PREVIEW / futures_5min / 2009-06-24

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-06-24.parquet
  size:    188 KB
  rows:    10,770

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
2009-06-24 00:00:00	ES	Futures	859.27	859.76	859.03	859.52	379.0
2009-06-24 00:05:00	ES	Futures	859.27	859.76	859.27	859.76	157.0
2009-06-24 00:10:00	ES	Futures	859.76	860.24	859.76	860.0	332.0
2009-06-24 00:15:00	ES	Futures	860.24	860.72	860.0	860.48	1043.0
2009-06-24 00:20:00	ES	Futures	860.48	860.72	860.24	860.48	388.0
2009-06-24 00:25:00	ES	Futures	860.48	860.48	860.0	860.24	146.0
2009-06-24 00:30:00	ES	Futures	860.48	860.72	860.24	860.48	908.0
2009-06-24 00:35:00	ES	Futures	860.48	860.96	860.24	860.96	201.0
2009-06-24 00:40:00	ES	Futures	860.72	860.96	860.48	860.48	97.0
2009-06-24 00:45:00	ES	Futures	860.48	860.72	860.24	860.24	68.0
2009-06-24 00:50:00	ES	Futures	860.48	860.48	860.24	860.48	38.0
2009-06-24 00:55:00	ES	Futures	860.48	860.72	860.48	860.48	171.0
2009-06-24 01:00:00	ES	Futures	860.48	860.96	860.48	860.72	96.0
2009-06-24 01:05:00	ES	Futures	860.96	860.96	860.72	860.72	32.0
2009-06-24 01:10:00	ES	Futures	860.72	861.2	860.72	860.96	238.0
2009-06-24 01:15:00	ES	Futures	860.96	860.96	860.48	860.48	140.0
2009-06-24 01:20:00	ES	Futures	860.48	860.48	860.24	860.48	72.0
2009-06-24 01:25:00	ES	Futures	860.48	860.72	860.24	860.24	64.0
2009-06-24 01:30:00	ES	Futures	860.24	860.72	860.24	860.48	102.0
2009-06-24 01:35:00	ES	Futures	860.48	860.72	860.48	860.48	18.0
2009-06-24 01:40:00	ES	Futures	860.72	860.72	860.24	860.24	136.0
2009-06-24 01:45:00	ES	Futures	860.24	860.96	860.0	860.48	617.0
2009-06-24 01:50:00	ES	Futures	860.48	860.48	860.24	860.48	78.0
2009-06-24 01:55:00	ES	Futures	860.48	860.48	860.24	860.48	164.0
2009-06-24 02:00:00	ES	Futures	860.24	861.2	860.24	860.72	496.0
2009-06-24 02:05:00	ES	Futures	860.48	860.96	860.48	860.72	377.0
2009-06-24 02:10:00	ES	Futures	860.72	860.96	860.24	860.24	556.0
2009-06-24 02:15:00	ES	Futures	860.24	860.48	860.0	860.24	281.0
2009-06-24 02:20:00	ES	Futures	860.24	860.72	860.24	860.72	391.0
2009-06-24 02:25:00	ES	Futures	860.72	861.2	860.48	860.96	583.0
2009-06-24 02:30:00	ES	Futures	861.2	861.69	860.96	861.2	748.0
2009-06-24 02:35:00	ES	Futures	861.2	862.17	861.2	862.17	1017.0
2009-06-24 02:40:00	ES	Futures	862.17	863.13	861.93	862.17	3531.0
2009-06-24 02:45:00	ES	Futures	862.17	863.13	862.17	862.89	1156.0
2009-06-24 02:50:00	ES	Futures	862.65	863.13	862.41	862.89	494.0
2009-06-24 02:55:00	ES	Futures	862.89	863.37	862.65	863.13	837.0
2009-06-24 03:00:00	ES	Futures	863.13	863.13	861.44	861.44	2108.0
2009-06-24 03:05:00	ES	Futures	861.44	861.44	860.24	861.44	2029.0
2009-06-24 03:10:00	ES	Futures	861.2	861.69	858.79	859.52	3334.0
2009-06-24 03:15:00	ES	Futures	859.52	859.76	858.31	859.27	2511.0
2009-06-24 03:20:00	ES	Futures	859.27	860.0	858.79	859.03	1681.0
2009-06-24 03:25:00	ES	Futures	858.79	859.52	858.31	859.52	1688.0
2009-06-24 03:30:00	ES	Futures	859.52	859.76	859.03	859.76	757.0
2009-06-24 03:35:00	ES	Futures	859.52	859.52	858.07	859.03	1576.0
2009-06-24 03:40:00	ES	Futures	859.03	859.27	858.31	859.03	864.0
2009-06-24 03:45:00	ES	Futures	859.03	859.52	858.55	858.55	1508.0
2009-06-24 03:50:00	ES	Futures	858.55	858.79	858.07	858.55	917.0
2009-06-24 03:55:00	ES	Futures	858.55	859.27	858.55	858.79	467.0
2009-06-24 04:00:00	ES	Futures	859.03	859.52	859.03	859.27	854.0
2009-06-24 04:05:00	ES	Futures	859.27	860.0	859.03	859.27	1234.0

> showing 50 of 10,770 rows — these rows as CSV

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