PREVIEW / futures_5min / 2009-07-16

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-07-16.parquet
  size:    185 KB
  rows:    11,180

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
2009-07-16 00:00:00	ES	Futures	889.9	890.14	889.66	889.9	376.0
2009-07-16 00:05:00	ES	Futures	889.9	890.14	889.66	889.9	103.0
2009-07-16 00:10:00	ES	Futures	889.9	890.14	889.18	889.42	849.0
2009-07-16 00:15:00	ES	Futures	889.18	889.42	889.18	889.42	672.0
2009-07-16 00:20:00	ES	Futures	889.42	889.42	889.18	889.42	153.0
2009-07-16 00:25:00	ES	Futures	889.18	889.42	888.94	889.18	914.0
2009-07-16 00:30:00	ES	Futures	889.18	889.42	888.94	889.18	180.0
2009-07-16 00:35:00	ES	Futures	888.94	889.18	888.94	889.18	221.0
2009-07-16 00:40:00	ES	Futures	889.42	889.42	888.94	889.18	520.0
2009-07-16 00:45:00	ES	Futures	889.18	889.42	888.94	889.42	113.0
2009-07-16 00:50:00	ES	Futures	889.42	889.42	888.94	889.18	244.0
2009-07-16 00:55:00	ES	Futures	889.18	889.18	888.94	889.18	105.0
2009-07-16 01:00:00	ES	Futures	888.94	889.42	888.94	889.18	315.0
2009-07-16 01:05:00	ES	Futures	888.94	889.18	888.94	889.18	159.0
2009-07-16 01:10:00	ES	Futures	889.18	889.42	888.94	889.42	364.0
2009-07-16 01:15:00	ES	Futures	889.18	889.42	889.18	889.18	889.0
2009-07-16 01:20:00	ES	Futures	889.42	889.42	889.18	889.42	312.0
2009-07-16 01:25:00	ES	Futures	889.42	889.42	889.18	889.18	187.0
2009-07-16 01:30:00	ES	Futures	889.42	889.42	888.7	888.94	616.0
2009-07-16 01:35:00	ES	Futures	889.18	889.42	888.7	888.94	549.0
2009-07-16 01:40:00	ES	Futures	888.94	889.18	888.7	888.94	291.0
2009-07-16 01:45:00	ES	Futures	888.94	888.94	888.7	888.7	559.0
2009-07-16 01:50:00	ES	Futures	888.94	889.42	888.94	889.42	375.0
2009-07-16 01:55:00	ES	Futures	889.42	889.42	888.94	889.18	783.0
2009-07-16 02:00:00	ES	Futures	889.18	890.38	889.18	889.9	1839.0
2009-07-16 02:05:00	ES	Futures	890.14	890.38	889.9	890.14	775.0
2009-07-16 02:10:00	ES	Futures	890.14	890.38	889.9	890.38	212.0
2009-07-16 02:15:00	ES	Futures	890.38	891.11	890.38	890.38	782.0
2009-07-16 02:20:00	ES	Futures	890.63	890.63	889.66	889.66	631.0
2009-07-16 02:25:00	ES	Futures	889.66	890.38	889.66	890.14	374.0
2009-07-16 02:30:00	ES	Futures	890.14	891.11	890.14	890.87	457.0
2009-07-16 02:35:00	ES	Futures	891.11	891.11	890.38	890.63	397.0
2009-07-16 02:40:00	ES	Futures	890.63	891.35	890.63	891.11	569.0
2009-07-16 02:45:00	ES	Futures	891.35	891.35	890.87	890.87	576.0
2009-07-16 02:50:00	ES	Futures	890.87	890.87	889.9	889.9	838.0
2009-07-16 02:55:00	ES	Futures	889.9	890.87	889.9	890.63	628.0
2009-07-16 03:00:00	ES	Futures	890.87	891.11	889.42	890.14	2133.0
2009-07-16 03:05:00	ES	Futures	889.9	890.63	889.42	890.63	1567.0
2009-07-16 03:10:00	ES	Futures	890.87	891.35	889.9	890.87	2239.0
2009-07-16 03:15:00	ES	Futures	890.87	891.59	890.63	891.35	2057.0
2009-07-16 03:20:00	ES	Futures	891.35	893.28	891.11	892.8	4564.0
2009-07-16 03:25:00	ES	Futures	893.04	893.28	891.83	892.07	2163.0
2009-07-16 03:30:00	ES	Futures	891.83	892.31	891.35	891.35	1997.0
2009-07-16 03:35:00	ES	Futures	891.35	891.59	890.87	891.35	1530.0
2009-07-16 03:40:00	ES	Futures	891.35	891.35	890.38	890.38	1461.0
2009-07-16 03:45:00	ES	Futures	890.38	890.87	890.38	890.38	2022.0
2009-07-16 03:50:00	ES	Futures	890.38	890.63	890.14	890.38	967.0
2009-07-16 03:55:00	ES	Futures	890.14	890.87	889.66	889.9	2926.0
2009-07-16 04:00:00	ES	Futures	889.66	890.14	888.94	888.94	3063.0
2009-07-16 04:05:00	ES	Futures	888.94	889.42	888.45	888.94	2395.0

> showing 50 of 11,180 rows — these rows as CSV

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