PREVIEW / futures_5min / 2009-06-09

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-06-09.parquet
  size:    188 KB
  rows:    10,977

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
2009-06-09 00:00:00	ES	Futures	897.43	897.67	896.95	897.19	240.0
2009-06-09 00:05:00	ES	Futures	897.43	897.43	896.95	896.95	167.0
2009-06-09 00:10:00	ES	Futures	897.19	897.19	896.71	896.71	293.0
2009-06-09 00:15:00	ES	Futures	896.47	897.19	896.47	897.19	219.0
2009-06-09 00:20:00	ES	Futures	896.95	897.67	896.95	897.43	587.0
2009-06-09 00:25:00	ES	Futures	897.43	898.15	897.43	897.91	246.0
2009-06-09 00:30:00	ES	Futures	898.15	898.15	896.71	896.95	896.0
2009-06-09 00:35:00	ES	Futures	896.95	897.19	895.51	895.99	1727.0
2009-06-09 00:40:00	ES	Futures	895.75	896.71	895.75	896.23	179.0
2009-06-09 00:45:00	ES	Futures	896.47	897.43	896.47	897.43	385.0
2009-06-09 00:50:00	ES	Futures	897.19	898.63	897.19	897.91	718.0
2009-06-09 00:55:00	ES	Futures	897.67	898.15	897.67	897.91	85.0
2009-06-09 01:00:00	ES	Futures	897.67	897.91	897.43	897.43	110.0
2009-06-09 01:05:00	ES	Futures	897.67	897.67	897.19	897.43	87.0
2009-06-09 01:10:00	ES	Futures	897.43	897.43	896.71	897.19	374.0
2009-06-09 01:15:00	ES	Futures	896.95	896.95	896.47	896.71	115.0
2009-06-09 01:20:00	ES	Futures	896.47	896.95	896.47	896.95	108.0
2009-06-09 01:25:00	ES	Futures	896.95	897.19	896.47	897.19	106.0
2009-06-09 01:30:00	ES	Futures	897.19	897.43	896.95	897.19	199.0
2009-06-09 01:35:00	ES	Futures	896.95	897.19	896.47	896.95	256.0
2009-06-09 01:40:00	ES	Futures	896.95	897.19	896.71	896.95	98.0
2009-06-09 01:45:00	ES	Futures	896.71	896.95	896.47	896.71	239.0
2009-06-09 01:50:00	ES	Futures	896.95	896.95	896.71	896.71	48.0
2009-06-09 01:55:00	ES	Futures	896.71	897.43	896.71	897.19	346.0
2009-06-09 02:00:00	ES	Futures	897.19	897.67	896.47	897.19	746.0
2009-06-09 02:05:00	ES	Futures	897.19	897.67	896.95	897.43	535.0
2009-06-09 02:10:00	ES	Futures	897.67	897.91	896.95	897.43	1177.0
2009-06-09 02:15:00	ES	Futures	897.43	897.67	896.95	897.43	588.0
2009-06-09 02:20:00	ES	Futures	897.19	897.91	897.19	897.67	734.0
2009-06-09 02:25:00	ES	Futures	897.67	898.15	897.43	897.67	686.0
2009-06-09 02:30:00	ES	Futures	897.67	898.63	897.43	898.15	955.0
2009-06-09 02:35:00	ES	Futures	898.39	899.11	898.15	898.87	971.0
2009-06-09 02:40:00	ES	Futures	898.87	899.11	898.63	898.87	354.0
2009-06-09 02:45:00	ES	Futures	898.63	900.06	898.63	899.82	1140.0
2009-06-09 02:50:00	ES	Futures	900.06	900.06	899.35	899.35	745.0
2009-06-09 02:55:00	ES	Futures	899.35	899.82	899.11	899.59	457.0
2009-06-09 03:00:00	ES	Futures	899.35	901.02	899.35	900.54	2604.0
2009-06-09 03:05:00	ES	Futures	900.54	902.7	900.54	902.46	4065.0
2009-06-09 03:10:00	ES	Futures	902.46	902.7	901.98	902.22	2331.0
2009-06-09 03:15:00	ES	Futures	902.22	903.18	902.22	902.46	2022.0
2009-06-09 03:20:00	ES	Futures	902.46	902.94	901.74	901.98	1493.0
2009-06-09 03:25:00	ES	Futures	901.98	902.7	901.74	902.7	1407.0
2009-06-09 03:30:00	ES	Futures	902.7	902.94	901.98	902.22	1587.0
2009-06-09 03:35:00	ES	Futures	902.22	902.7	901.5	901.74	1465.0
2009-06-09 03:40:00	ES	Futures	901.5	901.74	901.26	901.5	1060.0
2009-06-09 03:45:00	ES	Futures	901.74	901.98	901.02	901.5	672.0
2009-06-09 03:50:00	ES	Futures	901.26	901.26	900.06	900.06	1203.0
2009-06-09 03:55:00	ES	Futures	900.06	900.78	900.06	900.54	595.0
2009-06-09 04:00:00	ES	Futures	900.3	900.3	899.35	899.59	3519.0
2009-06-09 04:05:00	ES	Futures	899.59	901.98	899.35	900.78	1899.0

> showing 50 of 10,977 rows — these rows as CSV

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