PREVIEW / futures_5min / 2009-06-28

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-06-28.parquet
  size:    35 KB
  rows:    1,592

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
2009-06-28 18:00:00	ES	Futures	880.74	881.7	880.5	880.74	761.0
2009-06-28 18:05:00	ES	Futures	880.5	880.74	880.01	880.26	642.0
2009-06-28 18:10:00	ES	Futures	880.01	880.01	879.29	879.29	652.0
2009-06-28 18:15:00	ES	Futures	879.29	879.53	878.81	879.29	626.0
2009-06-28 18:20:00	ES	Futures	879.53	879.77	879.29	879.29	76.0
2009-06-28 18:25:00	ES	Futures	879.29	880.26	879.29	880.26	249.0
2009-06-28 18:30:00	ES	Futures	880.26	880.26	879.53	879.77	111.0
2009-06-28 18:35:00	ES	Futures	879.53	880.01	879.53	879.53	106.0
2009-06-28 18:40:00	ES	Futures	879.53	880.26	879.29	880.26	116.0
2009-06-28 18:45:00	ES	Futures	880.26	880.26	879.05	879.29	422.0
2009-06-28 18:50:00	ES	Futures	879.29	879.29	879.05	879.29	16.0
2009-06-28 18:55:00	ES	Futures	879.29	879.29	879.29	879.29	15.0
2009-06-28 19:00:00	ES	Futures	879.29	880.01	878.81	879.05	321.0
2009-06-28 19:05:00	ES	Futures	878.81	879.29	878.81	879.29	428.0
2009-06-28 19:10:00	ES	Futures	879.29	879.77	879.29	879.77	129.0
2009-06-28 19:15:00	ES	Futures	879.53	880.26	879.53	880.26	72.0
2009-06-28 19:20:00	ES	Futures	880.26	880.5	879.53	879.77	708.0
2009-06-28 19:25:00	ES	Futures	880.01	880.01	879.77	880.01	15.0
2009-06-28 19:30:00	ES	Futures	880.01	880.01	879.77	880.01	19.0
2009-06-28 19:35:00	ES	Futures	880.01	880.26	879.53	879.53	181.0
2009-06-28 19:40:00	ES	Futures	879.53	880.01	879.53	880.01	84.0
2009-06-28 19:45:00	ES	Futures	880.01	880.26	879.77	879.77	118.0
2009-06-28 19:50:00	ES	Futures	879.53	880.26	879.29	880.01	187.0
2009-06-28 19:55:00	ES	Futures	880.01	880.01	879.29	879.53	142.0
2009-06-28 20:00:00	ES	Futures	879.77	879.77	879.29	879.29	191.0
2009-06-28 20:05:00	ES	Futures	879.05	879.29	879.05	879.05	203.0
2009-06-28 20:10:00	ES	Futures	879.05	879.29	878.81	879.29	189.0
2009-06-28 20:15:00	ES	Futures	879.05	879.29	878.57	878.81	197.0
2009-06-28 20:20:00	ES	Futures	878.81	879.05	878.81	878.81	215.0
2009-06-28 20:25:00	ES	Futures	879.05	880.01	878.81	880.01	249.0
2009-06-28 20:30:00	ES	Futures	880.26	880.26	879.53	880.01	284.0
2009-06-28 20:35:00	ES	Futures	880.01	880.26	880.01	880.26	194.0
2009-06-28 20:40:00	ES	Futures	880.26	880.26	880.01	880.26	354.0
2009-06-28 20:45:00	ES	Futures	880.01	880.26	879.77	880.01	436.0
2009-06-28 20:50:00	ES	Futures	879.77	879.77	879.05	879.05	324.0
2009-06-28 20:55:00	ES	Futures	879.29	879.53	879.29	879.29	101.0
2009-06-28 21:00:00	ES	Futures	879.53	879.77	879.29	879.77	55.0
2009-06-28 21:05:00	ES	Futures	879.77	880.01	879.77	879.77	182.0
2009-06-28 21:10:00	ES	Futures	880.01	880.01	879.53	879.53	116.0
2009-06-28 21:15:00	ES	Futures	879.53	880.01	879.53	879.77	158.0
2009-06-28 21:20:00	ES	Futures	879.77	880.01	879.53	879.77	109.0
2009-06-28 21:25:00	ES	Futures	879.77	879.77	879.29	879.29	180.0
2009-06-28 21:30:00	ES	Futures	879.53	880.01	879.29	879.77	132.0
2009-06-28 21:35:00	ES	Futures	880.01	880.26	880.01	880.01	184.0
2009-06-28 21:40:00	ES	Futures	880.01	880.01	879.77	880.01	99.0
2009-06-28 21:45:00	ES	Futures	880.01	880.01	879.77	879.77	20.0
2009-06-28 21:50:00	ES	Futures	879.77	880.01	879.77	880.01	99.0
2009-06-28 21:55:00	ES	Futures	879.77	880.01	879.53	879.77	187.0
2009-06-28 22:00:00	ES	Futures	879.77	879.77	879.53	879.77	47.0
2009-06-28 22:05:00	ES	Futures	879.53	879.53	879.29	879.53	173.0

> showing 50 of 1,592 rows — these rows as CSV

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