PREVIEW / futures_5min / 2009-07-06

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-07-06.parquet
  size:    175 KB
  rows:    11,052

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
2009-07-06 00:00:00	ES	Futures	854.93	854.93	854.45	854.69	282.0
2009-07-06 00:05:00	ES	Futures	854.69	855.9	854.69	855.9	420.0
2009-07-06 00:10:00	ES	Futures	855.9	856.62	855.9	856.38	467.0
2009-07-06 00:15:00	ES	Futures	856.38	857.59	856.14	857.34	1053.0
2009-07-06 00:20:00	ES	Futures	857.1	857.1	856.62	856.86	185.0
2009-07-06 00:25:00	ES	Futures	856.86	857.1	856.62	856.86	174.0
2009-07-06 00:30:00	ES	Futures	856.86	857.1	856.62	856.86	130.0
2009-07-06 00:35:00	ES	Futures	856.86	856.86	856.38	856.38	145.0
2009-07-06 00:40:00	ES	Futures	856.38	856.38	855.9	855.9	195.0
2009-07-06 00:45:00	ES	Futures	855.9	856.14	854.93	855.17	569.0
2009-07-06 00:50:00	ES	Futures	854.93	855.17	854.69	854.93	203.0
2009-07-06 00:55:00	ES	Futures	854.93	854.93	854.45	854.45	346.0
2009-07-06 01:00:00	ES	Futures	854.45	854.45	853.97	854.45	287.0
2009-07-06 01:05:00	ES	Futures	854.45	854.69	854.21	854.45	130.0
2009-07-06 01:10:00	ES	Futures	854.45	856.14	854.45	855.9	545.0
2009-07-06 01:15:00	ES	Futures	855.9	856.38	855.66	856.38	349.0
2009-07-06 01:20:00	ES	Futures	856.14	856.38	855.66	855.9	158.0
2009-07-06 01:25:00	ES	Futures	855.9	856.14	855.66	856.14	86.0
2009-07-06 01:30:00	ES	Futures	856.14	856.38	856.14	856.38	211.0
2009-07-06 01:35:00	ES	Futures	856.14	856.38	856.14	856.38	169.0
2009-07-06 01:40:00	ES	Futures	856.38	856.62	855.42	855.66	377.0
2009-07-06 01:45:00	ES	Futures	855.66	855.66	854.45	854.93	312.0
2009-07-06 01:50:00	ES	Futures	854.93	856.14	854.69	856.14	276.0
2009-07-06 01:55:00	ES	Futures	856.14	856.14	854.93	855.17	319.0
2009-07-06 02:00:00	ES	Futures	855.17	856.38	854.93	855.17	1277.0
2009-07-06 02:05:00	ES	Futures	855.17	855.17	853.73	854.21	1452.0
2009-07-06 02:10:00	ES	Futures	854.21	854.93	853.73	854.69	853.0
2009-07-06 02:15:00	ES	Futures	854.69	855.9	854.21	855.42	1404.0
2009-07-06 02:20:00	ES	Futures	855.42	857.1	855.42	856.86	1238.0
2009-07-06 02:25:00	ES	Futures	856.86	857.1	856.14	856.38	332.0
2009-07-06 02:30:00	ES	Futures	856.38	856.38	855.9	856.14	571.0
2009-07-06 02:35:00	ES	Futures	856.14	856.62	855.42	856.62	632.0
2009-07-06 02:40:00	ES	Futures	856.38	856.62	855.42	856.14	987.0
2009-07-06 02:45:00	ES	Futures	855.9	855.9	855.17	855.66	851.0
2009-07-06 02:50:00	ES	Futures	855.42	855.66	855.17	855.42	230.0
2009-07-06 02:55:00	ES	Futures	855.17	855.42	854.69	854.93	874.0
2009-07-06 03:00:00	ES	Futures	855.17	856.14	854.93	854.93	1873.0
2009-07-06 03:05:00	ES	Futures	854.93	854.93	853.97	854.45	3044.0
2009-07-06 03:10:00	ES	Futures	854.69	854.69	853.24	853.49	5321.0
2009-07-06 03:15:00	ES	Futures	853.73	853.73	852.76	853.49	3762.0
2009-07-06 03:20:00	ES	Futures	853.49	853.73	853.0	853.73	2220.0
2009-07-06 03:25:00	ES	Futures	853.73	854.69	853.24	854.45	1570.0
2009-07-06 03:30:00	ES	Futures	854.45	854.45	853.0	853.49	2591.0
2009-07-06 03:35:00	ES	Futures	853.24	853.49	852.04	853.0	3659.0
2009-07-06 03:40:00	ES	Futures	853.0	853.49	852.52	853.0	1432.0
2009-07-06 03:45:00	ES	Futures	853.0	853.49	852.76	853.24	930.0
2009-07-06 03:50:00	ES	Futures	853.49	853.49	853.0	853.0	1699.0
2009-07-06 03:55:00	ES	Futures	853.24	853.49	852.28	852.52	1147.0
2009-07-06 04:00:00	ES	Futures	852.52	853.0	852.04	852.76	1728.0
2009-07-06 04:05:00	ES	Futures	852.76	852.76	851.07	852.04	2677.0

> showing 50 of 11,052 rows — these rows as CSV

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