PREVIEW / futures_5min / 2009-06-19

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-06-19.parquet
  size:    158 KB
  rows:    8,733

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
2009-06-19 00:00:00	ES	Futures	881.94	882.67	881.94	882.18	168.0
2009-06-19 00:05:00	ES	Futures	882.18	882.43	882.18	882.18	299.0
2009-06-19 00:10:00	ES	Futures	882.18	882.18	881.94	882.18	48.0
2009-06-19 00:15:00	ES	Futures	882.18	882.18	881.94	881.94	153.0
2009-06-19 00:20:00	ES	Futures	881.94	882.43	881.94	882.43	23.0
2009-06-19 00:25:00	ES	Futures	882.18	882.43	882.18	882.18	34.0
2009-06-19 00:30:00	ES	Futures	881.94	882.18	881.94	881.94	146.0
2009-06-19 00:35:00	ES	Futures	882.18	882.91	882.18	882.67	113.0
2009-06-19 00:40:00	ES	Futures	882.43	882.91	882.43	882.67	50.0
2009-06-19 00:45:00	ES	Futures	882.67	882.67	882.67	882.67	29.0
2009-06-19 00:50:00	ES	Futures	882.43	882.67	882.43	882.67	68.0
2009-06-19 00:55:00	ES	Futures	882.67	882.67	882.67	882.67	48.0
2009-06-19 01:00:00	ES	Futures	882.43	882.67	882.43	882.67	28.0
2009-06-19 01:05:00	ES	Futures	882.67	882.91	882.43	882.43	98.0
2009-06-19 01:10:00	ES	Futures	882.18	882.67	882.18	882.43	15.0
2009-06-19 01:15:00	ES	Futures	882.43	882.91	882.43	882.91	113.0
2009-06-19 01:20:00	ES	Futures	882.91	883.15	882.91	882.91	112.0
2009-06-19 01:25:00	ES	Futures	883.15	883.63	883.15	883.39	290.0
2009-06-19 01:30:00	ES	Futures	883.15	883.39	883.15	883.39	88.0
2009-06-19 01:35:00	ES	Futures	883.15	883.39	883.15	883.39	60.0
2009-06-19 01:40:00	ES	Futures	883.39	883.63	883.39	883.63	157.0
2009-06-19 01:45:00	ES	Futures	883.39	883.63	883.15	883.39	127.0
2009-06-19 01:50:00	ES	Futures	883.39	883.39	883.15	883.39	42.0
2009-06-19 01:55:00	ES	Futures	883.15	883.15	882.43	882.67	474.0
2009-06-19 02:00:00	ES	Futures	882.67	882.91	882.43	882.67	594.0
2009-06-19 02:05:00	ES	Futures	882.43	882.67	881.94	882.43	520.0
2009-06-19 02:10:00	ES	Futures	882.43	882.67	882.18	882.43	193.0
2009-06-19 02:15:00	ES	Futures	882.18	882.43	881.94	882.18	342.0
2009-06-19 02:20:00	ES	Futures	882.18	882.91	882.18	882.43	428.0
2009-06-19 02:25:00	ES	Futures	882.43	882.43	882.18	882.43	246.0
2009-06-19 02:30:00	ES	Futures	882.43	883.63	882.43	883.39	597.0
2009-06-19 02:35:00	ES	Futures	883.63	883.63	883.15	883.39	395.0
2009-06-19 02:40:00	ES	Futures	883.39	883.63	882.43	882.43	339.0
2009-06-19 02:45:00	ES	Futures	882.67	882.67	882.18	882.18	317.0
2009-06-19 02:50:00	ES	Futures	882.18	882.67	882.18	882.43	264.0
2009-06-19 02:55:00	ES	Futures	882.67	883.63	882.43	883.39	424.0
2009-06-19 03:00:00	ES	Futures	883.39	883.39	882.67	883.39	1178.0
2009-06-19 03:05:00	ES	Futures	883.39	883.39	881.94	881.94	1092.0
2009-06-19 03:10:00	ES	Futures	881.94	882.18	880.74	880.98	2851.0
2009-06-19 03:15:00	ES	Futures	880.98	881.7	880.74	881.46	816.0
2009-06-19 03:20:00	ES	Futures	881.46	881.94	880.74	881.46	809.0
2009-06-19 03:25:00	ES	Futures	881.46	881.46	880.98	881.22	451.0
2009-06-19 03:30:00	ES	Futures	881.46	881.94	880.98	881.7	623.0
2009-06-19 03:35:00	ES	Futures	881.46	882.67	881.46	882.67	1061.0
2009-06-19 03:40:00	ES	Futures	882.67	883.15	882.43	882.67	1113.0
2009-06-19 03:45:00	ES	Futures	882.67	882.67	881.94	881.94	409.0
2009-06-19 03:50:00	ES	Futures	881.94	881.94	881.22	881.94	586.0
2009-06-19 03:55:00	ES	Futures	881.94	882.67	881.94	882.18	748.0
2009-06-19 04:00:00	ES	Futures	882.18	882.43	881.7	882.43	700.0
2009-06-19 04:05:00	ES	Futures	882.43	882.91	882.43	882.67	798.0

> showing 50 of 8,733 rows — these rows as CSV

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