PREVIEW / futures_5min / 2009-08-03

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-08-03.parquet
  size:    200 KB
  rows:    11,516

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
2009-08-03 00:00:00	ES	Futures	951.88	952.12	951.64	952.12	74.0
2009-08-03 00:05:00	ES	Futures	952.12	952.12	951.16	951.4	252.0
2009-08-03 00:10:00	ES	Futures	951.16	951.4	951.16	951.4	46.0
2009-08-03 00:15:00	ES	Futures	951.4	951.4	950.68	950.92	318.0
2009-08-03 00:20:00	ES	Futures	951.16	951.64	950.92	951.4	237.0
2009-08-03 00:25:00	ES	Futures	951.4	951.64	951.4	951.4	391.0
2009-08-03 00:30:00	ES	Futures	951.4	952.12	951.16	952.12	308.0
2009-08-03 00:35:00	ES	Futures	951.88	952.36	951.64	951.88	282.0
2009-08-03 00:40:00	ES	Futures	951.88	952.61	951.64	951.64	491.0
2009-08-03 00:45:00	ES	Futures	951.64	951.88	951.4	951.88	113.0
2009-08-03 00:50:00	ES	Futures	952.12	952.12	951.16	951.16	169.0
2009-08-03 00:55:00	ES	Futures	951.16	951.88	950.68	950.92	827.0
2009-08-03 01:00:00	ES	Futures	950.68	950.68	949.95	950.19	732.0
2009-08-03 01:05:00	ES	Futures	950.43	950.43	949.95	950.19	67.0
2009-08-03 01:10:00	ES	Futures	950.19	950.68	949.95	950.43	109.0
2009-08-03 01:15:00	ES	Futures	950.43	950.68	950.43	950.43	90.0
2009-08-03 01:20:00	ES	Futures	950.43	950.68	950.19	950.43	64.0
2009-08-03 01:25:00	ES	Futures	950.68	951.16	950.43	951.16	168.0
2009-08-03 01:30:00	ES	Futures	951.16	951.64	950.68	951.4	198.0
2009-08-03 01:35:00	ES	Futures	951.16	951.4	950.92	951.4	183.0
2009-08-03 01:40:00	ES	Futures	951.64	952.12	951.64	951.88	301.0
2009-08-03 01:45:00	ES	Futures	951.88	952.12	951.64	951.88	61.0
2009-08-03 01:50:00	ES	Futures	951.88	952.12	951.88	952.12	62.0
2009-08-03 01:55:00	ES	Futures	952.12	952.12	951.4	952.12	278.0
2009-08-03 02:00:00	ES	Futures	951.88	952.61	951.64	951.64	1193.0
2009-08-03 02:05:00	ES	Futures	951.64	951.88	950.92	951.64	553.0
2009-08-03 02:10:00	ES	Futures	951.4	951.64	950.92	951.16	574.0
2009-08-03 02:15:00	ES	Futures	950.92	951.4	950.43	950.68	465.0
2009-08-03 02:20:00	ES	Futures	950.68	951.88	950.43	951.64	394.0
2009-08-03 02:25:00	ES	Futures	951.64	952.12	951.4	951.4	350.0
2009-08-03 02:30:00	ES	Futures	951.4	951.88	951.16	951.88	548.0
2009-08-03 02:35:00	ES	Futures	952.12	952.12	950.92	951.16	550.0
2009-08-03 02:40:00	ES	Futures	950.92	950.92	949.71	949.71	769.0
2009-08-03 02:45:00	ES	Futures	949.71	949.95	949.23	949.71	832.0
2009-08-03 02:50:00	ES	Futures	949.71	950.68	949.47	950.43	907.0
2009-08-03 02:55:00	ES	Futures	950.43	950.68	949.23	949.23	821.0
2009-08-03 03:00:00	ES	Futures	949.47	949.71	948.51	948.99	2247.0
2009-08-03 03:05:00	ES	Futures	948.99	950.68	948.75	949.95	912.0
2009-08-03 03:10:00	ES	Futures	950.19	951.4	949.95	951.16	748.0
2009-08-03 03:15:00	ES	Futures	951.16	952.12	950.92	951.64	952.0
2009-08-03 03:20:00	ES	Futures	951.88	953.33	951.88	953.09	2031.0
2009-08-03 03:25:00	ES	Futures	953.33	953.57	952.85	953.33	1651.0
2009-08-03 03:30:00	ES	Futures	953.33	953.57	952.12	952.61	2325.0
2009-08-03 03:35:00	ES	Futures	952.85	953.57	952.61	952.61	876.0
2009-08-03 03:40:00	ES	Futures	952.61	953.09	951.88	953.09	1587.0
2009-08-03 03:45:00	ES	Futures	953.33	953.57	952.36	953.33	1285.0
2009-08-03 03:50:00	ES	Futures	953.09	953.81	952.36	953.33	916.0
2009-08-03 03:55:00	ES	Futures	953.09	953.81	953.09	953.57	1004.0
2009-08-03 04:00:00	ES	Futures	953.33	953.81	952.85	953.57	1077.0
2009-08-03 04:05:00	ES	Futures	953.57	954.78	953.33	954.29	1602.0

> showing 50 of 11,516 rows — these rows as CSV

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