PREVIEW / futures_5min / 2009-06-02

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-06-02.parquet
  size:    187 KB
  rows:    10,921

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
2009-06-02 00:00:00	ES	Futures	899.82	900.06	899.59	900.06	254.0
2009-06-02 00:05:00	ES	Futures	900.06	900.06	899.59	899.82	199.0
2009-06-02 00:10:00	ES	Futures	899.82	900.06	899.59	900.06	266.0
2009-06-02 00:15:00	ES	Futures	899.82	900.06	899.82	899.82	57.0
2009-06-02 00:20:00	ES	Futures	899.82	900.06	899.59	899.82	123.0
2009-06-02 00:25:00	ES	Futures	899.82	900.06	899.82	899.82	218.0
2009-06-02 00:30:00	ES	Futures	900.06	900.06	899.82	900.06	86.0
2009-06-02 00:35:00	ES	Futures	900.06	900.06	899.82	900.06	48.0
2009-06-02 00:40:00	ES	Futures	899.82	900.3	899.82	900.3	335.0
2009-06-02 00:45:00	ES	Futures	900.06	900.3	899.59	899.59	226.0
2009-06-02 00:50:00	ES	Futures	899.59	899.82	898.87	898.87	344.0
2009-06-02 00:55:00	ES	Futures	898.87	899.35	898.63	898.87	457.0
2009-06-02 01:00:00	ES	Futures	899.11	899.11	898.87	898.87	156.0
2009-06-02 01:05:00	ES	Futures	899.11	899.11	898.63	898.63	91.0
2009-06-02 01:10:00	ES	Futures	898.63	898.63	898.39	898.63	477.0
2009-06-02 01:15:00	ES	Futures	898.63	898.63	898.39	898.63	155.0
2009-06-02 01:20:00	ES	Futures	898.39	898.87	898.39	898.63	129.0
2009-06-02 01:25:00	ES	Futures	898.63	898.87	898.39	898.87	200.0
2009-06-02 01:30:00	ES	Futures	898.63	899.59	898.63	899.35	584.0
2009-06-02 01:35:00	ES	Futures	899.35	899.59	898.87	899.11	173.0
2009-06-02 01:40:00	ES	Futures	899.35	899.35	898.87	898.87	185.0
2009-06-02 01:45:00	ES	Futures	899.11	899.35	898.15	898.39	730.0
2009-06-02 01:50:00	ES	Futures	898.63	898.63	898.39	898.39	117.0
2009-06-02 01:55:00	ES	Futures	898.39	898.63	897.91	898.63	695.0
2009-06-02 02:00:00	ES	Futures	898.39	898.87	897.91	898.15	1103.0
2009-06-02 02:05:00	ES	Futures	898.39	898.39	897.91	897.91	396.0
2009-06-02 02:10:00	ES	Futures	898.15	898.39	897.91	898.15	733.0
2009-06-02 02:15:00	ES	Futures	898.15	898.15	897.67	897.91	786.0
2009-06-02 02:20:00	ES	Futures	897.91	898.63	897.67	898.63	1353.0
2009-06-02 02:25:00	ES	Futures	898.63	899.11	898.39	899.11	703.0
2009-06-02 02:30:00	ES	Futures	899.11	899.11	898.39	898.39	423.0
2009-06-02 02:35:00	ES	Futures	898.39	898.63	897.67	897.67	689.0
2009-06-02 02:40:00	ES	Futures	897.67	898.15	897.19	897.43	1589.0
2009-06-02 02:45:00	ES	Futures	897.67	897.91	896.71	896.71	2709.0
2009-06-02 02:50:00	ES	Futures	896.95	897.19	896.47	896.71	2343.0
2009-06-02 02:55:00	ES	Futures	896.47	896.95	895.99	896.71	1856.0
2009-06-02 03:00:00	ES	Futures	896.71	897.19	895.75	896.23	3103.0
2009-06-02 03:05:00	ES	Futures	895.99	897.67	895.99	897.19	2180.0
2009-06-02 03:10:00	ES	Futures	897.19	899.11	896.95	898.15	2396.0
2009-06-02 03:15:00	ES	Futures	898.15	898.63	897.43	898.15	1614.0
2009-06-02 03:20:00	ES	Futures	897.91	898.39	897.19	897.43	868.0
2009-06-02 03:25:00	ES	Futures	897.19	899.11	897.19	898.39	1799.0
2009-06-02 03:30:00	ES	Futures	898.39	898.39	897.43	897.67	1577.0
2009-06-02 03:35:00	ES	Futures	897.43	898.63	897.43	898.63	1470.0
2009-06-02 03:40:00	ES	Futures	898.63	898.87	897.91	898.39	1637.0
2009-06-02 03:45:00	ES	Futures	898.39	899.11	898.39	898.87	1256.0
2009-06-02 03:50:00	ES	Futures	898.87	899.35	897.91	897.91	1330.0
2009-06-02 03:55:00	ES	Futures	897.91	899.35	897.91	899.35	1438.0
2009-06-02 04:00:00	ES	Futures	899.11	900.3	899.11	899.82	3275.0
2009-06-02 04:05:00	ES	Futures	899.82	900.06	899.35	899.82	1503.0

> showing 50 of 10,921 rows — these rows as CSV

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