PREVIEW / futures_5min / 2009-06-25

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-06-25.parquet
  size:    199 KB
  rows:    10,764

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
2009-06-25 00:00:00	ES	Futures	867.96	870.13	867.96	869.64	1808.0
2009-06-25 00:05:00	ES	Futures	869.4	876.4	869.16	874.95	10812.0
2009-06-25 00:10:00	ES	Futures	874.95	875.67	874.47	874.71	1945.0
2009-06-25 00:15:00	ES	Futures	874.47	875.19	874.23	874.23	679.0
2009-06-25 00:20:00	ES	Futures	874.47	875.19	873.98	874.47	735.0
2009-06-25 00:25:00	ES	Futures	874.95	875.43	874.47	874.95	733.0
2009-06-25 00:30:00	ES	Futures	874.95	875.67	874.71	874.95	922.0
2009-06-25 00:35:00	ES	Futures	874.95	875.19	874.71	874.95	271.0
2009-06-25 00:40:00	ES	Futures	874.95	875.19	874.71	874.71	252.0
2009-06-25 00:45:00	ES	Futures	874.71	874.95	874.23	874.47	488.0
2009-06-25 00:50:00	ES	Futures	874.47	874.95	874.23	874.47	332.0
2009-06-25 00:55:00	ES	Futures	874.47	874.47	873.98	874.47	375.0
2009-06-25 01:00:00	ES	Futures	874.23	874.95	873.98	874.95	540.0
2009-06-25 01:05:00	ES	Futures	874.71	875.19	874.47	875.19	376.0
2009-06-25 01:10:00	ES	Futures	875.19	875.19	874.71	874.71	285.0
2009-06-25 01:15:00	ES	Futures	874.71	875.43	874.71	875.43	341.0
2009-06-25 01:20:00	ES	Futures	875.19	875.43	874.71	875.19	242.0
2009-06-25 01:25:00	ES	Futures	875.19	875.91	874.95	875.67	425.0
2009-06-25 01:30:00	ES	Futures	875.43	875.91	874.47	874.47	433.0
2009-06-25 01:35:00	ES	Futures	874.47	875.43	874.47	874.71	526.0
2009-06-25 01:40:00	ES	Futures	874.95	874.95	874.23	874.47	432.0
2009-06-25 01:45:00	ES	Futures	874.47	874.71	873.74	873.74	643.0
2009-06-25 01:50:00	ES	Futures	873.74	873.98	872.78	873.5	1121.0
2009-06-25 01:55:00	ES	Futures	873.26	873.26	872.78	872.78	506.0
2009-06-25 02:00:00	ES	Futures	872.78	873.74	872.54	873.5	1316.0
2009-06-25 02:05:00	ES	Futures	873.74	873.98	872.78	873.02	545.0
2009-06-25 02:10:00	ES	Futures	873.02	873.26	872.06	872.54	1227.0
2009-06-25 02:15:00	ES	Futures	872.54	873.02	872.3	872.3	278.0
2009-06-25 02:20:00	ES	Futures	872.3	872.54	871.81	871.81	914.0
2009-06-25 02:25:00	ES	Futures	872.06	872.3	871.57	871.81	446.0
2009-06-25 02:30:00	ES	Futures	871.81	872.06	871.57	871.81	375.0
2009-06-25 02:35:00	ES	Futures	871.81	872.3	871.33	872.06	890.0
2009-06-25 02:40:00	ES	Futures	872.06	873.74	872.06	873.26	1128.0
2009-06-25 02:45:00	ES	Futures	873.5	874.71	873.5	873.5	1456.0
2009-06-25 02:50:00	ES	Futures	873.5	873.98	872.78	872.78	1093.0
2009-06-25 02:55:00	ES	Futures	872.78	873.02	872.06	872.3	560.0
2009-06-25 03:00:00	ES	Futures	872.3	872.54	870.37	870.61	3849.0
2009-06-25 03:05:00	ES	Futures	870.61	871.33	869.89	871.09	2338.0
2009-06-25 03:10:00	ES	Futures	871.09	871.81	870.37	870.37	1398.0
2009-06-25 03:15:00	ES	Futures	870.37	870.61	869.4	870.37	2310.0
2009-06-25 03:20:00	ES	Futures	870.37	870.61	869.4	869.89	2244.0
2009-06-25 03:25:00	ES	Futures	869.64	869.89	868.68	868.92	2109.0
2009-06-25 03:30:00	ES	Futures	868.92	870.13	868.2	869.89	3501.0
2009-06-25 03:35:00	ES	Futures	869.89	870.37	869.64	870.13	1219.0
2009-06-25 03:40:00	ES	Futures	870.13	871.09	869.89	870.85	1015.0
2009-06-25 03:45:00	ES	Futures	870.85	870.85	869.89	870.61	865.0
2009-06-25 03:50:00	ES	Futures	870.85	871.57	870.61	870.85	871.0
2009-06-25 03:55:00	ES	Futures	870.85	871.57	870.85	871.57	1263.0
2009-06-25 04:00:00	ES	Futures	871.33	872.3	871.09	871.81	1680.0
2009-06-25 04:05:00	ES	Futures	871.81	873.26	871.57	872.78	2231.0

> showing 50 of 10,764 rows — these rows as CSV

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