PREVIEW / futures_5min / 2009-08-11

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-08-11.parquet
  size:    183 KB
  rows:    10,731

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
2009-08-11 00:00:00	ES	Futures	969.97	970.45	969.97	970.45	157.0
2009-08-11 00:05:00	ES	Futures	970.69	971.42	970.21	970.93	501.0
2009-08-11 00:10:00	ES	Futures	970.93	971.17	970.45	970.45	177.0
2009-08-11 00:15:00	ES	Futures	970.45	970.93	970.45	970.93	30.0
2009-08-11 00:20:00	ES	Futures	970.93	970.93	970.69	970.93	34.0
2009-08-11 00:25:00	ES	Futures	971.17	971.17	970.69	971.17	171.0
2009-08-11 00:30:00	ES	Futures	971.17	971.17	970.93	970.93	174.0
2009-08-11 00:35:00	ES	Futures	970.93	971.17	970.69	970.93	50.0
2009-08-11 00:40:00	ES	Futures	970.93	971.17	970.93	970.93	78.0
2009-08-11 00:45:00	ES	Futures	970.93	971.17	970.93	970.93	45.0
2009-08-11 00:50:00	ES	Futures	970.93	971.17	970.93	970.93	46.0
2009-08-11 00:55:00	ES	Futures	970.93	970.93	970.69	970.93	18.0
2009-08-11 01:00:00	ES	Futures	970.69	970.93	970.69	970.93	123.0
2009-08-11 01:05:00	ES	Futures	970.93	970.93	970.69	970.69	14.0
2009-08-11 01:10:00	ES	Futures	970.93	971.17	970.69	971.17	81.0
2009-08-11 01:15:00	ES	Futures	970.93	971.17	970.93	970.93	11.0
2009-08-11 01:20:00	ES	Futures	970.93	971.42	970.93	971.17	131.0
2009-08-11 01:25:00	ES	Futures	971.17	971.42	970.93	971.17	48.0
2009-08-11 01:30:00	ES	Futures	971.17	971.42	970.69	970.93	257.0
2009-08-11 01:35:00	ES	Futures	970.93	971.66	970.69	971.42	534.0
2009-08-11 01:40:00	ES	Futures	971.42	971.66	971.17	971.66	227.0
2009-08-11 01:45:00	ES	Futures	971.66	971.9	971.42	971.66	388.0
2009-08-11 01:50:00	ES	Futures	971.66	971.66	971.17	971.42	544.0
2009-08-11 01:55:00	ES	Futures	971.17	971.42	970.93	971.42	777.0
2009-08-11 02:00:00	ES	Futures	971.42	971.66	971.17	971.17	305.0
2009-08-11 02:05:00	ES	Futures	971.17	971.9	971.17	971.42	541.0
2009-08-11 02:10:00	ES	Futures	971.42	971.9	971.42	971.66	325.0
2009-08-11 02:15:00	ES	Futures	971.42	971.9	971.42	971.66	153.0
2009-08-11 02:20:00	ES	Futures	971.66	972.86	971.66	972.62	2062.0
2009-08-11 02:25:00	ES	Futures	972.62	973.35	972.62	972.86	1220.0
2009-08-11 02:30:00	ES	Futures	972.86	973.35	972.62	972.86	455.0
2009-08-11 02:35:00	ES	Futures	972.86	973.1	972.62	972.86	175.0
2009-08-11 02:40:00	ES	Futures	972.62	972.86	972.38	972.62	324.0
2009-08-11 02:45:00	ES	Futures	972.38	972.62	971.9	972.14	621.0
2009-08-11 02:50:00	ES	Futures	971.9	972.38	971.9	972.38	304.0
2009-08-11 02:55:00	ES	Futures	972.14	972.38	971.66	971.9	642.0
2009-08-11 03:00:00	ES	Futures	971.66	973.1	971.66	972.86	1949.0
2009-08-11 03:05:00	ES	Futures	972.86	972.86	971.9	972.38	1061.0
2009-08-11 03:10:00	ES	Futures	972.62	972.86	972.14	972.86	382.0
2009-08-11 03:15:00	ES	Futures	972.62	973.35	972.62	972.86	921.0
2009-08-11 03:20:00	ES	Futures	972.86	973.1	972.62	973.1	434.0
2009-08-11 03:25:00	ES	Futures	973.1	973.35	972.86	972.86	711.0
2009-08-11 03:30:00	ES	Futures	973.1	973.35	972.86	973.35	566.0
2009-08-11 03:35:00	ES	Futures	973.35	973.35	972.14	972.86	1442.0
2009-08-11 03:40:00	ES	Futures	972.62	973.59	972.38	973.1	1332.0
2009-08-11 03:45:00	ES	Futures	972.86	973.35	972.38	972.86	900.0
2009-08-11 03:50:00	ES	Futures	972.86	973.59	972.86	973.1	614.0
2009-08-11 03:55:00	ES	Futures	973.1	974.79	973.1	974.79	3569.0
2009-08-11 04:00:00	ES	Futures	974.55	975.03	973.83	974.31	1262.0
2009-08-11 04:05:00	ES	Futures	974.07	974.55	974.07	974.31	1329.0

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