PREVIEW / futures_5min / 2009-07-28

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-07-28.parquet
  size:    193 KB
  rows:    11,040

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
2009-07-28 00:00:00	ES	Futures	943.68	943.68	943.44	943.68	37.0
2009-07-28 00:05:00	ES	Futures	943.44	943.68	943.44	943.44	65.0
2009-07-28 00:10:00	ES	Futures	943.68	943.68	943.2	943.44	56.0
2009-07-28 00:15:00	ES	Futures	943.44	943.68	943.2	943.68	108.0
2009-07-28 00:20:00	ES	Futures	943.68	943.68	943.44	943.68	27.0
2009-07-28 00:25:00	ES	Futures	943.44	943.92	942.96	943.92	312.0
2009-07-28 00:30:00	ES	Futures	943.92	943.92	943.68	943.92	317.0
2009-07-28 00:35:00	ES	Futures	943.92	943.92	943.44	943.44	62.0
2009-07-28 00:40:00	ES	Futures	943.68	943.92	943.44	943.68	74.0
2009-07-28 00:45:00	ES	Futures	943.68	944.41	943.68	944.41	351.0
2009-07-28 00:50:00	ES	Futures	944.41	944.89	944.41	944.65	161.0
2009-07-28 00:55:00	ES	Futures	944.41	944.65	943.92	943.92	236.0
2009-07-28 01:00:00	ES	Futures	944.16	944.41	943.92	944.41	114.0
2009-07-28 01:05:00	ES	Futures	944.41	944.41	944.16	944.16	17.0
2009-07-28 01:10:00	ES	Futures	944.41	944.41	943.92	943.92	61.0
2009-07-28 01:15:00	ES	Futures	944.16	944.41	943.92	944.16	265.0
2009-07-28 01:20:00	ES	Futures	944.16	944.16	943.92	944.16	30.0
2009-07-28 01:25:00	ES	Futures	944.16	944.16	943.92	944.16	51.0
2009-07-28 01:30:00	ES	Futures	944.16	944.41	943.92	944.41	90.0
2009-07-28 01:35:00	ES	Futures	944.41	944.65	944.41	944.41	67.0
2009-07-28 01:40:00	ES	Futures	944.65	944.89	944.41	944.65	203.0
2009-07-28 01:45:00	ES	Futures	944.89	944.89	944.41	944.89	118.0
2009-07-28 01:50:00	ES	Futures	944.89	944.89	944.65	944.65	36.0
2009-07-28 01:55:00	ES	Futures	944.89	945.13	944.89	945.13	458.0
2009-07-28 02:00:00	ES	Futures	945.13	945.13	944.41	944.41	688.0
2009-07-28 02:05:00	ES	Futures	944.41	944.89	944.41	944.89	357.0
2009-07-28 02:10:00	ES	Futures	944.89	944.89	944.41	944.41	428.0
2009-07-28 02:15:00	ES	Futures	944.41	944.41	943.44	943.44	1438.0
2009-07-28 02:20:00	ES	Futures	943.68	943.68	943.44	943.68	515.0
2009-07-28 02:25:00	ES	Futures	943.68	943.68	943.2	943.44	214.0
2009-07-28 02:30:00	ES	Futures	943.44	943.68	942.96	943.2	439.0
2009-07-28 02:35:00	ES	Futures	942.96	943.92	942.96	943.2	635.0
2009-07-28 02:40:00	ES	Futures	943.2	943.68	942.96	943.2	525.0
2009-07-28 02:45:00	ES	Futures	943.44	943.68	943.2	943.44	272.0
2009-07-28 02:50:00	ES	Futures	943.44	943.92	943.44	943.68	479.0
2009-07-28 02:55:00	ES	Futures	943.68	943.68	942.48	942.48	1029.0
2009-07-28 03:00:00	ES	Futures	942.48	944.16	942.48	944.16	1671.0
2009-07-28 03:05:00	ES	Futures	944.16	944.89	943.68	944.16	2019.0
2009-07-28 03:10:00	ES	Futures	944.41	944.41	943.2	943.2	2163.0
2009-07-28 03:15:00	ES	Futures	942.96	944.16	942.72	944.16	2167.0
2009-07-28 03:20:00	ES	Futures	944.16	944.65	944.16	944.16	1184.0
2009-07-28 03:25:00	ES	Futures	944.16	944.41	943.2	943.2	1029.0
2009-07-28 03:30:00	ES	Futures	943.2	944.41	942.72	943.92	1389.0
2009-07-28 03:35:00	ES	Futures	944.16	945.13	944.16	944.89	1364.0
2009-07-28 03:40:00	ES	Futures	944.89	946.33	944.89	946.09	2624.0
2009-07-28 03:45:00	ES	Futures	946.33	946.82	946.09	946.82	2471.0
2009-07-28 03:50:00	ES	Futures	946.58	946.82	945.61	945.85	1156.0
2009-07-28 03:55:00	ES	Futures	945.61	945.85	944.89	945.13	838.0
2009-07-28 04:00:00	ES	Futures	945.13	946.33	945.13	945.85	1341.0
2009-07-28 04:05:00	ES	Futures	945.61	946.33	945.37	945.85	1111.0

> showing 50 of 11,040 rows — these rows as CSV

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