PREVIEW / futures_5min / 2009-05-21

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-05-21.parquet
  size:    207 KB
  rows:    10,784

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
2009-05-21 00:00:00	ES	Futures	858.85	859.09	858.61	858.85	266.0
2009-05-21 00:05:00	ES	Futures	858.85	859.09	858.61	858.85	140.0
2009-05-21 00:10:00	ES	Futures	858.61	859.09	858.61	859.09	119.0
2009-05-21 00:15:00	ES	Futures	859.09	859.33	859.09	859.09	230.0
2009-05-21 00:20:00	ES	Futures	859.09	859.09	858.85	858.85	192.0
2009-05-21 00:25:00	ES	Futures	858.85	859.09	858.85	858.85	61.0
2009-05-21 00:30:00	ES	Futures	858.85	859.33	858.61	859.09	577.0
2009-05-21 00:35:00	ES	Futures	859.09	859.33	858.85	858.85	199.0
2009-05-21 00:40:00	ES	Futures	858.61	859.09	858.61	859.09	210.0
2009-05-21 00:45:00	ES	Futures	859.09	859.09	858.85	859.09	152.0
2009-05-21 00:50:00	ES	Futures	859.09	859.09	858.85	858.85	240.0
2009-05-21 00:55:00	ES	Futures	858.85	859.09	858.85	859.09	68.0
2009-05-21 01:00:00	ES	Futures	859.09	859.09	858.85	858.85	88.0
2009-05-21 01:05:00	ES	Futures	858.85	858.85	858.61	858.85	127.0
2009-05-21 01:10:00	ES	Futures	858.61	858.85	858.61	858.85	98.0
2009-05-21 01:15:00	ES	Futures	858.61	858.85	858.61	858.61	47.0
2009-05-21 01:20:00	ES	Futures	858.61	859.09	858.61	858.85	225.0
2009-05-21 01:25:00	ES	Futures	858.85	859.33	858.85	859.09	239.0
2009-05-21 01:30:00	ES	Futures	858.85	859.57	858.85	859.09	222.0
2009-05-21 01:35:00	ES	Futures	859.33	859.57	859.09	859.57	135.0
2009-05-21 01:40:00	ES	Futures	859.33	860.29	859.33	860.05	301.0
2009-05-21 01:45:00	ES	Futures	859.81	860.29	859.81	859.81	317.0
2009-05-21 01:50:00	ES	Futures	860.05	860.52	859.81	860.29	686.0
2009-05-21 01:55:00	ES	Futures	860.29	860.76	860.29	860.76	567.0
2009-05-21 02:00:00	ES	Futures	860.52	861.24	860.29	860.76	1912.0
2009-05-21 02:05:00	ES	Futures	861.0	861.48	861.0	861.24	1030.0
2009-05-21 02:10:00	ES	Futures	861.24	861.48	860.76	861.24	270.0
2009-05-21 02:15:00	ES	Futures	861.24	861.72	861.24	861.24	865.0
2009-05-21 02:20:00	ES	Futures	861.48	861.72	861.48	861.72	564.0
2009-05-21 02:25:00	ES	Futures	861.48	861.72	861.48	861.48	859.0
2009-05-21 02:30:00	ES	Futures	861.24	861.72	860.29	860.52	834.0
2009-05-21 02:35:00	ES	Futures	860.52	860.76	859.57	860.52	746.0
2009-05-21 02:40:00	ES	Futures	860.76	861.48	860.52	861.48	591.0
2009-05-21 02:45:00	ES	Futures	861.24	861.72	861.0	861.0	770.0
2009-05-21 02:50:00	ES	Futures	860.76	861.0	860.05	860.05	833.0
2009-05-21 02:55:00	ES	Futures	860.29	861.48	860.29	861.48	730.0
2009-05-21 03:00:00	ES	Futures	861.24	861.48	859.81	860.05	3536.0
2009-05-21 03:05:00	ES	Futures	860.05	861.48	859.81	860.29	2415.0
2009-05-21 03:10:00	ES	Futures	860.29	861.72	860.05	861.48	2280.0
2009-05-21 03:15:00	ES	Futures	861.48	862.2	860.76	861.96	4811.0
2009-05-21 03:20:00	ES	Futures	861.72	861.96	861.24	861.48	1504.0
2009-05-21 03:25:00	ES	Futures	861.72	861.72	860.52	860.76	1573.0
2009-05-21 03:30:00	ES	Futures	861.0	861.72	860.76	861.0	1697.0
2009-05-21 03:35:00	ES	Futures	861.0	861.48	860.05	860.29	2089.0
2009-05-21 03:40:00	ES	Futures	860.05	860.29	859.09	860.29	2257.0
2009-05-21 03:45:00	ES	Futures	860.29	860.52	859.81	860.29	1370.0
2009-05-21 03:50:00	ES	Futures	860.29	860.76	859.81	860.76	935.0
2009-05-21 03:55:00	ES	Futures	860.76	861.24	860.29	861.24	1232.0
2009-05-21 04:00:00	ES	Futures	861.24	861.96	860.29	861.24	3873.0
2009-05-21 04:05:00	ES	Futures	861.24	861.48	860.29	861.48	1352.0

> showing 50 of 10,784 rows — these rows as CSV

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