PREVIEW / futures_5min / 2009-07-12

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-07-12.parquet
  size:    38 KB
  rows:    1,728

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
2009-07-12 18:00:00	ES	Futures	843.84	844.08	843.12	843.84	1312.0
2009-07-12 18:05:00	ES	Futures	843.84	844.56	843.6	844.32	497.0
2009-07-12 18:10:00	ES	Futures	844.32	844.56	844.08	844.32	126.0
2009-07-12 18:15:00	ES	Futures	844.32	844.56	844.08	844.32	81.0
2009-07-12 18:20:00	ES	Futures	844.56	844.56	844.32	844.32	98.0
2009-07-12 18:25:00	ES	Futures	844.32	845.05	844.32	845.05	237.0
2009-07-12 18:30:00	ES	Futures	844.8	846.01	844.8	846.01	719.0
2009-07-12 18:35:00	ES	Futures	845.77	846.25	845.77	846.01	263.0
2009-07-12 18:40:00	ES	Futures	846.25	846.25	845.53	845.53	108.0
2009-07-12 18:45:00	ES	Futures	845.77	846.01	845.77	845.77	221.0
2009-07-12 18:50:00	ES	Futures	845.53	846.01	845.53	845.77	27.0
2009-07-12 18:55:00	ES	Futures	846.01	846.01	845.53	845.53	38.0
2009-07-12 19:00:00	ES	Futures	845.53	845.77	845.53	845.77	68.0
2009-07-12 19:05:00	ES	Futures	845.53	846.25	845.53	846.01	207.0
2009-07-12 19:10:00	ES	Futures	846.01	846.25	845.77	845.77	211.0
2009-07-12 19:15:00	ES	Futures	845.77	846.25	845.77	846.01	65.0
2009-07-12 19:20:00	ES	Futures	846.01	846.01	845.53	845.77	126.0
2009-07-12 19:25:00	ES	Futures	845.53	845.77	845.29	845.53	62.0
2009-07-12 19:30:00	ES	Futures	845.53	845.77	845.29	845.53	49.0
2009-07-12 19:35:00	ES	Futures	845.53	845.53	845.29	845.29	24.0
2009-07-12 19:40:00	ES	Futures	845.53	845.53	844.56	844.8	368.0
2009-07-12 19:45:00	ES	Futures	845.05	845.53	844.8	845.53	215.0
2009-07-12 19:50:00	ES	Futures	845.29	845.53	845.29	845.53	35.0
2009-07-12 19:55:00	ES	Futures	845.53	845.77	845.29	845.53	43.0
2009-07-12 20:00:00	ES	Futures	845.53	846.25	845.53	846.01	281.0
2009-07-12 20:05:00	ES	Futures	846.01	846.49	846.01	846.25	1114.0
2009-07-12 20:10:00	ES	Futures	846.25	846.25	845.77	846.01	155.0
2009-07-12 20:15:00	ES	Futures	846.01	846.49	846.01	846.25	711.0
2009-07-12 20:20:00	ES	Futures	846.49	846.49	845.77	846.01	273.0
2009-07-12 20:25:00	ES	Futures	846.01	846.49	845.77	846.25	218.0
2009-07-12 20:30:00	ES	Futures	846.49	846.49	846.01	846.49	263.0
2009-07-12 20:35:00	ES	Futures	846.49	846.49	846.01	846.25	101.0
2009-07-12 20:40:00	ES	Futures	846.49	846.49	846.25	846.25	178.0
2009-07-12 20:45:00	ES	Futures	846.25	846.49	846.01	846.25	263.0
2009-07-12 20:50:00	ES	Futures	846.25	846.49	845.77	845.77	665.0
2009-07-12 20:55:00	ES	Futures	845.77	846.49	845.53	846.25	373.0
2009-07-12 21:00:00	ES	Futures	846.25	846.49	845.29	845.53	462.0
2009-07-12 21:05:00	ES	Futures	845.53	845.77	845.29	845.53	113.0
2009-07-12 21:10:00	ES	Futures	845.53	845.53	845.29	845.53	92.0
2009-07-12 21:15:00	ES	Futures	845.77	846.01	845.29	845.77	220.0
2009-07-12 21:20:00	ES	Futures	845.77	846.01	845.05	845.29	273.0
2009-07-12 21:25:00	ES	Futures	845.29	845.53	844.56	844.56	306.0
2009-07-12 21:30:00	ES	Futures	844.56	844.8	843.12	843.36	1155.0
2009-07-12 21:35:00	ES	Futures	843.36	843.36	841.91	842.63	1895.0
2009-07-12 21:40:00	ES	Futures	842.87	843.12	842.63	842.87	166.0
2009-07-12 21:45:00	ES	Futures	842.87	843.12	842.15	842.39	307.0
2009-07-12 21:50:00	ES	Futures	842.63	842.63	842.15	842.15	186.0
2009-07-12 21:55:00	ES	Futures	842.15	842.39	841.43	841.67	412.0
2009-07-12 22:00:00	ES	Futures	841.43	841.91	840.46	840.95	1425.0
2009-07-12 22:05:00	ES	Futures	840.7	841.19	839.98	840.22	953.0

> showing 50 of 1,728 rows — these rows as CSV

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