PREVIEW / futures_5min / 2009-05-15

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-05-15.parquet
  size:    167 KB
  rows:    8,926

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
2009-05-15 00:00:00	ES	Futures	854.29	854.29	854.05	854.05	23.0
2009-05-15 00:05:00	ES	Futures	854.05	854.29	854.05	854.05	39.0
2009-05-15 00:10:00	ES	Futures	854.05	854.29	853.82	853.82	152.0
2009-05-15 00:15:00	ES	Futures	853.82	854.05	853.58	854.05	113.0
2009-05-15 00:20:00	ES	Futures	853.82	853.82	853.1	853.1	335.0
2009-05-15 00:25:00	ES	Futures	853.1	853.82	853.1	853.34	215.0
2009-05-15 00:30:00	ES	Futures	853.34	853.58	853.1	853.58	159.0
2009-05-15 00:35:00	ES	Futures	853.58	853.58	853.1	853.34	59.0
2009-05-15 00:40:00	ES	Futures	853.34	853.82	853.34	853.58	97.0
2009-05-15 00:45:00	ES	Futures	853.34	853.34	853.1	853.34	64.0
2009-05-15 00:50:00	ES	Futures	853.34	853.58	853.34	853.34	40.0
2009-05-15 00:55:00	ES	Futures	853.34	853.58	853.34	853.58	38.0
2009-05-15 01:00:00	ES	Futures	853.34	853.82	853.34	853.58	50.0
2009-05-15 01:05:00	ES	Futures	853.34	853.58	853.34	853.58	29.0
2009-05-15 01:10:00	ES	Futures	853.58	853.82	853.34	853.58	49.0
2009-05-15 01:15:00	ES	Futures	853.58	853.82	853.34	853.58	278.0
2009-05-15 01:20:00	ES	Futures	853.34	853.58	853.34	853.58	81.0
2009-05-15 01:25:00	ES	Futures	853.82	854.29	853.82	854.05	212.0
2009-05-15 01:30:00	ES	Futures	853.82	854.05	853.1	853.1	148.0
2009-05-15 01:35:00	ES	Futures	853.1	853.34	853.1	853.1	48.0
2009-05-15 01:40:00	ES	Futures	853.1	853.58	853.1	853.34	172.0
2009-05-15 01:45:00	ES	Futures	853.1	853.58	853.1	853.34	145.0
2009-05-15 01:50:00	ES	Futures	853.58	854.29	853.58	854.05	234.0
2009-05-15 01:55:00	ES	Futures	854.05	854.53	853.82	854.29	276.0
2009-05-15 02:00:00	ES	Futures	854.05	855.01	854.05	854.53	969.0
2009-05-15 02:05:00	ES	Futures	854.53	855.73	854.53	855.25	1898.0
2009-05-15 02:10:00	ES	Futures	855.01	855.49	855.01	855.01	587.0
2009-05-15 02:15:00	ES	Futures	855.25	855.25	854.29	854.53	697.0
2009-05-15 02:20:00	ES	Futures	854.53	854.77	853.82	854.29	886.0
2009-05-15 02:25:00	ES	Futures	854.05	854.53	854.05	854.29	365.0
2009-05-15 02:30:00	ES	Futures	854.29	855.01	854.29	855.01	372.0
2009-05-15 02:35:00	ES	Futures	854.77	855.01	854.53	854.77	383.0
2009-05-15 02:40:00	ES	Futures	854.77	855.01	854.29	854.29	426.0
2009-05-15 02:45:00	ES	Futures	854.53	854.77	854.29	854.77	390.0
2009-05-15 02:50:00	ES	Futures	854.77	855.25	854.77	855.01	587.0
2009-05-15 02:55:00	ES	Futures	854.77	855.25	853.82	855.25	778.0
2009-05-15 03:00:00	ES	Futures	855.25	855.73	853.1	853.58	1895.0
2009-05-15 03:05:00	ES	Futures	853.58	853.58	852.38	853.1	2688.0
2009-05-15 03:10:00	ES	Futures	853.1	853.1	851.18	851.9	2859.0
2009-05-15 03:15:00	ES	Futures	851.9	852.86	851.18	851.42	2470.0
2009-05-15 03:20:00	ES	Futures	851.42	852.38	851.18	852.14	2824.0
2009-05-15 03:25:00	ES	Futures	852.38	853.1	851.66	852.14	1596.0
2009-05-15 03:30:00	ES	Futures	852.14	852.14	851.42	851.9	896.0
2009-05-15 03:35:00	ES	Futures	851.9	852.86	851.66	852.38	2388.0
2009-05-15 03:40:00	ES	Futures	852.14	853.1	851.9	853.1	842.0
2009-05-15 03:45:00	ES	Futures	853.1	853.58	852.86	853.58	469.0
2009-05-15 03:50:00	ES	Futures	853.58	853.82	852.38	852.62	782.0
2009-05-15 03:55:00	ES	Futures	852.62	852.86	851.66	851.9	1035.0
2009-05-15 04:00:00	ES	Futures	851.9	852.62	851.42	852.38	1614.0
2009-05-15 04:05:00	ES	Futures	852.38	854.05	852.14	853.34	2051.0

> showing 50 of 8,926 rows — these rows as CSV

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