PREVIEW / futures_5min / 2009-05-24

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-05-24.parquet
  size:    30 KB
  rows:    1,241

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
2009-05-24 18:00:00	ES	Futures	848.3	850.22	848.3	849.26	1094.0
2009-05-24 18:05:00	ES	Futures	849.26	849.5	848.54	849.02	235.0
2009-05-24 18:10:00	ES	Futures	849.02	849.26	849.02	849.26	66.0
2009-05-24 18:15:00	ES	Futures	849.26	849.5	849.02	849.26	47.0
2009-05-24 18:20:00	ES	Futures	849.5	849.5	849.26	849.5	51.0
2009-05-24 18:25:00	ES	Futures	849.26	849.5	849.02	849.26	64.0
2009-05-24 18:30:00	ES	Futures	849.26	849.26	849.26	849.26	15.0
2009-05-24 18:35:00	ES	Futures	849.26	849.74	849.02	849.02	56.0
2009-05-24 18:40:00	ES	Futures	849.02	849.02	848.54	848.54	53.0
2009-05-24 18:45:00	ES	Futures	848.78	849.5	848.54	849.26	58.0
2009-05-24 18:50:00	ES	Futures	849.5	849.98	849.5	849.74	50.0
2009-05-24 18:55:00	ES	Futures	849.74	849.98	849.74	849.74	29.0
2009-05-24 19:00:00	ES	Futures	849.5	849.5	849.5	849.5	15.0
2009-05-24 19:05:00	ES	Futures	849.74	849.74	849.5	849.5	6.0
2009-05-24 19:10:00	ES	Futures	849.74	849.74	849.5	849.5	18.0
2009-05-24 19:15:00	ES	Futures	849.74	849.74	849.26	849.26	18.0
2009-05-24 19:20:00	ES	Futures	849.5	849.74	849.5	849.74	11.0
2009-05-24 19:25:00	ES	Futures	849.5	849.5	849.26	849.5	5.0
2009-05-24 19:30:00	ES	Futures	849.5	849.5	849.5	849.5	2.0
2009-05-24 19:35:00	ES	Futures	849.26	849.74	849.26	849.74	14.0
2009-05-24 19:40:00	ES	Futures	849.74	849.98	849.74	849.74	15.0
2009-05-24 19:45:00	ES	Futures	849.98	850.22	849.74	849.98	249.0
2009-05-24 19:50:00	ES	Futures	850.22	850.94	849.98	849.98	601.0
2009-05-24 19:55:00	ES	Futures	850.22	850.22	849.98	850.22	110.0
2009-05-24 20:00:00	ES	Futures	850.22	850.94	850.22	850.7	101.0
2009-05-24 20:05:00	ES	Futures	850.46	850.94	850.46	850.7	86.0
2009-05-24 20:10:00	ES	Futures	850.7	851.66	850.7	851.42	514.0
2009-05-24 20:15:00	ES	Futures	851.18	851.9	851.18	851.18	403.0
2009-05-24 20:20:00	ES	Futures	851.42	852.62	851.42	852.38	526.0
2009-05-24 20:25:00	ES	Futures	852.38	852.86	852.38	852.62	457.0
2009-05-24 20:30:00	ES	Futures	852.86	854.05	852.86	853.82	1151.0
2009-05-24 20:35:00	ES	Futures	853.82	854.05	852.62	853.1	286.0
2009-05-24 20:40:00	ES	Futures	852.86	853.82	852.86	853.34	188.0
2009-05-24 20:45:00	ES	Futures	853.1	853.58	852.38	852.86	227.0
2009-05-24 20:50:00	ES	Futures	853.1	853.1	852.62	852.86	55.0
2009-05-24 20:55:00	ES	Futures	852.62	853.1	852.62	852.86	36.0
2009-05-24 21:00:00	ES	Futures	853.1	853.34	852.86	853.1	141.0
2009-05-24 21:05:00	ES	Futures	853.1	853.1	852.38	852.62	105.0
2009-05-24 21:10:00	ES	Futures	852.62	852.62	851.9	852.62	162.0
2009-05-24 21:15:00	ES	Futures	852.38	852.38	851.9	852.14	55.0
2009-05-24 21:20:00	ES	Futures	852.14	852.38	850.7	851.66	547.0
2009-05-24 21:25:00	ES	Futures	851.9	852.14	851.42	852.14	155.0
2009-05-24 21:30:00	ES	Futures	852.14	852.38	851.66	851.66	192.0
2009-05-24 21:35:00	ES	Futures	851.9	852.62	851.9	852.62	161.0
2009-05-24 21:40:00	ES	Futures	852.62	852.62	851.9	851.9	235.0
2009-05-24 21:45:00	ES	Futures	851.9	851.9	850.7	850.94	178.0
2009-05-24 21:50:00	ES	Futures	851.18	851.18	850.22	850.46	378.0
2009-05-24 21:55:00	ES	Futures	850.7	850.7	849.74	849.74	224.0
2009-05-24 22:00:00	ES	Futures	849.74	850.22	849.74	849.74	200.0
2009-05-24 22:05:00	ES	Futures	849.98	849.98	849.02	849.26	265.0

> showing 50 of 1,241 rows — these rows as CSV

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