PREVIEW / futures_5min / 2009-05-22

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-05-22.parquet
  size:    154 KB
  rows:    8,705

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
2009-05-22 00:00:00	ES	Futures	854.29	854.29	853.1	853.34	434.0
2009-05-22 00:05:00	ES	Futures	853.34	853.58	852.38	852.62	628.0
2009-05-22 00:10:00	ES	Futures	852.62	852.86	851.66	852.14	604.0
2009-05-22 00:15:00	ES	Futures	851.9	852.14	851.42	851.9	534.0
2009-05-22 00:20:00	ES	Futures	852.14	852.14	851.42	851.42	385.0
2009-05-22 00:25:00	ES	Futures	851.42	852.62	851.18	852.38	395.0
2009-05-22 00:30:00	ES	Futures	852.62	852.86	851.9	852.86	415.0
2009-05-22 00:35:00	ES	Futures	852.86	852.86	852.38	852.62	62.0
2009-05-22 00:40:00	ES	Futures	852.86	852.86	852.38	852.38	93.0
2009-05-22 00:45:00	ES	Futures	852.62	852.62	852.14	852.38	83.0
2009-05-22 00:50:00	ES	Futures	852.38	852.86	852.14	852.62	122.0
2009-05-22 00:55:00	ES	Futures	852.62	853.1	852.38	853.1	55.0
2009-05-22 01:00:00	ES	Futures	853.1	853.1	852.62	852.86	353.0
2009-05-22 01:05:00	ES	Futures	853.1	853.1	852.86	852.86	98.0
2009-05-22 01:10:00	ES	Futures	852.62	852.62	852.14	852.38	149.0
2009-05-22 01:15:00	ES	Futures	852.62	852.62	852.14	852.14	84.0
2009-05-22 01:20:00	ES	Futures	852.38	852.62	851.66	851.66	186.0
2009-05-22 01:25:00	ES	Futures	851.9	852.14	851.9	852.14	67.0
2009-05-22 01:30:00	ES	Futures	852.14	852.14	851.9	852.14	55.0
2009-05-22 01:35:00	ES	Futures	852.14	852.38	851.9	852.14	56.0
2009-05-22 01:40:00	ES	Futures	852.14	852.38	851.66	851.9	172.0
2009-05-22 01:45:00	ES	Futures	851.66	852.14	851.66	851.9	139.0
2009-05-22 01:50:00	ES	Futures	851.9	852.62	851.9	852.14	278.0
2009-05-22 01:55:00	ES	Futures	852.14	852.14	851.42	852.14	630.0
2009-05-22 02:00:00	ES	Futures	852.14	852.14	851.18	851.42	644.0
2009-05-22 02:05:00	ES	Futures	851.42	851.66	850.7	851.42	865.0
2009-05-22 02:10:00	ES	Futures	851.66	851.66	850.46	850.7	972.0
2009-05-22 02:15:00	ES	Futures	850.94	851.66	850.7	851.66	175.0
2009-05-22 02:20:00	ES	Futures	851.66	851.9	850.7	851.18	680.0
2009-05-22 02:25:00	ES	Futures	850.7	851.18	850.7	850.94	229.0
2009-05-22 02:30:00	ES	Futures	850.7	850.94	849.98	849.98	1044.0
2009-05-22 02:35:00	ES	Futures	850.22	850.46	849.74	850.46	869.0
2009-05-22 02:40:00	ES	Futures	850.46	850.46	849.74	850.46	455.0
2009-05-22 02:45:00	ES	Futures	850.46	851.66	850.22	851.66	446.0
2009-05-22 02:50:00	ES	Futures	851.66	851.9	850.22	851.9	1009.0
2009-05-22 02:55:00	ES	Futures	851.66	853.82	851.42	853.58	2017.0
2009-05-22 03:00:00	ES	Futures	853.34	854.53	853.1	853.58	2197.0
2009-05-22 03:05:00	ES	Futures	853.82	853.82	852.86	853.34	1962.0
2009-05-22 03:10:00	ES	Futures	853.58	854.05	853.1	853.34	1633.0
2009-05-22 03:15:00	ES	Futures	853.58	853.82	853.34	853.34	765.0
2009-05-22 03:20:00	ES	Futures	853.58	853.82	852.86	853.1	3204.0
2009-05-22 03:25:00	ES	Futures	852.86	853.1	851.18	851.18	2336.0
2009-05-22 03:30:00	ES	Futures	851.42	851.66	850.22	850.22	2220.0
2009-05-22 03:35:00	ES	Futures	850.22	850.94	850.22	850.94	672.0
2009-05-22 03:40:00	ES	Futures	850.94	850.94	850.22	850.94	634.0
2009-05-22 03:45:00	ES	Futures	850.94	851.66	850.94	851.66	1523.0
2009-05-22 03:50:00	ES	Futures	851.66	853.58	851.66	852.86	2820.0
2009-05-22 03:55:00	ES	Futures	852.86	853.58	852.62	853.34	852.0
2009-05-22 04:00:00	ES	Futures	853.1	853.58	852.38	852.62	1221.0
2009-05-22 04:05:00	ES	Futures	852.62	853.58	852.38	853.58	840.0

> showing 50 of 8,705 rows — these rows as CSV

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