PREVIEW / futures_5min / 2009-08-13

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-08-13.parquet
  size:    189 KB
  rows:    10,922

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
2009-08-13 00:00:00	ES	Futures	969.97	969.97	969.73	969.97	160.0
2009-08-13 00:05:00	ES	Futures	969.97	969.97	969.73	969.97	47.0
2009-08-13 00:10:00	ES	Futures	969.73	969.97	969.73	969.73	196.0
2009-08-13 00:15:00	ES	Futures	969.97	969.97	969.73	969.73	22.0
2009-08-13 00:20:00	ES	Futures	969.73	969.97	969.73	969.97	32.0
2009-08-13 00:25:00	ES	Futures	969.97	969.97	969.73	969.97	303.0
2009-08-13 00:30:00	ES	Futures	969.73	969.97	969.73	969.97	156.0
2009-08-13 00:35:00	ES	Futures	969.73	969.97	969.73	969.73	116.0
2009-08-13 00:40:00	ES	Futures	969.73	969.97	969.73	969.97	111.0
2009-08-13 00:45:00	ES	Futures	969.73	970.21	969.73	969.97	197.0
2009-08-13 00:50:00	ES	Futures	969.97	970.21	969.97	970.21	36.0
2009-08-13 00:55:00	ES	Futures	970.21	970.45	969.97	970.45	396.0
2009-08-13 01:00:00	ES	Futures	970.45	970.93	970.21	970.45	555.0
2009-08-13 01:05:00	ES	Futures	970.45	970.69	970.21	970.69	100.0
2009-08-13 01:10:00	ES	Futures	970.45	970.93	970.45	970.69	155.0
2009-08-13 01:15:00	ES	Futures	970.45	970.93	970.45	970.93	196.0
2009-08-13 01:20:00	ES	Futures	970.69	970.93	970.69	970.93	92.0
2009-08-13 01:25:00	ES	Futures	970.69	970.93	970.69	970.69	220.0
2009-08-13 01:30:00	ES	Futures	970.93	970.93	970.69	970.93	186.0
2009-08-13 01:35:00	ES	Futures	970.93	970.93	970.69	970.93	107.0
2009-08-13 01:40:00	ES	Futures	970.69	970.93	970.69	970.93	216.0
2009-08-13 01:45:00	ES	Futures	970.93	971.42	970.69	971.17	579.0
2009-08-13 01:50:00	ES	Futures	971.17	971.42	970.93	971.17	82.0
2009-08-13 01:55:00	ES	Futures	970.93	971.17	970.69	970.69	738.0
2009-08-13 02:00:00	ES	Futures	970.93	970.93	970.45	970.93	1968.0
2009-08-13 02:05:00	ES	Futures	970.93	971.17	970.93	971.17	403.0
2009-08-13 02:10:00	ES	Futures	971.17	971.42	970.93	971.17	258.0
2009-08-13 02:15:00	ES	Futures	971.42	971.9	971.17	971.66	707.0
2009-08-13 02:20:00	ES	Futures	971.66	971.9	971.42	971.9	296.0
2009-08-13 02:25:00	ES	Futures	971.9	971.9	971.66	971.9	865.0
2009-08-13 02:30:00	ES	Futures	971.66	972.14	971.66	971.66	555.0
2009-08-13 02:35:00	ES	Futures	971.9	971.9	971.42	971.66	499.0
2009-08-13 02:40:00	ES	Futures	971.66	971.9	971.42	971.42	379.0
2009-08-13 02:45:00	ES	Futures	971.42	971.9	971.42	971.66	453.0
2009-08-13 02:50:00	ES	Futures	971.66	971.66	971.42	971.66	141.0
2009-08-13 02:55:00	ES	Futures	971.42	971.66	971.17	971.42	417.0
2009-08-13 03:00:00	ES	Futures	971.17	971.17	970.21	971.17	2542.0
2009-08-13 03:05:00	ES	Futures	971.17	972.38	970.45	971.9	1896.0
2009-08-13 03:10:00	ES	Futures	971.9	972.38	971.66	972.14	1622.0
2009-08-13 03:15:00	ES	Futures	971.9	972.14	971.17	971.66	718.0
2009-08-13 03:20:00	ES	Futures	971.42	972.14	971.42	971.66	937.0
2009-08-13 03:25:00	ES	Futures	971.66	971.9	971.42	971.42	443.0
2009-08-13 03:30:00	ES	Futures	971.66	971.9	970.93	971.9	1935.0
2009-08-13 03:35:00	ES	Futures	971.9	972.86	971.66	972.86	2528.0
2009-08-13 03:40:00	ES	Futures	972.86	973.1	972.38	973.1	2071.0
2009-08-13 03:45:00	ES	Futures	973.1	974.07	972.86	973.1	3842.0
2009-08-13 03:50:00	ES	Futures	973.1	973.83	972.86	973.35	1181.0
2009-08-13 03:55:00	ES	Futures	973.35	973.59	972.62	973.35	1305.0
2009-08-13 04:00:00	ES	Futures	973.35	973.83	973.1	973.35	1437.0
2009-08-13 04:05:00	ES	Futures	973.1	973.35	972.62	972.62	1231.0

> showing 50 of 10,922 rows — these rows as CSV

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