PREVIEW / futures_5min / 2009-05-18

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-05-18.parquet
  size:    204 KB
  rows:    10,749

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
2009-05-18 00:00:00	ES	Futures	840.16	840.4	839.92	840.4	94.0
2009-05-18 00:05:00	ES	Futures	840.4	841.11	840.4	840.4	393.0
2009-05-18 00:10:00	ES	Futures	840.16	840.4	840.16	840.4	96.0
2009-05-18 00:15:00	ES	Futures	840.64	840.88	840.64	840.88	56.0
2009-05-18 00:20:00	ES	Futures	840.88	840.88	840.64	840.88	31.0
2009-05-18 00:25:00	ES	Futures	840.88	841.59	840.88	841.59	584.0
2009-05-18 00:30:00	ES	Futures	841.35	841.83	841.35	841.59	225.0
2009-05-18 00:35:00	ES	Futures	841.59	842.79	841.59	842.31	1089.0
2009-05-18 00:40:00	ES	Futures	842.31	842.79	842.31	842.55	288.0
2009-05-18 00:45:00	ES	Futures	842.55	842.79	841.59	841.83	412.0
2009-05-18 00:50:00	ES	Futures	841.59	842.31	841.59	842.31	196.0
2009-05-18 00:55:00	ES	Futures	842.31	842.31	842.07	842.07	32.0
2009-05-18 01:00:00	ES	Futures	842.07	842.31	842.07	842.31	99.0
2009-05-18 01:05:00	ES	Futures	842.07	842.31	841.83	842.07	268.0
2009-05-18 01:10:00	ES	Futures	841.83	842.07	841.59	841.83	333.0
2009-05-18 01:15:00	ES	Futures	841.83	842.07	841.59	841.83	109.0
2009-05-18 01:20:00	ES	Futures	841.83	843.03	841.83	842.79	480.0
2009-05-18 01:25:00	ES	Futures	842.79	843.27	842.55	842.79	254.0
2009-05-18 01:30:00	ES	Futures	842.79	842.79	842.31	842.55	117.0
2009-05-18 01:35:00	ES	Futures	842.31	842.55	842.07	842.07	131.0
2009-05-18 01:40:00	ES	Futures	842.07	842.55	842.07	842.31	63.0
2009-05-18 01:45:00	ES	Futures	842.31	842.55	842.31	842.31	72.0
2009-05-18 01:50:00	ES	Futures	842.31	842.55	842.31	842.55	78.0
2009-05-18 01:55:00	ES	Futures	842.31	842.55	841.59	841.83	231.0
2009-05-18 02:00:00	ES	Futures	841.59	842.55	841.59	842.31	772.0
2009-05-18 02:05:00	ES	Futures	842.07	843.51	841.83	843.51	763.0
2009-05-18 02:10:00	ES	Futures	843.51	843.51	842.79	843.27	412.0
2009-05-18 02:15:00	ES	Futures	843.03	843.51	843.03	843.51	240.0
2009-05-18 02:20:00	ES	Futures	843.27	843.51	843.03	843.27	328.0
2009-05-18 02:25:00	ES	Futures	843.27	843.27	842.79	843.27	396.0
2009-05-18 02:30:00	ES	Futures	843.03	843.51	842.79	843.03	350.0
2009-05-18 02:35:00	ES	Futures	842.79	842.79	841.83	842.07	537.0
2009-05-18 02:40:00	ES	Futures	842.07	843.75	842.07	843.27	880.0
2009-05-18 02:45:00	ES	Futures	843.03	843.99	842.79	842.79	912.0
2009-05-18 02:50:00	ES	Futures	843.03	843.03	842.31	842.55	612.0
2009-05-18 02:55:00	ES	Futures	842.55	843.51	842.31	843.51	852.0
2009-05-18 03:00:00	ES	Futures	843.51	845.19	843.27	844.47	2473.0
2009-05-18 03:05:00	ES	Futures	844.23	844.47	841.83	842.79	3090.0
2009-05-18 03:10:00	ES	Futures	842.79	844.23	841.11	843.99	3270.0
2009-05-18 03:15:00	ES	Futures	843.99	844.71	843.75	844.47	1790.0
2009-05-18 03:20:00	ES	Futures	844.47	844.95	843.99	844.47	1376.0
2009-05-18 03:25:00	ES	Futures	844.23	845.43	843.99	845.19	1297.0
2009-05-18 03:30:00	ES	Futures	844.95	845.43	844.47	845.19	1615.0
2009-05-18 03:35:00	ES	Futures	845.19	846.15	845.19	845.91	2349.0
2009-05-18 03:40:00	ES	Futures	845.91	846.87	845.43	846.87	2460.0
2009-05-18 03:45:00	ES	Futures	846.87	847.11	845.91	846.15	1704.0
2009-05-18 03:50:00	ES	Futures	846.15	846.39	845.43	845.43	493.0
2009-05-18 03:55:00	ES	Futures	845.43	845.91	844.95	845.91	993.0
2009-05-18 04:00:00	ES	Futures	845.91	846.63	845.67	845.91	971.0
2009-05-18 04:05:00	ES	Futures	845.91	846.15	844.71	845.19	876.0

> showing 50 of 10,749 rows — these rows as CSV

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