PREVIEW / futures_5min / 2009-08-21

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-08-21.parquet
  size:    164 KB
  rows:    8,722

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
2009-08-21 00:00:00	ES	Futures	961.77	962.73	961.77	962.73	309.0
2009-08-21 00:05:00	ES	Futures	962.73	963.46	962.49	963.22	840.0
2009-08-21 00:10:00	ES	Futures	962.98	962.98	961.29	962.25	1472.0
2009-08-21 00:15:00	ES	Futures	962.25	962.49	962.01	962.25	328.0
2009-08-21 00:20:00	ES	Futures	962.01	962.25	962.01	962.25	259.0
2009-08-21 00:25:00	ES	Futures	962.25	962.25	961.53	961.53	379.0
2009-08-21 00:30:00	ES	Futures	961.53	962.25	961.29	962.25	927.0
2009-08-21 00:35:00	ES	Futures	962.01	963.22	961.77	962.98	708.0
2009-08-21 00:40:00	ES	Futures	962.98	963.22	962.01	962.01	257.0
2009-08-21 00:45:00	ES	Futures	962.25	962.25	961.77	961.77	258.0
2009-08-21 00:50:00	ES	Futures	962.01	962.01	961.77	961.77	104.0
2009-08-21 00:55:00	ES	Futures	961.77	962.01	961.53	961.77	201.0
2009-08-21 01:00:00	ES	Futures	962.01	962.25	961.53	962.01	256.0
2009-08-21 01:05:00	ES	Futures	962.25	962.49	961.53	961.77	434.0
2009-08-21 01:10:00	ES	Futures	961.77	963.22	961.77	962.98	386.0
2009-08-21 01:15:00	ES	Futures	962.98	964.18	962.73	963.94	924.0
2009-08-21 01:20:00	ES	Futures	964.18	964.18	963.7	963.7	250.0
2009-08-21 01:25:00	ES	Futures	963.94	964.18	963.46	963.7	291.0
2009-08-21 01:30:00	ES	Futures	963.7	964.18	963.7	963.94	192.0
2009-08-21 01:35:00	ES	Futures	964.18	964.9	963.94	964.66	694.0
2009-08-21 01:40:00	ES	Futures	964.66	965.87	964.42	964.66	861.0
2009-08-21 01:45:00	ES	Futures	964.66	965.63	964.42	964.9	698.0
2009-08-21 01:50:00	ES	Futures	964.9	965.15	964.66	964.9	336.0
2009-08-21 01:55:00	ES	Futures	965.15	965.39	964.42	964.42	503.0
2009-08-21 02:00:00	ES	Futures	964.42	964.9	963.94	964.18	985.0
2009-08-21 02:05:00	ES	Futures	964.42	965.15	964.18	964.9	441.0
2009-08-21 02:10:00	ES	Futures	965.15	965.39	964.66	964.9	427.0
2009-08-21 02:15:00	ES	Futures	964.9	965.63	964.42	965.39	617.0
2009-08-21 02:20:00	ES	Futures	965.63	965.87	965.39	965.63	236.0
2009-08-21 02:25:00	ES	Futures	965.63	965.63	964.66	964.66	942.0
2009-08-21 02:30:00	ES	Futures	964.42	964.9	964.18	964.66	1007.0
2009-08-21 02:35:00	ES	Futures	964.9	965.63	964.9	965.39	420.0
2009-08-21 02:40:00	ES	Futures	965.39	965.63	964.9	965.63	412.0
2009-08-21 02:45:00	ES	Futures	965.63	965.63	964.42	964.66	584.0
2009-08-21 02:50:00	ES	Futures	964.9	964.9	964.18	964.66	520.0
2009-08-21 02:55:00	ES	Futures	964.42	965.15	963.94	964.66	1053.0
2009-08-21 03:00:00	ES	Futures	964.66	966.11	964.18	965.63	1769.0
2009-08-21 03:05:00	ES	Futures	965.63	967.07	965.63	966.59	1661.0
2009-08-21 03:10:00	ES	Futures	966.59	966.59	965.63	966.35	1160.0
2009-08-21 03:15:00	ES	Futures	966.35	967.32	966.35	966.83	1185.0
2009-08-21 03:20:00	ES	Futures	967.07	967.8	967.07	967.8	968.0
2009-08-21 03:25:00	ES	Futures	967.56	968.52	967.32	968.04	1484.0
2009-08-21 03:30:00	ES	Futures	968.04	969.25	968.04	969.0	2085.0
2009-08-21 03:35:00	ES	Futures	969.0	969.73	969.0	969.49	2208.0
2009-08-21 03:40:00	ES	Futures	969.49	970.21	969.25	969.25	2022.0
2009-08-21 03:45:00	ES	Futures	969.25	969.49	968.28	968.52	1391.0
2009-08-21 03:50:00	ES	Futures	968.28	968.76	967.8	968.76	1079.0
2009-08-21 03:55:00	ES	Futures	968.52	968.76	968.04	968.76	1159.0
2009-08-21 04:00:00	ES	Futures	968.76	969.25	968.28	968.52	970.0
2009-08-21 04:05:00	ES	Futures	968.28	968.76	967.32	967.56	1090.0

> showing 50 of 8,722 rows — these rows as CSV

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