PREVIEW / futures_5min / 2009-05-29

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-05-29.parquet
  size:    170 KB
  rows:    9,152

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
2009-05-29 00:00:00	ES	Futures	866.04	866.04	865.56	865.8	255.0
2009-05-29 00:05:00	ES	Futures	866.28	866.28	866.04	866.04	95.0
2009-05-29 00:10:00	ES	Futures	866.28	866.52	866.04	866.28	162.0
2009-05-29 00:15:00	ES	Futures	866.28	866.28	866.28	866.28	59.0
2009-05-29 00:20:00	ES	Futures	866.04	866.04	865.8	866.04	105.0
2009-05-29 00:25:00	ES	Futures	865.8	866.28	865.8	866.28	134.0
2009-05-29 00:30:00	ES	Futures	866.52	866.52	866.04	866.28	58.0
2009-05-29 00:35:00	ES	Futures	866.52	867.23	866.28	867.0	336.0
2009-05-29 00:40:00	ES	Futures	867.23	867.47	867.0	867.23	240.0
2009-05-29 00:45:00	ES	Futures	867.23	867.47	867.23	867.23	94.0
2009-05-29 00:50:00	ES	Futures	867.23	867.47	867.0	867.47	76.0
2009-05-29 00:55:00	ES	Futures	867.47	867.47	867.23	867.23	60.0
2009-05-29 01:00:00	ES	Futures	867.23	867.71	867.23	867.23	367.0
2009-05-29 01:05:00	ES	Futures	867.0	867.23	867.0	867.23	37.0
2009-05-29 01:10:00	ES	Futures	867.0	867.23	866.76	866.76	194.0
2009-05-29 01:15:00	ES	Futures	867.0	867.47	867.0	867.47	170.0
2009-05-29 01:20:00	ES	Futures	867.47	867.47	867.47	867.47	102.0
2009-05-29 01:25:00	ES	Futures	867.47	867.71	867.47	867.71	61.0
2009-05-29 01:30:00	ES	Futures	867.71	867.95	867.47	867.95	331.0
2009-05-29 01:35:00	ES	Futures	867.95	867.95	867.71	867.71	87.0
2009-05-29 01:40:00	ES	Futures	867.71	868.19	867.71	868.19	194.0
2009-05-29 01:45:00	ES	Futures	867.95	868.43	867.95	867.95	366.0
2009-05-29 01:50:00	ES	Futures	867.71	868.67	867.71	868.67	515.0
2009-05-29 01:55:00	ES	Futures	868.67	868.91	868.43	868.67	177.0
2009-05-29 02:00:00	ES	Futures	868.67	868.67	868.19	868.43	385.0
2009-05-29 02:05:00	ES	Futures	868.43	869.39	868.19	868.91	752.0
2009-05-29 02:10:00	ES	Futures	869.15	869.15	868.67	868.67	155.0
2009-05-29 02:15:00	ES	Futures	868.91	869.15	868.67	868.67	347.0
2009-05-29 02:20:00	ES	Futures	868.67	869.15	868.43	869.15	567.0
2009-05-29 02:25:00	ES	Futures	869.15	869.63	868.91	869.63	1489.0
2009-05-29 02:30:00	ES	Futures	869.39	870.59	869.39	870.35	1726.0
2009-05-29 02:35:00	ES	Futures	870.35	871.31	870.35	871.07	1409.0
2009-05-29 02:40:00	ES	Futures	871.07	871.31	870.59	870.83	1166.0
2009-05-29 02:45:00	ES	Futures	871.07	872.51	870.83	872.27	2154.0
2009-05-29 02:50:00	ES	Futures	872.51	872.51	871.31	872.03	1303.0
2009-05-29 02:55:00	ES	Futures	872.03	872.51	871.31	871.31	1101.0
2009-05-29 03:00:00	ES	Futures	871.31	871.55	869.87	870.59	1921.0
2009-05-29 03:05:00	ES	Futures	870.59	870.83	869.87	870.83	996.0
2009-05-29 03:10:00	ES	Futures	870.59	871.79	870.59	871.31	1701.0
2009-05-29 03:15:00	ES	Futures	871.07	871.31	870.11	870.11	625.0
2009-05-29 03:20:00	ES	Futures	870.11	871.07	869.63	870.83	1439.0
2009-05-29 03:25:00	ES	Futures	870.83	871.31	870.35	870.59	923.0
2009-05-29 03:30:00	ES	Futures	870.59	870.83	869.87	870.35	885.0
2009-05-29 03:35:00	ES	Futures	870.35	870.59	869.63	869.87	1103.0
2009-05-29 03:40:00	ES	Futures	870.11	871.31	869.87	871.31	810.0
2009-05-29 03:45:00	ES	Futures	871.31	871.55	871.07	871.07	672.0
2009-05-29 03:50:00	ES	Futures	871.07	871.31	869.87	870.35	1262.0
2009-05-29 03:55:00	ES	Futures	870.35	870.59	869.87	870.11	810.0
2009-05-29 04:00:00	ES	Futures	870.11	870.35	868.91	869.39	1837.0
2009-05-29 04:05:00	ES	Futures	869.39	869.63	868.43	868.91	1052.0

> showing 50 of 9,152 rows — these rows as CSV

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