PREVIEW / futures_5min / 2009-08-10

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-08-10.parquet
  size:    175 KB
  rows:    10,736

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
2009-08-10 00:00:00	ES	Futures	969.97	970.45	969.73	970.21	266.0
2009-08-10 00:05:00	ES	Futures	970.21	970.21	969.49	969.73	140.0
2009-08-10 00:10:00	ES	Futures	969.97	970.21	969.73	969.73	50.0
2009-08-10 00:15:00	ES	Futures	969.97	970.21	969.73	969.97	113.0
2009-08-10 00:20:00	ES	Futures	969.97	969.97	969.49	969.73	66.0
2009-08-10 00:25:00	ES	Futures	969.49	969.97	969.49	969.49	94.0
2009-08-10 00:30:00	ES	Futures	969.73	969.97	969.49	969.49	375.0
2009-08-10 00:35:00	ES	Futures	969.49	969.73	969.0	969.49	570.0
2009-08-10 00:40:00	ES	Futures	969.25	969.49	969.0	969.49	167.0
2009-08-10 00:45:00	ES	Futures	969.25	969.49	969.0	969.25	216.0
2009-08-10 00:50:00	ES	Futures	969.25	969.25	968.76	969.25	640.0
2009-08-10 00:55:00	ES	Futures	969.25	969.73	969.0	969.73	224.0
2009-08-10 01:00:00	ES	Futures	969.49	969.73	969.25	969.25	271.0
2009-08-10 01:05:00	ES	Futures	969.25	969.97	969.25	969.97	350.0
2009-08-10 01:10:00	ES	Futures	969.97	969.97	969.49	969.49	236.0
2009-08-10 01:15:00	ES	Futures	969.49	969.73	969.49	969.73	19.0
2009-08-10 01:20:00	ES	Futures	969.49	969.73	969.49	969.49	168.0
2009-08-10 01:25:00	ES	Futures	969.73	969.73	969.25	969.25	96.0
2009-08-10 01:30:00	ES	Futures	969.49	969.97	969.0	969.0	596.0
2009-08-10 01:35:00	ES	Futures	969.0	969.25	968.76	969.0	158.0
2009-08-10 01:40:00	ES	Futures	969.0	969.49	969.0	969.25	108.0
2009-08-10 01:45:00	ES	Futures	969.25	969.73	969.25	969.49	195.0
2009-08-10 01:50:00	ES	Futures	969.49	969.73	969.25	969.49	84.0
2009-08-10 01:55:00	ES	Futures	969.25	969.49	969.0	969.49	299.0
2009-08-10 02:00:00	ES	Futures	969.49	970.21	969.25	969.97	791.0
2009-08-10 02:05:00	ES	Futures	969.97	970.21	969.73	969.97	298.0
2009-08-10 02:10:00	ES	Futures	969.97	970.21	969.25	969.25	673.0
2009-08-10 02:15:00	ES	Futures	969.25	969.97	969.25	969.73	167.0
2009-08-10 02:20:00	ES	Futures	969.73	970.45	969.49	969.97	305.0
2009-08-10 02:25:00	ES	Futures	970.21	970.69	970.21	970.45	447.0
2009-08-10 02:30:00	ES	Futures	970.45	970.45	969.97	970.21	560.0
2009-08-10 02:35:00	ES	Futures	970.21	970.21	969.73	969.73	89.0
2009-08-10 02:40:00	ES	Futures	969.97	970.45	969.49	969.97	210.0
2009-08-10 02:45:00	ES	Futures	969.97	970.69	969.97	970.45	378.0
2009-08-10 02:50:00	ES	Futures	970.45	970.69	970.21	970.21	142.0
2009-08-10 02:55:00	ES	Futures	970.21	970.45	969.97	970.45	176.0
2009-08-10 03:00:00	ES	Futures	970.21	970.21	968.52	969.25	2031.0
2009-08-10 03:05:00	ES	Futures	969.25	969.97	968.76	969.73	934.0
2009-08-10 03:10:00	ES	Futures	969.73	970.45	969.49	970.45	1051.0
2009-08-10 03:15:00	ES	Futures	970.45	970.93	970.45	970.69	585.0
2009-08-10 03:20:00	ES	Futures	970.45	971.17	970.21	970.93	1396.0
2009-08-10 03:25:00	ES	Futures	970.93	971.42	970.45	970.93	1528.0
2009-08-10 03:30:00	ES	Futures	970.93	970.93	969.97	970.45	1397.0
2009-08-10 03:35:00	ES	Futures	970.45	970.45	969.49	969.73	1521.0
2009-08-10 03:40:00	ES	Futures	969.73	970.21	969.25	969.97	1731.0
2009-08-10 03:45:00	ES	Futures	969.97	970.21	969.0	969.0	1446.0
2009-08-10 03:50:00	ES	Futures	969.0	969.25	968.76	969.0	1041.0
2009-08-10 03:55:00	ES	Futures	969.0	969.25	968.52	969.25	1126.0
2009-08-10 04:00:00	ES	Futures	969.0	969.25	968.28	968.28	1323.0
2009-08-10 04:05:00	ES	Futures	968.28	968.76	968.04	968.52	1601.0

> showing 50 of 10,736 rows — these rows as CSV

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