PREVIEW / futures_5min / 2009-07-14

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-07-14.parquet
  size:    183 KB
  rows:    11,219

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
2009-07-14 00:00:00	ES	Futures	865.79	866.03	864.1	864.58	897.0
2009-07-14 00:05:00	ES	Futures	864.82	865.06	864.58	865.06	126.0
2009-07-14 00:10:00	ES	Futures	865.06	865.3	864.82	865.06	288.0
2009-07-14 00:15:00	ES	Futures	865.06	865.3	864.82	865.06	150.0
2009-07-14 00:20:00	ES	Futures	865.06	865.3	864.82	865.06	67.0
2009-07-14 00:25:00	ES	Futures	865.06	866.03	864.82	865.79	619.0
2009-07-14 00:30:00	ES	Futures	865.79	866.51	865.79	866.51	1240.0
2009-07-14 00:35:00	ES	Futures	866.27	866.51	865.79	866.03	587.0
2009-07-14 00:40:00	ES	Futures	866.03	866.51	865.79	866.27	385.0
2009-07-14 00:45:00	ES	Futures	866.27	866.27	866.03	866.27	235.0
2009-07-14 00:50:00	ES	Futures	866.27	866.51	866.27	866.51	139.0
2009-07-14 00:55:00	ES	Futures	866.27	866.27	865.79	866.03	446.0
2009-07-14 01:00:00	ES	Futures	865.79	866.27	865.79	865.79	311.0
2009-07-14 01:05:00	ES	Futures	865.79	866.03	865.79	866.03	73.0
2009-07-14 01:10:00	ES	Futures	866.03	866.27	865.79	866.03	192.0
2009-07-14 01:15:00	ES	Futures	865.79	866.03	865.54	865.79	229.0
2009-07-14 01:20:00	ES	Futures	866.03	866.03	865.79	866.03	180.0
2009-07-14 01:25:00	ES	Futures	866.03	866.03	865.54	865.79	345.0
2009-07-14 01:30:00	ES	Futures	865.79	865.79	865.3	865.54	225.0
2009-07-14 01:35:00	ES	Futures	865.3	865.79	865.3	865.79	130.0
2009-07-14 01:40:00	ES	Futures	865.79	865.79	865.3	865.54	199.0
2009-07-14 01:45:00	ES	Futures	865.79	866.27	865.54	866.27	214.0
2009-07-14 01:50:00	ES	Futures	866.27	866.27	866.03	866.27	163.0
2009-07-14 01:55:00	ES	Futures	866.51	866.51	866.03	866.03	483.0
2009-07-14 02:00:00	ES	Futures	866.03	866.51	865.79	866.03	2099.0
2009-07-14 02:05:00	ES	Futures	866.03	866.27	865.79	866.27	548.0
2009-07-14 02:10:00	ES	Futures	866.03	866.27	865.79	866.27	490.0
2009-07-14 02:15:00	ES	Futures	866.27	866.27	866.03	866.27	275.0
2009-07-14 02:20:00	ES	Futures	866.03	866.27	865.79	866.27	444.0
2009-07-14 02:25:00	ES	Futures	866.03	866.27	865.79	866.03	373.0
2009-07-14 02:30:00	ES	Futures	866.27	866.27	865.06	865.3	1736.0
2009-07-14 02:35:00	ES	Futures	865.79	865.79	865.06	865.3	715.0
2009-07-14 02:40:00	ES	Futures	865.54	866.03	865.3	865.54	574.0
2009-07-14 02:45:00	ES	Futures	865.54	865.54	864.58	864.82	1309.0
2009-07-14 02:50:00	ES	Futures	864.82	865.06	864.1	864.58	1110.0
2009-07-14 02:55:00	ES	Futures	864.34	864.82	864.1	864.58	815.0
2009-07-14 03:00:00	ES	Futures	864.58	864.58	862.89	863.37	3483.0
2009-07-14 03:05:00	ES	Futures	863.37	863.61	861.93	862.89	3753.0
2009-07-14 03:10:00	ES	Futures	862.65	863.86	862.41	863.37	2582.0
2009-07-14 03:15:00	ES	Futures	863.13	863.61	862.89	863.13	1523.0
2009-07-14 03:20:00	ES	Futures	863.13	863.13	862.41	862.65	1486.0
2009-07-14 03:25:00	ES	Futures	862.41	863.37	862.41	863.13	821.0
2009-07-14 03:30:00	ES	Futures	863.37	863.37	862.17	863.13	2128.0
2009-07-14 03:35:00	ES	Futures	863.13	864.82	862.89	864.82	3465.0
2009-07-14 03:40:00	ES	Futures	864.82	865.79	864.82	865.54	2748.0
2009-07-14 03:45:00	ES	Futures	865.54	866.03	864.82	865.06	1934.0
2009-07-14 03:50:00	ES	Futures	865.06	865.3	864.82	865.06	924.0
2009-07-14 03:55:00	ES	Futures	865.06	865.79	865.06	865.54	1126.0
2009-07-14 04:00:00	ES	Futures	865.54	866.75	865.3	866.51	3219.0
2009-07-14 04:05:00	ES	Futures	866.51	867.71	866.27	866.27	4458.0

> showing 50 of 11,219 rows — these rows as CSV

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