PREVIEW / futures_5min / 2009-08-06

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-08-06.parquet
  size:    187 KB
  rows:    11,073

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
2009-08-06 00:00:00	ES	Futures	963.7	963.94	963.22	963.7	649.0
2009-08-06 00:05:00	ES	Futures	963.94	963.94	963.22	963.46	307.0
2009-08-06 00:10:00	ES	Futures	963.7	963.7	963.22	963.22	207.0
2009-08-06 00:15:00	ES	Futures	963.22	963.46	963.22	963.22	81.0
2009-08-06 00:20:00	ES	Futures	963.22	963.7	962.98	963.46	356.0
2009-08-06 00:25:00	ES	Futures	963.7	964.42	963.46	964.42	576.0
2009-08-06 00:30:00	ES	Futures	964.42	964.66	963.94	964.18	690.0
2009-08-06 00:35:00	ES	Futures	964.42	964.42	963.94	964.42	155.0
2009-08-06 00:40:00	ES	Futures	964.18	964.42	964.18	964.42	82.0
2009-08-06 00:45:00	ES	Futures	964.42	964.9	964.18	964.9	432.0
2009-08-06 00:50:00	ES	Futures	964.66	965.15	964.42	964.66	654.0
2009-08-06 00:55:00	ES	Futures	964.66	964.66	964.42	964.66	46.0
2009-08-06 01:00:00	ES	Futures	964.42	964.66	963.94	964.66	340.0
2009-08-06 01:05:00	ES	Futures	964.42	964.9	964.18	964.66	313.0
2009-08-06 01:10:00	ES	Futures	964.9	965.15	964.66	964.9	443.0
2009-08-06 01:15:00	ES	Futures	965.15	965.15	964.42	964.9	254.0
2009-08-06 01:20:00	ES	Futures	964.66	964.9	964.42	964.66	75.0
2009-08-06 01:25:00	ES	Futures	964.66	964.9	964.66	964.9	258.0
2009-08-06 01:30:00	ES	Futures	965.15	965.15	964.42	964.66	133.0
2009-08-06 01:35:00	ES	Futures	964.66	965.15	964.66	964.9	252.0
2009-08-06 01:40:00	ES	Futures	964.9	965.15	964.9	964.9	15.0
2009-08-06 01:45:00	ES	Futures	964.9	964.9	964.42	964.9	357.0
2009-08-06 01:50:00	ES	Futures	964.9	964.9	964.42	964.66	100.0
2009-08-06 01:55:00	ES	Futures	964.42	964.42	964.18	964.42	237.0
2009-08-06 02:00:00	ES	Futures	964.42	964.66	963.46	963.7	1098.0
2009-08-06 02:05:00	ES	Futures	963.94	964.18	963.7	964.18	257.0
2009-08-06 02:10:00	ES	Futures	964.18	964.42	963.94	964.42	553.0
2009-08-06 02:15:00	ES	Futures	964.42	965.15	964.42	964.9	382.0
2009-08-06 02:20:00	ES	Futures	964.9	966.11	964.9	965.87	1558.0
2009-08-06 02:25:00	ES	Futures	965.87	966.11	965.63	965.63	980.0
2009-08-06 02:30:00	ES	Futures	965.63	966.11	965.63	966.11	718.0
2009-08-06 02:35:00	ES	Futures	965.87	965.87	964.42	964.9	1515.0
2009-08-06 02:40:00	ES	Futures	964.66	965.15	964.66	964.9	269.0
2009-08-06 02:45:00	ES	Futures	964.9	965.39	964.9	965.39	298.0
2009-08-06 02:50:00	ES	Futures	965.39	965.39	964.66	964.66	208.0
2009-08-06 02:55:00	ES	Futures	964.66	965.87	964.42	965.63	1058.0
2009-08-06 03:00:00	ES	Futures	965.39	966.59	965.39	965.63	2850.0
2009-08-06 03:05:00	ES	Futures	965.39	967.07	965.39	966.59	1436.0
2009-08-06 03:10:00	ES	Futures	966.59	967.07	965.87	966.83	1894.0
2009-08-06 03:15:00	ES	Futures	966.59	967.07	966.35	966.83	881.0
2009-08-06 03:20:00	ES	Futures	966.83	967.32	965.87	965.87	2605.0
2009-08-06 03:25:00	ES	Futures	965.87	966.59	965.87	966.35	388.0
2009-08-06 03:30:00	ES	Futures	966.35	966.83	965.87	966.83	1504.0
2009-08-06 03:35:00	ES	Futures	966.83	967.56	966.83	967.32	1097.0
2009-08-06 03:40:00	ES	Futures	967.32	967.56	966.83	967.07	1350.0
2009-08-06 03:45:00	ES	Futures	966.83	967.07	966.35	966.59	667.0
2009-08-06 03:50:00	ES	Futures	966.35	967.56	966.35	967.56	569.0
2009-08-06 03:55:00	ES	Futures	967.32	967.56	967.07	967.32	202.0
2009-08-06 04:00:00	ES	Futures	967.32	967.56	966.35	966.35	1511.0
2009-08-06 04:05:00	ES	Futures	966.35	966.59	966.11	966.59	628.0

> showing 50 of 11,073 rows — these rows as CSV

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