PREVIEW / futures_5min / 2009-06-11

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-06-11.parquet
  size:    185 KB
  rows:    10,469

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
2009-06-11 00:00:00	ES	Futures	904.86	905.34	904.86	905.34	127.0
2009-06-11 00:05:00	ES	Futures	905.34	905.34	905.1	905.1	114.0
2009-06-11 00:10:00	ES	Futures	905.34	905.34	904.86	905.34	134.0
2009-06-11 00:15:00	ES	Futures	905.1	905.58	905.1	905.58	188.0
2009-06-11 00:20:00	ES	Futures	905.58	905.82	905.34	905.82	292.0
2009-06-11 00:25:00	ES	Futures	905.82	906.06	905.58	905.82	408.0
2009-06-11 00:30:00	ES	Futures	905.58	905.82	905.58	905.58	85.0
2009-06-11 00:35:00	ES	Futures	905.58	906.06	905.58	905.58	131.0
2009-06-11 00:40:00	ES	Futures	905.82	906.06	905.34	905.34	123.0
2009-06-11 00:45:00	ES	Futures	905.34	905.58	905.34	905.58	42.0
2009-06-11 00:50:00	ES	Futures	905.82	906.3	905.82	906.3	239.0
2009-06-11 00:55:00	ES	Futures	906.06	906.3	906.06	906.06	40.0
2009-06-11 01:00:00	ES	Futures	905.82	906.06	905.82	905.82	48.0
2009-06-11 01:05:00	ES	Futures	905.82	905.82	905.34	905.34	158.0
2009-06-11 01:10:00	ES	Futures	905.58	906.06	905.58	905.82	271.0
2009-06-11 01:15:00	ES	Futures	905.58	905.82	905.58	905.58	28.0
2009-06-11 01:20:00	ES	Futures	905.58	905.82	905.34	905.58	107.0
2009-06-11 01:25:00	ES	Futures	905.58	906.06	905.58	905.82	170.0
2009-06-11 01:30:00	ES	Futures	905.82	905.82	905.34	905.34	68.0
2009-06-11 01:35:00	ES	Futures	905.34	905.82	905.34	905.34	123.0
2009-06-11 01:40:00	ES	Futures	905.34	905.82	905.34	905.58	105.0
2009-06-11 01:45:00	ES	Futures	905.34	905.34	904.86	904.86	141.0
2009-06-11 01:50:00	ES	Futures	904.86	905.1	904.38	904.38	295.0
2009-06-11 01:55:00	ES	Futures	904.38	904.86	904.14	904.38	168.0
2009-06-11 02:00:00	ES	Futures	904.38	904.86	903.9	904.38	819.0
2009-06-11 02:05:00	ES	Futures	904.38	904.86	904.14	904.86	180.0
2009-06-11 02:10:00	ES	Futures	904.86	905.1	904.62	905.1	437.0
2009-06-11 02:15:00	ES	Futures	905.1	905.1	904.14	904.38	236.0
2009-06-11 02:20:00	ES	Futures	904.62	904.86	904.38	904.86	271.0
2009-06-11 02:25:00	ES	Futures	904.62	904.86	904.14	904.38	614.0
2009-06-11 02:30:00	ES	Futures	904.14	904.38	902.46	902.7	1508.0
2009-06-11 02:35:00	ES	Futures	902.46	902.94	902.46	902.7	628.0
2009-06-11 02:40:00	ES	Futures	902.7	902.94	902.7	902.94	228.0
2009-06-11 02:45:00	ES	Futures	902.94	902.94	902.22	902.7	607.0
2009-06-11 02:50:00	ES	Futures	902.7	902.7	901.98	902.22	820.0
2009-06-11 02:55:00	ES	Futures	902.46	902.94	902.46	902.7	500.0
2009-06-11 03:00:00	ES	Futures	902.7	903.18	901.5	901.98	1871.0
2009-06-11 03:05:00	ES	Futures	902.22	903.18	901.98	902.22	2319.0
2009-06-11 03:10:00	ES	Futures	902.22	903.18	902.22	903.18	914.0
2009-06-11 03:15:00	ES	Futures	903.18	903.42	901.5	901.5	1296.0
2009-06-11 03:20:00	ES	Futures	901.5	901.74	900.78	901.02	1408.0
2009-06-11 03:25:00	ES	Futures	901.02	901.26	900.3	900.54	1959.0
2009-06-11 03:30:00	ES	Futures	900.54	901.26	900.3	900.78	684.0
2009-06-11 03:35:00	ES	Futures	900.78	902.22	900.78	901.98	803.0
2009-06-11 03:40:00	ES	Futures	901.98	902.46	901.5	901.5	780.0
2009-06-11 03:45:00	ES	Futures	901.74	902.22	901.5	901.98	653.0
2009-06-11 03:50:00	ES	Futures	902.22	902.7	902.22	902.46	361.0
2009-06-11 03:55:00	ES	Futures	902.7	902.94	902.22	902.7	1000.0
2009-06-11 04:00:00	ES	Futures	902.46	903.42	902.22	903.18	1134.0
2009-06-11 04:05:00	ES	Futures	902.94	903.18	902.46	902.46	294.0

> showing 50 of 10,469 rows — these rows as CSV

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