PREVIEW / futures_5min / 2009-06-17

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-06-17.parquet
  size:    196 KB
  rows:    11,187

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
2009-06-17 00:00:00	ES	Futures	878.08	878.08	877.6	877.84	145.0
2009-06-17 00:05:00	ES	Futures	878.08	878.33	877.84	878.33	87.0
2009-06-17 00:10:00	ES	Futures	878.08	878.81	878.08	878.33	455.0
2009-06-17 00:15:00	ES	Futures	878.33	878.33	877.84	877.84	59.0
2009-06-17 00:20:00	ES	Futures	877.84	878.08	877.6	878.08	153.0
2009-06-17 00:25:00	ES	Futures	878.08	878.33	877.84	878.08	234.0
2009-06-17 00:30:00	ES	Futures	878.08	878.33	877.84	877.84	224.0
2009-06-17 00:35:00	ES	Futures	877.84	877.84	877.36	877.6	146.0
2009-06-17 00:40:00	ES	Futures	877.84	878.08	877.84	878.08	23.0
2009-06-17 00:45:00	ES	Futures	878.08	878.08	877.36	877.6	116.0
2009-06-17 00:50:00	ES	Futures	877.6	877.84	877.6	877.84	54.0
2009-06-17 00:55:00	ES	Futures	877.84	878.08	877.84	877.84	84.0
2009-06-17 01:00:00	ES	Futures	877.84	877.84	877.6	877.84	92.0
2009-06-17 01:05:00	ES	Futures	878.08	878.08	877.84	878.08	28.0
2009-06-17 01:10:00	ES	Futures	878.08	878.08	877.84	878.08	105.0
2009-06-17 01:15:00	ES	Futures	878.08	878.08	877.6	878.08	155.0
2009-06-17 01:20:00	ES	Futures	878.08	878.33	877.84	878.33	69.0
2009-06-17 01:25:00	ES	Futures	878.33	878.57	878.08	878.57	105.0
2009-06-17 01:30:00	ES	Futures	878.57	879.05	878.33	878.81	433.0
2009-06-17 01:35:00	ES	Futures	878.81	879.29	878.57	879.05	286.0
2009-06-17 01:40:00	ES	Futures	879.29	879.29	879.05	879.05	164.0
2009-06-17 01:45:00	ES	Futures	878.81	879.53	878.81	879.05	319.0
2009-06-17 01:50:00	ES	Futures	879.29	880.26	879.29	879.77	1363.0
2009-06-17 01:55:00	ES	Futures	879.77	880.01	879.29	879.53	643.0
2009-06-17 02:00:00	ES	Futures	879.53	879.77	878.81	878.81	1605.0
2009-06-17 02:05:00	ES	Futures	878.81	879.29	878.81	879.05	894.0
2009-06-17 02:10:00	ES	Futures	879.05	879.29	879.05	879.05	924.0
2009-06-17 02:15:00	ES	Futures	879.29	879.29	879.05	879.05	231.0
2009-06-17 02:20:00	ES	Futures	879.05	879.29	879.05	879.05	279.0
2009-06-17 02:25:00	ES	Futures	879.05	879.53	879.05	879.29	846.0
2009-06-17 02:30:00	ES	Futures	879.29	879.53	879.05	879.53	1320.0
2009-06-17 02:35:00	ES	Futures	879.29	879.77	879.29	879.53	665.0
2009-06-17 02:40:00	ES	Futures	879.53	879.53	879.05	879.29	867.0
2009-06-17 02:45:00	ES	Futures	879.53	880.26	879.29	880.01	1606.0
2009-06-17 02:50:00	ES	Futures	880.01	880.26	880.01	880.26	599.0
2009-06-17 02:55:00	ES	Futures	880.26	880.5	879.53	880.26	675.0
2009-06-17 03:00:00	ES	Futures	880.26	880.5	879.29	879.29	1564.0
2009-06-17 03:05:00	ES	Futures	879.53	879.53	878.33	879.53	1314.0
2009-06-17 03:10:00	ES	Futures	879.29	879.77	878.08	878.08	1639.0
2009-06-17 03:15:00	ES	Futures	878.08	879.53	877.84	879.29	1132.0
2009-06-17 03:20:00	ES	Futures	879.29	880.26	879.05	879.53	1540.0
2009-06-17 03:25:00	ES	Futures	879.53	879.77	878.81	879.05	1012.0
2009-06-17 03:30:00	ES	Futures	879.05	879.53	878.81	879.05	1979.0
2009-06-17 03:35:00	ES	Futures	879.05	880.5	878.81	880.26	2139.0
2009-06-17 03:40:00	ES	Futures	880.01	880.5	879.77	880.01	1247.0
2009-06-17 03:45:00	ES	Futures	880.01	880.26	879.53	880.01	905.0
2009-06-17 03:50:00	ES	Futures	880.01	880.26	879.53	879.77	1375.0
2009-06-17 03:55:00	ES	Futures	879.77	879.77	879.05	879.05	694.0
2009-06-17 04:00:00	ES	Futures	879.05	879.29	878.57	878.81	1037.0
2009-06-17 04:05:00	ES	Futures	878.57	878.57	876.64	876.64	1666.0

> showing 50 of 11,187 rows — these rows as CSV

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