PREVIEW / futures_5min / 2009-07-29

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-07-29.parquet
  size:    188 KB
  rows:    11,064

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
2009-07-29 00:00:00	ES	Futures	937.89	938.14	937.17	937.17	713.0
2009-07-29 00:05:00	ES	Futures	937.17	937.41	936.93	937.17	488.0
2009-07-29 00:10:00	ES	Futures	937.17	937.17	936.93	937.17	286.0
2009-07-29 00:15:00	ES	Futures	937.17	937.41	936.93	937.41	163.0
2009-07-29 00:20:00	ES	Futures	937.17	937.89	937.17	937.89	381.0
2009-07-29 00:25:00	ES	Futures	937.89	938.38	937.65	937.65	344.0
2009-07-29 00:30:00	ES	Futures	937.65	937.89	937.41	937.89	79.0
2009-07-29 00:35:00	ES	Futures	937.89	938.14	937.65	938.14	156.0
2009-07-29 00:40:00	ES	Futures	938.14	938.62	937.89	938.62	306.0
2009-07-29 00:45:00	ES	Futures	938.62	939.34	938.14	938.38	467.0
2009-07-29 00:50:00	ES	Futures	938.38	938.62	937.65	938.38	218.0
2009-07-29 00:55:00	ES	Futures	938.62	938.62	938.14	938.14	69.0
2009-07-29 01:00:00	ES	Futures	938.14	938.38	938.14	938.14	112.0
2009-07-29 01:05:00	ES	Futures	938.38	938.62	938.14	938.38	244.0
2009-07-29 01:10:00	ES	Futures	938.14	938.62	937.89	937.89	298.0
2009-07-29 01:15:00	ES	Futures	937.89	937.89	937.41	937.41	186.0
2009-07-29 01:20:00	ES	Futures	937.65	937.89	937.65	937.89	140.0
2009-07-29 01:25:00	ES	Futures	937.89	938.38	937.89	938.14	158.0
2009-07-29 01:30:00	ES	Futures	937.89	938.38	937.65	937.65	84.0
2009-07-29 01:35:00	ES	Futures	937.65	937.65	937.41	937.41	253.0
2009-07-29 01:40:00	ES	Futures	937.17	937.65	937.17	937.65	99.0
2009-07-29 01:45:00	ES	Futures	937.41	937.89	937.17	937.17	482.0
2009-07-29 01:50:00	ES	Futures	937.17	938.14	937.17	938.14	284.0
2009-07-29 01:55:00	ES	Futures	937.89	938.38	937.89	937.89	413.0
2009-07-29 02:00:00	ES	Futures	937.89	938.14	937.17	937.65	1306.0
2009-07-29 02:05:00	ES	Futures	937.65	937.65	937.17	937.41	597.0
2009-07-29 02:10:00	ES	Futures	937.65	937.65	936.45	936.93	1891.0
2009-07-29 02:15:00	ES	Futures	936.69	936.93	935.72	935.72	1280.0
2009-07-29 02:20:00	ES	Futures	935.72	935.96	934.04	934.04	2885.0
2009-07-29 02:25:00	ES	Futures	934.04	934.28	932.35	932.83	3557.0
2009-07-29 02:30:00	ES	Futures	932.83	932.83	929.94	931.38	6478.0
2009-07-29 02:35:00	ES	Futures	931.38	931.86	930.18	930.9	1771.0
2009-07-29 02:40:00	ES	Futures	930.9	932.83	930.42	932.83	2131.0
2009-07-29 02:45:00	ES	Futures	932.59	933.79	931.86	933.55	2365.0
2009-07-29 02:50:00	ES	Futures	933.31	933.79	932.83	933.07	828.0
2009-07-29 02:55:00	ES	Futures	933.07	933.31	931.86	932.35	1905.0
2009-07-29 03:00:00	ES	Futures	932.11	934.28	932.11	933.31	2255.0
2009-07-29 03:05:00	ES	Futures	933.31	935.0	933.31	934.52	2527.0
2009-07-29 03:10:00	ES	Futures	934.52	935.96	934.28	935.96	3366.0
2009-07-29 03:15:00	ES	Futures	935.72	936.45	934.76	935.0	2796.0
2009-07-29 03:20:00	ES	Futures	935.24	935.72	934.04	934.28	2758.0
2009-07-29 03:25:00	ES	Futures	934.28	935.0	934.28	934.52	1169.0
2009-07-29 03:30:00	ES	Futures	934.52	935.72	934.04	935.72	2494.0
2009-07-29 03:35:00	ES	Futures	935.72	936.45	935.72	936.21	2317.0
2009-07-29 03:40:00	ES	Futures	936.21	937.65	935.96	937.41	3195.0
2009-07-29 03:45:00	ES	Futures	937.17	937.65	936.21	936.21	1753.0
2009-07-29 03:50:00	ES	Futures	936.21	937.65	936.21	936.45	1394.0
2009-07-29 03:55:00	ES	Futures	936.45	936.93	935.96	936.45	1562.0
2009-07-29 04:00:00	ES	Futures	936.69	938.38	936.45	938.38	2600.0
2009-07-29 04:05:00	ES	Futures	938.38	938.86	937.17	937.41	4636.0

> showing 50 of 11,064 rows — these rows as CSV

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