PREVIEW / futures_5min / 2009-06-03

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-06-03.parquet
  size:    216 KB
  rows:    11,214

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
2009-06-03 00:00:00	ES	Futures	903.66	903.9	903.42	903.66	238.0
2009-06-03 00:05:00	ES	Futures	903.42	903.66	903.18	903.66	166.0
2009-06-03 00:10:00	ES	Futures	903.66	903.9	902.94	903.42	169.0
2009-06-03 00:15:00	ES	Futures	903.42	903.9	903.42	903.9	309.0
2009-06-03 00:20:00	ES	Futures	903.9	905.34	903.66	905.1	1743.0
2009-06-03 00:25:00	ES	Futures	905.34	905.82	905.1	905.34	1138.0
2009-06-03 00:30:00	ES	Futures	905.34	905.34	904.86	904.86	208.0
2009-06-03 00:35:00	ES	Futures	905.1	905.58	905.1	905.34	149.0
2009-06-03 00:40:00	ES	Futures	905.34	905.82	905.34	905.58	164.0
2009-06-03 00:45:00	ES	Futures	905.82	906.06	904.62	905.1	482.0
2009-06-03 00:50:00	ES	Futures	905.34	905.58	905.1	905.34	135.0
2009-06-03 00:55:00	ES	Futures	905.34	905.34	904.14	904.62	379.0
2009-06-03 01:00:00	ES	Futures	904.62	905.1	904.62	905.1	100.0
2009-06-03 01:05:00	ES	Futures	904.86	905.34	904.38	904.38	171.0
2009-06-03 01:10:00	ES	Futures	904.62	904.62	904.14	904.38	133.0
2009-06-03 01:15:00	ES	Futures	904.38	904.86	904.14	904.14	450.0
2009-06-03 01:20:00	ES	Futures	904.38	904.86	904.38	904.62	311.0
2009-06-03 01:25:00	ES	Futures	904.38	904.62	904.14	904.38	66.0
2009-06-03 01:30:00	ES	Futures	904.62	904.62	904.14	904.38	43.0
2009-06-03 01:35:00	ES	Futures	904.38	905.58	904.38	905.34	325.0
2009-06-03 01:40:00	ES	Futures	905.58	905.82	905.1	905.34	633.0
2009-06-03 01:45:00	ES	Futures	905.34	905.34	904.86	904.86	217.0
2009-06-03 01:50:00	ES	Futures	905.1	905.1	904.62	904.86	89.0
2009-06-03 01:55:00	ES	Futures	904.86	905.1	904.14	904.38	165.0
2009-06-03 02:00:00	ES	Futures	904.62	905.58	904.38	905.58	856.0
2009-06-03 02:05:00	ES	Futures	905.58	906.06	905.1	905.34	1172.0
2009-06-03 02:10:00	ES	Futures	905.34	906.06	905.1	905.34	638.0
2009-06-03 02:15:00	ES	Futures	905.34	905.58	905.1	905.34	284.0
2009-06-03 02:20:00	ES	Futures	905.34	905.58	905.1	905.58	320.0
2009-06-03 02:25:00	ES	Futures	905.58	905.82	905.34	905.34	342.0
2009-06-03 02:30:00	ES	Futures	905.34	905.58	904.86	904.86	338.0
2009-06-03 02:35:00	ES	Futures	904.86	905.34	904.86	905.34	281.0
2009-06-03 02:40:00	ES	Futures	905.34	906.06	905.1	906.06	370.0
2009-06-03 02:45:00	ES	Futures	906.06	906.53	905.82	906.3	616.0
2009-06-03 02:50:00	ES	Futures	906.53	906.53	906.06	906.53	463.0
2009-06-03 02:55:00	ES	Futures	906.53	906.53	906.06	906.3	212.0
2009-06-03 03:00:00	ES	Futures	906.3	906.3	903.18	903.42	2219.0
2009-06-03 03:05:00	ES	Futures	903.42	904.38	903.18	904.38	1792.0
2009-06-03 03:10:00	ES	Futures	904.14	904.14	903.42	903.66	1035.0
2009-06-03 03:15:00	ES	Futures	903.66	904.38	903.42	903.9	845.0
2009-06-03 03:20:00	ES	Futures	904.14	904.86	903.66	904.38	567.0
2009-06-03 03:25:00	ES	Futures	904.38	904.38	903.66	904.14	671.0
2009-06-03 03:30:00	ES	Futures	904.14	904.14	902.94	903.18	1091.0
2009-06-03 03:35:00	ES	Futures	902.94	903.42	901.5	902.22	4207.0
2009-06-03 03:40:00	ES	Futures	902.22	902.46	901.26	901.26	2068.0
2009-06-03 03:45:00	ES	Futures	901.26	901.74	900.3	901.02	3547.0
2009-06-03 03:50:00	ES	Futures	900.78	901.26	900.06	900.54	1684.0
2009-06-03 03:55:00	ES	Futures	900.78	900.78	899.82	900.06	1952.0
2009-06-03 04:00:00	ES	Futures	900.06	901.26	899.59	900.3	2595.0
2009-06-03 04:05:00	ES	Futures	900.3	900.54	899.59	899.82	1018.0

> showing 50 of 11,214 rows — these rows as CSV

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