PREVIEW / futures_5min / 2009-08-05

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-08-05.parquet
  size:    192 KB
  rows:    11,290

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
2009-08-05 00:00:00	ES	Futures	967.8	967.8	967.32	967.56	330.0
2009-08-05 00:05:00	ES	Futures	967.56	968.04	967.56	967.8	177.0
2009-08-05 00:10:00	ES	Futures	968.04	968.04	967.56	967.56	257.0
2009-08-05 00:15:00	ES	Futures	967.8	967.8	967.56	967.8	353.0
2009-08-05 00:20:00	ES	Futures	967.8	967.8	967.56	967.8	141.0
2009-08-05 00:25:00	ES	Futures	967.8	967.8	967.07	967.32	603.0
2009-08-05 00:30:00	ES	Futures	967.56	967.56	967.32	967.32	116.0
2009-08-05 00:35:00	ES	Futures	967.56	967.56	967.32	967.32	156.0
2009-08-05 00:40:00	ES	Futures	967.32	967.56	967.07	967.32	215.0
2009-08-05 00:45:00	ES	Futures	967.56	967.56	967.32	967.32	204.0
2009-08-05 00:50:00	ES	Futures	967.32	967.56	967.32	967.56	104.0
2009-08-05 00:55:00	ES	Futures	967.56	967.56	967.07	967.56	200.0
2009-08-05 01:00:00	ES	Futures	967.32	967.56	967.07	967.07	439.0
2009-08-05 01:05:00	ES	Futures	967.32	967.32	967.07	967.07	68.0
2009-08-05 01:10:00	ES	Futures	967.07	967.32	967.07	967.07	343.0
2009-08-05 01:15:00	ES	Futures	967.07	967.07	966.59	966.59	974.0
2009-08-05 01:20:00	ES	Futures	966.59	966.83	966.59	966.59	582.0
2009-08-05 01:25:00	ES	Futures	966.59	966.83	966.35	966.59	245.0
2009-08-05 01:30:00	ES	Futures	966.59	966.83	966.35	966.59	317.0
2009-08-05 01:35:00	ES	Futures	966.83	966.83	966.59	966.59	86.0
2009-08-05 01:40:00	ES	Futures	966.59	966.83	966.35	966.35	369.0
2009-08-05 01:45:00	ES	Futures	966.59	966.59	966.11	966.11	544.0
2009-08-05 01:50:00	ES	Futures	966.11	966.59	966.11	966.11	621.0
2009-08-05 01:55:00	ES	Futures	966.11	966.35	965.87	966.11	414.0
2009-08-05 02:00:00	ES	Futures	966.11	966.35	965.39	965.63	1573.0
2009-08-05 02:05:00	ES	Futures	965.63	965.87	965.15	965.39	1323.0
2009-08-05 02:10:00	ES	Futures	965.39	965.63	965.15	965.63	493.0
2009-08-05 02:15:00	ES	Futures	965.39	965.63	964.9	965.15	733.0
2009-08-05 02:20:00	ES	Futures	964.9	965.15	964.66	965.15	860.0
2009-08-05 02:25:00	ES	Futures	965.15	965.15	964.9	965.15	283.0
2009-08-05 02:30:00	ES	Futures	964.9	965.15	964.66	965.15	459.0
2009-08-05 02:35:00	ES	Futures	965.15	965.39	964.42	964.9	1555.0
2009-08-05 02:40:00	ES	Futures	964.9	965.15	964.42	964.66	349.0
2009-08-05 02:45:00	ES	Futures	964.66	964.66	964.18	964.66	595.0
2009-08-05 02:50:00	ES	Futures	964.42	964.9	964.18	964.66	731.0
2009-08-05 02:55:00	ES	Futures	964.66	964.66	963.94	964.42	1013.0
2009-08-05 03:00:00	ES	Futures	964.42	964.66	963.7	964.18	1477.0
2009-08-05 03:05:00	ES	Futures	964.18	964.66	963.94	964.18	1274.0
2009-08-05 03:10:00	ES	Futures	964.18	966.83	963.94	966.59	3534.0
2009-08-05 03:15:00	ES	Futures	966.59	967.32	965.87	966.59	2349.0
2009-08-05 03:20:00	ES	Futures	966.59	966.83	966.11	966.59	1601.0
2009-08-05 03:25:00	ES	Futures	966.35	967.32	966.35	967.07	1127.0
2009-08-05 03:30:00	ES	Futures	967.07	967.32	965.63	965.63	1371.0
2009-08-05 03:35:00	ES	Futures	965.63	965.87	964.9	965.15	1791.0
2009-08-05 03:40:00	ES	Futures	965.15	965.15	964.18	964.9	2161.0
2009-08-05 03:45:00	ES	Futures	965.15	965.15	964.66	964.66	1014.0
2009-08-05 03:50:00	ES	Futures	964.66	965.63	964.66	965.39	741.0
2009-08-05 03:55:00	ES	Futures	965.63	965.87	964.9	965.15	641.0
2009-08-05 04:00:00	ES	Futures	965.15	966.35	964.66	966.11	1620.0
2009-08-05 04:05:00	ES	Futures	966.11	966.83	965.87	966.11	1532.0

> showing 50 of 11,290 rows — these rows as CSV

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