PREVIEW / futures_5min / 2009-07-24

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-07-24.parquet
  size:    152 KB
  rows:    9,132

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
2009-07-24 00:00:00	ES	Futures	929.45	930.18	929.45	929.69	314.0
2009-07-24 00:05:00	ES	Futures	929.69	929.94	929.45	929.94	282.0
2009-07-24 00:10:00	ES	Futures	929.94	930.18	929.69	929.94	231.0
2009-07-24 00:15:00	ES	Futures	930.18	930.42	929.94	929.94	241.0
2009-07-24 00:20:00	ES	Futures	929.94	929.94	929.69	929.69	229.0
2009-07-24 00:25:00	ES	Futures	929.69	929.94	929.69	929.69	104.0
2009-07-24 00:30:00	ES	Futures	929.94	929.94	929.69	929.69	123.0
2009-07-24 00:35:00	ES	Futures	929.69	929.94	929.45	929.69	265.0
2009-07-24 00:40:00	ES	Futures	929.94	930.18	929.69	929.69	130.0
2009-07-24 00:45:00	ES	Futures	929.69	930.18	929.69	929.69	180.0
2009-07-24 00:50:00	ES	Futures	929.69	929.69	929.45	929.69	209.0
2009-07-24 00:55:00	ES	Futures	929.45	929.94	929.45	929.94	39.0
2009-07-24 01:00:00	ES	Futures	929.94	929.94	929.69	929.69	157.0
2009-07-24 01:05:00	ES	Futures	929.69	929.94	929.69	929.69	40.0
2009-07-24 01:10:00	ES	Futures	929.69	929.94	929.69	929.94	148.0
2009-07-24 01:15:00	ES	Futures	929.69	929.94	929.69	929.94	340.0
2009-07-24 01:20:00	ES	Futures	930.18	930.18	929.69	930.18	95.0
2009-07-24 01:25:00	ES	Futures	930.18	930.42	929.94	930.42	225.0
2009-07-24 01:30:00	ES	Futures	930.42	930.42	929.94	930.18	271.0
2009-07-24 01:35:00	ES	Futures	930.18	930.66	930.18	930.42	216.0
2009-07-24 01:40:00	ES	Futures	930.42	930.42	929.69	930.18	397.0
2009-07-24 01:45:00	ES	Futures	929.94	930.42	929.45	929.69	319.0
2009-07-24 01:50:00	ES	Futures	929.69	930.18	929.45	930.18	310.0
2009-07-24 01:55:00	ES	Futures	930.18	930.42	929.94	930.42	279.0
2009-07-24 02:00:00	ES	Futures	930.66	931.14	930.18	930.9	1254.0
2009-07-24 02:05:00	ES	Futures	930.9	931.14	930.42	930.66	318.0
2009-07-24 02:10:00	ES	Futures	930.66	930.9	930.42	930.42	571.0
2009-07-24 02:15:00	ES	Futures	930.66	931.14	930.42	930.42	618.0
2009-07-24 02:20:00	ES	Futures	930.66	931.14	930.66	930.9	374.0
2009-07-24 02:25:00	ES	Futures	931.14	931.38	930.9	931.14	211.0
2009-07-24 02:30:00	ES	Futures	930.9	931.14	930.66	931.14	357.0
2009-07-24 02:35:00	ES	Futures	931.14	931.38	930.9	930.9	487.0
2009-07-24 02:40:00	ES	Futures	930.9	931.38	930.9	931.38	383.0
2009-07-24 02:45:00	ES	Futures	931.14	931.38	931.14	931.38	526.0
2009-07-24 02:50:00	ES	Futures	931.14	932.59	931.14	932.35	1913.0
2009-07-24 02:55:00	ES	Futures	932.59	932.59	931.14	932.11	1524.0
2009-07-24 03:00:00	ES	Futures	932.11	932.59	930.9	930.9	1455.0
2009-07-24 03:05:00	ES	Futures	931.14	932.11	930.66	931.86	1678.0
2009-07-24 03:10:00	ES	Futures	931.62	932.35	931.14	932.35	779.0
2009-07-24 03:15:00	ES	Futures	932.35	933.31	932.11	933.31	2626.0
2009-07-24 03:20:00	ES	Futures	933.31	933.55	933.07	933.55	1075.0
2009-07-24 03:25:00	ES	Futures	933.55	933.79	933.31	933.55	1159.0
2009-07-24 03:30:00	ES	Futures	933.55	933.79	933.07	933.55	1634.0
2009-07-24 03:35:00	ES	Futures	933.31	933.79	933.07	933.55	954.0
2009-07-24 03:40:00	ES	Futures	933.55	934.28	933.55	934.04	1248.0
2009-07-24 03:45:00	ES	Futures	934.04	934.76	933.79	933.79	2046.0
2009-07-24 03:50:00	ES	Futures	933.79	934.28	933.55	934.04	971.0
2009-07-24 03:55:00	ES	Futures	934.04	934.28	933.79	934.28	789.0
2009-07-24 04:00:00	ES	Futures	934.28	934.76	933.79	934.52	2409.0
2009-07-24 04:05:00	ES	Futures	934.52	936.45	934.52	935.96	4782.0

> showing 50 of 9,132 rows — these rows as CSV

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