PREVIEW / futures_5min / 2009-06-23

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-06-23.parquet
  size:    184 KB
  rows:    10,831

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
2009-06-23 00:00:00	ES	Futures	857.59	858.07	857.34	857.83	268.0
2009-06-23 00:05:00	ES	Futures	857.83	858.07	857.59	857.83	68.0
2009-06-23 00:10:00	ES	Futures	857.83	858.55	857.83	857.83	577.0
2009-06-23 00:15:00	ES	Futures	857.83	858.07	857.34	857.59	285.0
2009-06-23 00:20:00	ES	Futures	857.83	858.55	857.59	857.83	304.0
2009-06-23 00:25:00	ES	Futures	857.83	858.07	857.34	857.59	172.0
2009-06-23 00:30:00	ES	Futures	857.59	858.31	857.34	857.59	691.0
2009-06-23 00:35:00	ES	Futures	857.59	858.07	857.34	858.07	123.0
2009-06-23 00:40:00	ES	Futures	858.07	858.31	858.07	858.31	167.0
2009-06-23 00:45:00	ES	Futures	858.31	858.31	857.59	858.07	188.0
2009-06-23 00:50:00	ES	Futures	857.83	857.83	857.34	857.59	71.0
2009-06-23 00:55:00	ES	Futures	857.83	858.07	857.34	858.07	151.0
2009-06-23 01:00:00	ES	Futures	857.83	857.83	857.34	857.59	226.0
2009-06-23 01:05:00	ES	Futures	857.83	857.83	857.34	857.83	68.0
2009-06-23 01:10:00	ES	Futures	857.83	857.83	857.34	857.34	118.0
2009-06-23 01:15:00	ES	Futures	857.1	858.31	856.62	857.83	746.0
2009-06-23 01:20:00	ES	Futures	857.59	857.83	857.34	857.59	166.0
2009-06-23 01:25:00	ES	Futures	857.34	857.59	857.1	857.34	72.0
2009-06-23 01:30:00	ES	Futures	857.59	857.83	855.9	856.38	1066.0
2009-06-23 01:35:00	ES	Futures	856.38	856.62	856.14	856.38	330.0
2009-06-23 01:40:00	ES	Futures	856.62	857.59	856.38	856.62	647.0
2009-06-23 01:45:00	ES	Futures	856.86	857.1	856.62	857.1	181.0
2009-06-23 01:50:00	ES	Futures	856.86	857.59	856.86	857.59	181.0
2009-06-23 01:55:00	ES	Futures	857.34	857.59	855.9	855.9	610.0
2009-06-23 02:00:00	ES	Futures	855.9	856.38	855.42	855.66	1883.0
2009-06-23 02:05:00	ES	Futures	855.66	855.9	855.17	855.66	1462.0
2009-06-23 02:10:00	ES	Futures	855.66	855.9	855.17	855.42	1114.0
2009-06-23 02:15:00	ES	Futures	855.17	856.14	855.17	856.14	628.0
2009-06-23 02:20:00	ES	Futures	856.14	856.38	855.66	856.38	402.0
2009-06-23 02:25:00	ES	Futures	856.14	858.31	856.14	857.83	1209.0
2009-06-23 02:30:00	ES	Futures	858.07	858.55	857.59	858.55	1358.0
2009-06-23 02:35:00	ES	Futures	858.31	859.52	858.07	859.52	2304.0
2009-06-23 02:40:00	ES	Futures	859.52	860.0	859.03	859.27	2412.0
2009-06-23 02:45:00	ES	Futures	859.27	859.76	859.27	859.52	915.0
2009-06-23 02:50:00	ES	Futures	859.27	859.52	858.79	858.79	628.0
2009-06-23 02:55:00	ES	Futures	858.79	858.79	858.07	858.31	1499.0
2009-06-23 03:00:00	ES	Futures	858.31	860.0	858.07	860.0	2608.0
2009-06-23 03:05:00	ES	Futures	859.76	860.24	859.03	859.76	2142.0
2009-06-23 03:10:00	ES	Futures	859.76	860.48	859.52	860.0	1829.0
2009-06-23 03:15:00	ES	Futures	860.0	860.48	859.52	860.48	1370.0
2009-06-23 03:20:00	ES	Futures	860.48	860.96	859.76	860.96	2920.0
2009-06-23 03:25:00	ES	Futures	860.72	861.2	860.72	860.96	1267.0
2009-06-23 03:30:00	ES	Futures	860.96	861.93	860.72	861.69	3140.0
2009-06-23 03:35:00	ES	Futures	861.93	862.17	861.44	861.44	2586.0
2009-06-23 03:40:00	ES	Futures	861.44	862.17	861.2	861.93	1634.0
2009-06-23 03:45:00	ES	Futures	861.69	862.17	861.2	861.2	1757.0
2009-06-23 03:50:00	ES	Futures	861.2	862.17	860.72	860.96	1681.0
2009-06-23 03:55:00	ES	Futures	860.96	861.44	860.72	860.72	1110.0
2009-06-23 04:00:00	ES	Futures	860.72	860.72	859.03	859.27	1683.0
2009-06-23 04:05:00	ES	Futures	859.27	859.76	858.79	859.76	1537.0

> showing 50 of 10,831 rows — these rows as CSV

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