PREVIEW / futures_5min / 2009-08-17

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-08-17.parquet
  size:    183 KB
  rows:    10,899

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
2009-08-17 00:00:00	ES	Futures	962.98	963.46	962.73	963.46	239.0
2009-08-17 00:05:00	ES	Futures	963.46	963.46	963.22	963.22	211.0
2009-08-17 00:10:00	ES	Futures	963.22	963.46	962.98	963.22	261.0
2009-08-17 00:15:00	ES	Futures	963.22	963.7	963.22	963.46	161.0
2009-08-17 00:20:00	ES	Futures	963.46	963.7	963.22	963.22	80.0
2009-08-17 00:25:00	ES	Futures	963.22	963.46	963.22	963.22	62.0
2009-08-17 00:30:00	ES	Futures	963.22	963.46	962.49	962.49	1408.0
2009-08-17 00:35:00	ES	Futures	962.49	962.98	962.49	962.98	201.0
2009-08-17 00:40:00	ES	Futures	962.73	962.98	962.73	962.73	69.0
2009-08-17 00:45:00	ES	Futures	962.73	962.73	962.49	962.73	90.0
2009-08-17 00:50:00	ES	Futures	962.49	962.73	962.49	962.73	46.0
2009-08-17 00:55:00	ES	Futures	962.73	962.98	962.73	962.73	205.0
2009-08-17 01:00:00	ES	Futures	962.73	962.98	962.49	962.98	188.0
2009-08-17 01:05:00	ES	Futures	962.98	962.98	962.73	962.98	29.0
2009-08-17 01:10:00	ES	Futures	962.98	962.98	962.25	962.25	253.0
2009-08-17 01:15:00	ES	Futures	962.49	962.49	962.25	962.49	144.0
2009-08-17 01:20:00	ES	Futures	962.49	962.73	962.25	962.25	129.0
2009-08-17 01:25:00	ES	Futures	962.25	962.49	961.53	961.77	1313.0
2009-08-17 01:30:00	ES	Futures	961.77	961.77	961.29	961.53	484.0
2009-08-17 01:35:00	ES	Futures	961.77	962.01	961.53	961.77	427.0
2009-08-17 01:40:00	ES	Futures	961.77	962.01	961.29	961.29	712.0
2009-08-17 01:45:00	ES	Futures	961.53	961.77	960.56	960.8	1348.0
2009-08-17 01:50:00	ES	Futures	960.8	961.05	959.84	960.56	1836.0
2009-08-17 01:55:00	ES	Futures	960.56	960.8	959.84	960.08	537.0
2009-08-17 02:00:00	ES	Futures	960.32	960.32	958.63	958.88	4036.0
2009-08-17 02:05:00	ES	Futures	958.88	959.36	958.15	958.39	1584.0
2009-08-17 02:10:00	ES	Futures	958.39	959.12	958.39	959.12	751.0
2009-08-17 02:15:00	ES	Futures	959.12	959.84	958.39	958.88	1845.0
2009-08-17 02:20:00	ES	Futures	958.88	959.84	958.88	958.88	1215.0
2009-08-17 02:25:00	ES	Futures	958.88	959.84	958.88	959.12	797.0
2009-08-17 02:30:00	ES	Futures	958.88	959.36	958.63	958.88	1083.0
2009-08-17 02:35:00	ES	Futures	958.88	958.88	958.15	958.88	929.0
2009-08-17 02:40:00	ES	Futures	958.88	959.36	958.63	959.12	656.0
2009-08-17 02:45:00	ES	Futures	959.12	959.84	959.12	959.84	654.0
2009-08-17 02:50:00	ES	Futures	959.84	960.08	958.88	959.6	806.0
2009-08-17 02:55:00	ES	Futures	959.84	960.08	957.91	958.15	1483.0
2009-08-17 03:00:00	ES	Futures	958.15	958.39	956.95	957.43	2893.0
2009-08-17 03:05:00	ES	Futures	957.19	957.43	956.46	956.46	3510.0
2009-08-17 03:10:00	ES	Futures	956.46	956.7	955.98	956.22	3616.0
2009-08-17 03:15:00	ES	Futures	956.46	956.7	955.74	955.98	2881.0
2009-08-17 03:20:00	ES	Futures	955.98	958.39	955.74	958.39	2755.0
2009-08-17 03:25:00	ES	Futures	958.39	958.39	956.95	957.43	1797.0
2009-08-17 03:30:00	ES	Futures	957.19	958.39	957.19	958.15	2143.0
2009-08-17 03:35:00	ES	Futures	958.39	958.39	957.19	957.19	852.0
2009-08-17 03:40:00	ES	Futures	957.43	957.67	957.19	957.43	1663.0
2009-08-17 03:45:00	ES	Futures	957.67	957.67	956.22	956.46	2173.0
2009-08-17 03:50:00	ES	Futures	956.46	956.95	956.22	956.46	1387.0
2009-08-17 03:55:00	ES	Futures	956.46	956.7	955.26	955.5	2494.0
2009-08-17 04:00:00	ES	Futures	955.74	955.74	953.81	954.29	5816.0
2009-08-17 04:05:00	ES	Futures	954.29	954.78	951.4	952.85	10631.0

> showing 50 of 10,899 rows — these rows as CSV

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