PREVIEW / futures_5min / 2009-07-19

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-07-19.parquet
  size:    40 KB
  rows:    1,710

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
2009-07-19 18:00:00	ES	Futures	903.89	903.89	902.2	902.44	1813.0
2009-07-19 18:05:00	ES	Futures	902.44	903.17	902.2	902.68	426.0
2009-07-19 18:10:00	ES	Futures	902.92	903.89	902.44	903.65	757.0
2009-07-19 18:15:00	ES	Futures	903.41	903.65	903.17	903.41	197.0
2009-07-19 18:20:00	ES	Futures	903.17	903.17	902.2	902.44	763.0
2009-07-19 18:25:00	ES	Futures	902.44	902.92	902.2	902.44	225.0
2009-07-19 18:30:00	ES	Futures	902.44	903.17	902.44	903.17	189.0
2009-07-19 18:35:00	ES	Futures	902.92	903.41	902.68	902.92	224.0
2009-07-19 18:40:00	ES	Futures	902.68	902.92	902.44	902.44	156.0
2009-07-19 18:45:00	ES	Futures	902.44	902.68	901.72	901.96	763.0
2009-07-19 18:50:00	ES	Futures	901.96	901.96	901.72	901.96	178.0
2009-07-19 18:55:00	ES	Futures	901.96	901.96	901.48	901.96	487.0
2009-07-19 19:00:00	ES	Futures	901.96	901.96	901.24	901.72	394.0
2009-07-19 19:05:00	ES	Futures	901.96	901.96	901.72	901.72	149.0
2009-07-19 19:10:00	ES	Futures	901.72	901.72	901.0	901.24	684.0
2009-07-19 19:15:00	ES	Futures	901.24	901.24	900.75	901.0	436.0
2009-07-19 19:20:00	ES	Futures	900.75	901.24	900.75	901.0	147.0
2009-07-19 19:25:00	ES	Futures	901.0	901.0	900.75	901.0	147.0
2009-07-19 19:30:00	ES	Futures	901.24	901.24	901.0	901.0	197.0
2009-07-19 19:35:00	ES	Futures	901.0	901.24	901.0	901.0	35.0
2009-07-19 19:40:00	ES	Futures	901.24	901.24	901.0	901.24	72.0
2009-07-19 19:45:00	ES	Futures	901.0	901.48	901.0	901.24	129.0
2009-07-19 19:50:00	ES	Futures	901.48	901.72	901.48	901.72	105.0
2009-07-19 19:55:00	ES	Futures	901.72	901.96	901.48	901.48	145.0
2009-07-19 20:00:00	ES	Futures	901.48	901.72	901.48	901.72	178.0
2009-07-19 20:05:00	ES	Futures	901.72	901.96	901.48	901.96	52.0
2009-07-19 20:10:00	ES	Futures	901.96	902.44	901.72	901.96	380.0
2009-07-19 20:15:00	ES	Futures	901.96	901.96	901.24	901.48	343.0
2009-07-19 20:20:00	ES	Futures	901.48	901.72	901.24	901.48	262.0
2009-07-19 20:25:00	ES	Futures	901.48	901.72	901.24	901.48	185.0
2009-07-19 20:30:00	ES	Futures	901.72	902.44	901.48	902.2	279.0
2009-07-19 20:35:00	ES	Futures	902.44	902.68	902.2	902.44	380.0
2009-07-19 20:40:00	ES	Futures	902.68	903.17	902.68	903.17	416.0
2009-07-19 20:45:00	ES	Futures	902.92	903.17	902.44	903.17	392.0
2009-07-19 20:50:00	ES	Futures	902.92	903.17	902.68	902.92	312.0
2009-07-19 20:55:00	ES	Futures	903.17	903.41	902.44	902.68	329.0
2009-07-19 21:00:00	ES	Futures	902.68	902.92	902.68	902.68	39.0
2009-07-19 21:05:00	ES	Futures	902.92	902.92	902.68	902.92	66.0
2009-07-19 21:10:00	ES	Futures	902.68	902.92	902.68	902.92	112.0
2009-07-19 21:15:00	ES	Futures	902.92	902.92	902.44	902.68	112.0
2009-07-19 21:20:00	ES	Futures	902.92	902.92	902.44	902.44	107.0
2009-07-19 21:25:00	ES	Futures	902.44	902.92	902.44	902.68	163.0
2009-07-19 21:30:00	ES	Futures	902.68	903.89	902.68	903.65	523.0
2009-07-19 21:35:00	ES	Futures	903.65	904.13	903.41	904.13	582.0
2009-07-19 21:40:00	ES	Futures	904.13	904.61	903.89	903.89	565.0
2009-07-19 21:45:00	ES	Futures	903.89	903.89	903.41	903.65	171.0
2009-07-19 21:50:00	ES	Futures	903.89	903.89	903.17	903.41	167.0
2009-07-19 21:55:00	ES	Futures	903.17	903.41	902.92	903.17	332.0
2009-07-19 22:00:00	ES	Futures	903.17	903.41	902.92	903.17	160.0
2009-07-19 22:05:00	ES	Futures	903.41	903.89	903.17	903.89	297.0

> showing 50 of 1,710 rows — these rows as CSV

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