PREVIEW / futures_5min / 2009-06-07

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-06-07.parquet
  size:    38 KB
  rows:    1,707

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
2009-06-07 18:00:00	ES	Futures	900.54	900.54	897.43	899.35	2651.0
2009-06-07 18:05:00	ES	Futures	899.35	899.59	899.11	899.11	310.0
2009-06-07 18:10:00	ES	Futures	898.87	899.11	897.67	898.15	634.0
2009-06-07 18:15:00	ES	Futures	898.15	898.15	897.91	897.91	235.0
2009-06-07 18:20:00	ES	Futures	897.91	897.91	897.19	897.19	649.0
2009-06-07 18:25:00	ES	Futures	897.43	897.43	896.47	896.47	842.0
2009-06-07 18:30:00	ES	Futures	896.47	896.71	896.23	896.47	709.0
2009-06-07 18:35:00	ES	Futures	896.47	896.47	895.75	895.99	561.0
2009-06-07 18:40:00	ES	Futures	896.23	896.71	895.99	896.23	520.0
2009-06-07 18:45:00	ES	Futures	896.47	896.71	896.23	896.71	182.0
2009-06-07 18:50:00	ES	Futures	896.71	896.95	896.47	896.95	184.0
2009-06-07 18:55:00	ES	Futures	896.95	897.19	896.71	896.71	273.0
2009-06-07 19:00:00	ES	Futures	896.95	896.95	896.71	896.71	146.0
2009-06-07 19:05:00	ES	Futures	896.71	897.19	896.71	896.95	126.0
2009-06-07 19:10:00	ES	Futures	897.19	897.43	896.71	897.43	202.0
2009-06-07 19:15:00	ES	Futures	897.43	898.15	897.43	897.91	365.0
2009-06-07 19:20:00	ES	Futures	897.91	898.15	897.67	898.15	259.0
2009-06-07 19:25:00	ES	Futures	897.91	898.15	897.67	897.91	36.0
2009-06-07 19:30:00	ES	Futures	897.91	897.91	897.67	897.91	165.0
2009-06-07 19:35:00	ES	Futures	898.15	898.15	897.67	897.91	81.0
2009-06-07 19:40:00	ES	Futures	897.91	898.15	897.67	897.91	227.0
2009-06-07 19:45:00	ES	Futures	897.91	898.63	897.91	898.15	333.0
2009-06-07 19:50:00	ES	Futures	898.15	898.39	898.15	898.15	139.0
2009-06-07 19:55:00	ES	Futures	898.15	898.39	897.19	897.19	646.0
2009-06-07 20:00:00	ES	Futures	897.19	897.91	897.19	897.67	594.0
2009-06-07 20:05:00	ES	Futures	897.67	897.67	897.19	897.67	211.0
2009-06-07 20:10:00	ES	Futures	897.91	898.63	897.67	898.39	220.0
2009-06-07 20:15:00	ES	Futures	898.39	899.35	898.15	899.11	623.0
2009-06-07 20:20:00	ES	Futures	899.35	900.06	899.11	900.06	469.0
2009-06-07 20:25:00	ES	Futures	899.82	900.3	899.11	899.59	632.0
2009-06-07 20:30:00	ES	Futures	899.59	900.06	899.11	899.35	575.0
2009-06-07 20:35:00	ES	Futures	899.11	899.59	899.11	899.59	206.0
2009-06-07 20:40:00	ES	Futures	899.59	900.06	899.35	899.35	385.0
2009-06-07 20:45:00	ES	Futures	899.59	899.59	898.63	898.63	463.0
2009-06-07 20:50:00	ES	Futures	898.87	899.11	898.63	899.11	207.0
2009-06-07 20:55:00	ES	Futures	899.11	899.11	898.39	898.63	253.0
2009-06-07 21:00:00	ES	Futures	898.63	898.63	897.91	897.91	674.0
2009-06-07 21:05:00	ES	Futures	897.91	898.15	897.67	897.91	195.0
2009-06-07 21:10:00	ES	Futures	897.91	898.15	897.67	897.91	256.0
2009-06-07 21:15:00	ES	Futures	897.91	898.63	897.91	898.39	410.0
2009-06-07 21:20:00	ES	Futures	898.39	898.87	898.15	898.39	211.0
2009-06-07 21:25:00	ES	Futures	898.15	898.39	897.67	897.91	210.0
2009-06-07 21:30:00	ES	Futures	897.67	897.67	896.47	896.95	818.0
2009-06-07 21:35:00	ES	Futures	896.71	896.95	896.47	896.47	282.0
2009-06-07 21:40:00	ES	Futures	896.47	896.71	896.47	896.71	66.0
2009-06-07 21:45:00	ES	Futures	896.71	896.95	896.47	896.71	316.0
2009-06-07 21:50:00	ES	Futures	896.71	896.95	896.47	896.47	198.0
2009-06-07 21:55:00	ES	Futures	896.47	896.47	895.99	896.23	423.0
2009-06-07 22:00:00	ES	Futures	896.23	896.71	895.99	896.47	452.0
2009-06-07 22:05:00	ES	Futures	896.47	896.47	896.23	896.47	447.0

> showing 50 of 1,707 rows — these rows as CSV

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