PREVIEW / futures_5min / 2009-06-16

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-06-16.parquet
  size:    194 KB
  rows:    11,081

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
2009-06-16 00:00:00	ES	Futures	884.11	884.36	883.87	884.11	173.0
2009-06-16 00:05:00	ES	Futures	884.11	884.11	883.87	884.11	160.0
2009-06-16 00:10:00	ES	Futures	884.11	884.36	883.87	884.36	292.0
2009-06-16 00:15:00	ES	Futures	884.36	884.36	883.87	883.87	105.0
2009-06-16 00:20:00	ES	Futures	884.11	884.11	883.87	883.87	178.0
2009-06-16 00:25:00	ES	Futures	884.11	884.36	884.11	884.11	122.0
2009-06-16 00:30:00	ES	Futures	884.36	884.36	883.87	883.87	42.0
2009-06-16 00:35:00	ES	Futures	884.11	884.11	883.87	883.87	20.0
2009-06-16 00:40:00	ES	Futures	884.11	884.11	884.11	884.11	33.0
2009-06-16 00:45:00	ES	Futures	884.11	884.11	883.87	884.11	60.0
2009-06-16 00:50:00	ES	Futures	884.11	884.36	883.87	884.36	133.0
2009-06-16 00:55:00	ES	Futures	884.11	884.36	883.87	884.11	46.0
2009-06-16 01:00:00	ES	Futures	884.11	884.36	884.11	884.36	22.0
2009-06-16 01:05:00	ES	Futures	884.36	884.36	884.11	884.36	229.0
2009-06-16 01:10:00	ES	Futures	884.11	884.36	884.11	884.11	56.0
2009-06-16 01:15:00	ES	Futures	884.11	884.36	884.11	884.11	109.0
2009-06-16 01:20:00	ES	Futures	884.36	884.36	884.11	884.11	31.0
2009-06-16 01:25:00	ES	Futures	884.11	884.36	884.11	884.36	86.0
2009-06-16 01:30:00	ES	Futures	884.11	884.36	884.11	884.11	93.0
2009-06-16 01:35:00	ES	Futures	884.11	884.36	884.11	884.36	42.0
2009-06-16 01:40:00	ES	Futures	884.36	884.36	884.11	884.36	181.0
2009-06-16 01:45:00	ES	Futures	884.36	884.6	884.11	884.36	192.0
2009-06-16 01:50:00	ES	Futures	884.36	884.36	884.11	884.36	125.0
2009-06-16 01:55:00	ES	Futures	884.36	884.6	884.11	884.36	266.0
2009-06-16 02:00:00	ES	Futures	884.11	884.6	884.11	884.6	371.0
2009-06-16 02:05:00	ES	Futures	884.6	884.6	884.11	884.36	209.0
2009-06-16 02:10:00	ES	Futures	884.36	884.6	884.11	884.36	184.0
2009-06-16 02:15:00	ES	Futures	884.36	884.6	884.11	884.36	478.0
2009-06-16 02:20:00	ES	Futures	884.36	884.6	884.11	884.6	134.0
2009-06-16 02:25:00	ES	Futures	884.36	885.08	884.36	884.84	231.0
2009-06-16 02:30:00	ES	Futures	884.84	886.04	884.6	885.8	582.0
2009-06-16 02:35:00	ES	Futures	885.8	886.04	885.32	885.32	349.0
2009-06-16 02:40:00	ES	Futures	885.32	885.56	885.08	885.56	183.0
2009-06-16 02:45:00	ES	Futures	885.32	886.53	885.08	886.53	550.0
2009-06-16 02:50:00	ES	Futures	886.53	887.25	885.8	887.01	1076.0
2009-06-16 02:55:00	ES	Futures	887.01	887.25	886.53	886.53	779.0
2009-06-16 03:00:00	ES	Futures	886.53	887.49	886.28	887.25	1414.0
2009-06-16 03:05:00	ES	Futures	887.25	887.49	887.01	887.49	1139.0
2009-06-16 03:10:00	ES	Futures	887.49	887.73	887.25	887.73	1740.0
2009-06-16 03:15:00	ES	Futures	887.49	887.73	886.53	886.77	1239.0
2009-06-16 03:20:00	ES	Futures	886.77	887.49	885.56	885.56	1592.0
2009-06-16 03:25:00	ES	Futures	885.56	886.04	884.84	885.56	1485.0
2009-06-16 03:30:00	ES	Futures	885.56	886.28	885.32	886.04	826.0
2009-06-16 03:35:00	ES	Futures	886.04	886.53	885.8	886.53	475.0
2009-06-16 03:40:00	ES	Futures	886.53	887.01	886.28	886.77	758.0
2009-06-16 03:45:00	ES	Futures	886.77	887.01	886.28	887.01	731.0
2009-06-16 03:50:00	ES	Futures	887.01	887.01	886.53	886.77	378.0
2009-06-16 03:55:00	ES	Futures	887.01	887.01	886.53	886.53	290.0
2009-06-16 04:00:00	ES	Futures	886.53	886.77	885.56	886.04	1523.0
2009-06-16 04:05:00	ES	Futures	886.28	886.28	884.84	885.32	1029.0

> showing 50 of 11,081 rows — these rows as CSV

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