PREVIEW / futures_5min / 2009-07-13

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-07-13.parquet
  size:    193 KB
  rows:    10,921

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
2009-07-13 00:00:00	ES	Futures	838.05	838.77	838.05	838.77	116.0
2009-07-13 00:05:00	ES	Futures	838.53	839.26	838.29	839.02	184.0
2009-07-13 00:10:00	ES	Futures	839.26	839.74	839.02	839.5	184.0
2009-07-13 00:15:00	ES	Futures	839.26	839.5	839.02	839.5	150.0
2009-07-13 00:20:00	ES	Futures	839.5	839.74	839.26	839.5	109.0
2009-07-13 00:25:00	ES	Futures	839.26	839.26	838.05	838.05	488.0
2009-07-13 00:30:00	ES	Futures	838.29	838.53	838.05	838.29	204.0
2009-07-13 00:35:00	ES	Futures	838.05	838.29	837.81	838.05	175.0
2009-07-13 00:40:00	ES	Futures	838.05	838.29	837.81	838.05	129.0
2009-07-13 00:45:00	ES	Futures	838.05	838.29	837.81	838.05	247.0
2009-07-13 00:50:00	ES	Futures	838.05	838.29	835.4	836.12	1884.0
2009-07-13 00:55:00	ES	Futures	836.12	836.6	835.64	836.6	489.0
2009-07-13 01:00:00	ES	Futures	836.36	836.85	835.88	836.36	254.0
2009-07-13 01:05:00	ES	Futures	836.6	837.09	836.6	837.09	204.0
2009-07-13 01:10:00	ES	Futures	837.09	837.09	836.6	837.09	272.0
2009-07-13 01:15:00	ES	Futures	837.09	837.09	836.85	837.09	39.0
2009-07-13 01:20:00	ES	Futures	836.85	837.57	836.85	837.57	508.0
2009-07-13 01:25:00	ES	Futures	837.57	837.57	836.85	837.09	548.0
2009-07-13 01:30:00	ES	Futures	837.09	837.33	836.85	837.33	85.0
2009-07-13 01:35:00	ES	Futures	837.33	837.57	837.09	837.33	94.0
2009-07-13 01:40:00	ES	Futures	837.57	837.57	836.6	836.85	204.0
2009-07-13 01:45:00	ES	Futures	836.85	836.85	836.12	836.12	321.0
2009-07-13 01:50:00	ES	Futures	836.12	836.6	835.16	836.36	902.0
2009-07-13 01:55:00	ES	Futures	836.36	836.36	835.4	836.12	494.0
2009-07-13 02:00:00	ES	Futures	835.88	836.6	835.64	836.36	1153.0
2009-07-13 02:05:00	ES	Futures	836.36	836.85	836.12	836.36	554.0
2009-07-13 02:10:00	ES	Futures	836.36	836.6	835.16	835.4	795.0
2009-07-13 02:15:00	ES	Futures	835.4	835.88	834.92	835.64	890.0
2009-07-13 02:20:00	ES	Futures	835.64	837.33	835.64	837.09	873.0
2009-07-13 02:25:00	ES	Futures	837.09	837.57	836.6	837.33	607.0
2009-07-13 02:30:00	ES	Futures	837.33	837.33	836.85	836.85	476.0
2009-07-13 02:35:00	ES	Futures	836.85	837.57	836.85	837.33	600.0
2009-07-13 02:40:00	ES	Futures	837.57	837.57	837.33	837.33	301.0
2009-07-13 02:45:00	ES	Futures	837.33	837.33	836.85	837.09	456.0
2009-07-13 02:50:00	ES	Futures	837.33	838.05	837.09	838.05	762.0
2009-07-13 02:55:00	ES	Futures	838.05	838.53	838.05	838.53	822.0
2009-07-13 03:00:00	ES	Futures	838.29	839.02	837.57	837.81	1761.0
2009-07-13 03:05:00	ES	Futures	837.57	838.05	836.6	837.81	3955.0
2009-07-13 03:10:00	ES	Futures	837.57	838.77	837.57	838.77	1392.0
2009-07-13 03:15:00	ES	Futures	838.53	839.26	838.05	838.29	1568.0
2009-07-13 03:20:00	ES	Futures	838.29	839.26	838.05	839.02	1864.0
2009-07-13 03:25:00	ES	Futures	839.02	839.5	837.57	837.57	1568.0
2009-07-13 03:30:00	ES	Futures	837.57	839.26	837.57	839.02	1302.0
2009-07-13 03:35:00	ES	Futures	839.02	839.74	838.77	839.5	2045.0
2009-07-13 03:40:00	ES	Futures	839.26	839.98	839.26	839.5	787.0
2009-07-13 03:45:00	ES	Futures	839.5	839.98	839.02	839.5	908.0
2009-07-13 03:50:00	ES	Futures	839.26	840.22	839.26	839.98	1888.0
2009-07-13 03:55:00	ES	Futures	839.74	840.95	839.74	840.95	2390.0
2009-07-13 04:00:00	ES	Futures	840.7	840.95	840.46	840.7	1479.0
2009-07-13 04:05:00	ES	Futures	840.95	841.43	840.7	841.43	1186.0

> showing 50 of 10,921 rows — these rows as CSV

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