PREVIEW / futures_5min / 2009-05-28

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-05-28.parquet
  size:    192 KB
  rows:    10,902

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
2009-05-28 00:00:00	ES	Futures	856.45	857.17	856.21	856.93	573.0
2009-05-28 00:05:00	ES	Futures	856.93	856.93	855.49	856.69	565.0
2009-05-28 00:10:00	ES	Futures	856.45	856.93	856.45	856.69	115.0
2009-05-28 00:15:00	ES	Futures	856.69	857.65	856.69	857.41	385.0
2009-05-28 00:20:00	ES	Futures	857.41	857.41	856.93	856.93	181.0
2009-05-28 00:25:00	ES	Futures	856.93	857.17	856.69	857.17	162.0
2009-05-28 00:30:00	ES	Futures	857.17	857.65	856.93	856.93	250.0
2009-05-28 00:35:00	ES	Futures	856.93	857.17	856.93	856.93	176.0
2009-05-28 00:40:00	ES	Futures	857.17	857.41	856.93	857.17	76.0
2009-05-28 00:45:00	ES	Futures	857.41	857.65	857.17	857.41	112.0
2009-05-28 00:50:00	ES	Futures	857.41	857.41	857.17	857.17	90.0
2009-05-28 00:55:00	ES	Futures	857.17	857.41	856.93	857.17	101.0
2009-05-28 01:00:00	ES	Futures	857.17	857.41	857.17	857.17	85.0
2009-05-28 01:05:00	ES	Futures	857.17	857.41	856.93	857.17	85.0
2009-05-28 01:10:00	ES	Futures	857.17	857.41	856.93	857.17	236.0
2009-05-28 01:15:00	ES	Futures	857.41	857.41	856.69	856.93	345.0
2009-05-28 01:20:00	ES	Futures	856.69	856.93	856.69	856.93	19.0
2009-05-28 01:25:00	ES	Futures	856.93	857.41	856.69	856.93	210.0
2009-05-28 01:30:00	ES	Futures	856.93	856.93	856.69	856.69	49.0
2009-05-28 01:35:00	ES	Futures	856.69	856.93	856.45	856.45	102.0
2009-05-28 01:40:00	ES	Futures	856.45	856.69	856.21	856.45	227.0
2009-05-28 01:45:00	ES	Futures	856.45	857.17	856.21	856.93	227.0
2009-05-28 01:50:00	ES	Futures	856.93	857.17	856.69	856.93	164.0
2009-05-28 01:55:00	ES	Futures	856.93	856.93	856.45	856.69	120.0
2009-05-28 02:00:00	ES	Futures	856.93	857.41	856.69	856.93	930.0
2009-05-28 02:05:00	ES	Futures	856.93	857.17	856.69	856.93	294.0
2009-05-28 02:10:00	ES	Futures	856.69	856.93	855.97	855.97	358.0
2009-05-28 02:15:00	ES	Futures	855.73	856.21	855.25	855.97	558.0
2009-05-28 02:20:00	ES	Futures	856.21	856.45	855.49	855.97	533.0
2009-05-28 02:25:00	ES	Futures	856.21	856.21	854.77	855.01	1051.0
2009-05-28 02:30:00	ES	Futures	855.25	855.49	854.77	855.25	635.0
2009-05-28 02:35:00	ES	Futures	855.25	855.73	854.77	855.49	621.0
2009-05-28 02:40:00	ES	Futures	855.25	855.97	855.01	855.25	690.0
2009-05-28 02:45:00	ES	Futures	855.25	855.97	855.25	855.97	411.0
2009-05-28 02:50:00	ES	Futures	855.73	855.97	855.25	855.73	569.0
2009-05-28 02:55:00	ES	Futures	855.49	855.73	855.01	855.25	631.0
2009-05-28 03:00:00	ES	Futures	855.25	855.97	855.01	855.73	2003.0
2009-05-28 03:05:00	ES	Futures	855.49	857.17	855.25	857.17	2677.0
2009-05-28 03:10:00	ES	Futures	857.17	857.41	856.69	856.93	1846.0
2009-05-28 03:15:00	ES	Futures	856.93	857.17	856.21	856.93	1341.0
2009-05-28 03:20:00	ES	Futures	857.17	858.13	856.69	858.13	2393.0
2009-05-28 03:25:00	ES	Futures	858.13	858.37	857.65	858.37	1258.0
2009-05-28 03:30:00	ES	Futures	858.13	858.85	857.89	857.89	2021.0
2009-05-28 03:35:00	ES	Futures	857.89	858.13	857.41	858.13	1696.0
2009-05-28 03:40:00	ES	Futures	858.13	858.37	857.89	857.89	668.0
2009-05-28 03:45:00	ES	Futures	857.89	858.61	857.41	858.61	1332.0
2009-05-28 03:50:00	ES	Futures	858.37	858.85	858.13	858.61	1167.0
2009-05-28 03:55:00	ES	Futures	858.37	858.37	857.89	858.13	1084.0
2009-05-28 04:00:00	ES	Futures	858.37	858.37	857.17	857.41	1695.0
2009-05-28 04:05:00	ES	Futures	857.41	858.13	856.93	857.89	2193.0

> showing 50 of 10,902 rows — these rows as CSV

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