PREVIEW / futures_5min / 2009-08-18

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-08-18.parquet
  size:    169 KB
  rows:    10,504

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
2009-08-18 00:00:00	ES	Futures	944.65	944.65	943.68	943.68	351.0
2009-08-18 00:05:00	ES	Futures	943.92	943.92	943.68	943.92	129.0
2009-08-18 00:10:00	ES	Futures	943.92	943.92	943.68	943.92	568.0
2009-08-18 00:15:00	ES	Futures	943.68	944.16	943.68	943.68	296.0
2009-08-18 00:20:00	ES	Futures	943.68	943.92	943.44	943.68	199.0
2009-08-18 00:25:00	ES	Futures	943.68	943.68	943.2	943.2	239.0
2009-08-18 00:30:00	ES	Futures	943.2	943.68	942.96	943.44	650.0
2009-08-18 00:35:00	ES	Futures	943.2	943.68	942.96	943.68	299.0
2009-08-18 00:40:00	ES	Futures	943.44	943.68	942.96	942.96	394.0
2009-08-18 00:45:00	ES	Futures	942.96	943.2	942.96	943.2	315.0
2009-08-18 00:50:00	ES	Futures	943.2	944.41	942.96	943.92	1076.0
2009-08-18 00:55:00	ES	Futures	943.92	943.92	943.44	943.44	220.0
2009-08-18 01:00:00	ES	Futures	943.44	943.92	943.44	943.92	166.0
2009-08-18 01:05:00	ES	Futures	943.92	944.16	943.68	944.16	82.0
2009-08-18 01:10:00	ES	Futures	944.16	944.41	943.92	944.16	181.0
2009-08-18 01:15:00	ES	Futures	944.16	944.65	943.2	943.92	493.0
2009-08-18 01:20:00	ES	Futures	943.92	945.61	943.92	945.61	672.0
2009-08-18 01:25:00	ES	Futures	945.37	946.09	945.37	945.61	493.0
2009-08-18 01:30:00	ES	Futures	945.61	946.33	945.37	946.09	304.0
2009-08-18 01:35:00	ES	Futures	946.09	946.82	946.09	946.82	500.0
2009-08-18 01:40:00	ES	Futures	946.82	946.82	946.33	946.58	749.0
2009-08-18 01:45:00	ES	Futures	946.82	948.02	946.58	948.02	1279.0
2009-08-18 01:50:00	ES	Futures	948.02	948.02	947.3	947.78	375.0
2009-08-18 01:55:00	ES	Futures	947.54	948.51	947.54	948.26	918.0
2009-08-18 02:00:00	ES	Futures	948.02	948.51	947.3	947.78	2203.0
2009-08-18 02:05:00	ES	Futures	948.02	948.02	947.54	947.54	477.0
2009-08-18 02:10:00	ES	Futures	947.54	947.78	947.06	947.3	603.0
2009-08-18 02:15:00	ES	Futures	947.3	948.26	947.3	948.02	1153.0
2009-08-18 02:20:00	ES	Futures	948.02	949.23	947.78	948.99	1314.0
2009-08-18 02:25:00	ES	Futures	948.99	949.23	948.26	948.26	873.0
2009-08-18 02:30:00	ES	Futures	948.26	948.75	947.78	947.78	769.0
2009-08-18 02:35:00	ES	Futures	947.78	949.23	947.78	948.99	911.0
2009-08-18 02:40:00	ES	Futures	948.99	949.23	948.75	949.23	1096.0
2009-08-18 02:45:00	ES	Futures	949.23	949.47	948.51	948.99	751.0
2009-08-18 02:50:00	ES	Futures	949.23	949.23	948.75	948.99	848.0
2009-08-18 02:55:00	ES	Futures	948.99	949.23	948.51	948.99	870.0
2009-08-18 03:00:00	ES	Futures	948.99	950.68	948.75	950.43	4995.0
2009-08-18 03:05:00	ES	Futures	950.43	950.68	950.19	950.43	2870.0
2009-08-18 03:10:00	ES	Futures	950.68	950.92	949.47	949.47	2272.0
2009-08-18 03:15:00	ES	Futures	949.47	950.68	948.75	950.68	2639.0
2009-08-18 03:20:00	ES	Futures	950.68	950.92	949.95	950.43	2298.0
2009-08-18 03:25:00	ES	Futures	950.43	950.68	950.19	950.68	1247.0
2009-08-18 03:30:00	ES	Futures	950.68	951.4	950.43	950.92	3265.0
2009-08-18 03:35:00	ES	Futures	950.92	950.92	949.95	950.43	1932.0
2009-08-18 03:40:00	ES	Futures	950.68	950.68	950.19	950.19	1050.0
2009-08-18 03:45:00	ES	Futures	950.43	950.43	949.23	949.71	1500.0
2009-08-18 03:50:00	ES	Futures	949.71	949.71	948.99	949.23	775.0
2009-08-18 03:55:00	ES	Futures	949.23	949.95	949.23	949.23	1037.0
2009-08-18 04:00:00	ES	Futures	949.23	949.71	948.51	948.75	2019.0
2009-08-18 04:05:00	ES	Futures	948.51	948.99	947.78	948.75	2142.0

> showing 50 of 10,504 rows — these rows as CSV

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