PREVIEW / futures_5min / 2009-05-13

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-05-13.parquet
  size:    216 KB
  rows:    11,415

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
2009-05-13 00:00:00	ES	Futures	872.27	872.51	872.03	872.51	172.0
2009-05-13 00:05:00	ES	Futures	872.75	872.75	871.79	872.51	508.0
2009-05-13 00:10:00	ES	Futures	872.75	872.75	872.03	872.51	241.0
2009-05-13 00:15:00	ES	Futures	872.27	872.99	872.27	872.99	139.0
2009-05-13 00:20:00	ES	Futures	872.75	873.47	872.75	872.99	657.0
2009-05-13 00:25:00	ES	Futures	873.23	873.23	872.75	872.99	77.0
2009-05-13 00:30:00	ES	Futures	872.99	873.23	872.75	872.99	105.0
2009-05-13 00:35:00	ES	Futures	872.75	872.75	872.27	872.51	146.0
2009-05-13 00:40:00	ES	Futures	872.51	873.47	872.27	873.23	618.0
2009-05-13 00:45:00	ES	Futures	872.99	873.23	872.51	872.51	172.0
2009-05-13 00:50:00	ES	Futures	872.51	872.75	871.79	872.51	333.0
2009-05-13 00:55:00	ES	Futures	872.51	872.51	871.55	871.79	262.0
2009-05-13 01:00:00	ES	Futures	871.79	872.03	871.31	871.55	385.0
2009-05-13 01:05:00	ES	Futures	871.31	871.55	871.07	871.55	243.0
2009-05-13 01:10:00	ES	Futures	871.55	872.27	871.31	872.27	356.0
2009-05-13 01:15:00	ES	Futures	872.03	872.51	872.03	872.03	201.0
2009-05-13 01:20:00	ES	Futures	872.03	872.51	872.03	872.27	383.0
2009-05-13 01:25:00	ES	Futures	872.27	872.27	872.03	872.03	311.0
2009-05-13 01:30:00	ES	Futures	872.03	872.03	871.31	871.31	256.0
2009-05-13 01:35:00	ES	Futures	871.55	872.03	871.31	871.79	219.0
2009-05-13 01:40:00	ES	Futures	871.79	872.51	871.55	871.79	157.0
2009-05-13 01:45:00	ES	Futures	872.03	872.27	871.79	872.27	70.0
2009-05-13 01:50:00	ES	Futures	872.27	872.51	872.27	872.27	136.0
2009-05-13 01:55:00	ES	Futures	872.27	872.51	872.27	872.51	111.0
2009-05-13 02:00:00	ES	Futures	872.51	873.23	872.03	872.75	783.0
2009-05-13 02:05:00	ES	Futures	872.75	872.99	872.51	872.51	420.0
2009-05-13 02:10:00	ES	Futures	872.51	872.75	872.03	872.03	291.0
2009-05-13 02:15:00	ES	Futures	872.03	872.27	871.31	871.55	441.0
2009-05-13 02:20:00	ES	Futures	871.79	872.03	871.31	871.31	240.0
2009-05-13 02:25:00	ES	Futures	871.31	871.55	870.83	870.83	377.0
2009-05-13 02:30:00	ES	Futures	870.83	871.55	870.83	871.31	396.0
2009-05-13 02:35:00	ES	Futures	871.31	871.79	871.31	871.55	189.0
2009-05-13 02:40:00	ES	Futures	871.55	871.55	870.11	870.35	768.0
2009-05-13 02:45:00	ES	Futures	870.35	870.83	870.35	870.59	340.0
2009-05-13 02:50:00	ES	Futures	870.59	870.59	869.87	870.35	1066.0
2009-05-13 02:55:00	ES	Futures	870.35	870.59	869.87	869.87	442.0
2009-05-13 03:00:00	ES	Futures	870.11	870.59	868.43	868.91	1719.0
2009-05-13 03:05:00	ES	Futures	868.91	870.59	868.91	870.59	1632.0
2009-05-13 03:10:00	ES	Futures	870.59	870.59	868.67	868.67	1835.0
2009-05-13 03:15:00	ES	Futures	868.91	868.91	866.76	866.76	2535.0
2009-05-13 03:20:00	ES	Futures	867.0	867.71	866.76	867.23	1656.0
2009-05-13 03:25:00	ES	Futures	867.47	867.47	866.76	867.0	994.0
2009-05-13 03:30:00	ES	Futures	866.76	867.23	866.52	866.52	2778.0
2009-05-13 03:35:00	ES	Futures	866.52	867.0	866.52	866.76	1528.0
2009-05-13 03:40:00	ES	Futures	867.0	868.19	866.76	867.95	1787.0
2009-05-13 03:45:00	ES	Futures	867.95	868.91	867.71	868.43	1754.0
2009-05-13 03:50:00	ES	Futures	868.43	869.15	868.19	868.91	349.0
2009-05-13 03:55:00	ES	Futures	868.91	869.39	868.43	868.67	1023.0
2009-05-13 04:00:00	ES	Futures	868.43	868.91	868.43	868.91	658.0
2009-05-13 04:05:00	ES	Futures	868.91	870.35	868.91	869.87	1858.0

> showing 50 of 11,415 rows — these rows as CSV

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