PREVIEW / futures_5min / 2009-08-24

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-08-24.parquet
  size:    169 KB
  rows:    10,329

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
2009-08-24 00:00:00	ES	Futures	994.81	995.05	994.57	994.57	135.0
2009-08-24 00:05:00	ES	Futures	994.81	994.81	994.33	994.33	110.0
2009-08-24 00:10:00	ES	Futures	994.57	994.57	994.33	994.57	111.0
2009-08-24 00:15:00	ES	Futures	994.57	995.05	994.33	994.81	265.0
2009-08-24 00:20:00	ES	Futures	994.81	995.05	994.33	994.57	498.0
2009-08-24 00:25:00	ES	Futures	994.57	995.05	994.57	994.57	193.0
2009-08-24 00:30:00	ES	Futures	994.57	995.05	994.33	994.81	67.0
2009-08-24 00:35:00	ES	Futures	994.57	994.57	994.09	994.09	111.0
2009-08-24 00:40:00	ES	Futures	994.09	994.33	993.6	993.84	342.0
2009-08-24 00:45:00	ES	Futures	993.84	994.09	993.12	993.36	505.0
2009-08-24 00:50:00	ES	Futures	993.36	993.84	993.36	993.6	225.0
2009-08-24 00:55:00	ES	Futures	993.84	994.09	993.36	993.84	311.0
2009-08-24 01:00:00	ES	Futures	993.84	994.81	993.84	994.33	250.0
2009-08-24 01:05:00	ES	Futures	994.09	994.33	993.6	993.84	154.0
2009-08-24 01:10:00	ES	Futures	993.84	994.33	993.84	993.84	159.0
2009-08-24 01:15:00	ES	Futures	994.09	994.57	994.09	994.33	110.0
2009-08-24 01:20:00	ES	Futures	994.33	994.33	993.6	993.84	203.0
2009-08-24 01:25:00	ES	Futures	993.84	993.84	993.36	993.6	219.0
2009-08-24 01:30:00	ES	Futures	993.6	993.84	993.12	993.6	344.0
2009-08-24 01:35:00	ES	Futures	993.36	994.09	993.12	994.09	680.0
2009-08-24 01:40:00	ES	Futures	994.33	994.81	994.09	994.81	520.0
2009-08-24 01:45:00	ES	Futures	994.81	995.29	994.57	995.05	520.0
2009-08-24 01:50:00	ES	Futures	995.05	995.77	995.05	995.05	1110.0
2009-08-24 01:55:00	ES	Futures	995.05	995.53	994.81	995.53	546.0
2009-08-24 02:00:00	ES	Futures	995.53	995.53	994.33	994.81	1950.0
2009-08-24 02:05:00	ES	Futures	994.81	994.81	993.12	993.12	1060.0
2009-08-24 02:10:00	ES	Futures	993.6	993.6	992.64	993.36	858.0
2009-08-24 02:15:00	ES	Futures	993.36	993.36	992.16	992.4	796.0
2009-08-24 02:20:00	ES	Futures	992.4	993.84	992.16	993.36	914.0
2009-08-24 02:25:00	ES	Futures	993.84	994.33	993.6	993.84	806.0
2009-08-24 02:30:00	ES	Futures	993.6	993.84	992.4	993.36	904.0
2009-08-24 02:35:00	ES	Futures	993.6	994.09	993.12	993.84	665.0
2009-08-24 02:40:00	ES	Futures	993.6	994.57	993.36	994.09	1049.0
2009-08-24 02:45:00	ES	Futures	994.09	994.57	993.6	994.33	1147.0
2009-08-24 02:50:00	ES	Futures	994.33	994.57	993.6	994.33	1294.0
2009-08-24 02:55:00	ES	Futures	994.09	994.57	993.36	993.84	681.0
2009-08-24 03:00:00	ES	Futures	993.6	993.84	990.95	991.19	3929.0
2009-08-24 03:05:00	ES	Futures	991.19	992.64	990.95	991.92	2836.0
2009-08-24 03:10:00	ES	Futures	992.16	992.88	990.95	992.64	2424.0
2009-08-24 03:15:00	ES	Futures	992.64	994.57	992.64	994.09	3186.0
2009-08-24 03:20:00	ES	Futures	994.33	995.05	993.6	994.81	2440.0
2009-08-24 03:25:00	ES	Futures	994.81	995.29	993.84	994.57	2071.0
2009-08-24 03:30:00	ES	Futures	994.81	996.01	994.09	995.77	3214.0
2009-08-24 03:35:00	ES	Futures	995.77	996.01	994.81	995.29	2910.0
2009-08-24 03:40:00	ES	Futures	995.05	995.77	994.09	994.81	2111.0
2009-08-24 03:45:00	ES	Futures	994.81	995.29	994.09	994.09	714.0
2009-08-24 03:50:00	ES	Futures	994.09	994.57	993.84	994.09	840.0
2009-08-24 03:55:00	ES	Futures	993.84	994.57	993.36	993.36	1351.0
2009-08-24 04:00:00	ES	Futures	993.36	994.81	993.36	993.36	1577.0
2009-08-24 04:05:00	ES	Futures	993.36	993.84	993.36	993.84	885.0

> showing 50 of 10,329 rows — these rows as CSV

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