PREVIEW / futures_5min / 2009-05-27

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-05-27.parquet
  size:    188 KB
  rows:    10,886

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
2009-05-27 00:00:00	ES	Futures	872.51	872.51	871.31	871.55	246.0
2009-05-27 00:05:00	ES	Futures	871.55	871.55	870.11	870.59	824.0
2009-05-27 00:10:00	ES	Futures	870.83	871.31	870.35	870.83	252.0
2009-05-27 00:15:00	ES	Futures	870.83	871.55	870.35	871.07	495.0
2009-05-27 00:20:00	ES	Futures	871.07	871.31	870.11	870.35	456.0
2009-05-27 00:25:00	ES	Futures	870.11	870.35	869.39	870.35	747.0
2009-05-27 00:30:00	ES	Futures	870.35	870.35	869.15	869.15	1053.0
2009-05-27 00:35:00	ES	Futures	869.39	869.63	868.91	869.39	506.0
2009-05-27 00:40:00	ES	Futures	869.39	870.35	869.39	870.35	231.0
2009-05-27 00:45:00	ES	Futures	870.35	870.59	869.87	870.11	345.0
2009-05-27 00:50:00	ES	Futures	870.35	871.31	869.87	871.31	332.0
2009-05-27 00:55:00	ES	Futures	871.07	871.07	870.83	871.07	54.0
2009-05-27 01:00:00	ES	Futures	871.07	871.55	870.83	871.55	298.0
2009-05-27 01:05:00	ES	Futures	871.55	871.79	871.31	871.55	231.0
2009-05-27 01:10:00	ES	Futures	871.55	872.03	871.31	872.03	95.0
2009-05-27 01:15:00	ES	Futures	871.79	872.03	870.11	870.35	254.0
2009-05-27 01:20:00	ES	Futures	870.35	870.59	870.11	870.59	74.0
2009-05-27 01:25:00	ES	Futures	870.59	870.83	870.11	870.11	125.0
2009-05-27 01:30:00	ES	Futures	869.87	870.59	869.87	870.11	200.0
2009-05-27 01:35:00	ES	Futures	870.11	870.35	869.63	869.63	168.0
2009-05-27 01:40:00	ES	Futures	869.63	869.87	869.39	869.39	278.0
2009-05-27 01:45:00	ES	Futures	869.39	870.11	869.39	869.87	156.0
2009-05-27 01:50:00	ES	Futures	869.87	870.35	869.63	869.63	258.0
2009-05-27 01:55:00	ES	Futures	869.87	870.11	868.91	869.63	378.0
2009-05-27 02:00:00	ES	Futures	869.63	870.59	869.39	870.35	1048.0
2009-05-27 02:05:00	ES	Futures	870.35	870.59	869.39	869.39	931.0
2009-05-27 02:10:00	ES	Futures	869.39	870.35	869.39	869.63	580.0
2009-05-27 02:15:00	ES	Futures	869.39	870.11	869.39	870.11	413.0
2009-05-27 02:20:00	ES	Futures	869.87	870.11	869.15	869.15	492.0
2009-05-27 02:25:00	ES	Futures	868.91	869.39	868.43	868.43	1320.0
2009-05-27 02:30:00	ES	Futures	868.43	869.63	868.43	869.39	644.0
2009-05-27 02:35:00	ES	Futures	869.39	869.87	869.15	869.39	328.0
2009-05-27 02:40:00	ES	Futures	869.39	870.11	869.15	870.11	350.0
2009-05-27 02:45:00	ES	Futures	869.87	870.83	869.87	870.35	447.0
2009-05-27 02:50:00	ES	Futures	870.35	870.83	869.39	869.63	893.0
2009-05-27 02:55:00	ES	Futures	869.39	870.59	869.15	870.35	1043.0
2009-05-27 03:00:00	ES	Futures	870.59	871.79	870.11	870.59	1924.0
2009-05-27 03:05:00	ES	Futures	870.59	872.51	870.35	871.79	2577.0
2009-05-27 03:10:00	ES	Futures	872.03	872.03	870.11	871.55	1518.0
2009-05-27 03:15:00	ES	Futures	871.79	872.75	871.31	872.75	2317.0
2009-05-27 03:20:00	ES	Futures	872.51	872.51	870.11	870.11	1903.0
2009-05-27 03:25:00	ES	Futures	870.11	871.07	869.87	870.35	1121.0
2009-05-27 03:30:00	ES	Futures	870.35	872.27	870.11	872.03	2116.0
2009-05-27 03:35:00	ES	Futures	871.79	872.27	871.55	871.79	1007.0
2009-05-27 03:40:00	ES	Futures	871.79	872.27	871.07	871.79	800.0
2009-05-27 03:45:00	ES	Futures	872.03	873.23	872.03	872.75	2443.0
2009-05-27 03:50:00	ES	Futures	872.75	873.94	872.75	873.94	2287.0
2009-05-27 03:55:00	ES	Futures	873.7	873.7	872.51	873.47	1607.0
2009-05-27 04:00:00	ES	Futures	873.23	873.47	872.03	872.99	2006.0
2009-05-27 04:05:00	ES	Futures	872.99	872.99	872.03	872.03	942.0

> showing 50 of 10,886 rows — these rows as CSV

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