PREVIEW / futures_5min / 2009-05-17

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-05-17.parquet
  size:    41 KB
  rows:    1,809

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
2009-05-17 18:00:00	ES	Futures	845.67	846.39	843.75	843.99	2325.0
2009-05-17 18:05:00	ES	Futures	843.99	844.47	843.75	843.99	388.0
2009-05-17 18:10:00	ES	Futures	843.99	844.95	843.75	844.71	472.0
2009-05-17 18:15:00	ES	Futures	844.95	845.19	844.47	844.95	287.0
2009-05-17 18:20:00	ES	Futures	844.95	844.95	844.23	844.23	173.0
2009-05-17 18:25:00	ES	Futures	844.23	844.71	843.51	844.47	528.0
2009-05-17 18:30:00	ES	Futures	844.23	845.67	844.23	845.67	288.0
2009-05-17 18:35:00	ES	Futures	845.67	846.15	844.95	844.95	681.0
2009-05-17 18:40:00	ES	Futures	845.19	845.67	845.19	845.19	86.0
2009-05-17 18:45:00	ES	Futures	845.19	845.67	845.19	845.19	95.0
2009-05-17 18:50:00	ES	Futures	845.19	846.39	845.19	846.15	366.0
2009-05-17 18:55:00	ES	Futures	845.91	846.39	845.91	846.15	244.0
2009-05-17 19:00:00	ES	Futures	845.91	846.15	845.43	845.67	122.0
2009-05-17 19:05:00	ES	Futures	845.91	845.91	845.67	845.67	38.0
2009-05-17 19:10:00	ES	Futures	845.67	845.67	845.19	845.67	103.0
2009-05-17 19:15:00	ES	Futures	845.67	846.15	845.67	845.91	99.0
2009-05-17 19:20:00	ES	Futures	845.91	846.15	845.67	846.15	71.0
2009-05-17 19:25:00	ES	Futures	845.91	846.15	845.19	845.67	242.0
2009-05-17 19:30:00	ES	Futures	845.91	846.15	845.91	845.91	32.0
2009-05-17 19:35:00	ES	Futures	845.91	846.15	845.19	845.43	99.0
2009-05-17 19:40:00	ES	Futures	845.43	845.67	845.43	845.43	28.0
2009-05-17 19:45:00	ES	Futures	845.43	845.43	844.47	844.47	532.0
2009-05-17 19:50:00	ES	Futures	844.47	845.19	844.23	844.95	71.0
2009-05-17 19:55:00	ES	Futures	844.95	844.95	843.51	843.51	415.0
2009-05-17 20:00:00	ES	Futures	843.51	844.23	843.51	844.23	866.0
2009-05-17 20:05:00	ES	Futures	843.99	844.71	843.75	844.47	268.0
2009-05-17 20:10:00	ES	Futures	844.47	844.47	842.79	843.27	1005.0
2009-05-17 20:15:00	ES	Futures	843.27	843.51	842.79	843.03	407.0
2009-05-17 20:20:00	ES	Futures	843.03	843.27	842.79	843.03	267.0
2009-05-17 20:25:00	ES	Futures	843.03	843.27	842.07	842.31	995.0
2009-05-17 20:30:00	ES	Futures	842.31	842.55	842.07	842.31	372.0
2009-05-17 20:35:00	ES	Futures	842.07	842.31	839.92	840.64	1470.0
2009-05-17 20:40:00	ES	Futures	840.64	841.59	840.4	841.11	444.0
2009-05-17 20:45:00	ES	Futures	841.35	842.31	841.35	842.07	465.0
2009-05-17 20:50:00	ES	Futures	841.83	842.31	841.59	842.07	252.0
2009-05-17 20:55:00	ES	Futures	842.07	842.31	841.59	842.07	149.0
2009-05-17 21:00:00	ES	Futures	842.07	842.79	842.07	842.31	251.0
2009-05-17 21:05:00	ES	Futures	842.31	842.79	842.31	842.55	260.0
2009-05-17 21:10:00	ES	Futures	842.55	843.03	841.83	841.83	547.0
2009-05-17 21:15:00	ES	Futures	841.83	842.79	841.83	842.31	304.0
2009-05-17 21:20:00	ES	Futures	842.31	842.55	841.11	841.83	597.0
2009-05-17 21:25:00	ES	Futures	841.83	842.31	841.59	841.83	593.0
2009-05-17 21:30:00	ES	Futures	841.83	842.31	841.35	841.59	243.0
2009-05-17 21:35:00	ES	Futures	841.59	842.31	841.59	841.83	203.0
2009-05-17 21:40:00	ES	Futures	841.83	841.83	840.88	841.11	419.0
2009-05-17 21:45:00	ES	Futures	840.88	841.11	838.96	839.44	2554.0
2009-05-17 21:50:00	ES	Futures	839.68	840.88	839.44	840.64	752.0
2009-05-17 21:55:00	ES	Futures	840.64	840.64	839.68	839.92	544.0
2009-05-17 22:00:00	ES	Futures	840.16	840.16	839.68	839.92	220.0
2009-05-17 22:05:00	ES	Futures	839.92	839.92	839.2	839.68	435.0

> showing 50 of 1,809 rows — these rows as CSV

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