PREVIEW / futures_5min / 2009-08-25

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-08-25.parquet
  size:    173 KB
  rows:    10,383

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
2009-08-25 00:00:00	ES	Futures	986.61	987.09	986.61	986.85	175.0
2009-08-25 00:05:00	ES	Futures	986.85	987.09	986.61	986.85	116.0
2009-08-25 00:10:00	ES	Futures	987.09	987.09	986.61	986.61	82.0
2009-08-25 00:15:00	ES	Futures	986.61	987.09	986.61	986.85	60.0
2009-08-25 00:20:00	ES	Futures	986.85	987.33	986.85	987.09	269.0
2009-08-25 00:25:00	ES	Futures	987.09	987.57	987.09	987.33	452.0
2009-08-25 00:30:00	ES	Futures	987.33	987.33	986.85	986.85	268.0
2009-08-25 00:35:00	ES	Futures	986.85	987.09	986.85	987.09	100.0
2009-08-25 00:40:00	ES	Futures	986.85	987.09	986.61	986.61	95.0
2009-08-25 00:45:00	ES	Futures	986.61	986.61	986.61	986.61	97.0
2009-08-25 00:50:00	ES	Futures	986.85	986.85	986.61	986.85	20.0
2009-08-25 00:55:00	ES	Futures	986.85	986.85	986.61	986.61	138.0
2009-08-25 01:00:00	ES	Futures	986.85	986.85	986.61	986.85	137.0
2009-08-25 01:05:00	ES	Futures	986.85	986.85	986.61	986.61	255.0
2009-08-25 01:10:00	ES	Futures	986.61	986.85	985.89	985.89	542.0
2009-08-25 01:15:00	ES	Futures	985.89	986.37	985.89	986.37	249.0
2009-08-25 01:20:00	ES	Futures	986.13	986.13	985.4	985.4	668.0
2009-08-25 01:25:00	ES	Futures	985.4	986.13	985.16	985.4	457.0
2009-08-25 01:30:00	ES	Futures	985.4	985.64	984.44	984.68	863.0
2009-08-25 01:35:00	ES	Futures	984.68	984.68	982.27	983.96	4853.0
2009-08-25 01:40:00	ES	Futures	983.72	985.64	983.72	983.96	1050.0
2009-08-25 01:45:00	ES	Futures	984.2	984.68	983.72	984.44	308.0
2009-08-25 01:50:00	ES	Futures	984.44	984.68	983.96	984.2	255.0
2009-08-25 01:55:00	ES	Futures	984.2	984.68	983.72	984.68	478.0
2009-08-25 02:00:00	ES	Futures	984.44	985.16	983.96	984.2	1770.0
2009-08-25 02:05:00	ES	Futures	984.2	984.68	983.72	984.44	1851.0
2009-08-25 02:10:00	ES	Futures	984.44	984.68	983.96	984.2	638.0
2009-08-25 02:15:00	ES	Futures	984.2	984.44	983.47	983.47	1171.0
2009-08-25 02:20:00	ES	Futures	983.72	984.44	983.47	983.47	1072.0
2009-08-25 02:25:00	ES	Futures	983.47	983.72	982.75	983.23	1027.0
2009-08-25 02:30:00	ES	Futures	983.23	983.96	983.23	983.96	469.0
2009-08-25 02:35:00	ES	Futures	983.72	984.92	983.47	984.92	1106.0
2009-08-25 02:40:00	ES	Futures	984.68	985.4	984.68	984.92	585.0
2009-08-25 02:45:00	ES	Futures	984.92	986.13	984.92	985.64	1080.0
2009-08-25 02:50:00	ES	Futures	985.4	985.64	984.68	984.68	576.0
2009-08-25 02:55:00	ES	Futures	984.92	985.16	984.44	984.92	914.0
2009-08-25 03:00:00	ES	Futures	985.16	987.57	985.16	987.09	4985.0
2009-08-25 03:05:00	ES	Futures	987.33	987.33	986.37	986.61	1793.0
2009-08-25 03:10:00	ES	Futures	986.61	987.82	986.37	987.33	2124.0
2009-08-25 03:15:00	ES	Futures	987.57	987.82	987.09	987.33	1491.0
2009-08-25 03:20:00	ES	Futures	987.57	988.78	987.33	988.3	2449.0
2009-08-25 03:25:00	ES	Futures	988.54	988.54	987.82	988.3	1582.0
2009-08-25 03:30:00	ES	Futures	988.3	988.78	987.09	987.57	2084.0
2009-08-25 03:35:00	ES	Futures	987.57	987.82	987.33	987.33	490.0
2009-08-25 03:40:00	ES	Futures	987.57	988.3	986.85	987.82	1518.0
2009-08-25 03:45:00	ES	Futures	987.82	989.5	987.33	988.78	2923.0
2009-08-25 03:50:00	ES	Futures	988.54	989.02	988.3	988.54	1205.0
2009-08-25 03:55:00	ES	Futures	988.54	988.78	987.33	987.57	1206.0
2009-08-25 04:00:00	ES	Futures	987.57	987.82	987.09	987.57	1165.0
2009-08-25 04:05:00	ES	Futures	987.57	989.26	987.33	989.02	1294.0

> showing 50 of 10,383 rows — these rows as CSV

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