PREVIEW / futures_5min / 2009-07-27

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-07-27.parquet
  size:    169 KB
  rows:    10,835

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
2009-07-27 00:00:00	ES	Futures	945.61	945.85	944.89	945.13	358.0
2009-07-27 00:05:00	ES	Futures	944.89	945.37	944.65	945.13	282.0
2009-07-27 00:10:00	ES	Futures	945.13	945.13	944.89	944.89	152.0
2009-07-27 00:15:00	ES	Futures	944.89	945.37	944.65	945.13	227.0
2009-07-27 00:20:00	ES	Futures	945.13	947.06	945.13	946.82	1581.0
2009-07-27 00:25:00	ES	Futures	946.58	947.06	946.33	946.58	263.0
2009-07-27 00:30:00	ES	Futures	946.33	946.82	946.33	946.58	515.0
2009-07-27 00:35:00	ES	Futures	946.58	946.82	946.33	946.58	274.0
2009-07-27 00:40:00	ES	Futures	946.58	946.82	946.33	946.58	97.0
2009-07-27 00:45:00	ES	Futures	946.58	946.82	946.33	946.82	241.0
2009-07-27 00:50:00	ES	Futures	946.58	948.02	946.33	947.78	742.0
2009-07-27 00:55:00	ES	Futures	948.02	948.99	947.78	948.75	1821.0
2009-07-27 01:00:00	ES	Futures	948.51	948.99	948.26	948.51	536.0
2009-07-27 01:05:00	ES	Futures	948.51	949.23	948.51	948.99	826.0
2009-07-27 01:10:00	ES	Futures	948.99	948.99	948.51	948.51	309.0
2009-07-27 01:15:00	ES	Futures	948.51	948.51	948.26	948.26	213.0
2009-07-27 01:20:00	ES	Futures	948.26	948.51	947.78	948.02	270.0
2009-07-27 01:25:00	ES	Futures	948.02	948.51	948.02	948.26	69.0
2009-07-27 01:30:00	ES	Futures	948.02	948.26	947.06	947.3	398.0
2009-07-27 01:35:00	ES	Futures	947.06	947.78	947.06	947.54	256.0
2009-07-27 01:40:00	ES	Futures	947.54	947.78	947.3	947.78	204.0
2009-07-27 01:45:00	ES	Futures	947.54	947.54	947.06	947.06	122.0
2009-07-27 01:50:00	ES	Futures	947.3	947.3	946.82	947.06	347.0
2009-07-27 01:55:00	ES	Futures	947.06	947.54	947.06	947.06	314.0
2009-07-27 02:00:00	ES	Futures	947.3	947.3	946.58	947.06	1172.0
2009-07-27 02:05:00	ES	Futures	947.06	947.06	944.89	945.37	1405.0
2009-07-27 02:10:00	ES	Futures	945.61	946.09	945.13	945.85	719.0
2009-07-27 02:15:00	ES	Futures	945.61	945.85	944.65	944.89	1048.0
2009-07-27 02:20:00	ES	Futures	945.13	945.85	944.89	945.37	466.0
2009-07-27 02:25:00	ES	Futures	945.37	945.61	945.13	945.61	640.0
2009-07-27 02:30:00	ES	Futures	945.61	946.33	945.37	946.09	306.0
2009-07-27 02:35:00	ES	Futures	945.85	946.09	945.37	945.85	563.0
2009-07-27 02:40:00	ES	Futures	945.61	946.33	945.61	946.33	689.0
2009-07-27 02:45:00	ES	Futures	946.09	946.82	946.09	946.58	1352.0
2009-07-27 02:50:00	ES	Futures	946.58	946.82	945.85	946.58	788.0
2009-07-27 02:55:00	ES	Futures	946.58	946.82	946.33	946.33	467.0
2009-07-27 03:00:00	ES	Futures	946.58	946.58	944.65	944.65	3162.0
2009-07-27 03:05:00	ES	Futures	944.65	945.13	943.92	944.16	3540.0
2009-07-27 03:10:00	ES	Futures	943.92	945.37	943.68	945.37	1748.0
2009-07-27 03:15:00	ES	Futures	945.37	945.61	943.92	944.16	1992.0
2009-07-27 03:20:00	ES	Futures	944.41	945.37	944.16	945.13	1401.0
2009-07-27 03:25:00	ES	Futures	944.89	945.61	944.65	944.89	1616.0
2009-07-27 03:30:00	ES	Futures	944.89	945.13	944.16	944.41	1060.0
2009-07-27 03:35:00	ES	Futures	944.65	944.65	944.16	944.41	625.0
2009-07-27 03:40:00	ES	Futures	944.16	944.65	943.92	944.65	1136.0
2009-07-27 03:45:00	ES	Futures	944.89	944.89	943.92	944.65	1711.0
2009-07-27 03:50:00	ES	Futures	944.65	944.65	943.68	944.41	1540.0
2009-07-27 03:55:00	ES	Futures	944.41	945.13	944.41	944.65	892.0
2009-07-27 04:00:00	ES	Futures	944.65	944.89	943.92	943.92	884.0
2009-07-27 04:05:00	ES	Futures	944.16	944.65	943.44	943.44	2584.0

> showing 50 of 10,835 rows — these rows as CSV

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