PREVIEW / futures_5min / 2009-07-30

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-07-30.parquet
  size:    194 KB
  rows:    11,202

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
2009-07-30 00:00:00	ES	Futures	942.72	943.44	942.72	942.96	567.0
2009-07-30 00:05:00	ES	Futures	943.2	943.2	942.48	942.72	256.0
2009-07-30 00:10:00	ES	Futures	942.96	942.96	942.23	942.96	419.0
2009-07-30 00:15:00	ES	Futures	942.96	942.96	942.72	942.96	31.0
2009-07-30 00:20:00	ES	Futures	942.96	943.2	942.96	943.2	155.0
2009-07-30 00:25:00	ES	Futures	943.2	943.44	943.2	943.2	164.0
2009-07-30 00:30:00	ES	Futures	943.44	943.44	942.96	942.96	374.0
2009-07-30 00:35:00	ES	Futures	943.2	943.44	942.96	942.96	123.0
2009-07-30 00:40:00	ES	Futures	942.96	943.2	942.23	942.48	298.0
2009-07-30 00:45:00	ES	Futures	942.48	942.48	942.23	942.48	274.0
2009-07-30 00:50:00	ES	Futures	942.48	942.96	942.48	942.72	222.0
2009-07-30 00:55:00	ES	Futures	942.96	942.96	942.72	942.96	124.0
2009-07-30 01:00:00	ES	Futures	942.72	942.96	942.48	942.96	336.0
2009-07-30 01:05:00	ES	Futures	942.96	943.2	942.96	943.2	149.0
2009-07-30 01:10:00	ES	Futures	943.2	944.16	942.96	943.92	617.0
2009-07-30 01:15:00	ES	Futures	943.92	944.16	943.68	943.92	200.0
2009-07-30 01:20:00	ES	Futures	944.16	944.41	943.92	944.41	290.0
2009-07-30 01:25:00	ES	Futures	944.41	945.13	943.92	944.16	1089.0
2009-07-30 01:30:00	ES	Futures	944.16	944.41	943.92	944.16	369.0
2009-07-30 01:35:00	ES	Futures	944.16	944.16	943.92	944.16	121.0
2009-07-30 01:40:00	ES	Futures	943.92	944.89	943.92	944.89	257.0
2009-07-30 01:45:00	ES	Futures	944.65	945.13	944.41	945.13	521.0
2009-07-30 01:50:00	ES	Futures	944.89	945.13	944.65	944.89	213.0
2009-07-30 01:55:00	ES	Futures	944.89	944.89	944.41	944.65	541.0
2009-07-30 02:00:00	ES	Futures	944.89	944.89	943.68	944.89	1284.0
2009-07-30 02:05:00	ES	Futures	944.89	945.13	944.16	944.89	961.0
2009-07-30 02:10:00	ES	Futures	944.89	946.09	944.65	945.13	2780.0
2009-07-30 02:15:00	ES	Futures	945.13	948.02	945.13	947.06	3642.0
2009-07-30 02:20:00	ES	Futures	947.3	947.78	946.58	946.82	2027.0
2009-07-30 02:25:00	ES	Futures	946.82	946.82	946.33	946.58	919.0
2009-07-30 02:30:00	ES	Futures	946.58	946.82	946.09	946.82	1120.0
2009-07-30 02:35:00	ES	Futures	947.06	947.06	945.85	945.85	931.0
2009-07-30 02:40:00	ES	Futures	946.09	946.33	945.61	946.09	990.0
2009-07-30 02:45:00	ES	Futures	946.09	947.06	945.85	946.09	1425.0
2009-07-30 02:50:00	ES	Futures	946.09	946.58	945.61	946.09	1180.0
2009-07-30 02:55:00	ES	Futures	946.09	946.33	945.85	946.09	950.0
2009-07-30 03:00:00	ES	Futures	945.85	945.85	944.41	944.89	3521.0
2009-07-30 03:05:00	ES	Futures	944.89	944.89	943.68	944.16	3417.0
2009-07-30 03:10:00	ES	Futures	944.16	944.16	943.2	943.44	2924.0
2009-07-30 03:15:00	ES	Futures	943.44	943.68	942.96	942.96	1465.0
2009-07-30 03:20:00	ES	Futures	942.96	943.68	942.96	943.68	1996.0
2009-07-30 03:25:00	ES	Futures	943.68	943.92	943.2	943.68	1773.0
2009-07-30 03:30:00	ES	Futures	943.44	943.68	941.99	942.23	3095.0
2009-07-30 03:35:00	ES	Futures	942.23	942.48	941.75	941.99	1641.0
2009-07-30 03:40:00	ES	Futures	941.75	942.72	941.51	941.99	1948.0
2009-07-30 03:45:00	ES	Futures	941.99	942.96	941.99	942.96	1764.0
2009-07-30 03:50:00	ES	Futures	942.96	943.68	942.72	942.96	1972.0
2009-07-30 03:55:00	ES	Futures	942.96	943.2	942.23	943.2	1771.0
2009-07-30 04:00:00	ES	Futures	942.96	943.44	942.23	942.72	1718.0
2009-07-30 04:05:00	ES	Futures	942.72	942.72	941.99	942.48	1167.0

> showing 50 of 11,202 rows — these rows as CSV

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