PREVIEW / futures_5min / 2009-07-08

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-07-08.parquet
  size:    192 KB
  rows:    11,114

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
2009-07-08 00:00:00	ES	Futures	846.25	846.25	845.77	846.01	243.0
2009-07-08 00:05:00	ES	Futures	845.77	846.25	845.77	846.01	174.0
2009-07-08 00:10:00	ES	Futures	846.25	846.25	846.01	846.01	22.0
2009-07-08 00:15:00	ES	Futures	846.01	846.25	845.77	846.25	134.0
2009-07-08 00:20:00	ES	Futures	846.25	846.25	846.01	846.01	104.0
2009-07-08 00:25:00	ES	Futures	846.01	846.25	846.01	846.01	226.0
2009-07-08 00:30:00	ES	Futures	846.01	846.25	845.53	845.77	440.0
2009-07-08 00:35:00	ES	Futures	845.77	846.25	845.77	846.25	109.0
2009-07-08 00:40:00	ES	Futures	846.01	846.25	845.77	846.25	154.0
2009-07-08 00:45:00	ES	Futures	846.25	846.49	846.01	846.25	273.0
2009-07-08 00:50:00	ES	Futures	846.25	846.73	846.25	846.49	557.0
2009-07-08 00:55:00	ES	Futures	846.49	846.97	846.25	846.97	146.0
2009-07-08 01:00:00	ES	Futures	846.97	846.97	846.49	846.97	348.0
2009-07-08 01:05:00	ES	Futures	846.73	846.73	846.49	846.49	52.0
2009-07-08 01:10:00	ES	Futures	846.49	846.73	846.49	846.73	96.0
2009-07-08 01:15:00	ES	Futures	846.73	846.73	846.49	846.73	188.0
2009-07-08 01:20:00	ES	Futures	846.49	846.73	846.49	846.73	102.0
2009-07-08 01:25:00	ES	Futures	846.73	846.97	846.49	846.97	251.0
2009-07-08 01:30:00	ES	Futures	846.97	846.97	846.49	846.49	248.0
2009-07-08 01:35:00	ES	Futures	846.73	846.73	846.01	846.25	265.0
2009-07-08 01:40:00	ES	Futures	846.49	846.49	846.25	846.25	223.0
2009-07-08 01:45:00	ES	Futures	846.25	846.73	846.25	846.25	405.0
2009-07-08 01:50:00	ES	Futures	846.49	846.49	846.25	846.25	216.0
2009-07-08 01:55:00	ES	Futures	846.49	846.49	846.25	846.25	196.0
2009-07-08 02:00:00	ES	Futures	846.25	846.73	846.25	846.73	905.0
2009-07-08 02:05:00	ES	Futures	846.97	846.97	846.01	846.49	450.0
2009-07-08 02:10:00	ES	Futures	846.01	846.73	846.01	846.25	487.0
2009-07-08 02:15:00	ES	Futures	846.25	846.49	846.01	846.01	782.0
2009-07-08 02:20:00	ES	Futures	846.01	846.49	845.77	846.01	704.0
2009-07-08 02:25:00	ES	Futures	846.01	846.49	845.77	846.25	773.0
2009-07-08 02:30:00	ES	Futures	846.25	846.49	845.77	846.01	597.0
2009-07-08 02:35:00	ES	Futures	846.25	846.25	845.77	846.01	474.0
2009-07-08 02:40:00	ES	Futures	846.25	848.18	846.01	847.46	1722.0
2009-07-08 02:45:00	ES	Futures	847.7	848.18	847.46	847.94	674.0
2009-07-08 02:50:00	ES	Futures	847.7	848.18	847.46	847.94	511.0
2009-07-08 02:55:00	ES	Futures	847.94	849.14	847.7	848.9	1905.0
2009-07-08 03:00:00	ES	Futures	849.14	850.59	848.9	850.11	5044.0
2009-07-08 03:05:00	ES	Futures	850.11	850.35	849.63	849.63	2665.0
2009-07-08 03:10:00	ES	Futures	849.63	851.07	849.63	850.83	2815.0
2009-07-08 03:15:00	ES	Futures	850.59	851.07	850.59	851.07	1148.0
2009-07-08 03:20:00	ES	Futures	850.83	851.32	850.83	850.83	1471.0
2009-07-08 03:25:00	ES	Futures	850.83	851.32	850.11	850.35	1607.0
2009-07-08 03:30:00	ES	Futures	850.11	850.35	849.39	849.87	2325.0
2009-07-08 03:35:00	ES	Futures	849.87	850.11	848.66	848.9	1641.0
2009-07-08 03:40:00	ES	Futures	848.9	849.87	848.18	849.63	1678.0
2009-07-08 03:45:00	ES	Futures	849.39	849.63	848.18	849.14	1356.0
2009-07-08 03:50:00	ES	Futures	848.9	849.14	847.46	847.94	1968.0
2009-07-08 03:55:00	ES	Futures	847.94	849.39	847.7	848.9	2074.0
2009-07-08 04:00:00	ES	Futures	848.9	849.39	848.42	849.14	2260.0
2009-07-08 04:05:00	ES	Futures	849.14	849.39	848.9	848.9	1322.0

> showing 50 of 11,114 rows — these rows as CSV

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