PREVIEW / futures_5min / 2009-07-20

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-07-20.parquet
  size:    181 KB
  rows:    11,124

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
2009-07-20 00:00:00	ES	Futures	907.02	907.75	907.02	907.51	140.0
2009-07-20 00:05:00	ES	Futures	907.75	907.75	907.51	907.75	34.0
2009-07-20 00:10:00	ES	Futures	907.75	907.75	907.27	907.27	125.0
2009-07-20 00:15:00	ES	Futures	907.27	907.27	906.78	906.78	179.0
2009-07-20 00:20:00	ES	Futures	906.78	907.02	906.78	907.02	100.0
2009-07-20 00:25:00	ES	Futures	907.02	907.02	906.78	906.78	68.0
2009-07-20 00:30:00	ES	Futures	906.78	907.02	906.78	906.78	47.0
2009-07-20 00:35:00	ES	Futures	907.02	907.51	906.78	907.27	188.0
2009-07-20 00:40:00	ES	Futures	907.51	907.51	907.02	907.02	47.0
2009-07-20 00:45:00	ES	Futures	907.02	907.27	907.02	907.02	59.0
2009-07-20 00:50:00	ES	Futures	907.02	907.02	906.78	906.78	65.0
2009-07-20 00:55:00	ES	Futures	907.02	907.27	906.78	907.02	42.0
2009-07-20 01:00:00	ES	Futures	906.78	907.27	906.78	906.78	121.0
2009-07-20 01:05:00	ES	Futures	907.02	907.02	906.78	907.02	67.0
2009-07-20 01:10:00	ES	Futures	907.02	907.27	907.02	907.02	73.0
2009-07-20 01:15:00	ES	Futures	907.02	907.27	907.02	907.02	52.0
2009-07-20 01:20:00	ES	Futures	907.02	907.27	907.02	907.02	24.0
2009-07-20 01:25:00	ES	Futures	907.02	907.27	906.78	907.02	175.0
2009-07-20 01:30:00	ES	Futures	906.78	907.02	906.78	907.02	112.0
2009-07-20 01:35:00	ES	Futures	907.02	907.27	906.78	906.78	154.0
2009-07-20 01:40:00	ES	Futures	907.02	907.02	906.78	906.78	189.0
2009-07-20 01:45:00	ES	Futures	906.78	907.27	906.78	907.02	218.0
2009-07-20 01:50:00	ES	Futures	907.02	907.27	906.78	907.02	148.0
2009-07-20 01:55:00	ES	Futures	907.02	907.51	907.02	907.51	249.0
2009-07-20 02:00:00	ES	Futures	907.51	908.23	907.51	907.51	1138.0
2009-07-20 02:05:00	ES	Futures	907.51	907.51	906.54	906.78	1040.0
2009-07-20 02:10:00	ES	Futures	906.78	907.02	906.54	906.78	490.0
2009-07-20 02:15:00	ES	Futures	907.02	907.27	906.54	906.54	380.0
2009-07-20 02:20:00	ES	Futures	906.54	907.02	906.3	907.02	386.0
2009-07-20 02:25:00	ES	Futures	906.78	907.02	906.3	906.3	312.0
2009-07-20 02:30:00	ES	Futures	906.54	906.54	905.58	905.82	902.0
2009-07-20 02:35:00	ES	Futures	906.06	906.3	905.82	906.3	605.0
2009-07-20 02:40:00	ES	Futures	906.3	907.02	906.06	906.78	1135.0
2009-07-20 02:45:00	ES	Futures	906.78	907.27	906.3	906.78	607.0
2009-07-20 02:50:00	ES	Futures	906.78	907.02	906.3	906.78	746.0
2009-07-20 02:55:00	ES	Futures	906.78	907.27	906.78	906.78	376.0
2009-07-20 03:00:00	ES	Futures	906.78	907.02	905.58	905.82	2050.0
2009-07-20 03:05:00	ES	Futures	905.82	905.82	903.89	904.37	2547.0
2009-07-20 03:10:00	ES	Futures	904.13	905.58	904.13	905.58	2122.0
2009-07-20 03:15:00	ES	Futures	905.34	905.82	904.85	905.34	1261.0
2009-07-20 03:20:00	ES	Futures	905.34	906.3	905.1	905.82	1821.0
2009-07-20 03:25:00	ES	Futures	905.82	907.02	905.82	906.54	1565.0
2009-07-20 03:30:00	ES	Futures	906.54	907.27	906.3	906.78	1553.0
2009-07-20 03:35:00	ES	Futures	907.02	907.27	906.3	906.54	1416.0
2009-07-20 03:40:00	ES	Futures	906.54	907.27	906.3	906.78	1228.0
2009-07-20 03:45:00	ES	Futures	906.78	907.02	906.06	906.06	1206.0
2009-07-20 03:50:00	ES	Futures	906.06	906.3	905.58	906.3	928.0
2009-07-20 03:55:00	ES	Futures	906.3	906.3	905.82	905.82	797.0
2009-07-20 04:00:00	ES	Futures	905.82	906.3	905.58	906.3	1008.0
2009-07-20 04:05:00	ES	Futures	906.3	906.54	906.06	906.3	527.0

> showing 50 of 11,124 rows — these rows as CSV

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