PREVIEW / futures_5min / 2009-07-23

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-07-23.parquet
  size:    191 KB
  rows:    11,038

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
2009-07-23 00:00:00	ES	Futures	919.57	919.81	919.32	919.81	171.0
2009-07-23 00:05:00	ES	Futures	919.57	919.81	919.32	919.32	234.0
2009-07-23 00:10:00	ES	Futures	919.57	919.57	919.08	919.08	147.0
2009-07-23 00:15:00	ES	Futures	919.08	919.32	918.84	919.08	213.0
2009-07-23 00:20:00	ES	Futures	919.08	919.08	918.6	918.6	146.0
2009-07-23 00:25:00	ES	Futures	918.6	919.08	918.6	918.84	401.0
2009-07-23 00:30:00	ES	Futures	918.84	919.81	918.84	919.32	277.0
2009-07-23 00:35:00	ES	Futures	919.57	919.81	919.08	919.57	87.0
2009-07-23 00:40:00	ES	Futures	919.57	919.57	919.08	919.57	59.0
2009-07-23 00:45:00	ES	Futures	919.57	919.57	919.08	919.32	244.0
2009-07-23 00:50:00	ES	Futures	919.32	919.81	919.32	919.57	95.0
2009-07-23 00:55:00	ES	Futures	919.57	919.57	919.57	919.57	32.0
2009-07-23 01:00:00	ES	Futures	919.81	919.81	919.57	919.57	100.0
2009-07-23 01:05:00	ES	Futures	919.57	919.81	919.32	919.57	261.0
2009-07-23 01:10:00	ES	Futures	919.57	920.29	919.32	920.29	333.0
2009-07-23 01:15:00	ES	Futures	920.05	920.29	919.81	920.05	90.0
2009-07-23 01:20:00	ES	Futures	920.05	920.05	919.57	919.57	155.0
2009-07-23 01:25:00	ES	Futures	919.32	919.57	919.32	919.32	226.0
2009-07-23 01:30:00	ES	Futures	919.57	919.57	919.32	919.57	57.0
2009-07-23 01:35:00	ES	Futures	919.32	919.57	919.08	919.08	351.0
2009-07-23 01:40:00	ES	Futures	919.32	919.32	918.36	918.6	538.0
2009-07-23 01:45:00	ES	Futures	918.6	918.84	918.12	918.12	315.0
2009-07-23 01:50:00	ES	Futures	918.12	918.36	917.64	917.88	548.0
2009-07-23 01:55:00	ES	Futures	917.88	918.12	917.64	918.12	345.0
2009-07-23 02:00:00	ES	Futures	918.12	920.29	918.12	920.05	1392.0
2009-07-23 02:05:00	ES	Futures	920.05	920.29	919.32	919.81	1245.0
2009-07-23 02:10:00	ES	Futures	919.57	919.81	919.57	919.81	346.0
2009-07-23 02:15:00	ES	Futures	919.81	920.29	919.57	919.57	454.0
2009-07-23 02:20:00	ES	Futures	919.57	919.81	919.32	919.57	130.0
2009-07-23 02:25:00	ES	Futures	919.57	920.05	919.32	919.57	330.0
2009-07-23 02:30:00	ES	Futures	919.81	919.81	919.32	919.57	413.0
2009-07-23 02:35:00	ES	Futures	919.57	919.57	918.6	918.84	422.0
2009-07-23 02:40:00	ES	Futures	918.6	919.57	918.12	919.32	889.0
2009-07-23 02:45:00	ES	Futures	919.08	919.32	918.36	918.36	401.0
2009-07-23 02:50:00	ES	Futures	918.6	919.08	918.12	918.84	483.0
2009-07-23 02:55:00	ES	Futures	918.6	919.81	918.6	919.81	675.0
2009-07-23 03:00:00	ES	Futures	919.57	919.81	918.6	919.57	1271.0
2009-07-23 03:05:00	ES	Futures	919.32	919.57	917.88	917.88	1348.0
2009-07-23 03:10:00	ES	Futures	918.12	918.84	917.39	918.6	1320.0
2009-07-23 03:15:00	ES	Futures	918.84	918.84	917.39	917.39	1678.0
2009-07-23 03:20:00	ES	Futures	917.64	918.12	917.64	917.88	666.0
2009-07-23 03:25:00	ES	Futures	917.88	918.6	917.64	918.6	939.0
2009-07-23 03:30:00	ES	Futures	918.6	918.84	918.36	918.6	852.0
2009-07-23 03:35:00	ES	Futures	918.6	919.32	918.6	918.6	749.0
2009-07-23 03:40:00	ES	Futures	918.6	919.32	918.6	919.08	496.0
2009-07-23 03:45:00	ES	Futures	919.32	920.53	919.32	919.57	1672.0
2009-07-23 03:50:00	ES	Futures	919.57	919.81	918.36	918.6	1129.0
2009-07-23 03:55:00	ES	Futures	918.6	919.32	918.6	918.84	671.0
2009-07-23 04:00:00	ES	Futures	919.08	919.32	918.6	918.84	460.0
2009-07-23 04:05:00	ES	Futures	918.84	918.84	917.64	917.88	1519.0

> showing 50 of 11,038 rows — these rows as CSV

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