PREVIEW / futures_5min / 2009-08-20

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-08-20.parquet
  size:    169 KB
  rows:    10,476

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
2009-08-20 00:00:00	ES	Futures	964.18	964.66	964.18	964.42	191.0
2009-08-20 00:05:00	ES	Futures	964.42	964.66	964.18	964.42	130.0
2009-08-20 00:10:00	ES	Futures	964.42	964.66	964.42	964.42	271.0
2009-08-20 00:15:00	ES	Futures	964.42	964.66	964.18	964.42	384.0
2009-08-20 00:20:00	ES	Futures	964.66	964.66	964.42	964.42	230.0
2009-08-20 00:25:00	ES	Futures	964.66	964.9	964.42	964.9	262.0
2009-08-20 00:30:00	ES	Futures	964.9	964.9	964.66	964.66	217.0
2009-08-20 00:35:00	ES	Futures	964.66	967.32	964.66	966.59	3430.0
2009-08-20 00:40:00	ES	Futures	966.59	967.07	966.59	966.83	454.0
2009-08-20 00:45:00	ES	Futures	966.83	967.07	966.35	966.83	497.0
2009-08-20 00:50:00	ES	Futures	967.07	967.32	966.83	966.83	766.0
2009-08-20 00:55:00	ES	Futures	966.83	967.32	966.83	967.07	395.0
2009-08-20 01:00:00	ES	Futures	967.07	967.32	967.07	967.07	298.0
2009-08-20 01:05:00	ES	Futures	967.07	967.32	966.59	967.07	405.0
2009-08-20 01:10:00	ES	Futures	967.07	967.32	967.07	967.07	150.0
2009-08-20 01:15:00	ES	Futures	967.07	967.07	966.83	967.07	470.0
2009-08-20 01:20:00	ES	Futures	966.83	967.32	966.83	967.07	248.0
2009-08-20 01:25:00	ES	Futures	967.32	967.32	967.07	967.07	103.0
2009-08-20 01:30:00	ES	Futures	967.32	967.32	967.07	967.07	202.0
2009-08-20 01:35:00	ES	Futures	967.07	967.56	967.07	967.32	2239.0
2009-08-20 01:40:00	ES	Futures	967.32	967.56	966.59	967.07	1517.0
2009-08-20 01:45:00	ES	Futures	967.07	967.56	967.07	967.56	1324.0
2009-08-20 01:50:00	ES	Futures	967.32	967.56	967.07	967.07	672.0
2009-08-20 01:55:00	ES	Futures	967.32	967.32	966.83	966.83	432.0
2009-08-20 02:00:00	ES	Futures	967.07	967.07	966.35	966.35	1948.0
2009-08-20 02:05:00	ES	Futures	966.59	966.59	966.11	966.35	656.0
2009-08-20 02:10:00	ES	Futures	966.35	966.59	965.63	966.11	1082.0
2009-08-20 02:15:00	ES	Futures	966.11	967.07	966.11	966.59	1364.0
2009-08-20 02:20:00	ES	Futures	966.59	966.83	966.11	966.11	502.0
2009-08-20 02:25:00	ES	Futures	966.11	966.35	965.63	965.63	694.0
2009-08-20 02:30:00	ES	Futures	965.63	967.07	965.63	966.83	1783.0
2009-08-20 02:35:00	ES	Futures	966.83	967.07	966.59	966.83	731.0
2009-08-20 02:40:00	ES	Futures	966.83	966.83	966.11	966.35	961.0
2009-08-20 02:45:00	ES	Futures	966.35	966.35	965.87	965.87	478.0
2009-08-20 02:50:00	ES	Futures	965.87	966.35	965.63	965.87	767.0
2009-08-20 02:55:00	ES	Futures	966.11	966.35	965.87	966.11	484.0
2009-08-20 03:00:00	ES	Futures	966.35	966.59	965.39	966.35	2111.0
2009-08-20 03:05:00	ES	Futures	966.59	966.83	966.11	966.35	2515.0
2009-08-20 03:10:00	ES	Futures	966.35	967.07	966.35	966.83	1921.0
2009-08-20 03:15:00	ES	Futures	966.83	967.07	966.59	966.83	1563.0
2009-08-20 03:20:00	ES	Futures	967.07	967.07	966.35	966.83	2086.0
2009-08-20 03:25:00	ES	Futures	966.83	967.07	966.59	967.07	1343.0
2009-08-20 03:30:00	ES	Futures	967.07	967.56	966.59	967.07	4955.0
2009-08-20 03:35:00	ES	Futures	966.83	967.32	966.35	967.07	1418.0
2009-08-20 03:40:00	ES	Futures	967.32	967.32	966.59	966.83	1372.0
2009-08-20 03:45:00	ES	Futures	966.83	966.83	966.35	966.35	1320.0
2009-08-20 03:50:00	ES	Futures	966.35	966.83	966.35	966.83	1367.0
2009-08-20 03:55:00	ES	Futures	966.83	967.07	966.35	966.59	937.0
2009-08-20 04:00:00	ES	Futures	966.59	966.83	966.35	966.83	941.0
2009-08-20 04:05:00	ES	Futures	966.83	967.56	966.35	966.35	1722.0

> showing 50 of 10,476 rows — these rows as CSV

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