05-12 02:45:00	ES	Futures	867.47	867.71	866.76	867.23	617.0
2009-05-12 02:50:00	ES	Futures	867.23	867.95	867.0	867.47	702.0
2009-05-12 02:55:00	ES	Futures	867.71	868.19	867.23	867.71	971.0
2009-05-12 03:00:00	ES	Futures	867.71	868.43	867.47	867.95	1607.0
2009-05-12 03:05:00	ES	Futures	867.95	868.19	867.0	867.71	1000.0
2009-05-12 03:10:00	ES	Futures	867.71	869.39	867.47	869.39	2062.0
2009-05-12 03:15:00	ES	Futures	869.15	869.63	868.91	869.63	1181.0
2009-05-12 03:20:00	ES	Futures	869.39	870.59	869.15	870.11	2286.0
2009-05-12 03:25:00	ES	Futures	870.35	870.35	868.67	868.91	1861.0
2009-05-12 03:30:00	ES	Futures	868.91	870.59	868.91	869.87	2009.0
2009-05-12 03:35:00	ES	Futures	869.63	871.79	869.63	871.79	2818.0
2009-05-12 03:40:00	ES	Futures	871.55	871.79	870.83	871.31	2064.0
2009-05-12 03:45:00	ES	Futures	871.55	872.27	871.31	871.79	1397.0
2009-05-12 03:50:00	ES	Futures	871.79	872.27	871.55	871.79	1260.0
2009-05-12 03:55:00	ES	Futures	872.03	872.99	871.79	872.75	2108.0
2009-05-12 04:00:00	ES	Futures	872.75	873.7	872.75	873.23	2962.0
2009-05-12 04:05:00	ES	Futures	872.99	873.47	872.27	872.99	1586.0

> showing 50 of 11,337 rows — these rows as CSV

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