PREVIEW / futures_5min / 2009-05-14

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-05-14.parquet
  size:    183 KB
  rows:    10,662

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
2009-05-14 00:00:00	ES	Futures	845.91	846.15	845.67	845.91	134.0
2009-05-14 00:05:00	ES	Futures	846.15	846.63	845.91	846.39	110.0
2009-05-14 00:10:00	ES	Futures	846.39	846.39	846.15	846.15	65.0
2009-05-14 00:15:00	ES	Futures	845.91	846.15	845.67	846.15	184.0
2009-05-14 00:20:00	ES	Futures	846.15	846.87	846.15	846.63	242.0
2009-05-14 00:25:00	ES	Futures	846.39	846.87	846.39	846.63	55.0
2009-05-14 00:30:00	ES	Futures	846.63	846.87	846.39	846.63	170.0
2009-05-14 00:35:00	ES	Futures	846.63	847.11	846.63	847.11	155.0
2009-05-14 00:40:00	ES	Futures	846.87	847.11	846.87	846.87	130.0
2009-05-14 00:45:00	ES	Futures	846.87	847.11	846.39	846.87	91.0
2009-05-14 00:50:00	ES	Futures	846.87	846.87	846.15	846.63	146.0
2009-05-14 00:55:00	ES	Futures	846.39	846.63	846.39	846.39	32.0
2009-05-14 01:00:00	ES	Futures	846.39	846.39	845.91	846.15	179.0
2009-05-14 01:05:00	ES	Futures	846.15	846.87	846.15	846.39	239.0
2009-05-14 01:10:00	ES	Futures	846.39	846.63	846.15	846.15	78.0
2009-05-14 01:15:00	ES	Futures	846.15	846.39	845.67	846.39	235.0
2009-05-14 01:20:00	ES	Futures	846.15	846.39	845.91	845.91	25.0
2009-05-14 01:25:00	ES	Futures	845.91	846.63	845.91	846.15	127.0
2009-05-14 01:30:00	ES	Futures	846.15	846.15	845.91	846.15	74.0
2009-05-14 01:35:00	ES	Futures	846.15	846.15	845.91	845.91	62.0
2009-05-14 01:40:00	ES	Futures	846.15	846.39	845.91	846.15	132.0
2009-05-14 01:45:00	ES	Futures	846.15	846.39	845.91	846.39	235.0
2009-05-14 01:50:00	ES	Futures	845.91	846.15	845.91	846.15	95.0
2009-05-14 01:55:00	ES	Futures	845.91	846.87	845.67	846.63	257.0
2009-05-14 02:00:00	ES	Futures	846.39	847.11	846.15	846.39	437.0
2009-05-14 02:05:00	ES	Futures	846.39	847.11	846.15	846.63	270.0
2009-05-14 02:10:00	ES	Futures	846.87	848.3	846.63	847.82	944.0
2009-05-14 02:15:00	ES	Futures	848.06	848.3	847.58	848.06	630.0
2009-05-14 02:20:00	ES	Futures	848.3	848.78	848.06	848.54	420.0
2009-05-14 02:25:00	ES	Futures	848.54	849.02	848.54	849.02	363.0
2009-05-14 02:30:00	ES	Futures	849.02	849.26	848.3	848.3	1004.0
2009-05-14 02:35:00	ES	Futures	848.3	848.78	847.58	848.06	611.0
2009-05-14 02:40:00	ES	Futures	848.06	849.26	848.06	849.02	833.0
2009-05-14 02:45:00	ES	Futures	849.26	849.74	848.06	848.3	656.0
2009-05-14 02:50:00	ES	Futures	848.3	848.54	847.58	848.3	419.0
2009-05-14 02:55:00	ES	Futures	848.06	848.54	847.58	847.58	661.0
2009-05-14 03:00:00	ES	Futures	847.82	850.22	847.58	849.98	2770.0
2009-05-14 03:05:00	ES	Futures	849.74	849.98	848.3	848.3	1794.0
2009-05-14 03:10:00	ES	Futures	848.54	848.54	845.43	845.67	3552.0
2009-05-14 03:15:00	ES	Futures	845.67	846.15	843.99	846.15	6988.0
2009-05-14 03:20:00	ES	Futures	846.39	846.87	844.95	845.19	2495.0
2009-05-14 03:25:00	ES	Futures	845.43	846.15	843.75	844.47	4387.0
2009-05-14 03:30:00	ES	Futures	844.47	845.91	843.99	845.91	2496.0
2009-05-14 03:35:00	ES	Futures	845.91	846.87	845.43	845.91	2090.0
2009-05-14 03:40:00	ES	Futures	846.15	847.58	845.91	847.11	2130.0
2009-05-14 03:45:00	ES	Futures	847.35	848.06	846.39	846.87	2104.0
2009-05-14 03:50:00	ES	Futures	846.63	846.87	846.15	846.63	1196.0
2009-05-14 03:55:00	ES	Futures	846.63	847.35	845.67	847.35	1347.0
2009-05-14 04:00:00	ES	Futures	847.35	847.58	846.15	847.58	1446.0
2009-05-14 04:05:00	ES	Futures	847.58	848.06	847.11	847.82	920.0

> showing 50 of 10,662 rows — these rows as CSV

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