PREVIEW / futures_5min / 2009-06-10

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-06-10.parquet
  size:    180 KB
  rows:    10,246

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
2009-06-10 00:00:00	ES	Futures	904.14	904.14	903.42	903.66	138.0
2009-06-10 00:05:00	ES	Futures	903.42	904.14	903.42	903.9	227.0
2009-06-10 00:10:00	ES	Futures	903.66	903.9	902.7	903.18	623.0
2009-06-10 00:15:00	ES	Futures	903.18	903.66	903.18	903.66	251.0
2009-06-10 00:20:00	ES	Futures	903.66	903.66	903.42	903.66	40.0
2009-06-10 00:25:00	ES	Futures	903.42	904.14	903.42	903.9	267.0
2009-06-10 00:30:00	ES	Futures	904.14	904.38	903.66	903.66	205.0
2009-06-10 00:35:00	ES	Futures	903.9	903.9	903.66	903.66	31.0
2009-06-10 00:40:00	ES	Futures	903.9	903.9	903.66	903.9	74.0
2009-06-10 00:45:00	ES	Futures	903.66	904.14	903.66	903.9	108.0
2009-06-10 00:50:00	ES	Futures	903.9	904.14	903.9	904.14	115.0
2009-06-10 00:55:00	ES	Futures	904.14	904.62	904.14	904.62	325.0
2009-06-10 01:00:00	ES	Futures	904.38	904.86	904.38	904.62	458.0
2009-06-10 01:05:00	ES	Futures	904.62	904.86	904.38	904.62	335.0
2009-06-10 01:10:00	ES	Futures	904.62	905.34	904.62	904.86	469.0
2009-06-10 01:15:00	ES	Futures	904.86	905.1	904.86	905.1	164.0
2009-06-10 01:20:00	ES	Futures	905.1	905.58	905.1	905.34	756.0
2009-06-10 01:25:00	ES	Futures	905.34	905.58	905.1	905.34	109.0
2009-06-10 01:30:00	ES	Futures	905.34	906.53	905.34	905.58	1478.0
2009-06-10 01:35:00	ES	Futures	905.82	906.06	905.58	905.82	434.0
2009-06-10 01:40:00	ES	Futures	905.82	906.06	905.82	905.82	392.0
2009-06-10 01:45:00	ES	Futures	905.58	906.06	905.58	906.06	214.0
2009-06-10 01:50:00	ES	Futures	906.06	906.06	905.34	905.58	250.0
2009-06-10 01:55:00	ES	Futures	905.34	905.82	905.34	905.58	218.0
2009-06-10 02:00:00	ES	Futures	905.34	907.25	905.1	907.25	2290.0
2009-06-10 02:05:00	ES	Futures	907.25	907.73	906.53	907.01	1390.0
2009-06-10 02:10:00	ES	Futures	907.25	907.73	907.01	907.73	875.0
2009-06-10 02:15:00	ES	Futures	907.49	907.73	907.01	907.25	759.0
2009-06-10 02:20:00	ES	Futures	907.25	907.49	907.01	907.25	556.0
2009-06-10 02:25:00	ES	Futures	907.73	907.73	907.01	907.49	597.0
2009-06-10 02:30:00	ES	Futures	907.49	907.97	907.25	907.73	1013.0
2009-06-10 02:35:00	ES	Futures	907.73	908.21	907.49	908.21	539.0
2009-06-10 02:40:00	ES	Futures	908.21	909.17	907.97	908.69	2992.0
2009-06-10 02:45:00	ES	Futures	908.69	908.93	908.21	908.45	1675.0
2009-06-10 02:50:00	ES	Futures	908.45	909.17	908.21	908.45	1537.0
2009-06-10 02:55:00	ES	Futures	908.45	909.41	908.45	908.69	1145.0
2009-06-10 03:00:00	ES	Futures	908.69	909.41	908.69	908.93	2049.0
2009-06-10 03:05:00	ES	Futures	908.93	910.37	908.93	909.89	5331.0
2009-06-10 03:10:00	ES	Futures	910.13	911.09	909.89	910.37	5530.0
2009-06-10 03:15:00	ES	Futures	910.61	910.85	910.13	910.37	3566.0
2009-06-10 03:20:00	ES	Futures	910.61	911.09	909.65	909.89	2186.0
2009-06-10 03:25:00	ES	Futures	909.89	910.37	909.89	910.37	991.0
2009-06-10 03:30:00	ES	Futures	910.61	910.61	910.13	910.37	2479.0
2009-06-10 03:35:00	ES	Futures	910.61	910.85	910.37	910.85	1744.0
2009-06-10 03:40:00	ES	Futures	910.61	910.85	910.37	910.61	2020.0
2009-06-10 03:45:00	ES	Futures	910.85	912.29	910.61	911.09	4602.0
2009-06-10 03:50:00	ES	Futures	911.33	911.33	910.37	910.85	1700.0
2009-06-10 03:55:00	ES	Futures	910.61	910.85	910.13	910.85	1902.0
2009-06-10 04:00:00	ES	Futures	910.85	911.09	910.61	910.85	1209.0
2009-06-10 04:05:00	ES	Futures	910.85	910.85	910.37	910.61	1347.0

> showing 50 of 10,246 rows — these rows as CSV

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