PREVIEW / futures_5min / 2009-06-01

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-06-01.parquet
  size:    204 KB
  rows:    11,199

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
2009-06-01 00:00:00	ES	Futures	886.17	886.17	885.69	886.17	67.0
2009-06-01 00:05:00	ES	Futures	885.93	886.41	885.93	886.17	92.0
2009-06-01 00:10:00	ES	Futures	885.93	886.17	885.45	886.17	246.0
2009-06-01 00:15:00	ES	Futures	886.17	886.41	885.93	886.41	181.0
2009-06-01 00:20:00	ES	Futures	886.41	886.41	885.93	886.17	331.0
2009-06-01 00:25:00	ES	Futures	886.17	886.41	885.93	886.17	214.0
2009-06-01 00:30:00	ES	Futures	886.17	886.41	885.45	885.69	753.0
2009-06-01 00:35:00	ES	Futures	885.69	886.17	885.69	885.69	178.0
2009-06-01 00:40:00	ES	Futures	885.69	885.93	885.45	885.69	112.0
2009-06-01 00:45:00	ES	Futures	885.69	885.69	885.69	885.69	185.0
2009-06-01 00:50:00	ES	Futures	885.69	885.69	885.45	885.45	53.0
2009-06-01 00:55:00	ES	Futures	885.45	885.69	885.45	885.69	109.0
2009-06-01 01:00:00	ES	Futures	885.69	885.69	885.45	885.45	134.0
2009-06-01 01:05:00	ES	Futures	885.45	885.69	885.45	885.45	96.0
2009-06-01 01:10:00	ES	Futures	885.45	886.17	885.45	886.17	801.0
2009-06-01 01:15:00	ES	Futures	885.93	886.17	885.69	885.69	191.0
2009-06-01 01:20:00	ES	Futures	885.69	885.93	885.69	885.69	234.0
2009-06-01 01:25:00	ES	Futures	885.69	885.93	885.45	885.45	116.0
2009-06-01 01:30:00	ES	Futures	885.45	885.93	885.45	885.69	110.0
2009-06-01 01:35:00	ES	Futures	885.93	886.17	885.69	885.93	209.0
2009-06-01 01:40:00	ES	Futures	885.93	886.17	885.93	886.17	122.0
2009-06-01 01:45:00	ES	Futures	885.93	886.17	885.93	886.17	74.0
2009-06-01 01:50:00	ES	Futures	885.93	886.41	885.69	886.17	589.0
2009-06-01 01:55:00	ES	Futures	886.41	886.65	885.93	886.41	636.0
2009-06-01 02:00:00	ES	Futures	886.41	886.65	885.69	886.41	1881.0
2009-06-01 02:05:00	ES	Futures	886.41	887.6	886.17	887.36	2084.0
2009-06-01 02:10:00	ES	Futures	887.36	893.83	887.36	890.72	13377.0
2009-06-01 02:15:00	ES	Futures	890.96	892.88	890.72	892.88	2646.0
2009-06-01 02:20:00	ES	Futures	892.88	893.83	891.2	891.92	1613.0
2009-06-01 02:25:00	ES	Futures	891.92	892.16	890.72	890.96	1037.0
2009-06-01 02:30:00	ES	Futures	890.72	891.44	890.72	890.96	683.0
2009-06-01 02:35:00	ES	Futures	890.72	891.68	890.72	891.2	1160.0
2009-06-01 02:40:00	ES	Futures	891.2	892.4	891.2	891.44	864.0
2009-06-01 02:45:00	ES	Futures	891.44	891.68	890.96	891.2	1031.0
2009-06-01 02:50:00	ES	Futures	891.2	891.68	890.96	891.2	724.0
2009-06-01 02:55:00	ES	Futures	891.2	891.44	890.72	891.2	1025.0
2009-06-01 03:00:00	ES	Futures	891.44	891.92	888.8	889.28	6262.0
2009-06-01 03:05:00	ES	Futures	889.52	891.92	889.28	891.92	4064.0
2009-06-01 03:10:00	ES	Futures	891.68	894.79	891.68	893.83	5817.0
2009-06-01 03:15:00	ES	Futures	893.83	895.99	893.59	894.31	4719.0
2009-06-01 03:20:00	ES	Futures	894.31	895.03	894.07	894.55	3335.0
2009-06-01 03:25:00	ES	Futures	894.55	895.27	894.31	894.55	2047.0
2009-06-01 03:30:00	ES	Futures	894.31	894.79	893.83	894.07	1849.0
2009-06-01 03:35:00	ES	Futures	894.07	894.31	893.59	893.59	1488.0
2009-06-01 03:40:00	ES	Futures	893.59	894.79	893.59	894.07	1957.0
2009-06-01 03:45:00	ES	Futures	894.07	894.79	893.83	894.07	1154.0
2009-06-01 03:50:00	ES	Futures	894.07	894.31	893.83	894.07	1574.0
2009-06-01 03:55:00	ES	Futures	894.07	894.31	893.59	893.59	572.0
2009-06-01 04:00:00	ES	Futures	893.83	894.31	893.59	893.83	1081.0
2009-06-01 04:05:00	ES	Futures	893.83	894.31	893.35	893.59	1274.0

> showing 50 of 11,199 rows — these rows as CSV

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