PREVIEW / futures_5min / 2009-06-22

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-06-22.parquet
  size:    193 KB
  rows:    10,967

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
2009-06-22 00:00:00	ES	Futures	883.39	883.63	883.15	883.63	76.0
2009-06-22 00:05:00	ES	Futures	883.63	883.87	883.39	883.63	78.0
2009-06-22 00:10:00	ES	Futures	883.63	883.63	883.39	883.63	38.0
2009-06-22 00:15:00	ES	Futures	883.39	883.87	883.39	883.87	134.0
2009-06-22 00:20:00	ES	Futures	883.87	884.84	883.87	884.36	939.0
2009-06-22 00:25:00	ES	Futures	884.36	885.56	884.36	884.84	782.0
2009-06-22 00:30:00	ES	Futures	884.84	885.32	884.84	885.32	144.0
2009-06-22 00:35:00	ES	Futures	885.32	886.04	885.08	886.04	726.0
2009-06-22 00:40:00	ES	Futures	886.04	886.53	885.8	885.8	654.0
2009-06-22 00:45:00	ES	Futures	885.8	886.28	885.8	886.28	134.0
2009-06-22 00:50:00	ES	Futures	886.28	886.77	886.04	886.53	565.0
2009-06-22 00:55:00	ES	Futures	886.53	886.53	885.8	886.04	147.0
2009-06-22 01:00:00	ES	Futures	886.04	886.28	885.8	886.28	99.0
2009-06-22 01:05:00	ES	Futures	886.04	886.53	885.8	886.53	137.0
2009-06-22 01:10:00	ES	Futures	886.04	886.28	886.04	886.28	78.0
2009-06-22 01:15:00	ES	Futures	886.28	886.28	886.04	886.04	121.0
2009-06-22 01:20:00	ES	Futures	886.04	886.28	886.04	886.28	85.0
2009-06-22 01:25:00	ES	Futures	886.28	886.28	885.8	886.04	191.0
2009-06-22 01:30:00	ES	Futures	886.28	886.53	886.04	886.28	219.0
2009-06-22 01:35:00	ES	Futures	886.28	886.53	886.28	886.53	238.0
2009-06-22 01:40:00	ES	Futures	886.53	886.77	886.28	886.28	109.0
2009-06-22 01:45:00	ES	Futures	886.53	886.53	885.8	885.8	72.0
2009-06-22 01:50:00	ES	Futures	885.8	886.04	885.32	885.8	122.0
2009-06-22 01:55:00	ES	Futures	885.56	885.8	885.32	885.56	308.0
2009-06-22 02:00:00	ES	Futures	885.8	886.53	885.56	886.28	1002.0
2009-06-22 02:05:00	ES	Futures	886.28	886.28	885.56	886.04	368.0
2009-06-22 02:10:00	ES	Futures	886.04	886.28	884.84	884.84	581.0
2009-06-22 02:15:00	ES	Futures	885.08	885.08	884.11	884.11	669.0
2009-06-22 02:20:00	ES	Futures	884.11	884.11	883.39	883.87	662.0
2009-06-22 02:25:00	ES	Futures	883.63	883.87	883.39	883.39	176.0
2009-06-22 02:30:00	ES	Futures	883.63	883.63	883.15	883.39	322.0
2009-06-22 02:35:00	ES	Futures	883.39	883.63	882.91	883.39	597.0
2009-06-22 02:40:00	ES	Futures	883.15	883.39	881.7	881.7	797.0
2009-06-22 02:45:00	ES	Futures	881.94	882.67	881.7	882.43	603.0
2009-06-22 02:50:00	ES	Futures	882.67	882.91	882.18	882.43	352.0
2009-06-22 02:55:00	ES	Futures	882.43	883.39	882.43	882.91	713.0
2009-06-22 03:00:00	ES	Futures	882.91	883.63	882.43	883.15	1742.0
2009-06-22 03:05:00	ES	Futures	883.15	883.15	881.46	881.46	1830.0
2009-06-22 03:10:00	ES	Futures	881.46	881.94	880.74	880.98	1441.0
2009-06-22 03:15:00	ES	Futures	880.98	881.22	879.77	879.77	3809.0
2009-06-22 03:20:00	ES	Futures	880.01	880.74	879.77	880.74	1306.0
2009-06-22 03:25:00	ES	Futures	880.74	880.74	879.53	879.77	1982.0
2009-06-22 03:30:00	ES	Futures	879.53	879.77	878.81	879.05	2779.0
2009-06-22 03:35:00	ES	Futures	878.81	879.29	878.33	878.81	1551.0
2009-06-22 03:40:00	ES	Futures	879.05	879.77	878.81	878.81	1149.0
2009-06-22 03:45:00	ES	Futures	879.05	879.29	878.57	879.05	910.0
2009-06-22 03:50:00	ES	Futures	879.05	879.29	878.57	879.05	1217.0
2009-06-22 03:55:00	ES	Futures	879.05	879.77	879.05	879.77	1253.0
2009-06-22 04:00:00	ES	Futures	879.77	879.77	878.81	879.05	1472.0
2009-06-22 04:05:00	ES	Futures	879.05	879.29	878.57	879.29	1277.0

> showing 50 of 10,967 rows — these rows as CSV

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