PREVIEW / futures_5min / 2009-05-25

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-05-25.parquet
  size:    97 KB
  rows:    6,045

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
2009-05-25 00:00:00	ES	Futures	847.11	848.06	847.11	847.58	270.0
2009-05-25 00:05:00	ES	Futures	847.58	847.58	846.87	847.11	161.0
2009-05-25 00:10:00	ES	Futures	847.11	847.11	846.87	846.87	110.0
2009-05-25 00:15:00	ES	Futures	846.87	848.06	846.63	847.35	356.0
2009-05-25 00:20:00	ES	Futures	847.35	847.35	846.87	846.87	88.0
2009-05-25 00:25:00	ES	Futures	846.87	848.06	846.63	848.06	123.0
2009-05-25 00:30:00	ES	Futures	847.82	848.06	847.35	847.58	91.0
2009-05-25 00:35:00	ES	Futures	847.58	848.78	847.58	848.78	138.0
2009-05-25 00:40:00	ES	Futures	848.3	848.78	848.06	848.3	131.0
2009-05-25 00:45:00	ES	Futures	848.3	849.5	848.3	849.02	301.0
2009-05-25 00:50:00	ES	Futures	849.02	850.46	849.02	850.22	472.0
2009-05-25 00:55:00	ES	Futures	849.98	850.22	847.35	849.26	761.0
2009-05-25 01:00:00	ES	Futures	849.26	849.98	849.26	849.74	232.0
2009-05-25 01:05:00	ES	Futures	849.98	851.18	849.98	850.94	533.0
2009-05-25 01:10:00	ES	Futures	851.18	851.18	850.46	850.94	302.0
2009-05-25 01:15:00	ES	Futures	850.94	851.18	850.46	851.18	88.0
2009-05-25 01:20:00	ES	Futures	850.94	850.94	850.7	850.7	51.0
2009-05-25 01:25:00	ES	Futures	850.7	850.94	850.7	850.7	22.0
2009-05-25 01:30:00	ES	Futures	850.7	850.94	850.46	850.46	88.0
2009-05-25 01:35:00	ES	Futures	850.7	851.66	850.7	851.42	167.0
2009-05-25 01:40:00	ES	Futures	851.42	852.14	850.94	852.14	393.0
2009-05-25 01:45:00	ES	Futures	852.14	852.14	851.18	851.42	124.0
2009-05-25 01:50:00	ES	Futures	851.66	851.66	850.94	850.94	140.0
2009-05-25 01:55:00	ES	Futures	850.94	851.42	850.94	850.94	59.0
2009-05-25 02:00:00	ES	Futures	850.94	851.42	850.94	851.42	196.0
2009-05-25 02:05:00	ES	Futures	851.42	851.66	851.18	851.18	188.0
2009-05-25 02:10:00	ES	Futures	851.18	852.14	851.18	852.14	127.0
2009-05-25 02:15:00	ES	Futures	852.14	852.62	851.9	851.9	212.0
2009-05-25 02:20:00	ES	Futures	851.9	852.14	851.18	851.18	503.0
2009-05-25 02:25:00	ES	Futures	851.18	851.66	851.18	851.18	218.0
2009-05-25 02:30:00	ES	Futures	851.18	851.66	850.94	851.42	161.0
2009-05-25 02:35:00	ES	Futures	851.42	851.9	851.42	851.42	119.0
2009-05-25 02:40:00	ES	Futures	851.66	851.66	851.42	851.66	66.0
2009-05-25 02:45:00	ES	Futures	851.66	852.14	851.42	852.14	52.0
2009-05-25 02:50:00	ES	Futures	852.14	852.86	852.14	852.62	167.0
2009-05-25 02:55:00	ES	Futures	852.62	852.62	851.9	852.38	204.0
2009-05-25 03:00:00	ES	Futures	852.38	852.62	852.14	852.62	256.0
2009-05-25 03:05:00	ES	Futures	852.62	852.86	851.66	852.14	477.0
2009-05-25 03:10:00	ES	Futures	852.14	852.14	851.66	851.66	132.0
2009-05-25 03:15:00	ES	Futures	851.9	851.9	850.7	850.7	382.0
2009-05-25 03:20:00	ES	Futures	850.94	851.18	850.7	850.94	161.0
2009-05-25 03:25:00	ES	Futures	850.94	850.94	848.78	849.26	786.0
2009-05-25 03:30:00	ES	Futures	849.26	849.5	848.54	849.02	843.0
2009-05-25 03:35:00	ES	Futures	849.02	849.26	847.82	849.02	746.0
2009-05-25 03:40:00	ES	Futures	849.26	849.5	848.78	848.78	377.0
2009-05-25 03:45:00	ES	Futures	848.54	848.54	846.39	846.39	1347.0
2009-05-25 03:50:00	ES	Futures	846.39	846.63	844.71	844.95	1648.0
2009-05-25 03:55:00	ES	Futures	844.95	844.95	843.99	844.71	1370.0
2009-05-25 04:00:00	ES	Futures	844.95	845.43	843.27	845.19	1742.0
2009-05-25 04:05:00	ES	Futures	845.43	845.67	844.71	845.19	406.0

> showing 50 of 6,045 rows — these rows as CSV

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