PREVIEW / futures_5min / 2009-08-23

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-08-23.parquet
  size:    35 KB
  rows:    1,594

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
2009-08-23 18:00:00	ES	Futures	988.78	989.5	988.3	989.5	3009.0
2009-08-23 18:05:00	ES	Futures	989.5	989.99	988.78	989.26	1011.0
2009-08-23 18:10:00	ES	Futures	989.26	989.74	988.78	989.5	409.0
2009-08-23 18:15:00	ES	Futures	989.26	989.26	989.02	989.02	190.0
2009-08-23 18:20:00	ES	Futures	989.02	989.26	989.02	989.26	48.0
2009-08-23 18:25:00	ES	Futures	989.02	990.23	989.02	989.74	1028.0
2009-08-23 18:30:00	ES	Futures	989.74	989.99	989.74	989.99	85.0
2009-08-23 18:35:00	ES	Futures	989.74	990.47	989.74	990.47	176.0
2009-08-23 18:40:00	ES	Futures	990.47	990.47	989.99	990.23	142.0
2009-08-23 18:45:00	ES	Futures	989.99	990.47	989.99	990.23	146.0
2009-08-23 18:50:00	ES	Futures	990.23	990.71	990.23	990.23	643.0
2009-08-23 18:55:00	ES	Futures	990.23	990.47	989.26	989.5	773.0
2009-08-23 19:00:00	ES	Futures	989.5	989.5	989.02	989.02	347.0
2009-08-23 19:05:00	ES	Futures	989.02	989.26	988.78	989.02	299.0
2009-08-23 19:10:00	ES	Futures	989.02	989.26	988.78	989.02	363.0
2009-08-23 19:15:00	ES	Futures	989.02	989.26	988.78	989.02	94.0
2009-08-23 19:20:00	ES	Futures	989.02	989.5	988.78	989.5	221.0
2009-08-23 19:25:00	ES	Futures	989.26	990.23	989.26	989.99	316.0
2009-08-23 19:30:00	ES	Futures	990.23	990.23	989.74	989.99	235.0
2009-08-23 19:35:00	ES	Futures	989.99	989.99	989.26	989.5	240.0
2009-08-23 19:40:00	ES	Futures	989.74	990.23	989.5	989.99	187.0
2009-08-23 19:45:00	ES	Futures	989.74	989.74	988.78	989.02	677.0
2009-08-23 19:50:00	ES	Futures	989.02	989.26	988.3	988.78	696.0
2009-08-23 19:55:00	ES	Futures	988.78	989.5	988.78	989.02	422.0
2009-08-23 20:00:00	ES	Futures	989.26	990.23	989.02	989.99	667.0
2009-08-23 20:05:00	ES	Futures	989.99	990.23	989.74	989.99	311.0
2009-08-23 20:10:00	ES	Futures	989.99	990.71	989.74	990.23	859.0
2009-08-23 20:15:00	ES	Futures	990.23	990.47	989.99	990.23	182.0
2009-08-23 20:20:00	ES	Futures	990.47	990.47	989.99	989.99	430.0
2009-08-23 20:25:00	ES	Futures	989.99	990.47	989.99	990.23	194.0
2009-08-23 20:30:00	ES	Futures	990.47	990.71	990.23	990.71	160.0
2009-08-23 20:35:00	ES	Futures	990.47	992.64	990.47	991.67	5671.0
2009-08-23 20:40:00	ES	Futures	991.92	992.4	991.92	992.16	735.0
2009-08-23 20:45:00	ES	Futures	991.92	995.05	991.67	994.09	4968.0
2009-08-23 20:50:00	ES	Futures	994.33	995.05	993.6	994.33	2166.0
2009-08-23 20:55:00	ES	Futures	994.33	994.33	993.6	993.6	1044.0
2009-08-23 21:00:00	ES	Futures	993.84	994.33	993.36	994.09	581.0
2009-08-23 21:05:00	ES	Futures	994.57	996.01	994.09	995.29	2753.0
2009-08-23 21:10:00	ES	Futures	995.53	996.01	995.29	995.53	998.0
2009-08-23 21:15:00	ES	Futures	995.29	995.53	995.05	995.29	515.0
2009-08-23 21:20:00	ES	Futures	995.53	995.77	995.05	995.29	489.0
2009-08-23 21:25:00	ES	Futures	995.29	995.29	994.57	994.81	262.0
2009-08-23 21:30:00	ES	Futures	995.05	995.05	994.57	994.81	418.0
2009-08-23 21:35:00	ES	Futures	994.81	994.81	994.09	994.33	892.0
2009-08-23 21:40:00	ES	Futures	994.57	994.57	993.84	994.09	499.0
2009-08-23 21:45:00	ES	Futures	994.33	995.05	994.09	994.81	1021.0
2009-08-23 21:50:00	ES	Futures	995.05	995.05	993.84	994.09	574.0
2009-08-23 21:55:00	ES	Futures	994.33	994.33	992.88	993.36	1340.0
2009-08-23 22:00:00	ES	Futures	993.36	993.84	993.12	993.36	853.0
2009-08-23 22:05:00	ES	Futures	993.36	993.36	992.88	993.12	733.0

> showing 50 of 1,594 rows — these rows as CSV

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