PREVIEW / futures_5min / 2009-06-18

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-06-18.parquet
  size:    185 KB
  rows:    10,717

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
2009-06-18 00:00:00	ES	Futures	875.43	875.43	875.19	875.43	44.0
2009-06-18 00:05:00	ES	Futures	875.43	875.43	875.19	875.43	27.0
2009-06-18 00:10:00	ES	Futures	875.19	875.43	874.95	875.43	149.0
2009-06-18 00:15:00	ES	Futures	875.43	875.91	875.43	875.67	296.0
2009-06-18 00:20:00	ES	Futures	875.67	875.67	874.95	875.19	165.0
2009-06-18 00:25:00	ES	Futures	875.19	875.43	874.47	874.71	376.0
2009-06-18 00:30:00	ES	Futures	874.71	874.71	873.98	874.47	644.0
2009-06-18 00:35:00	ES	Futures	874.47	874.47	873.98	874.23	114.0
2009-06-18 00:40:00	ES	Futures	874.23	874.47	873.98	873.98	396.0
2009-06-18 00:45:00	ES	Futures	874.23	874.23	873.74	873.74	236.0
2009-06-18 00:50:00	ES	Futures	873.98	873.98	873.5	873.98	230.0
2009-06-18 00:55:00	ES	Futures	873.74	873.98	873.5	873.98	205.0
2009-06-18 01:00:00	ES	Futures	873.98	874.47	873.74	874.47	154.0
2009-06-18 01:05:00	ES	Futures	874.47	874.47	874.47	874.47	63.0
2009-06-18 01:10:00	ES	Futures	874.23	874.95	874.23	874.95	127.0
2009-06-18 01:15:00	ES	Futures	874.71	875.19	874.23	874.95	391.0
2009-06-18 01:20:00	ES	Futures	874.95	875.43	874.71	875.19	165.0
2009-06-18 01:25:00	ES	Futures	875.19	875.67	874.71	874.95	253.0
2009-06-18 01:30:00	ES	Futures	874.71	875.19	874.71	875.19	79.0
2009-06-18 01:35:00	ES	Futures	875.19	875.67	875.19	875.43	86.0
2009-06-18 01:40:00	ES	Futures	875.67	876.4	875.43	876.16	333.0
2009-06-18 01:45:00	ES	Futures	876.16	876.4	875.67	875.91	157.0
2009-06-18 01:50:00	ES	Futures	876.16	876.16	875.67	875.67	75.0
2009-06-18 01:55:00	ES	Futures	875.91	876.16	875.67	876.16	263.0
2009-06-18 02:00:00	ES	Futures	875.91	875.91	875.19	875.67	351.0
2009-06-18 02:05:00	ES	Futures	875.43	876.16	875.43	875.67	314.0
2009-06-18 02:10:00	ES	Futures	875.67	876.16	875.43	876.16	222.0
2009-06-18 02:15:00	ES	Futures	875.91	876.88	875.91	876.88	372.0
2009-06-18 02:20:00	ES	Futures	876.88	877.12	876.64	877.12	356.0
2009-06-18 02:25:00	ES	Futures	877.12	877.6	876.88	877.36	365.0
2009-06-18 02:30:00	ES	Futures	877.6	878.33	877.6	878.08	1096.0
2009-06-18 02:35:00	ES	Futures	878.08	878.57	877.6	877.84	1213.0
2009-06-18 02:40:00	ES	Futures	877.84	878.08	877.6	878.08	499.0
2009-06-18 02:45:00	ES	Futures	878.08	879.05	878.08	879.05	820.0
2009-06-18 02:50:00	ES	Futures	879.05	879.05	878.33	878.57	408.0
2009-06-18 02:55:00	ES	Futures	878.57	878.81	878.08	878.08	508.0
2009-06-18 03:00:00	ES	Futures	878.08	878.57	877.84	878.08	1647.0
2009-06-18 03:05:00	ES	Futures	877.84	877.84	876.88	877.84	1500.0
2009-06-18 03:10:00	ES	Futures	877.84	879.77	877.84	879.77	2486.0
2009-06-18 03:15:00	ES	Futures	879.53	879.77	879.05	879.29	1305.0
2009-06-18 03:20:00	ES	Futures	879.29	880.01	878.81	879.05	1167.0
2009-06-18 03:25:00	ES	Futures	879.05	879.05	878.57	878.81	1263.0
2009-06-18 03:30:00	ES	Futures	878.81	878.81	877.84	878.08	1104.0
2009-06-18 03:35:00	ES	Futures	877.84	878.33	877.36	877.6	558.0
2009-06-18 03:40:00	ES	Futures	877.36	877.84	876.64	877.12	1980.0
2009-06-18 03:45:00	ES	Futures	877.12	877.36	876.88	877.36	590.0
2009-06-18 03:50:00	ES	Futures	877.36	877.36	875.19	875.91	2333.0
2009-06-18 03:55:00	ES	Futures	875.91	875.91	875.43	875.91	1376.0
2009-06-18 04:00:00	ES	Futures	875.67	875.91	875.43	875.43	1097.0
2009-06-18 04:05:00	ES	Futures	875.43	875.91	875.43	875.67	363.0

> showing 50 of 10,717 rows — these rows as CSV

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