PREVIEW / futures_5min / 2009-08-07

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-08-07.parquet
  size:    174 KB
  rows:    9,236

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
2009-08-07 00:00:00	ES	Futures	957.91	958.15	957.67	957.91	146.0
2009-08-07 00:05:00	ES	Futures	958.15	958.15	957.67	957.91	83.0
2009-08-07 00:10:00	ES	Futures	957.91	958.15	957.91	958.15	85.0
2009-08-07 00:15:00	ES	Futures	958.15	958.39	957.91	958.15	145.0
2009-08-07 00:20:00	ES	Futures	957.91	958.63	957.91	958.39	345.0
2009-08-07 00:25:00	ES	Futures	958.63	958.63	958.15	958.39	62.0
2009-08-07 00:30:00	ES	Futures	958.39	958.63	958.39	958.39	125.0
2009-08-07 00:35:00	ES	Futures	958.39	958.63	958.39	958.63	43.0
2009-08-07 00:40:00	ES	Futures	958.63	958.63	958.39	958.63	103.0
2009-08-07 00:45:00	ES	Futures	958.63	958.88	958.63	958.88	67.0
2009-08-07 00:50:00	ES	Futures	958.88	958.88	958.39	958.63	74.0
2009-08-07 00:55:00	ES	Futures	958.63	958.88	958.63	958.88	218.0
2009-08-07 01:00:00	ES	Futures	958.88	959.36	958.63	958.88	502.0
2009-08-07 01:05:00	ES	Futures	958.88	959.36	958.88	959.12	78.0
2009-08-07 01:10:00	ES	Futures	959.12	959.12	958.63	958.63	286.0
2009-08-07 01:15:00	ES	Futures	958.39	958.39	958.15	958.39	283.0
2009-08-07 01:20:00	ES	Futures	958.39	958.39	957.19	957.67	881.0
2009-08-07 01:25:00	ES	Futures	957.43	957.67	957.43	957.67	145.0
2009-08-07 01:30:00	ES	Futures	957.67	958.63	957.67	958.63	204.0
2009-08-07 01:35:00	ES	Futures	958.63	959.12	958.15	959.12	266.0
2009-08-07 01:40:00	ES	Futures	958.88	959.6	958.63	959.12	430.0
2009-08-07 01:45:00	ES	Futures	959.12	959.36	958.88	959.36	152.0
2009-08-07 01:50:00	ES	Futures	959.12	959.36	958.88	959.36	272.0
2009-08-07 01:55:00	ES	Futures	959.12	959.6	959.12	959.6	243.0
2009-08-07 02:00:00	ES	Futures	959.36	959.84	958.88	959.6	755.0
2009-08-07 02:05:00	ES	Futures	959.36	959.84	959.36	959.6	341.0
2009-08-07 02:10:00	ES	Futures	959.6	960.56	959.36	960.56	995.0
2009-08-07 02:15:00	ES	Futures	960.32	960.56	960.08	960.08	296.0
2009-08-07 02:20:00	ES	Futures	960.08	960.32	959.6	959.6	545.0
2009-08-07 02:25:00	ES	Futures	959.6	960.08	959.36	960.08	580.0
2009-08-07 02:30:00	ES	Futures	959.84	960.08	959.84	959.84	227.0
2009-08-07 02:35:00	ES	Futures	959.84	960.32	959.84	959.84	280.0
2009-08-07 02:40:00	ES	Futures	959.84	960.32	959.6	960.08	412.0
2009-08-07 02:45:00	ES	Futures	959.84	960.08	959.36	959.6	301.0
2009-08-07 02:50:00	ES	Futures	959.6	959.84	959.12	959.6	461.0
2009-08-07 02:55:00	ES	Futures	959.6	960.08	959.36	960.08	650.0
2009-08-07 03:00:00	ES	Futures	959.84	959.84	957.67	958.15	2201.0
2009-08-07 03:05:00	ES	Futures	958.15	958.88	957.67	958.39	1482.0
2009-08-07 03:10:00	ES	Futures	958.39	958.88	957.91	958.63	1054.0
2009-08-07 03:15:00	ES	Futures	958.63	959.12	957.91	958.63	1176.0
2009-08-07 03:20:00	ES	Futures	958.63	959.84	958.15	958.88	1516.0
2009-08-07 03:25:00	ES	Futures	958.88	959.36	957.91	958.39	907.0
2009-08-07 03:30:00	ES	Futures	958.39	958.63	957.43	957.67	1325.0
2009-08-07 03:35:00	ES	Futures	957.67	958.15	957.43	957.91	653.0
2009-08-07 03:40:00	ES	Futures	958.15	958.63	957.43	957.43	897.0
2009-08-07 03:45:00	ES	Futures	957.43	957.67	956.95	957.43	855.0
2009-08-07 03:50:00	ES	Futures	957.19	957.19	956.7	956.95	1120.0
2009-08-07 03:55:00	ES	Futures	956.95	957.19	956.22	956.22	1025.0
2009-08-07 04:00:00	ES	Futures	956.22	956.46	955.26	955.74	3135.0
2009-08-07 04:05:00	ES	Futures	955.74	955.98	955.26	955.74	1671.0

> showing 50 of 9,236 rows — these rows as CSV

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