PREVIEW / futures_5min / 2009-07-09

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-07-09.parquet
  size:    180 KB
  rows:    11,046

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
2009-07-09 00:00:00	ES	Futures	846.73	846.97	846.49	846.97	300.0
2009-07-09 00:05:00	ES	Futures	846.97	846.97	846.73	846.73	44.0
2009-07-09 00:10:00	ES	Futures	846.73	846.97	846.49	846.73	211.0
2009-07-09 00:15:00	ES	Futures	846.97	846.97	846.49	846.73	199.0
2009-07-09 00:20:00	ES	Futures	846.49	846.73	846.49	846.73	38.0
2009-07-09 00:25:00	ES	Futures	846.73	846.73	846.49	846.49	36.0
2009-07-09 00:30:00	ES	Futures	846.49	846.49	846.01	846.25	348.0
2009-07-09 00:35:00	ES	Futures	846.25	846.49	846.25	846.25	55.0
2009-07-09 00:40:00	ES	Futures	846.25	846.49	846.25	846.25	179.0
2009-07-09 00:45:00	ES	Futures	846.25	846.49	846.25	846.49	110.0
2009-07-09 00:50:00	ES	Futures	846.49	846.49	846.49	846.49	40.0
2009-07-09 00:55:00	ES	Futures	846.49	846.49	846.25	846.25	229.0
2009-07-09 01:00:00	ES	Futures	846.25	846.49	846.25	846.49	205.0
2009-07-09 01:05:00	ES	Futures	846.49	846.73	846.49	846.49	75.0
2009-07-09 01:10:00	ES	Futures	846.49	846.49	846.25	846.49	79.0
2009-07-09 01:15:00	ES	Futures	846.49	846.73	846.25	846.49	177.0
2009-07-09 01:20:00	ES	Futures	846.49	846.49	846.25	846.25	197.0
2009-07-09 01:25:00	ES	Futures	846.25	846.25	846.25	846.25	41.0
2009-07-09 01:30:00	ES	Futures	846.25	846.25	846.01	846.25	163.0
2009-07-09 01:35:00	ES	Futures	846.01	846.25	846.01	846.25	39.0
2009-07-09 01:40:00	ES	Futures	846.01	846.25	846.01	846.25	126.0
2009-07-09 01:45:00	ES	Futures	846.01	846.73	846.01	846.73	318.0
2009-07-09 01:50:00	ES	Futures	846.49	846.73	846.49	846.49	271.0
2009-07-09 01:55:00	ES	Futures	846.49	846.73	846.25	846.25	232.0
2009-07-09 02:00:00	ES	Futures	846.49	846.73	845.77	846.49	766.0
2009-07-09 02:05:00	ES	Futures	846.49	847.94	846.49	847.7	2213.0
2009-07-09 02:10:00	ES	Futures	847.94	847.94	847.22	847.46	602.0
2009-07-09 02:15:00	ES	Futures	847.7	848.42	847.46	848.18	718.0
2009-07-09 02:20:00	ES	Futures	848.18	848.42	847.94	848.18	902.0
2009-07-09 02:25:00	ES	Futures	848.42	848.42	847.94	847.94	901.0
2009-07-09 02:30:00	ES	Futures	847.94	848.42	847.94	848.18	274.0
2009-07-09 02:35:00	ES	Futures	847.94	848.42	847.94	847.94	319.0
2009-07-09 02:40:00	ES	Futures	847.94	848.42	847.94	848.18	764.0
2009-07-09 02:45:00	ES	Futures	848.18	848.42	847.94	848.18	483.0
2009-07-09 02:50:00	ES	Futures	847.94	848.18	847.94	848.18	343.0
2009-07-09 02:55:00	ES	Futures	847.94	848.42	847.94	848.18	595.0
2009-07-09 03:00:00	ES	Futures	848.18	848.42	847.46	847.46	1133.0
2009-07-09 03:05:00	ES	Futures	847.7	848.42	847.46	848.42	1913.0
2009-07-09 03:10:00	ES	Futures	848.18	848.42	846.73	848.18	2284.0
2009-07-09 03:15:00	ES	Futures	848.18	848.42	847.7	848.42	1764.0
2009-07-09 03:20:00	ES	Futures	848.42	848.9	847.7	848.66	1961.0
2009-07-09 03:25:00	ES	Futures	848.66	849.14	847.94	848.18	2812.0
2009-07-09 03:30:00	ES	Futures	848.42	848.9	848.18	848.66	1813.0
2009-07-09 03:35:00	ES	Futures	848.42	848.9	848.18	848.9	1018.0
2009-07-09 03:40:00	ES	Futures	848.66	848.9	848.42	848.9	1251.0
2009-07-09 03:45:00	ES	Futures	848.9	849.14	848.9	849.14	1852.0
2009-07-09 03:50:00	ES	Futures	848.9	849.87	848.9	849.87	2444.0
2009-07-09 03:55:00	ES	Futures	849.63	849.87	849.63	849.87	1027.0
2009-07-09 04:00:00	ES	Futures	849.87	849.87	849.39	849.63	1237.0
2009-07-09 04:05:00	ES	Futures	849.39	849.87	849.39	849.87	504.0

> showing 50 of 11,046 rows — these rows as CSV

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