PREVIEW / futures_5min / 2009-06-14

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-06-14.parquet
  size:    36 KB
  rows:    1,653

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
2009-06-14 18:00:00	ES	Futures	905.34	905.58	903.65	904.85	1495.0
2009-06-14 18:05:00	ES	Futures	904.85	905.58	904.61	904.85	569.0
2009-06-14 18:10:00	ES	Futures	905.1	905.1	903.65	903.65	461.0
2009-06-14 18:15:00	ES	Futures	903.65	903.89	903.41	903.65	334.0
2009-06-14 18:20:00	ES	Futures	903.41	903.89	903.17	903.41	255.0
2009-06-14 18:25:00	ES	Futures	903.41	903.89	903.17	903.41	141.0
2009-06-14 18:30:00	ES	Futures	903.41	903.65	902.92	903.17	390.0
2009-06-14 18:35:00	ES	Futures	903.17	903.17	902.92	902.92	193.0
2009-06-14 18:40:00	ES	Futures	903.17	903.17	902.92	903.17	204.0
2009-06-14 18:45:00	ES	Futures	903.17	903.65	903.17	903.65	184.0
2009-06-14 18:50:00	ES	Futures	903.65	903.89	903.41	903.41	64.0
2009-06-14 18:55:00	ES	Futures	903.41	903.65	903.41	903.65	64.0
2009-06-14 19:00:00	ES	Futures	903.65	903.65	903.41	903.41	48.0
2009-06-14 19:05:00	ES	Futures	903.65	903.65	903.17	903.65	126.0
2009-06-14 19:10:00	ES	Futures	903.89	903.89	903.65	903.65	61.0
2009-06-14 19:15:00	ES	Futures	903.65	904.61	903.65	904.13	325.0
2009-06-14 19:20:00	ES	Futures	904.13	904.61	903.89	904.13	58.0
2009-06-14 19:25:00	ES	Futures	904.13	904.37	904.13	904.37	30.0
2009-06-14 19:30:00	ES	Futures	904.37	904.37	903.89	904.13	134.0
2009-06-14 19:35:00	ES	Futures	904.13	904.37	904.13	904.37	87.0
2009-06-14 19:40:00	ES	Futures	904.37	904.37	903.89	904.37	63.0
2009-06-14 19:45:00	ES	Futures	904.13	904.61	903.89	903.89	268.0
2009-06-14 19:50:00	ES	Futures	903.89	904.37	903.65	903.89	92.0
2009-06-14 19:55:00	ES	Futures	904.13	904.13	903.89	904.13	43.0
2009-06-14 20:00:00	ES	Futures	904.37	904.37	903.41	903.89	301.0
2009-06-14 20:05:00	ES	Futures	903.65	903.89	903.17	903.41	246.0
2009-06-14 20:10:00	ES	Futures	903.41	903.65	902.92	903.17	270.0
2009-06-14 20:15:00	ES	Futures	903.17	903.41	902.44	902.92	492.0
2009-06-14 20:20:00	ES	Futures	902.92	903.17	902.68	902.92	201.0
2009-06-14 20:25:00	ES	Futures	902.92	902.92	902.44	902.44	391.0
2009-06-14 20:30:00	ES	Futures	902.44	902.44	902.2	902.2	220.0
2009-06-14 20:35:00	ES	Futures	902.2	902.44	902.2	902.2	90.0
2009-06-14 20:40:00	ES	Futures	902.44	902.44	901.96	902.44	238.0
2009-06-14 20:45:00	ES	Futures	902.44	902.68	901.96	902.68	337.0
2009-06-14 20:50:00	ES	Futures	902.68	902.92	902.44	902.68	134.0
2009-06-14 20:55:00	ES	Futures	902.44	902.92	902.44	902.68	114.0
2009-06-14 21:00:00	ES	Futures	902.68	903.17	902.44	902.92	119.0
2009-06-14 21:05:00	ES	Futures	903.17	903.41	902.92	903.17	203.0
2009-06-14 21:10:00	ES	Futures	903.41	903.65	903.17	903.17	126.0
2009-06-14 21:15:00	ES	Futures	903.41	903.41	902.92	902.92	69.0
2009-06-14 21:20:00	ES	Futures	902.92	902.92	902.44	902.68	194.0
2009-06-14 21:25:00	ES	Futures	902.44	902.68	901.72	902.2	822.0
2009-06-14 21:30:00	ES	Futures	902.2	902.68	901.96	902.2	163.0
2009-06-14 21:35:00	ES	Futures	902.2	902.2	901.96	901.96	361.0
2009-06-14 21:40:00	ES	Futures	902.2	902.44	901.96	902.44	124.0
2009-06-14 21:45:00	ES	Futures	902.44	902.44	901.96	902.2	64.0
2009-06-14 21:50:00	ES	Futures	902.44	902.68	902.2	902.68	45.0
2009-06-14 21:55:00	ES	Futures	902.44	902.68	902.44	902.68	146.0
2009-06-14 22:00:00	ES	Futures	902.68	903.17	902.68	902.68	121.0
2009-06-14 22:05:00	ES	Futures	902.92	902.92	902.68	902.68	40.0

> showing 50 of 1,653 rows — these rows as CSV

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