PREVIEW / futures_5min / 2009-05-26

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-05-26.parquet
  size:    207 KB
  rows:    11,108

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
2009-05-26 00:00:00	ES	Futures	846.87	847.35	846.87	847.35	88.0
2009-05-26 00:05:00	ES	Futures	847.35	847.58	847.11	847.35	133.0
2009-05-26 00:10:00	ES	Futures	847.35	847.58	847.11	847.11	58.0
2009-05-26 00:15:00	ES	Futures	847.11	847.58	847.11	847.58	103.0
2009-05-26 00:20:00	ES	Futures	847.58	847.82	847.35	847.58	110.0
2009-05-26 00:25:00	ES	Futures	847.58	848.06	847.11	847.58	232.0
2009-05-26 00:30:00	ES	Futures	847.35	847.82	847.35	847.35	84.0
2009-05-26 00:35:00	ES	Futures	847.35	847.82	847.11	847.82	172.0
2009-05-26 00:40:00	ES	Futures	847.82	848.06	847.58	847.58	83.0
2009-05-26 00:45:00	ES	Futures	847.58	848.3	847.58	848.06	174.0
2009-05-26 00:50:00	ES	Futures	848.3	848.3	847.82	848.06	173.0
2009-05-26 00:55:00	ES	Futures	847.82	848.06	847.82	848.06	32.0
2009-05-26 01:00:00	ES	Futures	848.06	848.54	848.06	848.54	198.0
2009-05-26 01:05:00	ES	Futures	848.54	848.78	848.3	848.78	187.0
2009-05-26 01:10:00	ES	Futures	848.78	849.26	848.54	848.54	227.0
2009-05-26 01:15:00	ES	Futures	848.54	848.78	848.54	848.54	65.0
2009-05-26 01:20:00	ES	Futures	848.78	848.78	848.54	848.54	62.0
2009-05-26 01:25:00	ES	Futures	848.54	848.54	848.06	848.06	164.0
2009-05-26 01:30:00	ES	Futures	848.06	848.06	847.35	847.35	269.0
2009-05-26 01:35:00	ES	Futures	847.35	847.35	847.11	847.11	84.0
2009-05-26 01:40:00	ES	Futures	847.11	848.06	847.11	847.82	103.0
2009-05-26 01:45:00	ES	Futures	847.82	849.02	847.82	849.02	186.0
2009-05-26 01:50:00	ES	Futures	848.78	849.26	848.54	849.26	97.0
2009-05-26 01:55:00	ES	Futures	849.26	850.46	849.26	849.26	824.0
2009-05-26 02:00:00	ES	Futures	849.26	849.26	848.06	848.3	654.0
2009-05-26 02:05:00	ES	Futures	848.3	849.74	848.06	849.5	614.0
2009-05-26 02:10:00	ES	Futures	849.5	849.74	849.02	849.26	284.0
2009-05-26 02:15:00	ES	Futures	849.5	849.5	848.78	849.02	259.0
2009-05-26 02:20:00	ES	Futures	849.02	849.26	848.78	848.78	135.0
2009-05-26 02:25:00	ES	Futures	848.78	849.5	848.78	849.26	219.0
2009-05-26 02:30:00	ES	Futures	849.26	849.74	848.78	849.02	236.0
2009-05-26 02:35:00	ES	Futures	848.78	849.02	847.82	848.78	362.0
2009-05-26 02:40:00	ES	Futures	848.78	849.26	848.3	849.26	308.0
2009-05-26 02:45:00	ES	Futures	849.02	849.26	847.35	847.58	715.0
2009-05-26 02:50:00	ES	Futures	847.35	848.06	847.11	847.82	441.0
2009-05-26 02:55:00	ES	Futures	847.82	848.06	847.35	847.58	281.0
2009-05-26 03:00:00	ES	Futures	847.58	847.82	846.63	847.35	1770.0
2009-05-26 03:05:00	ES	Futures	847.11	847.82	846.87	847.58	1294.0
2009-05-26 03:10:00	ES	Futures	847.58	848.54	846.87	847.11	1498.0
2009-05-26 03:15:00	ES	Futures	847.11	847.35	846.39	847.11	1462.0
2009-05-26 03:20:00	ES	Futures	847.11	848.3	846.63	847.58	1396.0
2009-05-26 03:25:00	ES	Futures	847.82	848.06	846.15	846.63	2124.0
2009-05-26 03:30:00	ES	Futures	846.63	847.82	846.15	846.87	2889.0
2009-05-26 03:35:00	ES	Futures	846.87	846.87	845.43	845.67	2635.0
2009-05-26 03:40:00	ES	Futures	845.91	846.15	845.19	846.15	1426.0
2009-05-26 03:45:00	ES	Futures	846.15	847.58	845.67	847.35	1478.0
2009-05-26 03:50:00	ES	Futures	847.11	847.82	846.87	846.87	997.0
2009-05-26 03:55:00	ES	Futures	846.87	846.87	845.67	846.15	1259.0
2009-05-26 04:00:00	ES	Futures	845.91	847.35	845.91	846.87	958.0
2009-05-26 04:05:00	ES	Futures	846.87	847.58	846.63	846.87	759.0

> showing 50 of 11,108 rows — these rows as CSV

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