PREVIEW / futures_5min / 2009-08-16

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-08-16.parquet
  size:    39 KB
  rows:    1,747

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
2009-08-16 18:00:00	ES	Futures	968.76	968.76	967.07	967.32	3583.0
2009-08-16 18:05:00	ES	Futures	967.32	967.56	967.07	967.32	402.0
2009-08-16 18:10:00	ES	Futures	967.56	968.04	967.56	967.8	889.0
2009-08-16 18:15:00	ES	Futures	967.8	967.8	967.56	967.8	288.0
2009-08-16 18:20:00	ES	Futures	967.56	968.04	967.56	968.04	76.0
2009-08-16 18:25:00	ES	Futures	967.8	967.8	967.56	967.8	178.0
2009-08-16 18:30:00	ES	Futures	967.56	967.8	967.32	967.8	529.0
2009-08-16 18:35:00	ES	Futures	967.8	968.04	967.8	967.8	155.0
2009-08-16 18:40:00	ES	Futures	967.8	968.04	967.8	968.04	222.0
2009-08-16 18:45:00	ES	Futures	968.04	968.04	967.56	967.8	40.0
2009-08-16 18:50:00	ES	Futures	967.8	968.04	967.56	967.8	203.0
2009-08-16 18:55:00	ES	Futures	967.56	967.8	967.56	967.8	246.0
2009-08-16 19:00:00	ES	Futures	967.8	967.8	967.32	967.56	192.0
2009-08-16 19:05:00	ES	Futures	967.56	967.56	966.83	967.07	518.0
2009-08-16 19:10:00	ES	Futures	967.07	967.07	966.59	966.83	297.0
2009-08-16 19:15:00	ES	Futures	967.07	967.32	966.83	967.32	371.0
2009-08-16 19:20:00	ES	Futures	967.32	967.32	966.83	967.07	110.0
2009-08-16 19:25:00	ES	Futures	967.07	967.56	967.07	967.56	102.0
2009-08-16 19:30:00	ES	Futures	967.56	967.56	967.32	967.32	157.0
2009-08-16 19:35:00	ES	Futures	967.56	967.56	967.32	967.32	103.0
2009-08-16 19:40:00	ES	Futures	967.32	967.8	967.32	967.8	275.0
2009-08-16 19:45:00	ES	Futures	967.8	967.8	967.56	967.56	157.0
2009-08-16 19:50:00	ES	Futures	967.56	967.8	967.32	967.56	406.0
2009-08-16 19:55:00	ES	Futures	967.32	967.56	967.32	967.56	256.0
2009-08-16 20:00:00	ES	Futures	967.56	967.56	966.83	967.32	663.0
2009-08-16 20:05:00	ES	Futures	967.07	967.56	966.83	966.83	431.0
2009-08-16 20:10:00	ES	Futures	966.59	966.83	966.11	966.35	842.0
2009-08-16 20:15:00	ES	Futures	966.35	966.59	966.35	966.59	113.0
2009-08-16 20:20:00	ES	Futures	966.59	966.59	966.11	966.59	507.0
2009-08-16 20:25:00	ES	Futures	966.59	966.83	966.35	966.35	650.0
2009-08-16 20:30:00	ES	Futures	966.59	966.59	965.63	965.87	687.0
2009-08-16 20:35:00	ES	Futures	965.87	966.11	965.63	966.11	795.0
2009-08-16 20:40:00	ES	Futures	965.87	965.87	965.63	965.87	335.0
2009-08-16 20:45:00	ES	Futures	965.87	966.35	965.87	966.35	388.0
2009-08-16 20:50:00	ES	Futures	966.35	966.35	965.39	965.39	1035.0
2009-08-16 20:55:00	ES	Futures	965.87	965.87	965.15	965.39	444.0
2009-08-16 21:00:00	ES	Futures	965.39	965.63	964.9	964.9	899.0
2009-08-16 21:05:00	ES	Futures	964.9	965.39	964.9	964.9	700.0
2009-08-16 21:10:00	ES	Futures	964.9	965.39	964.66	964.9	614.0
2009-08-16 21:15:00	ES	Futures	964.9	964.9	964.42	964.66	1272.0
2009-08-16 21:20:00	ES	Futures	964.66	964.66	964.42	964.42	354.0
2009-08-16 21:25:00	ES	Futures	964.66	964.66	964.18	964.18	557.0
2009-08-16 21:30:00	ES	Futures	964.42	964.66	964.18	964.42	153.0
2009-08-16 21:35:00	ES	Futures	964.42	964.66	964.18	964.42	554.0
2009-08-16 21:40:00	ES	Futures	964.18	964.66	964.18	964.66	439.0
2009-08-16 21:45:00	ES	Futures	964.66	964.66	963.94	963.94	552.0
2009-08-16 21:50:00	ES	Futures	963.94	964.42	963.94	964.18	178.0
2009-08-16 21:55:00	ES	Futures	964.42	964.42	963.94	964.18	413.0
2009-08-16 22:00:00	ES	Futures	964.18	964.42	963.94	963.94	427.0
2009-08-16 22:05:00	ES	Futures	963.94	964.66	963.94	964.66	998.0

> showing 50 of 1,747 rows — these rows as CSV

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