PREVIEW / futures_5min / 2009-06-21

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-06-21.parquet
  size:    36 KB
  rows:    1,679

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
2009-06-21 18:00:00	ES	Futures	882.18	884.11	881.7	881.94	2047.0
2009-06-21 18:05:00	ES	Futures	882.18	882.67	882.18	882.43	360.0
2009-06-21 18:10:00	ES	Futures	882.67	882.67	882.18	882.43	421.0
2009-06-21 18:15:00	ES	Futures	882.43	882.43	882.18	882.18	44.0
2009-06-21 18:20:00	ES	Futures	882.18	882.43	882.18	882.43	90.0
2009-06-21 18:25:00	ES	Futures	882.43	882.67	882.18	882.67	130.0
2009-06-21 18:30:00	ES	Futures	882.67	882.91	882.43	882.43	73.0
2009-06-21 18:35:00	ES	Futures	882.43	882.91	882.43	882.67	143.0
2009-06-21 18:40:00	ES	Futures	882.91	882.91	882.67	882.67	18.0
2009-06-21 18:45:00	ES	Futures	882.67	883.15	882.67	883.15	99.0
2009-06-21 18:50:00	ES	Futures	882.91	883.15	882.91	883.15	19.0
2009-06-21 18:55:00	ES	Futures	883.15	883.39	882.91	883.39	72.0
2009-06-21 19:00:00	ES	Futures	883.39	883.63	882.91	882.91	304.0
2009-06-21 19:05:00	ES	Futures	882.91	882.91	882.18	882.43	563.0
2009-06-21 19:10:00	ES	Futures	882.43	882.67	882.18	882.43	55.0
2009-06-21 19:15:00	ES	Futures	882.43	882.43	882.18	882.43	28.0
2009-06-21 19:20:00	ES	Futures	882.18	882.43	882.18	882.18	166.0
2009-06-21 19:25:00	ES	Futures	882.18	882.43	882.18	882.18	54.0
2009-06-21 19:30:00	ES	Futures	882.18	882.67	882.18	882.43	63.0
2009-06-21 19:35:00	ES	Futures	882.67	882.67	882.43	882.43	56.0
2009-06-21 19:40:00	ES	Futures	882.43	882.67	882.18	882.43	30.0
2009-06-21 19:45:00	ES	Futures	882.18	882.91	882.18	882.43	181.0
2009-06-21 19:50:00	ES	Futures	882.43	882.91	882.43	882.43	77.0
2009-06-21 19:55:00	ES	Futures	882.43	882.43	882.18	882.43	117.0
2009-06-21 20:00:00	ES	Futures	882.43	882.67	881.94	882.18	416.0
2009-06-21 20:05:00	ES	Futures	882.18	882.43	881.94	882.43	158.0
2009-06-21 20:10:00	ES	Futures	882.43	883.15	882.18	882.91	203.0
2009-06-21 20:15:00	ES	Futures	882.91	883.39	882.67	882.91	321.0
2009-06-21 20:20:00	ES	Futures	882.91	883.15	882.43	882.67	174.0
2009-06-21 20:25:00	ES	Futures	882.67	882.91	882.43	882.91	198.0
2009-06-21 20:30:00	ES	Futures	882.91	883.39	882.91	883.15	316.0
2009-06-21 20:35:00	ES	Futures	883.15	883.63	883.15	883.39	786.0
2009-06-21 20:40:00	ES	Futures	883.39	883.63	882.91	883.15	163.0
2009-06-21 20:45:00	ES	Futures	883.15	883.63	883.15	883.39	77.0
2009-06-21 20:50:00	ES	Futures	883.39	883.63	883.15	883.39	299.0
2009-06-21 20:55:00	ES	Futures	883.15	883.39	883.15	883.15	133.0
2009-06-21 21:00:00	ES	Futures	883.39	883.63	882.91	883.63	192.0
2009-06-21 21:05:00	ES	Futures	883.63	883.63	883.39	883.63	74.0
2009-06-21 21:10:00	ES	Futures	883.63	883.63	883.39	883.63	391.0
2009-06-21 21:15:00	ES	Futures	883.63	883.63	883.15	883.15	246.0
2009-06-21 21:20:00	ES	Futures	883.15	883.39	882.43	882.43	407.0
2009-06-21 21:25:00	ES	Futures	882.43	882.67	881.94	882.43	448.0
2009-06-21 21:30:00	ES	Futures	882.43	882.43	881.94	882.18	466.0
2009-06-21 21:35:00	ES	Futures	882.43	882.43	881.46	881.7	438.0
2009-06-21 21:40:00	ES	Futures	881.94	881.94	880.98	881.46	731.0
2009-06-21 21:45:00	ES	Futures	881.22	881.46	880.98	880.98	189.0
2009-06-21 21:50:00	ES	Futures	880.98	881.46	880.98	881.46	387.0
2009-06-21 21:55:00	ES	Futures	881.46	881.94	881.22	881.7	344.0
2009-06-21 22:00:00	ES	Futures	881.94	882.18	881.46	881.46	470.0
2009-06-21 22:05:00	ES	Futures	881.46	881.7	881.46	881.7	172.0

> showing 50 of 1,679 rows — these rows as CSV

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