PREVIEW / futures_5min / 2009-08-14

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-08-14.parquet
  size:    162 KB
  rows:    8,890

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
2009-08-14 00:00:00	ES	Futures	976.48	976.96	976.48	976.48	248.0
2009-08-14 00:05:00	ES	Futures	976.48	976.72	976.48	976.48	37.0
2009-08-14 00:10:00	ES	Futures	976.48	976.72	976.48	976.72	50.0
2009-08-14 00:15:00	ES	Futures	976.72	976.72	976.24	976.48	221.0
2009-08-14 00:20:00	ES	Futures	976.48	976.96	976.48	976.96	227.0
2009-08-14 00:25:00	ES	Futures	977.2	977.45	976.72	977.2	377.0
2009-08-14 00:30:00	ES	Futures	977.45	978.41	977.2	977.93	648.0
2009-08-14 00:35:00	ES	Futures	977.69	978.17	977.45	978.17	120.0
2009-08-14 00:40:00	ES	Futures	978.17	978.17	977.93	978.17	121.0
2009-08-14 00:45:00	ES	Futures	978.17	978.41	977.93	977.93	87.0
2009-08-14 00:50:00	ES	Futures	977.93	978.17	977.2	977.45	194.0
2009-08-14 00:55:00	ES	Futures	977.45	977.45	976.96	977.2	100.0
2009-08-14 01:00:00	ES	Futures	976.96	977.2	976.96	976.96	140.0
2009-08-14 01:05:00	ES	Futures	976.96	977.69	976.96	976.96	286.0
2009-08-14 01:10:00	ES	Futures	976.96	977.2	976.96	977.2	155.0
2009-08-14 01:15:00	ES	Futures	977.2	977.45	977.2	977.45	18.0
2009-08-14 01:20:00	ES	Futures	977.2	977.45	976.96	976.96	167.0
2009-08-14 01:25:00	ES	Futures	977.2	977.2	976.72	976.72	242.0
2009-08-14 01:30:00	ES	Futures	976.72	976.96	976.24	976.72	442.0
2009-08-14 01:35:00	ES	Futures	976.48	977.45	976.48	977.2	133.0
2009-08-14 01:40:00	ES	Futures	977.2	977.45	977.2	977.2	179.0
2009-08-14 01:45:00	ES	Futures	977.2	977.45	977.2	977.2	112.0
2009-08-14 01:50:00	ES	Futures	976.96	977.2	976.72	976.72	113.0
2009-08-14 01:55:00	ES	Futures	976.72	976.96	975.76	976.0	819.0
2009-08-14 02:00:00	ES	Futures	976.0	976.48	976.0	976.24	739.0
2009-08-14 02:05:00	ES	Futures	976.24	976.24	975.76	976.24	286.0
2009-08-14 02:10:00	ES	Futures	976.0	976.72	976.0	976.48	260.0
2009-08-14 02:15:00	ES	Futures	976.48	976.48	975.76	976.48	440.0
2009-08-14 02:20:00	ES	Futures	976.24	976.48	976.0	976.0	332.0
2009-08-14 02:25:00	ES	Futures	976.0	976.24	976.0	976.0	295.0
2009-08-14 02:30:00	ES	Futures	976.0	976.24	975.27	975.76	559.0
2009-08-14 02:35:00	ES	Futures	975.76	976.0	975.76	976.0	290.0
2009-08-14 02:40:00	ES	Futures	976.0	976.0	975.52	975.52	495.0
2009-08-14 02:45:00	ES	Futures	975.76	976.0	975.52	976.0	443.0
2009-08-14 02:50:00	ES	Futures	976.0	976.0	975.27	975.76	307.0
2009-08-14 02:55:00	ES	Futures	975.76	976.0	975.52	975.76	184.0
2009-08-14 03:00:00	ES	Futures	975.76	976.48	975.27	976.48	1876.0
2009-08-14 03:05:00	ES	Futures	976.24	976.96	975.03	975.27	1485.0
2009-08-14 03:10:00	ES	Futures	975.27	976.24	974.79	975.03	1226.0
2009-08-14 03:15:00	ES	Futures	975.03	975.76	974.79	975.52	1469.0
2009-08-14 03:20:00	ES	Futures	975.52	976.48	975.27	976.24	1284.0
2009-08-14 03:25:00	ES	Futures	976.24	976.96	976.24	976.72	1050.0
2009-08-14 03:30:00	ES	Futures	976.96	977.2	975.76	976.48	988.0
2009-08-14 03:35:00	ES	Futures	976.72	976.96	976.24	976.72	684.0
2009-08-14 03:40:00	ES	Futures	976.96	978.17	976.96	978.17	1678.0
2009-08-14 03:45:00	ES	Futures	978.17	978.41	977.93	978.17	1219.0
2009-08-14 03:50:00	ES	Futures	978.17	979.37	978.17	979.13	1875.0
2009-08-14 03:55:00	ES	Futures	979.13	979.62	978.89	979.37	1618.0
2009-08-14 04:00:00	ES	Futures	979.13	979.37	978.41	979.13	1441.0
2009-08-14 04:05:00	ES	Futures	978.89	979.13	978.65	978.89	955.0

> showing 50 of 8,890 rows — these rows as CSV

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