PREVIEW / futures_5min / 2009-06-05

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-06-05.parquet
  size:    176 KB
  rows:    8,909

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
2009-06-05 00:00:00	ES	Futures	902.7	902.7	902.22	902.46	280.0
2009-06-05 00:05:00	ES	Futures	902.46	902.94	902.46	902.46	111.0
2009-06-05 00:10:00	ES	Futures	902.46	902.94	902.46	902.94	86.0
2009-06-05 00:15:00	ES	Futures	902.94	902.94	902.46	902.94	104.0
2009-06-05 00:20:00	ES	Futures	902.7	902.94	902.46	902.46	113.0
2009-06-05 00:25:00	ES	Futures	902.46	902.7	901.98	902.46	414.0
2009-06-05 00:30:00	ES	Futures	902.22	902.46	901.5	901.74	624.0
2009-06-05 00:35:00	ES	Futures	901.74	901.98	901.74	901.74	71.0
2009-06-05 00:40:00	ES	Futures	901.98	902.22	901.74	901.98	94.0
2009-06-05 00:45:00	ES	Futures	901.98	902.22	901.98	901.98	126.0
2009-06-05 00:50:00	ES	Futures	901.98	902.22	901.98	902.22	63.0
2009-06-05 00:55:00	ES	Futures	901.98	902.46	901.98	902.22	103.0
2009-06-05 01:00:00	ES	Futures	902.46	902.46	901.98	902.22	55.0
2009-06-05 01:05:00	ES	Futures	902.22	902.46	902.22	902.22	26.0
2009-06-05 01:10:00	ES	Futures	902.22	902.46	902.22	902.46	40.0
2009-06-05 01:15:00	ES	Futures	902.46	902.46	902.22	902.22	44.0
2009-06-05 01:20:00	ES	Futures	902.22	902.46	901.98	902.22	147.0
2009-06-05 01:25:00	ES	Futures	902.22	902.22	901.98	902.22	65.0
2009-06-05 01:30:00	ES	Futures	902.22	902.22	901.98	901.98	88.0
2009-06-05 01:35:00	ES	Futures	901.98	902.22	901.98	901.98	95.0
2009-06-05 01:40:00	ES	Futures	901.98	902.22	901.98	902.22	19.0
2009-06-05 01:45:00	ES	Futures	902.22	902.7	902.22	902.22	267.0
2009-06-05 01:50:00	ES	Futures	902.46	902.46	902.22	902.22	44.0
2009-06-05 01:55:00	ES	Futures	902.46	902.7	902.46	902.46	269.0
2009-06-05 02:00:00	ES	Futures	902.7	903.9	902.46	903.42	993.0
2009-06-05 02:05:00	ES	Futures	903.42	903.66	902.94	903.42	685.0
2009-06-05 02:10:00	ES	Futures	903.66	903.66	902.7	902.7	643.0
2009-06-05 02:15:00	ES	Futures	902.7	903.66	902.7	903.66	394.0
2009-06-05 02:20:00	ES	Futures	903.66	904.38	903.42	903.66	990.0
2009-06-05 02:25:00	ES	Futures	903.66	903.9	903.18	903.18	159.0
2009-06-05 02:30:00	ES	Futures	903.42	904.14	903.18	903.9	491.0
2009-06-05 02:35:00	ES	Futures	903.9	904.38	903.9	903.9	220.0
2009-06-05 02:40:00	ES	Futures	903.9	904.14	903.9	904.14	184.0
2009-06-05 02:45:00	ES	Futures	904.14	904.14	903.66	903.9	731.0
2009-06-05 02:50:00	ES	Futures	903.9	904.14	903.42	903.66	255.0
2009-06-05 02:55:00	ES	Futures	903.42	903.42	902.7	902.94	517.0
2009-06-05 03:00:00	ES	Futures	902.94	904.62	902.94	904.38	2643.0
2009-06-05 03:05:00	ES	Futures	904.38	904.86	904.14	904.38	1676.0
2009-06-05 03:10:00	ES	Futures	904.38	905.34	904.38	905.1	1673.0
2009-06-05 03:15:00	ES	Futures	905.1	905.82	905.1	905.34	2166.0
2009-06-05 03:20:00	ES	Futures	905.34	905.82	905.1	905.58	1988.0
2009-06-05 03:25:00	ES	Futures	905.34	905.58	904.14	904.38	2763.0
2009-06-05 03:30:00	ES	Futures	904.38	905.58	904.14	905.1	1359.0
2009-06-05 03:35:00	ES	Futures	905.1	906.3	904.86	906.3	1672.0
2009-06-05 03:40:00	ES	Futures	906.3	906.3	905.1	905.58	1034.0
2009-06-05 03:45:00	ES	Futures	905.34	905.58	904.86	905.58	753.0
2009-06-05 03:50:00	ES	Futures	905.82	906.3	905.34	905.34	1172.0
2009-06-05 03:55:00	ES	Futures	905.34	905.58	904.86	905.58	547.0
2009-06-05 04:00:00	ES	Futures	905.82	906.3	905.58	905.82	678.0
2009-06-05 04:05:00	ES	Futures	905.82	906.3	905.58	906.06	456.0

> showing 50 of 8,909 rows — these rows as CSV

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