PREVIEW / futures_5min / 2009-05-19

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-05-19.parquet
  size:    181 KB
  rows:    10,876

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
2009-05-19 00:00:00	ES	Futures	870.59	871.07	870.59	870.59	504.0
2009-05-19 00:05:00	ES	Futures	870.59	871.79	870.59	871.31	934.0
2009-05-19 00:10:00	ES	Futures	871.31	872.03	871.31	871.79	621.0
2009-05-19 00:15:00	ES	Futures	871.55	872.03	871.31	871.79	307.0
2009-05-19 00:20:00	ES	Futures	871.79	872.27	871.79	871.79	518.0
2009-05-19 00:25:00	ES	Futures	871.79	872.27	871.31	871.79	629.0
2009-05-19 00:30:00	ES	Futures	871.55	871.79	870.83	871.07	404.0
2009-05-19 00:35:00	ES	Futures	871.07	871.79	870.59	870.59	423.0
2009-05-19 00:40:00	ES	Futures	870.59	870.83	870.11	870.35	257.0
2009-05-19 00:45:00	ES	Futures	870.35	870.59	870.11	870.11	214.0
2009-05-19 00:50:00	ES	Futures	870.11	870.35	869.63	869.87	408.0
2009-05-19 00:55:00	ES	Futures	869.63	869.87	869.15	869.63	429.0
2009-05-19 01:00:00	ES	Futures	869.63	869.87	869.39	869.39	367.0
2009-05-19 01:05:00	ES	Futures	869.39	869.63	869.15	869.63	179.0
2009-05-19 01:10:00	ES	Futures	869.39	870.35	869.15	870.11	295.0
2009-05-19 01:15:00	ES	Futures	870.35	870.59	870.11	870.59	162.0
2009-05-19 01:20:00	ES	Futures	870.59	871.07	870.59	870.83	274.0
2009-05-19 01:25:00	ES	Futures	871.07	871.55	870.83	871.31	245.0
2009-05-19 01:30:00	ES	Futures	871.31	871.55	871.07	871.31	281.0
2009-05-19 01:35:00	ES	Futures	871.31	871.55	871.07	871.31	109.0
2009-05-19 01:40:00	ES	Futures	871.31	871.55	870.83	871.07	187.0
2009-05-19 01:45:00	ES	Futures	871.07	871.79	871.07	871.79	160.0
2009-05-19 01:50:00	ES	Futures	871.79	872.27	871.55	872.03	432.0
2009-05-19 01:55:00	ES	Futures	872.03	872.99	872.03	872.27	1081.0
2009-05-19 02:00:00	ES	Futures	872.03	872.27	871.31	871.79	651.0
2009-05-19 02:05:00	ES	Futures	871.55	872.27	871.31	872.03	355.0
2009-05-19 02:10:00	ES	Futures	872.27	872.99	872.03	872.75	760.0
2009-05-19 02:15:00	ES	Futures	872.75	872.99	872.51	872.75	732.0
2009-05-19 02:20:00	ES	Futures	872.75	872.99	872.27	872.27	454.0
2009-05-19 02:25:00	ES	Futures	872.27	872.99	872.27	872.99	849.0
2009-05-19 02:30:00	ES	Futures	872.75	873.23	872.51	872.99	1873.0
2009-05-19 02:35:00	ES	Futures	872.99	873.23	872.75	872.99	290.0
2009-05-19 02:40:00	ES	Futures	872.99	873.23	872.75	872.99	372.0
2009-05-19 02:45:00	ES	Futures	872.99	872.99	872.03	872.03	1439.0
2009-05-19 02:50:00	ES	Futures	872.03	872.27	872.03	872.03	705.0
2009-05-19 02:55:00	ES	Futures	871.79	871.79	871.55	871.55	547.0
2009-05-19 03:00:00	ES	Futures	871.55	872.27	870.11	872.03	2293.0
2009-05-19 03:05:00	ES	Futures	872.03	872.27	870.11	870.35	2134.0
2009-05-19 03:10:00	ES	Futures	870.35	872.03	870.11	872.03	3145.0
2009-05-19 03:15:00	ES	Futures	871.79	872.03	871.55	871.55	1417.0
2009-05-19 03:20:00	ES	Futures	871.55	872.03	871.07	871.55	1416.0
2009-05-19 03:25:00	ES	Futures	871.55	871.55	869.87	870.11	2423.0
2009-05-19 03:30:00	ES	Futures	870.35	870.59	869.39	870.35	2840.0
2009-05-19 03:35:00	ES	Futures	870.35	870.83	869.87	870.83	1695.0
2009-05-19 03:40:00	ES	Futures	870.83	870.83	869.87	869.87	1210.0
2009-05-19 03:45:00	ES	Futures	869.87	870.59	869.87	870.59	1411.0
2009-05-19 03:50:00	ES	Futures	870.59	871.07	870.35	870.83	1262.0
2009-05-19 03:55:00	ES	Futures	870.83	871.79	870.59	871.31	1118.0
2009-05-19 04:00:00	ES	Futures	871.31	872.51	870.83	872.51	2257.0
2009-05-19 04:05:00	ES	Futures	872.51	873.7	872.27	873.47	4711.0

> showing 50 of 10,876 rows — these rows as CSV

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