PREVIEW / futures_5min / 2009-07-05

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-07-05.parquet
  size:    37 KB
  rows:    1,754

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
2009-07-05 18:00:00	ES	Futures	860.48	862.17	860.24	861.93	3262.0
2009-07-05 18:05:00	ES	Futures	861.93	861.93	860.48	860.48	538.0
2009-07-05 18:10:00	ES	Futures	860.48	860.72	859.76	859.76	564.0
2009-07-05 18:15:00	ES	Futures	859.76	860.0	859.27	859.52	683.0
2009-07-05 18:20:00	ES	Futures	859.52	859.76	858.79	859.03	782.0
2009-07-05 18:25:00	ES	Futures	859.03	859.03	857.83	858.31	1105.0
2009-07-05 18:30:00	ES	Futures	858.31	859.03	858.07	858.79	460.0
2009-07-05 18:35:00	ES	Futures	858.79	859.03	858.07	858.79	468.0
2009-07-05 18:40:00	ES	Futures	858.79	858.79	858.31	858.79	88.0
2009-07-05 18:45:00	ES	Futures	858.55	858.55	857.59	858.07	822.0
2009-07-05 18:50:00	ES	Futures	858.07	858.07	857.59	857.83	189.0
2009-07-05 18:55:00	ES	Futures	857.83	858.31	857.83	858.31	110.0
2009-07-05 19:00:00	ES	Futures	858.07	858.55	857.83	858.31	44.0
2009-07-05 19:05:00	ES	Futures	858.07	858.55	858.07	858.55	226.0
2009-07-05 19:10:00	ES	Futures	858.55	858.79	858.55	858.55	60.0
2009-07-05 19:15:00	ES	Futures	858.55	858.55	858.07	858.07	241.0
2009-07-05 19:20:00	ES	Futures	858.31	858.55	858.07	858.55	75.0
2009-07-05 19:25:00	ES	Futures	858.55	858.55	858.07	858.31	76.0
2009-07-05 19:30:00	ES	Futures	858.31	858.55	858.07	858.55	94.0
2009-07-05 19:35:00	ES	Futures	858.55	858.55	858.31	858.31	74.0
2009-07-05 19:40:00	ES	Futures	858.07	858.07	857.59	858.07	391.0
2009-07-05 19:45:00	ES	Futures	858.07	858.31	857.1	857.83	1198.0
2009-07-05 19:50:00	ES	Futures	857.59	858.31	857.59	858.07	299.0
2009-07-05 19:55:00	ES	Futures	857.83	857.83	857.34	857.59	185.0
2009-07-05 20:00:00	ES	Futures	857.59	858.07	857.59	858.07	103.0
2009-07-05 20:05:00	ES	Futures	858.07	858.31	857.83	858.07	98.0
2009-07-05 20:10:00	ES	Futures	858.07	858.31	858.07	858.31	288.0
2009-07-05 20:15:00	ES	Futures	858.31	858.31	857.59	857.59	107.0
2009-07-05 20:20:00	ES	Futures	857.83	858.07	857.59	858.07	70.0
2009-07-05 20:25:00	ES	Futures	857.83	858.31	857.83	858.31	150.0
2009-07-05 20:30:00	ES	Futures	858.31	858.55	857.83	857.83	279.0
2009-07-05 20:35:00	ES	Futures	857.83	858.31	857.59	858.07	289.0
2009-07-05 20:40:00	ES	Futures	858.31	858.79	858.31	858.55	363.0
2009-07-05 20:45:00	ES	Futures	858.55	858.79	858.07	858.31	352.0
2009-07-05 20:50:00	ES	Futures	858.55	858.55	858.07	858.31	332.0
2009-07-05 20:55:00	ES	Futures	858.55	858.79	858.55	858.79	195.0
2009-07-05 21:00:00	ES	Futures	858.79	858.79	858.55	858.79	214.0
2009-07-05 21:05:00	ES	Futures	858.79	859.27	858.79	859.03	207.0
2009-07-05 21:10:00	ES	Futures	859.27	859.52	858.79	859.03	347.0
2009-07-05 21:15:00	ES	Futures	859.27	859.27	858.79	859.03	361.0
2009-07-05 21:20:00	ES	Futures	859.27	859.27	858.79	859.03	310.0
2009-07-05 21:25:00	ES	Futures	859.03	859.03	858.55	858.55	197.0
2009-07-05 21:30:00	ES	Futures	858.79	858.79	858.07	858.31	417.0
2009-07-05 21:35:00	ES	Futures	858.31	858.31	858.07	858.31	70.0
2009-07-05 21:40:00	ES	Futures	858.31	858.31	857.1	857.34	789.0
2009-07-05 21:45:00	ES	Futures	857.34	857.59	856.86	856.86	669.0
2009-07-05 21:50:00	ES	Futures	856.86	857.1	853.73	854.21	3529.0
2009-07-05 21:55:00	ES	Futures	854.21	855.17	854.21	854.69	703.0
2009-07-05 22:00:00	ES	Futures	854.69	855.17	854.45	854.93	604.0
2009-07-05 22:05:00	ES	Futures	854.93	855.17	854.93	855.17	290.0

> showing 50 of 1,754 rows — these rows as CSV

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