PREVIEW / futures_5min / 2009-06-04

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-06-04.parquet
  size:    203 KB
  rows:    11,048

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
2009-06-04 00:00:00	ES	Futures	892.4	892.4	891.68	892.4	535.0
2009-06-04 00:05:00	ES	Futures	892.16	892.88	891.92	892.88	139.0
2009-06-04 00:10:00	ES	Futures	892.88	892.88	891.68	891.68	185.0
2009-06-04 00:15:00	ES	Futures	891.92	892.4	891.68	891.92	179.0
2009-06-04 00:20:00	ES	Futures	892.16	892.16	891.68	891.92	140.0
2009-06-04 00:25:00	ES	Futures	891.92	892.16	891.2	891.92	652.0
2009-06-04 00:30:00	ES	Futures	891.92	891.92	891.2	891.44	285.0
2009-06-04 00:35:00	ES	Futures	891.68	891.92	891.44	891.68	105.0
2009-06-04 00:40:00	ES	Futures	891.92	892.16	891.92	892.16	61.0
2009-06-04 00:45:00	ES	Futures	891.92	891.92	891.44	891.44	169.0
2009-06-04 00:50:00	ES	Futures	891.44	891.92	891.44	891.92	112.0
2009-06-04 00:55:00	ES	Futures	891.92	891.92	891.68	891.68	40.0
2009-06-04 01:00:00	ES	Futures	891.68	892.16	891.44	891.68	162.0
2009-06-04 01:05:00	ES	Futures	891.68	891.92	891.68	891.68	53.0
2009-06-04 01:10:00	ES	Futures	891.68	892.16	891.68	892.16	60.0
2009-06-04 01:15:00	ES	Futures	891.92	892.16	891.68	892.16	204.0
2009-06-04 01:20:00	ES	Futures	892.16	892.88	892.16	892.64	187.0
2009-06-04 01:25:00	ES	Futures	892.4	892.64	892.4	892.64	47.0
2009-06-04 01:30:00	ES	Futures	892.64	892.88	892.4	892.4	93.0
2009-06-04 01:35:00	ES	Futures	892.4	892.64	892.16	892.4	117.0
2009-06-04 01:40:00	ES	Futures	892.16	892.64	892.16	892.4	128.0
2009-06-04 01:45:00	ES	Futures	892.4	892.88	892.4	892.64	107.0
2009-06-04 01:50:00	ES	Futures	892.4	892.64	891.44	891.44	340.0
2009-06-04 01:55:00	ES	Futures	891.44	892.4	891.2	892.16	291.0
2009-06-04 02:00:00	ES	Futures	891.92	892.16	891.44	891.92	380.0
2009-06-04 02:05:00	ES	Futures	891.92	893.12	891.92	892.64	546.0
2009-06-04 02:10:00	ES	Futures	892.88	892.88	891.92	892.16	462.0
2009-06-04 02:15:00	ES	Futures	892.4	892.4	891.92	892.16	335.0
2009-06-04 02:20:00	ES	Futures	892.16	892.64	891.92	892.64	195.0
2009-06-04 02:25:00	ES	Futures	892.64	893.35	892.64	893.35	283.0
2009-06-04 02:30:00	ES	Futures	893.35	893.83	893.12	893.83	462.0
2009-06-04 02:35:00	ES	Futures	893.59	894.07	893.59	893.59	427.0
2009-06-04 02:40:00	ES	Futures	893.59	894.07	893.35	893.83	383.0
2009-06-04 02:45:00	ES	Futures	894.07	894.31	893.59	894.07	379.0
2009-06-04 02:50:00	ES	Futures	894.07	894.79	894.07	894.07	704.0
2009-06-04 02:55:00	ES	Futures	894.31	894.55	893.83	894.31	1202.0
2009-06-04 03:00:00	ES	Futures	894.55	895.75	894.55	895.03	3043.0
2009-06-04 03:05:00	ES	Futures	895.03	896.47	894.55	895.99	5485.0
2009-06-04 03:10:00	ES	Futures	896.23	897.19	895.75	897.19	2893.0
2009-06-04 03:15:00	ES	Futures	896.95	897.19	895.99	896.47	3723.0
2009-06-04 03:20:00	ES	Futures	896.47	897.19	895.99	896.23	1602.0
2009-06-04 03:25:00	ES	Futures	896.23	896.71	895.75	896.47	1264.0
2009-06-04 03:30:00	ES	Futures	896.47	898.15	895.99	897.43	4632.0
2009-06-04 03:35:00	ES	Futures	897.43	898.15	897.19	897.91	1592.0
2009-06-04 03:40:00	ES	Futures	897.91	899.11	897.91	898.87	6264.0
2009-06-04 03:45:00	ES	Futures	898.87	899.82	898.87	899.11	4337.0
2009-06-04 03:50:00	ES	Futures	899.11	899.59	898.63	899.11	2468.0
2009-06-04 03:55:00	ES	Futures	899.11	899.59	898.39	899.11	1278.0
2009-06-04 04:00:00	ES	Futures	899.35	899.82	898.87	898.87	1532.0
2009-06-04 04:05:00	ES	Futures	899.11	899.11	898.39	898.39	908.0

> showing 50 of 11,048 rows — these rows as CSV

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