PREVIEW / futures_5min / 2009-05-31

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-05-31.parquet
  size:    41 KB
  rows:    1,842

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
2009-05-31 18:00:00	ES	Futures	882.09	883.29	880.65	880.65	3017.0
2009-05-31 18:05:00	ES	Futures	880.65	881.61	880.17	881.61	1085.0
2009-05-31 18:10:00	ES	Futures	881.37	882.09	881.13	881.85	1119.0
2009-05-31 18:15:00	ES	Futures	881.85	882.09	881.37	881.61	343.0
2009-05-31 18:20:00	ES	Futures	881.37	881.85	881.37	881.85	101.0
2009-05-31 18:25:00	ES	Futures	881.85	881.85	881.61	881.85	69.0
2009-05-31 18:30:00	ES	Futures	881.85	882.33	881.61	881.61	298.0
2009-05-31 18:35:00	ES	Futures	881.61	881.61	881.13	881.61	222.0
2009-05-31 18:40:00	ES	Futures	881.37	881.61	880.89	881.13	199.0
2009-05-31 18:45:00	ES	Futures	881.13	881.61	880.89	881.61	67.0
2009-05-31 18:50:00	ES	Futures	881.37	882.09	881.37	881.61	425.0
2009-05-31 18:55:00	ES	Futures	881.85	882.09	881.61	881.85	201.0
2009-05-31 19:00:00	ES	Futures	881.85	882.33	881.61	881.85	266.0
2009-05-31 19:05:00	ES	Futures	881.85	881.85	881.37	881.61	109.0
2009-05-31 19:10:00	ES	Futures	881.61	881.61	881.13	881.13	52.0
2009-05-31 19:15:00	ES	Futures	881.13	881.37	880.65	880.65	203.0
2009-05-31 19:20:00	ES	Futures	880.65	880.89	880.41	880.65	420.0
2009-05-31 19:25:00	ES	Futures	880.65	880.65	880.41	880.65	176.0
2009-05-31 19:30:00	ES	Futures	880.65	880.65	880.41	880.65	141.0
2009-05-31 19:35:00	ES	Futures	880.41	880.65	880.41	880.41	180.0
2009-05-31 19:40:00	ES	Futures	880.41	880.65	880.41	880.65	258.0
2009-05-31 19:45:00	ES	Futures	880.41	880.65	879.94	879.94	961.0
2009-05-31 19:50:00	ES	Futures	879.94	880.41	879.94	880.17	240.0
2009-05-31 19:55:00	ES	Futures	880.17	880.41	879.7	879.7	331.0
2009-05-31 20:00:00	ES	Futures	879.7	879.94	879.46	879.7	563.0
2009-05-31 20:05:00	ES	Futures	879.46	879.7	878.98	879.22	605.0
2009-05-31 20:10:00	ES	Futures	879.22	879.46	878.74	878.74	801.0
2009-05-31 20:15:00	ES	Futures	878.74	879.22	878.74	878.74	782.0
2009-05-31 20:20:00	ES	Futures	878.74	879.22	878.74	879.22	266.0
2009-05-31 20:25:00	ES	Futures	879.22	879.46	878.98	879.46	154.0
2009-05-31 20:30:00	ES	Futures	879.46	879.46	878.74	878.74	242.0
2009-05-31 20:35:00	ES	Futures	878.74	878.98	878.5	878.98	433.0
2009-05-31 20:40:00	ES	Futures	878.74	879.22	878.74	879.22	299.0
2009-05-31 20:45:00	ES	Futures	879.22	879.22	878.74	878.98	309.0
2009-05-31 20:50:00	ES	Futures	878.98	878.98	878.74	878.98	245.0
2009-05-31 20:55:00	ES	Futures	878.98	879.22	878.74	879.22	201.0
2009-05-31 21:00:00	ES	Futures	878.98	879.94	878.74	879.94	1252.0
2009-05-31 21:05:00	ES	Futures	879.94	880.89	879.7	880.41	1841.0
2009-05-31 21:10:00	ES	Futures	880.41	882.33	880.41	881.61	1636.0
2009-05-31 21:15:00	ES	Futures	881.61	883.77	881.61	883.53	2295.0
2009-05-31 21:20:00	ES	Futures	883.53	883.77	883.05	883.77	1641.0
2009-05-31 21:25:00	ES	Futures	883.53	884.01	883.29	883.77	1040.0
2009-05-31 21:30:00	ES	Futures	883.77	883.77	883.05	883.05	378.0
2009-05-31 21:35:00	ES	Futures	883.05	883.53	882.81	883.29	420.0
2009-05-31 21:40:00	ES	Futures	883.53	883.53	883.05	883.53	177.0
2009-05-31 21:45:00	ES	Futures	883.29	884.01	883.29	883.77	490.0
2009-05-31 21:50:00	ES	Futures	884.01	884.73	883.77	884.01	1106.0
2009-05-31 21:55:00	ES	Futures	883.77	884.25	883.05	883.29	491.0
2009-05-31 22:00:00	ES	Futures	883.05	884.25	883.05	883.77	907.0
2009-05-31 22:05:00	ES	Futures	883.77	884.73	883.77	884.25	774.0

> showing 50 of 1,842 rows — these rows as CSV

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