PREVIEW / futures_5min / 2009-07-15

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-07-15.parquet
  size:    201 KB
  rows:    11,405

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
2009-07-15 00:00:00	ES	Futures	878.81	879.05	878.33	878.57	324.0
2009-07-15 00:05:00	ES	Futures	878.57	878.81	878.08	878.33	408.0
2009-07-15 00:10:00	ES	Futures	878.33	878.57	878.08	878.33	97.0
2009-07-15 00:15:00	ES	Futures	878.33	878.57	878.33	878.33	218.0
2009-07-15 00:20:00	ES	Futures	878.08	878.33	878.08	878.08	90.0
2009-07-15 00:25:00	ES	Futures	878.08	878.33	877.84	877.84	323.0
2009-07-15 00:30:00	ES	Futures	877.84	878.33	877.6	878.33	674.0
2009-07-15 00:35:00	ES	Futures	878.08	878.33	877.84	878.33	124.0
2009-07-15 00:40:00	ES	Futures	878.33	878.33	877.84	877.84	150.0
2009-07-15 00:45:00	ES	Futures	877.84	878.08	877.36	877.6	588.0
2009-07-15 00:50:00	ES	Futures	877.84	877.84	877.36	877.6	392.0
2009-07-15 00:55:00	ES	Futures	877.6	877.84	877.36	877.36	64.0
2009-07-15 01:00:00	ES	Futures	877.36	877.84	877.36	877.6	344.0
2009-07-15 01:05:00	ES	Futures	877.6	877.6	876.88	877.12	387.0
2009-07-15 01:10:00	ES	Futures	877.12	877.12	876.64	876.64	389.0
2009-07-15 01:15:00	ES	Futures	876.64	877.36	876.64	876.88	452.0
2009-07-15 01:20:00	ES	Futures	876.88	876.88	876.64	876.88	59.0
2009-07-15 01:25:00	ES	Futures	876.88	877.12	876.64	877.12	252.0
2009-07-15 01:30:00	ES	Futures	876.88	877.12	876.88	876.88	190.0
2009-07-15 01:35:00	ES	Futures	876.88	877.12	876.88	876.88	62.0
2009-07-15 01:40:00	ES	Futures	876.88	878.08	876.88	878.08	543.0
2009-07-15 01:45:00	ES	Futures	878.08	878.81	877.84	878.57	481.0
2009-07-15 01:50:00	ES	Futures	878.33	878.33	877.84	877.84	225.0
2009-07-15 01:55:00	ES	Futures	877.84	877.84	877.12	877.6	311.0
2009-07-15 02:00:00	ES	Futures	877.36	877.6	876.88	877.6	1058.0
2009-07-15 02:05:00	ES	Futures	877.6	877.6	876.88	877.12	891.0
2009-07-15 02:10:00	ES	Futures	876.88	877.6	876.4	876.64	2204.0
2009-07-15 02:15:00	ES	Futures	876.88	877.6	876.88	877.6	596.0
2009-07-15 02:20:00	ES	Futures	877.36	877.84	877.36	877.84	396.0
2009-07-15 02:25:00	ES	Futures	877.6	877.6	877.12	877.36	371.0
2009-07-15 02:30:00	ES	Futures	877.12	877.6	876.64	876.88	1120.0
2009-07-15 02:35:00	ES	Futures	876.88	877.12	876.88	877.12	1358.0
2009-07-15 02:40:00	ES	Futures	877.12	877.36	876.88	877.12	500.0
2009-07-15 02:45:00	ES	Futures	877.12	877.36	876.88	877.36	585.0
2009-07-15 02:50:00	ES	Futures	877.12	877.36	876.64	876.64	677.0
2009-07-15 02:55:00	ES	Futures	876.64	877.12	876.64	876.88	595.0
2009-07-15 03:00:00	ES	Futures	876.88	877.12	876.4	877.12	2394.0
2009-07-15 03:05:00	ES	Futures	876.88	877.84	876.64	877.6	1844.0
2009-07-15 03:10:00	ES	Futures	877.6	878.08	877.36	878.08	1563.0
2009-07-15 03:15:00	ES	Futures	877.84	878.33	877.6	877.84	1479.0
2009-07-15 03:20:00	ES	Futures	877.6	877.84	877.12	877.36	937.0
2009-07-15 03:25:00	ES	Futures	877.36	877.84	876.64	876.88	1110.0
2009-07-15 03:30:00	ES	Futures	877.12	877.12	876.64	876.88	1145.0
2009-07-15 03:35:00	ES	Futures	877.12	877.6	876.88	877.36	1713.0
2009-07-15 03:40:00	ES	Futures	877.12	877.36	876.4	876.4	1656.0
2009-07-15 03:45:00	ES	Futures	876.64	877.12	876.64	877.12	1350.0
2009-07-15 03:50:00	ES	Futures	877.12	877.12	876.64	876.64	787.0
2009-07-15 03:55:00	ES	Futures	876.88	877.6	876.64	877.12	1237.0
2009-07-15 04:00:00	ES	Futures	877.36	877.84	876.88	877.12	1472.0
2009-07-15 04:05:00	ES	Futures	877.12	877.84	876.64	877.6	1252.0

> showing 50 of 11,405 rows — these rows as CSV

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