PREVIEW / futures_5min / 2009-07-26

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-07-26.parquet
  size:    37 KB
  rows:    1,676

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
2009-07-26 18:00:00	ES	Futures	942.48	942.48	941.51	941.99	2446.0
2009-07-26 18:05:00	ES	Futures	941.99	941.99	940.79	941.03	917.0
2009-07-26 18:10:00	ES	Futures	940.79	941.03	940.31	940.79	970.0
2009-07-26 18:15:00	ES	Futures	940.79	941.03	940.06	941.03	500.0
2009-07-26 18:20:00	ES	Futures	941.03	941.03	940.06	940.06	629.0
2009-07-26 18:25:00	ES	Futures	940.06	940.31	939.82	939.82	242.0
2009-07-26 18:30:00	ES	Futures	940.06	940.06	939.34	939.58	876.0
2009-07-26 18:35:00	ES	Futures	939.82	940.06	939.58	940.06	287.0
2009-07-26 18:40:00	ES	Futures	940.06	940.31	939.58	940.06	153.0
2009-07-26 18:45:00	ES	Futures	939.82	940.06	939.82	939.82	69.0
2009-07-26 18:50:00	ES	Futures	939.82	940.31	939.82	940.06	65.0
2009-07-26 18:55:00	ES	Futures	940.06	940.55	940.06	940.55	255.0
2009-07-26 19:00:00	ES	Futures	940.55	940.79	940.31	940.55	81.0
2009-07-26 19:05:00	ES	Futures	940.55	940.55	940.31	940.31	152.0
2009-07-26 19:10:00	ES	Futures	940.31	940.55	939.82	940.06	248.0
2009-07-26 19:15:00	ES	Futures	940.06	940.31	939.58	940.06	302.0
2009-07-26 19:20:00	ES	Futures	940.06	940.31	940.06	940.31	33.0
2009-07-26 19:25:00	ES	Futures	940.06	940.79	940.06	940.79	233.0
2009-07-26 19:30:00	ES	Futures	940.79	940.79	940.06	940.55	75.0
2009-07-26 19:35:00	ES	Futures	940.31	940.55	940.31	940.55	135.0
2009-07-26 19:40:00	ES	Futures	940.31	940.31	940.06	940.06	82.0
2009-07-26 19:45:00	ES	Futures	940.31	940.31	939.82	940.06	165.0
2009-07-26 19:50:00	ES	Futures	940.06	940.79	940.06	940.55	490.0
2009-07-26 19:55:00	ES	Futures	940.55	940.79	940.55	940.79	106.0
2009-07-26 20:00:00	ES	Futures	940.55	940.79	940.31	940.55	267.0
2009-07-26 20:05:00	ES	Futures	940.79	941.27	940.55	940.79	569.0
2009-07-26 20:10:00	ES	Futures	940.79	941.51	940.79	940.79	352.0
2009-07-26 20:15:00	ES	Futures	941.03	941.27	940.79	940.79	196.0
2009-07-26 20:20:00	ES	Futures	941.03	941.75	940.79	941.51	262.0
2009-07-26 20:25:00	ES	Futures	941.51	942.23	941.27	941.75	372.0
2009-07-26 20:30:00	ES	Futures	941.75	942.48	941.75	942.23	223.0
2009-07-26 20:35:00	ES	Futures	942.23	942.96	942.23	942.48	763.0
2009-07-26 20:40:00	ES	Futures	942.72	942.72	941.99	942.48	312.0
2009-07-26 20:45:00	ES	Futures	942.23	942.96	941.99	942.72	298.0
2009-07-26 20:50:00	ES	Futures	942.72	943.44	942.72	942.96	663.0
2009-07-26 20:55:00	ES	Futures	943.2	943.2	942.48	942.48	278.0
2009-07-26 21:00:00	ES	Futures	942.72	942.96	942.48	942.72	193.0
2009-07-26 21:05:00	ES	Futures	942.96	943.44	942.96	943.2	313.0
2009-07-26 21:10:00	ES	Futures	943.2	943.44	942.48	942.48	443.0
2009-07-26 21:15:00	ES	Futures	942.72	942.96	942.23	942.48	261.0
2009-07-26 21:20:00	ES	Futures	942.48	942.72	942.23	942.48	103.0
2009-07-26 21:25:00	ES	Futures	942.23	942.48	942.23	942.23	65.0
2009-07-26 21:30:00	ES	Futures	942.23	942.48	941.99	942.48	200.0
2009-07-26 21:35:00	ES	Futures	942.23	942.72	942.23	942.72	165.0
2009-07-26 21:40:00	ES	Futures	942.48	943.2	942.48	942.72	189.0
2009-07-26 21:45:00	ES	Futures	942.96	943.2	942.23	942.72	635.0
2009-07-26 21:50:00	ES	Futures	942.72	942.96	942.48	942.48	139.0
2009-07-26 21:55:00	ES	Futures	942.48	942.96	942.48	942.96	32.0
2009-07-26 22:00:00	ES	Futures	942.72	942.96	941.99	941.99	207.0
2009-07-26 22:05:00	ES	Futures	941.99	942.48	941.75	942.48	350.0

> showing 50 of 1,676 rows — these rows as CSV

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