PREVIEW / futures_5min / 2009-06-26

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-06-26.parquet
  size:    152 KB
  rows:    8,699

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
2009-06-26 00:00:00	ES	Futures	880.5	880.5	880.26	880.26	92.0
2009-06-26 00:05:00	ES	Futures	880.26	880.98	880.26	880.98	529.0
2009-06-26 00:10:00	ES	Futures	880.74	880.98	880.5	880.5	412.0
2009-06-26 00:15:00	ES	Futures	880.5	880.74	880.5	880.74	278.0
2009-06-26 00:20:00	ES	Futures	880.5	880.74	880.5	880.74	164.0
2009-06-26 00:25:00	ES	Futures	880.74	880.98	880.74	880.74	265.0
2009-06-26 00:30:00	ES	Futures	880.74	880.74	880.5	880.74	55.0
2009-06-26 00:35:00	ES	Futures	880.74	880.74	880.26	880.26	113.0
2009-06-26 00:40:00	ES	Futures	880.5	880.5	880.26	880.26	45.0
2009-06-26 00:45:00	ES	Futures	880.5	880.74	880.01	880.5	480.0
2009-06-26 00:50:00	ES	Futures	880.5	880.74	880.5	880.74	214.0
2009-06-26 00:55:00	ES	Futures	880.74	881.22	880.74	880.74	326.0
2009-06-26 01:00:00	ES	Futures	880.74	880.74	880.5	880.5	273.0
2009-06-26 01:05:00	ES	Futures	880.74	880.74	880.5	880.74	12.0
2009-06-26 01:10:00	ES	Futures	880.74	880.74	880.5	880.74	709.0
2009-06-26 01:15:00	ES	Futures	880.74	880.74	880.5	880.74	39.0
2009-06-26 01:20:00	ES	Futures	880.74	880.74	880.5	880.74	78.0
2009-06-26 01:25:00	ES	Futures	880.74	881.46	880.5	881.22	257.0
2009-06-26 01:30:00	ES	Futures	881.22	881.94	881.22	881.46	634.0
2009-06-26 01:35:00	ES	Futures	881.7	882.18	881.7	881.94	416.0
2009-06-26 01:40:00	ES	Futures	882.18	882.18	881.94	881.94	109.0
2009-06-26 01:45:00	ES	Futures	882.18	882.18	881.94	881.94	132.0
2009-06-26 01:50:00	ES	Futures	881.94	882.18	881.94	882.18	254.0
2009-06-26 01:55:00	ES	Futures	882.18	882.43	881.94	881.94	423.0
2009-06-26 02:00:00	ES	Futures	881.94	882.43	881.94	882.18	695.0
2009-06-26 02:05:00	ES	Futures	882.18	882.43	881.7	881.94	769.0
2009-06-26 02:10:00	ES	Futures	881.94	882.18	881.7	882.18	303.0
2009-06-26 02:15:00	ES	Futures	881.94	882.43	881.94	882.43	465.0
2009-06-26 02:20:00	ES	Futures	882.43	882.43	881.94	881.94	163.0
2009-06-26 02:25:00	ES	Futures	882.18	882.67	881.94	882.67	299.0
2009-06-26 02:30:00	ES	Futures	882.43	882.91	882.43	882.91	1035.0
2009-06-26 02:35:00	ES	Futures	882.91	883.15	882.67	882.91	795.0
2009-06-26 02:40:00	ES	Futures	882.91	883.15	882.67	882.91	436.0
2009-06-26 02:45:00	ES	Futures	882.91	882.91	882.18	882.18	475.0
2009-06-26 02:50:00	ES	Futures	882.18	882.43	881.7	881.94	905.0
2009-06-26 02:55:00	ES	Futures	881.94	882.67	881.94	882.18	312.0
2009-06-26 03:00:00	ES	Futures	882.43	882.67	882.18	882.43	1265.0
2009-06-26 03:05:00	ES	Futures	882.43	884.6	882.43	884.6	4054.0
2009-06-26 03:10:00	ES	Futures	884.36	884.84	883.39	884.11	2364.0
2009-06-26 03:15:00	ES	Futures	884.36	884.36	883.15	883.87	1386.0
2009-06-26 03:20:00	ES	Futures	883.87	884.6	883.63	884.6	1703.0
2009-06-26 03:25:00	ES	Futures	884.36	884.6	882.67	882.91	2032.0
2009-06-26 03:30:00	ES	Futures	882.91	883.87	882.91	882.91	950.0
2009-06-26 03:35:00	ES	Futures	882.91	884.36	882.67	884.11	1285.0
2009-06-26 03:40:00	ES	Futures	884.11	884.84	884.11	884.84	1454.0
2009-06-26 03:45:00	ES	Futures	884.6	884.84	884.11	884.36	1375.0
2009-06-26 03:50:00	ES	Futures	884.11	884.11	882.67	882.91	1377.0
2009-06-26 03:55:00	ES	Futures	882.91	883.39	882.18	882.43	1081.0
2009-06-26 04:00:00	ES	Futures	882.18	883.39	881.94	882.91	2052.0
2009-06-26 04:05:00	ES	Futures	883.15	883.39	882.91	882.91	371.0

> showing 50 of 8,699 rows — these rows as CSV

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