PREVIEW / futures_5min / 2009-07-01

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-07-01.parquet
  size:    180 KB
  rows:    10,806

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
2009-07-01 00:00:00	ES	Futures	884.84	885.56	884.84	885.08	1251.0
2009-07-01 00:05:00	ES	Futures	885.08	885.32	885.08	885.08	157.0
2009-07-01 00:10:00	ES	Futures	885.32	885.56	885.08	885.56	223.0
2009-07-01 00:15:00	ES	Futures	885.56	885.56	885.32	885.32	221.0
2009-07-01 00:20:00	ES	Futures	885.32	885.56	885.32	885.32	197.0
2009-07-01 00:25:00	ES	Futures	885.32	885.56	885.32	885.32	31.0
2009-07-01 00:30:00	ES	Futures	885.56	885.56	885.32	885.32	49.0
2009-07-01 00:35:00	ES	Futures	885.32	885.56	885.32	885.32	39.0
2009-07-01 00:40:00	ES	Futures	885.32	885.56	885.32	885.32	31.0
2009-07-01 00:45:00	ES	Futures	885.32	885.56	885.32	885.32	60.0
2009-07-01 00:50:00	ES	Futures	885.32	885.56	885.32	885.32	331.0
2009-07-01 00:55:00	ES	Futures	885.32	885.56	885.32	885.56	327.0
2009-07-01 01:00:00	ES	Futures	885.56	886.04	885.32	886.04	1573.0
2009-07-01 01:05:00	ES	Futures	886.04	886.04	885.56	885.8	148.0
2009-07-01 01:10:00	ES	Futures	885.8	886.04	885.08	885.32	447.0
2009-07-01 01:15:00	ES	Futures	885.08	885.32	884.6	884.84	616.0
2009-07-01 01:20:00	ES	Futures	884.84	885.08	884.6	885.08	393.0
2009-07-01 01:25:00	ES	Futures	885.08	885.08	882.18	882.18	2177.0
2009-07-01 01:30:00	ES	Futures	882.18	883.63	881.22	881.7	1958.0
2009-07-01 01:35:00	ES	Futures	881.7	882.43	881.46	881.94	588.0
2009-07-01 01:40:00	ES	Futures	881.94	883.15	881.7	882.91	715.0
2009-07-01 01:45:00	ES	Futures	882.91	883.39	882.67	882.67	558.0
2009-07-01 01:50:00	ES	Futures	882.67	883.63	882.67	883.63	226.0
2009-07-01 01:55:00	ES	Futures	883.63	883.63	882.91	882.91	413.0
2009-07-01 02:00:00	ES	Futures	882.91	883.39	881.7	882.18	1300.0
2009-07-01 02:05:00	ES	Futures	882.18	882.43	881.22	881.7	1339.0
2009-07-01 02:10:00	ES	Futures	881.46	882.43	881.46	881.94	419.0
2009-07-01 02:15:00	ES	Futures	882.18	882.91	882.18	882.91	471.0
2009-07-01 02:20:00	ES	Futures	882.91	883.15	882.91	882.91	149.0
2009-07-01 02:25:00	ES	Futures	883.15	883.39	882.18	882.91	734.0
2009-07-01 02:30:00	ES	Futures	883.15	883.63	882.91	883.15	325.0
2009-07-01 02:35:00	ES	Futures	883.15	883.39	883.15	883.15	250.0
2009-07-01 02:40:00	ES	Futures	882.91	882.91	882.18	882.91	696.0
2009-07-01 02:45:00	ES	Futures	883.15	883.63	882.91	883.39	190.0
2009-07-01 02:50:00	ES	Futures	883.15	884.11	883.15	883.87	860.0
2009-07-01 02:55:00	ES	Futures	883.87	884.36	883.63	884.11	847.0
2009-07-01 03:00:00	ES	Futures	884.36	885.56	883.87	885.56	2090.0
2009-07-01 03:05:00	ES	Futures	885.56	886.77	885.32	886.04	4609.0
2009-07-01 03:10:00	ES	Futures	886.28	887.25	886.04	886.53	2577.0
2009-07-01 03:15:00	ES	Futures	886.53	887.25	886.04	887.01	1768.0
2009-07-01 03:20:00	ES	Futures	887.01	888.94	887.01	888.45	5033.0
2009-07-01 03:25:00	ES	Futures	888.21	889.66	888.21	888.7	2881.0
2009-07-01 03:30:00	ES	Futures	888.94	888.94	887.49	887.73	2039.0
2009-07-01 03:35:00	ES	Futures	887.73	889.42	887.73	889.18	1421.0
2009-07-01 03:40:00	ES	Futures	889.42	889.9	888.45	888.94	2658.0
2009-07-01 03:45:00	ES	Futures	888.94	889.66	888.21	888.94	2547.0
2009-07-01 03:50:00	ES	Futures	889.18	889.9	888.94	889.66	1576.0
2009-07-01 03:55:00	ES	Futures	889.66	889.66	888.7	889.42	1461.0
2009-07-01 04:00:00	ES	Futures	889.66	889.66	888.45	888.7	1190.0
2009-07-01 04:05:00	ES	Futures	888.45	889.18	888.21	888.21	927.0

> showing 50 of 10,806 rows — these rows as CSV

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