PREVIEW / futures_5min / 2009-07-03

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-07-03.parquet
  size:    87 KB
  rows:    5,511

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
2009-07-03 00:00:00	ES	Futures	861.93	862.17	861.69	861.93	203.0
2009-07-03 00:05:00	ES	Futures	861.93	862.17	861.69	861.93	95.0
2009-07-03 00:10:00	ES	Futures	861.93	861.93	861.44	861.93	99.0
2009-07-03 00:15:00	ES	Futures	861.93	861.93	861.69	861.69	74.0
2009-07-03 00:20:00	ES	Futures	861.93	863.13	861.93	862.89	378.0
2009-07-03 00:25:00	ES	Futures	863.13	863.61	862.89	863.37	325.0
2009-07-03 00:30:00	ES	Futures	863.37	863.37	862.89	863.37	155.0
2009-07-03 00:35:00	ES	Futures	863.37	863.37	863.13	863.37	28.0
2009-07-03 00:40:00	ES	Futures	863.37	863.61	863.13	863.13	82.0
2009-07-03 00:45:00	ES	Futures	863.13	863.37	863.13	863.13	30.0
2009-07-03 00:50:00	ES	Futures	863.13	863.37	863.13	863.13	28.0
2009-07-03 00:55:00	ES	Futures	863.13	863.86	863.13	863.86	1232.0
2009-07-03 01:00:00	ES	Futures	863.86	863.86	863.61	863.61	192.0
2009-07-03 01:05:00	ES	Futures	863.61	863.86	863.61	863.61	32.0
2009-07-03 01:10:00	ES	Futures	863.61	863.86	863.61	863.61	28.0
2009-07-03 01:15:00	ES	Futures	863.61	863.86	863.61	863.61	22.0
2009-07-03 01:20:00	ES	Futures	863.86	863.86	863.61	863.61	78.0
2009-07-03 01:25:00	ES	Futures	863.86	863.86	863.61	863.61	842.0
2009-07-03 01:30:00	ES	Futures	863.86	863.86	863.61	863.61	365.0
2009-07-03 01:35:00	ES	Futures	863.86	863.86	863.61	863.61	57.0
2009-07-03 01:40:00	ES	Futures	863.86	863.86	863.61	863.86	177.0
2009-07-03 01:45:00	ES	Futures	863.86	863.86	863.61	863.61	78.0
2009-07-03 01:50:00	ES	Futures	863.86	864.1	863.61	863.86	555.0
2009-07-03 01:55:00	ES	Futures	863.86	864.1	863.61	863.86	359.0
2009-07-03 02:00:00	ES	Futures	863.86	865.06	863.86	864.82	1779.0
2009-07-03 02:05:00	ES	Futures	864.82	865.3	864.58	865.06	611.0
2009-07-03 02:10:00	ES	Futures	865.3	865.3	864.82	864.82	292.0
2009-07-03 02:15:00	ES	Futures	864.82	865.06	864.58	864.82	187.0
2009-07-03 02:20:00	ES	Futures	865.06	865.06	864.58	864.58	329.0
2009-07-03 02:25:00	ES	Futures	864.58	865.3	864.58	865.06	229.0
2009-07-03 02:30:00	ES	Futures	864.82	865.3	864.82	865.06	526.0
2009-07-03 02:35:00	ES	Futures	864.82	865.54	864.82	865.3	687.0
2009-07-03 02:40:00	ES	Futures	865.3	865.54	864.82	864.82	279.0
2009-07-03 02:45:00	ES	Futures	864.82	865.3	864.58	865.3	598.0
2009-07-03 02:50:00	ES	Futures	865.3	865.54	865.06	865.3	318.0
2009-07-03 02:55:00	ES	Futures	865.06	865.54	865.06	865.3	306.0
2009-07-03 03:00:00	ES	Futures	865.06	866.03	865.06	865.54	2265.0
2009-07-03 03:05:00	ES	Futures	865.54	866.03	865.06	865.06	971.0
2009-07-03 03:10:00	ES	Futures	865.06	865.06	862.65	862.89	2201.0
2009-07-03 03:15:00	ES	Futures	862.89	864.34	862.89	863.86	1401.0
2009-07-03 03:20:00	ES	Futures	863.86	864.82	863.13	864.82	1199.0
2009-07-03 03:25:00	ES	Futures	864.58	864.82	864.1	864.82	757.0
2009-07-03 03:30:00	ES	Futures	864.58	865.3	864.58	865.3	1031.0
2009-07-03 03:35:00	ES	Futures	865.3	865.54	864.82	865.3	881.0
2009-07-03 03:40:00	ES	Futures	865.06	865.3	864.82	864.82	347.0
2009-07-03 03:45:00	ES	Futures	864.82	864.82	864.1	864.58	689.0
2009-07-03 03:50:00	ES	Futures	864.58	865.06	863.86	864.34	498.0
2009-07-03 03:55:00	ES	Futures	864.34	864.34	863.13	863.37	1277.0
2009-07-03 04:00:00	ES	Futures	863.37	863.61	862.89	863.13	764.0
2009-07-03 04:05:00	ES	Futures	863.13	863.37	862.65	863.37	889.0

> showing 50 of 5,511 rows — these rows as CSV

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