PREVIEW / futures_5min / 2009-07-17

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-07-17.parquet
  size:    153 KB
  rows:    9,094

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
2009-07-17 00:00:00	ES	Futures	900.03	900.03	899.79	899.79	95.0
2009-07-17 00:05:00	ES	Futures	899.79	899.79	899.55	899.55	44.0
2009-07-17 00:10:00	ES	Futures	899.79	900.03	899.55	900.03	87.0
2009-07-17 00:15:00	ES	Futures	899.79	899.79	899.31	899.79	107.0
2009-07-17 00:20:00	ES	Futures	899.55	899.55	899.31	899.55	79.0
2009-07-17 00:25:00	ES	Futures	899.31	899.55	899.31	899.31	34.0
2009-07-17 00:30:00	ES	Futures	899.31	899.55	898.83	899.07	199.0
2009-07-17 00:35:00	ES	Futures	898.83	899.07	898.83	898.83	153.0
2009-07-17 00:40:00	ES	Futures	898.83	899.07	898.83	899.07	84.0
2009-07-17 00:45:00	ES	Futures	899.07	899.55	899.07	899.31	76.0
2009-07-17 00:50:00	ES	Futures	899.55	899.55	899.31	899.31	72.0
2009-07-17 00:55:00	ES	Futures	899.31	899.55	899.07	899.31	60.0
2009-07-17 01:00:00	ES	Futures	899.55	899.55	899.07	899.07	175.0
2009-07-17 01:05:00	ES	Futures	899.07	899.31	899.07	899.31	28.0
2009-07-17 01:10:00	ES	Futures	899.07	899.31	898.83	899.31	50.0
2009-07-17 01:15:00	ES	Futures	899.31	899.31	899.07	899.07	75.0
2009-07-17 01:20:00	ES	Futures	899.07	899.31	899.07	899.31	118.0
2009-07-17 01:25:00	ES	Futures	899.31	899.31	899.31	899.31	33.0
2009-07-17 01:30:00	ES	Futures	899.55	899.55	899.31	899.55	94.0
2009-07-17 01:35:00	ES	Futures	899.79	899.79	899.55	899.79	56.0
2009-07-17 01:40:00	ES	Futures	899.79	900.03	899.55	900.03	134.0
2009-07-17 01:45:00	ES	Futures	900.03	900.75	900.03	900.51	589.0
2009-07-17 01:50:00	ES	Futures	900.51	901.0	900.27	901.0	310.0
2009-07-17 01:55:00	ES	Futures	901.0	901.0	899.79	900.27	312.0
2009-07-17 02:00:00	ES	Futures	900.27	901.48	900.27	901.0	1694.0
2009-07-17 02:05:00	ES	Futures	900.75	901.0	900.27	900.51	666.0
2009-07-17 02:10:00	ES	Futures	900.51	900.51	899.55	900.03	750.0
2009-07-17 02:15:00	ES	Futures	900.03	900.27	900.03	900.27	146.0
2009-07-17 02:20:00	ES	Futures	900.27	900.51	899.79	900.27	169.0
2009-07-17 02:25:00	ES	Futures	900.03	900.03	899.31	899.79	283.0
2009-07-17 02:30:00	ES	Futures	899.79	899.79	899.07	899.55	363.0
2009-07-17 02:35:00	ES	Futures	899.31	900.27	899.31	900.03	900.0
2009-07-17 02:40:00	ES	Futures	900.03	900.27	900.03	900.03	207.0
2009-07-17 02:45:00	ES	Futures	900.03	900.27	899.55	900.03	524.0
2009-07-17 02:50:00	ES	Futures	899.79	900.51	899.55	900.51	820.0
2009-07-17 02:55:00	ES	Futures	900.51	900.51	900.03	900.27	430.0
2009-07-17 03:00:00	ES	Futures	900.27	900.27	899.31	900.27	2023.0
2009-07-17 03:05:00	ES	Futures	900.03	900.75	898.83	898.83	2380.0
2009-07-17 03:10:00	ES	Futures	899.07	900.27	898.34	900.03	2155.0
2009-07-17 03:15:00	ES	Futures	900.27	901.0	899.55	900.03	1828.0
2009-07-17 03:20:00	ES	Futures	900.03	900.75	899.79	899.79	1178.0
2009-07-17 03:25:00	ES	Futures	899.79	900.03	899.31	899.31	1232.0
2009-07-17 03:30:00	ES	Futures	899.55	899.79	899.31	899.79	670.0
2009-07-17 03:35:00	ES	Futures	899.79	901.48	899.79	901.0	2759.0
2009-07-17 03:40:00	ES	Futures	901.24	901.24	900.51	901.0	2256.0
2009-07-17 03:45:00	ES	Futures	900.75	901.24	900.51	901.0	1569.0
2009-07-17 03:50:00	ES	Futures	901.24	901.72	900.51	901.72	1137.0
2009-07-17 03:55:00	ES	Futures	901.48	901.72	901.0	901.24	1107.0
2009-07-17 04:00:00	ES	Futures	901.48	901.72	901.24	901.24	1573.0
2009-07-17 04:05:00	ES	Futures	901.0	901.48	900.75	901.24	1040.0

> showing 50 of 9,094 rows — these rows as CSV

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