PREVIEW / futures_5min / 2009-08-12

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-08-12.parquet
  size:    192 KB
  rows:    10,946

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
2009-08-12 00:00:00	ES	Futures	957.91	958.39	957.67	958.15	514.0
2009-08-12 00:05:00	ES	Futures	958.39	958.39	957.91	958.15	195.0
2009-08-12 00:10:00	ES	Futures	958.39	958.39	957.91	958.15	168.0
2009-08-12 00:15:00	ES	Futures	958.15	958.63	958.15	958.63	440.0
2009-08-12 00:20:00	ES	Futures	958.63	958.63	958.39	958.63	97.0
2009-08-12 00:25:00	ES	Futures	958.63	958.63	958.15	958.39	132.0
2009-08-12 00:30:00	ES	Futures	958.39	958.88	958.39	958.88	281.0
2009-08-12 00:35:00	ES	Futures	958.88	958.88	958.39	958.39	186.0
2009-08-12 00:40:00	ES	Futures	958.63	958.63	957.67	957.91	320.0
2009-08-12 00:45:00	ES	Futures	958.15	958.39	957.67	957.91	347.0
2009-08-12 00:50:00	ES	Futures	957.91	958.15	957.67	957.91	139.0
2009-08-12 00:55:00	ES	Futures	958.15	958.88	958.15	958.63	105.0
2009-08-12 01:00:00	ES	Futures	958.63	958.63	958.15	958.39	201.0
2009-08-12 01:05:00	ES	Futures	958.63	958.63	958.39	958.63	69.0
2009-08-12 01:10:00	ES	Futures	958.63	959.12	958.63	958.88	278.0
2009-08-12 01:15:00	ES	Futures	958.88	958.88	958.39	958.63	232.0
2009-08-12 01:20:00	ES	Futures	958.63	958.63	958.15	958.39	78.0
2009-08-12 01:25:00	ES	Futures	958.39	958.39	957.91	958.15	179.0
2009-08-12 01:30:00	ES	Futures	958.15	958.39	958.15	958.15	45.0
2009-08-12 01:35:00	ES	Futures	958.39	958.39	958.15	958.15	45.0
2009-08-12 01:40:00	ES	Futures	958.15	958.39	958.15	958.15	105.0
2009-08-12 01:45:00	ES	Futures	958.15	958.39	958.15	958.39	187.0
2009-08-12 01:50:00	ES	Futures	958.15	958.39	957.67	957.91	271.0
2009-08-12 01:55:00	ES	Futures	957.91	957.91	957.67	957.91	269.0
2009-08-12 02:00:00	ES	Futures	957.91	958.63	957.67	958.15	805.0
2009-08-12 02:05:00	ES	Futures	958.15	958.15	957.19	957.67	942.0
2009-08-12 02:10:00	ES	Futures	957.43	957.67	957.19	957.43	251.0
2009-08-12 02:15:00	ES	Futures	957.67	957.67	956.95	956.95	930.0
2009-08-12 02:20:00	ES	Futures	956.95	957.43	956.7	956.95	774.0
2009-08-12 02:25:00	ES	Futures	956.7	956.95	956.46	956.46	2013.0
2009-08-12 02:30:00	ES	Futures	956.46	956.7	956.22	956.46	1160.0
2009-08-12 02:35:00	ES	Futures	956.46	956.7	956.22	956.46	845.0
2009-08-12 02:40:00	ES	Futures	956.46	956.46	955.98	956.22	1317.0
2009-08-12 02:45:00	ES	Futures	956.22	956.46	955.98	956.22	371.0
2009-08-12 02:50:00	ES	Futures	956.22	956.22	955.26	955.74	2383.0
2009-08-12 02:55:00	ES	Futures	955.98	955.98	955.26	955.5	1308.0
2009-08-12 03:00:00	ES	Futures	955.74	956.22	955.26	955.26	1844.0
2009-08-12 03:05:00	ES	Futures	955.5	955.5	952.61	954.05	8150.0
2009-08-12 03:10:00	ES	Futures	953.81	954.05	952.36	952.85	5361.0
2009-08-12 03:15:00	ES	Futures	952.85	953.09	950.92	951.64	8425.0
2009-08-12 03:20:00	ES	Futures	951.4	953.09	951.4	953.09	2486.0
2009-08-12 03:25:00	ES	Futures	953.09	953.09	952.36	952.85	1839.0
2009-08-12 03:30:00	ES	Futures	952.85	953.81	952.85	953.33	1975.0
2009-08-12 03:35:00	ES	Futures	953.33	953.57	952.61	953.09	1682.0
2009-08-12 03:40:00	ES	Futures	952.85	953.09	952.36	952.61	1660.0
2009-08-12 03:45:00	ES	Futures	952.61	952.61	951.4	952.12	2381.0
2009-08-12 03:50:00	ES	Futures	951.88	952.36	951.64	952.12	1128.0
2009-08-12 03:55:00	ES	Futures	952.12	953.09	951.88	952.85	1937.0
2009-08-12 04:00:00	ES	Futures	953.09	953.81	952.61	953.81	2599.0
2009-08-12 04:05:00	ES	Futures	953.81	954.53	953.57	953.57	2130.0

> showing 50 of 10,946 rows — these rows as CSV

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