PREVIEW / futures_5min / 2009-07-21

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-07-21.parquet
  size:    189 KB
  rows:    11,132

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
2009-07-21 00:00:00	ES	Futures	912.09	912.33	911.85	912.09	97.0
2009-07-21 00:05:00	ES	Futures	912.33	912.57	912.09	912.57	182.0
2009-07-21 00:10:00	ES	Futures	912.33	912.57	912.09	912.09	84.0
2009-07-21 00:15:00	ES	Futures	912.33	912.57	912.33	912.33	61.0
2009-07-21 00:20:00	ES	Futures	912.33	912.57	912.33	912.57	159.0
2009-07-21 00:25:00	ES	Futures	912.57	913.05	912.33	913.05	688.0
2009-07-21 00:30:00	ES	Futures	913.05	913.05	912.81	912.81	33.0
2009-07-21 00:35:00	ES	Futures	912.81	913.05	912.81	913.05	53.0
2009-07-21 00:40:00	ES	Futures	912.81	913.05	912.57	912.81	152.0
2009-07-21 00:45:00	ES	Futures	912.57	913.05	912.57	912.81	57.0
2009-07-21 00:50:00	ES	Futures	912.81	912.81	912.57	912.57	49.0
2009-07-21 00:55:00	ES	Futures	912.81	912.81	912.33	912.57	107.0
2009-07-21 01:00:00	ES	Futures	912.33	912.81	912.33	912.57	127.0
2009-07-21 01:05:00	ES	Futures	912.57	912.81	912.33	912.81	66.0
2009-07-21 01:10:00	ES	Futures	912.81	912.81	912.57	912.57	28.0
2009-07-21 01:15:00	ES	Futures	912.57	912.81	912.57	912.57	64.0
2009-07-21 01:20:00	ES	Futures	912.57	912.81	912.57	912.57	152.0
2009-07-21 01:25:00	ES	Futures	912.57	912.81	912.09	912.33	291.0
2009-07-21 01:30:00	ES	Futures	912.33	912.57	912.09	912.57	55.0
2009-07-21 01:35:00	ES	Futures	912.33	912.57	912.33	912.57	29.0
2009-07-21 01:40:00	ES	Futures	912.33	912.57	912.33	912.57	108.0
2009-07-21 01:45:00	ES	Futures	912.57	913.05	912.57	913.05	304.0
2009-07-21 01:50:00	ES	Futures	912.81	913.05	912.81	913.05	193.0
2009-07-21 01:55:00	ES	Futures	913.05	913.54	912.81	913.54	681.0
2009-07-21 02:00:00	ES	Futures	913.54	913.54	912.81	913.3	937.0
2009-07-21 02:05:00	ES	Futures	913.3	913.3	912.81	913.05	647.0
2009-07-21 02:10:00	ES	Futures	913.05	913.3	912.81	913.05	359.0
2009-07-21 02:15:00	ES	Futures	913.3	913.3	912.81	913.05	448.0
2009-07-21 02:20:00	ES	Futures	913.05	913.78	912.81	913.78	1426.0
2009-07-21 02:25:00	ES	Futures	913.78	914.02	913.05	913.3	730.0
2009-07-21 02:30:00	ES	Futures	913.05	913.3	912.81	912.81	275.0
2009-07-21 02:35:00	ES	Futures	912.81	912.81	912.33	912.57	1113.0
2009-07-21 02:40:00	ES	Futures	912.81	912.81	912.57	912.57	37.0
2009-07-21 02:45:00	ES	Futures	912.57	912.81	911.85	911.85	1365.0
2009-07-21 02:50:00	ES	Futures	912.09	912.09	911.61	911.85	682.0
2009-07-21 02:55:00	ES	Futures	911.85	912.33	911.61	911.85	460.0
2009-07-21 03:00:00	ES	Futures	912.09	912.09	911.61	911.61	1510.0
2009-07-21 03:05:00	ES	Futures	911.85	912.09	911.37	911.85	1623.0
2009-07-21 03:10:00	ES	Futures	911.85	912.33	911.61	912.09	681.0
2009-07-21 03:15:00	ES	Futures	912.09	913.05	912.09	912.57	1224.0
2009-07-21 03:20:00	ES	Futures	912.57	913.05	912.33	913.05	747.0
2009-07-21 03:25:00	ES	Futures	913.05	913.54	912.81	913.54	916.0
2009-07-21 03:30:00	ES	Futures	913.3	914.26	913.3	914.26	2245.0
2009-07-21 03:35:00	ES	Futures	914.26	914.26	913.54	913.54	715.0
2009-07-21 03:40:00	ES	Futures	913.54	913.54	913.3	913.54	388.0
2009-07-21 03:45:00	ES	Futures	913.3	914.26	913.05	914.02	1438.0
2009-07-21 03:50:00	ES	Futures	914.02	914.98	913.78	914.02	1781.0
2009-07-21 03:55:00	ES	Futures	914.02	914.26	913.78	914.02	639.0
2009-07-21 04:00:00	ES	Futures	914.26	914.98	914.02	914.26	1171.0
2009-07-21 04:05:00	ES	Futures	914.26	914.5	914.02	914.02	1070.0

> showing 50 of 11,132 rows — these rows as CSV

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