PREVIEW / futures_5min / 2009-08-04

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-08-04.parquet
  size:    188 KB
  rows:    11,392

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
2009-08-04 00:00:00	ES	Futures	963.22	963.46	963.22	963.46	267.0
2009-08-04 00:05:00	ES	Futures	963.22	963.22	962.73	963.22	493.0
2009-08-04 00:10:00	ES	Futures	962.98	963.22	962.73	962.98	482.0
2009-08-04 00:15:00	ES	Futures	962.73	962.73	962.49	962.73	336.0
2009-08-04 00:20:00	ES	Futures	962.49	962.73	962.25	962.49	230.0
2009-08-04 00:25:00	ES	Futures	962.49	962.73	962.25	962.49	321.0
2009-08-04 00:30:00	ES	Futures	962.49	962.98	962.25	962.25	380.0
2009-08-04 00:35:00	ES	Futures	962.49	962.73	962.25	962.49	162.0
2009-08-04 00:40:00	ES	Futures	962.49	962.73	962.25	962.49	345.0
2009-08-04 00:45:00	ES	Futures	962.49	962.49	962.25	962.49	378.0
2009-08-04 00:50:00	ES	Futures	962.49	962.73	962.25	962.49	217.0
2009-08-04 00:55:00	ES	Futures	962.49	962.73	962.25	962.73	437.0
2009-08-04 01:00:00	ES	Futures	962.49	962.73	962.49	962.49	98.0
2009-08-04 01:05:00	ES	Futures	962.49	962.73	962.25	962.49	334.0
2009-08-04 01:10:00	ES	Futures	962.25	962.73	962.25	962.49	161.0
2009-08-04 01:15:00	ES	Futures	962.49	962.73	962.01	962.25	263.0
2009-08-04 01:20:00	ES	Futures	962.01	962.49	962.01	962.25	210.0
2009-08-04 01:25:00	ES	Futures	962.25	962.49	962.01	962.25	354.0
2009-08-04 01:30:00	ES	Futures	962.25	962.25	961.77	962.01	302.0
2009-08-04 01:35:00	ES	Futures	962.01	962.25	961.77	961.77	279.0
2009-08-04 01:40:00	ES	Futures	961.77	962.01	961.77	961.77	180.0
2009-08-04 01:45:00	ES	Futures	961.77	962.01	961.53	961.77	419.0
2009-08-04 01:50:00	ES	Futures	961.77	962.01	961.53	961.77	437.0
2009-08-04 01:55:00	ES	Futures	961.53	962.25	961.53	961.77	668.0
2009-08-04 02:00:00	ES	Futures	962.01	962.01	960.8	961.05	2058.0
2009-08-04 02:05:00	ES	Futures	961.05	961.29	960.56	961.05	1381.0
2009-08-04 02:10:00	ES	Futures	961.05	961.53	960.8	961.29	432.0
2009-08-04 02:15:00	ES	Futures	961.53	961.77	961.29	961.29	534.0
2009-08-04 02:20:00	ES	Futures	961.53	962.01	961.29	962.01	573.0
2009-08-04 02:25:00	ES	Futures	962.01	962.25	961.29	962.25	1075.0
2009-08-04 02:30:00	ES	Futures	962.25	962.25	961.77	962.01	159.0
2009-08-04 02:35:00	ES	Futures	961.77	962.01	961.29	961.29	319.0
2009-08-04 02:40:00	ES	Futures	961.53	962.01	961.29	962.01	462.0
2009-08-04 02:45:00	ES	Futures	962.01	962.01	961.53	961.77	748.0
2009-08-04 02:50:00	ES	Futures	961.77	962.25	961.53	962.25	545.0
2009-08-04 02:55:00	ES	Futures	962.25	962.49	961.53	962.25	733.0
2009-08-04 03:00:00	ES	Futures	962.25	962.25	960.56	961.05	1870.0
2009-08-04 03:05:00	ES	Futures	960.8	961.29	960.8	961.05	725.0
2009-08-04 03:10:00	ES	Futures	961.05	962.98	960.8	962.73	1914.0
2009-08-04 03:15:00	ES	Futures	962.73	962.98	961.77	962.01	1594.0
2009-08-04 03:20:00	ES	Futures	962.01	962.98	961.53	961.77	1818.0
2009-08-04 03:25:00	ES	Futures	961.77	962.25	961.53	962.01	609.0
2009-08-04 03:30:00	ES	Futures	962.01	962.01	960.56	960.56	1985.0
2009-08-04 03:35:00	ES	Futures	960.56	960.56	959.84	960.08	2263.0
2009-08-04 03:40:00	ES	Futures	959.84	960.56	959.6	960.56	1473.0
2009-08-04 03:45:00	ES	Futures	960.32	960.8	960.08	960.08	952.0
2009-08-04 03:50:00	ES	Futures	960.08	962.01	960.08	961.77	1173.0
2009-08-04 03:55:00	ES	Futures	961.77	961.77	960.32	960.56	981.0
2009-08-04 04:00:00	ES	Futures	960.8	961.29	960.32	960.56	1208.0
2009-08-04 04:05:00	ES	Futures	960.56	961.05	959.84	959.84	1863.0

> showing 50 of 11,392 rows — these rows as CSV

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