PREVIEW / futures_5min / 2009-06-12

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-06-12.parquet
  size:    153 KB
  rows:    8,678

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
2009-06-12 00:00:00	ES	Futures	904.14	904.14	903.66	903.66	39.0
2009-06-12 00:05:00	ES	Futures	903.66	903.9	903.42	903.9	46.0
2009-06-12 00:10:00	ES	Futures	903.66	904.14	903.66	904.14	29.0
2009-06-12 00:15:00	ES	Futures	903.9	904.14	903.42	903.9	47.0
2009-06-12 00:20:00	ES	Futures	903.66	904.14	903.66	904.14	24.0
2009-06-12 00:25:00	ES	Futures	903.66	904.14	903.66	903.9	122.0
2009-06-12 00:30:00	ES	Futures	904.14	904.62	903.9	904.38	323.0
2009-06-12 00:35:00	ES	Futures	904.38	904.62	903.66	903.9	144.0
2009-06-12 00:40:00	ES	Futures	903.9	904.62	903.9	904.38	22.0
2009-06-12 00:45:00	ES	Futures	904.62	904.62	903.9	903.9	272.0
2009-06-12 00:50:00	ES	Futures	904.38	904.62	904.14	904.14	57.0
2009-06-12 00:55:00	ES	Futures	904.38	904.38	904.38	904.38	22.0
2009-06-12 01:00:00	ES	Futures	904.62	904.86	904.38	904.38	342.0
2009-06-12 01:05:00	ES	Futures	904.38	904.62	904.14	904.62	45.0
2009-06-12 01:10:00	ES	Futures	904.62	904.62	904.38	904.62	220.0
2009-06-12 01:15:00	ES	Futures	904.38	904.86	904.38	904.86	293.0
2009-06-12 01:20:00	ES	Futures	904.86	904.86	904.62	904.62	83.0
2009-06-12 01:25:00	ES	Futures	904.62	905.1	904.62	905.1	58.0
2009-06-12 01:30:00	ES	Futures	904.86	905.1	904.86	904.86	74.0
2009-06-12 01:35:00	ES	Futures	905.1	905.1	904.86	905.1	116.0
2009-06-12 01:40:00	ES	Futures	905.1	905.1	904.14	904.14	89.0
2009-06-12 01:45:00	ES	Futures	904.14	904.38	903.9	904.14	41.0
2009-06-12 01:50:00	ES	Futures	904.14	904.38	903.66	904.38	48.0
2009-06-12 01:55:00	ES	Futures	904.14	904.62	903.9	904.62	131.0
2009-06-12 02:00:00	ES	Futures	904.62	905.1	904.62	904.86	788.0
2009-06-12 02:05:00	ES	Futures	904.86	904.86	904.38	904.86	254.0
2009-06-12 02:10:00	ES	Futures	904.62	905.1	904.38	904.38	641.0
2009-06-12 02:15:00	ES	Futures	904.62	904.86	904.14	904.86	168.0
2009-06-12 02:20:00	ES	Futures	904.86	904.86	903.66	903.9	465.0
2009-06-12 02:25:00	ES	Futures	903.9	904.14	903.66	904.14	154.0
2009-06-12 02:30:00	ES	Futures	904.14	904.62	903.9	904.14	740.0
2009-06-12 02:35:00	ES	Futures	904.14	904.14	903.18	903.18	633.0
2009-06-12 02:40:00	ES	Futures	903.18	904.14	903.18	903.9	460.0
2009-06-12 02:45:00	ES	Futures	903.9	903.9	902.94	903.18	309.0
2009-06-12 02:50:00	ES	Futures	902.94	903.42	902.7	902.94	240.0
2009-06-12 02:55:00	ES	Futures	902.94	903.18	902.22	902.46	819.0
2009-06-12 03:00:00	ES	Futures	902.7	902.94	901.26	901.74	1015.0
2009-06-12 03:05:00	ES	Futures	901.98	901.98	900.54	901.02	1050.0
2009-06-12 03:10:00	ES	Futures	901.26	902.94	901.26	902.7	856.0
2009-06-12 03:15:00	ES	Futures	902.7	902.94	901.98	902.22	679.0
2009-06-12 03:20:00	ES	Futures	902.22	902.94	902.22	902.94	485.0
2009-06-12 03:25:00	ES	Futures	902.94	903.9	902.94	903.66	528.0
2009-06-12 03:30:00	ES	Futures	903.9	903.9	902.7	902.94	879.0
2009-06-12 03:35:00	ES	Futures	902.94	903.18	902.22	902.7	805.0
2009-06-12 03:40:00	ES	Futures	902.7	903.9	902.7	903.42	1091.0
2009-06-12 03:45:00	ES	Futures	903.66	904.38	903.66	903.9	210.0
2009-06-12 03:50:00	ES	Futures	903.9	903.9	903.42	903.42	408.0
2009-06-12 03:55:00	ES	Futures	903.42	903.66	903.18	903.42	268.0
2009-06-12 04:00:00	ES	Futures	903.42	903.9	903.42	903.9	86.0
2009-06-12 04:05:00	ES	Futures	903.66	904.14	903.42	903.9	627.0

> showing 50 of 8,678 rows — these rows as CSV

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