PREVIEW / futures_5min / 2009-08-26

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-08-26.parquet
  size:    171 KB
  rows:    10,566

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
2009-08-26 00:00:00	ES	Futures	992.4	992.4	992.16	992.4	147.0
2009-08-26 00:05:00	ES	Futures	992.64	992.64	992.16	992.4	253.0
2009-08-26 00:10:00	ES	Futures	992.16	992.16	991.67	991.92	131.0
2009-08-26 00:15:00	ES	Futures	991.92	992.4	991.92	992.16	116.0
2009-08-26 00:20:00	ES	Futures	992.16	992.16	991.67	991.67	145.0
2009-08-26 00:25:00	ES	Futures	991.67	992.16	991.43	991.92	255.0
2009-08-26 00:30:00	ES	Futures	991.67	992.16	991.67	992.16	45.0
2009-08-26 00:35:00	ES	Futures	992.16	992.16	991.92	992.16	66.0
2009-08-26 00:40:00	ES	Futures	991.92	992.16	991.67	992.16	71.0
2009-08-26 00:45:00	ES	Futures	992.16	992.16	991.92	992.16	151.0
2009-08-26 00:50:00	ES	Futures	992.16	992.64	991.92	992.4	175.0
2009-08-26 00:55:00	ES	Futures	992.16	992.4	991.92	992.16	69.0
2009-08-26 01:00:00	ES	Futures	991.92	992.64	991.92	992.4	238.0
2009-08-26 01:05:00	ES	Futures	992.16	992.4	991.67	991.67	200.0
2009-08-26 01:10:00	ES	Futures	991.67	991.92	991.67	991.92	124.0
2009-08-26 01:15:00	ES	Futures	991.92	992.16	991.67	992.16	81.0
2009-08-26 01:20:00	ES	Futures	992.16	992.4	992.16	992.16	116.0
2009-08-26 01:25:00	ES	Futures	992.16	992.4	991.92	991.92	125.0
2009-08-26 01:30:00	ES	Futures	992.16	992.16	991.67	992.16	100.0
2009-08-26 01:35:00	ES	Futures	992.16	992.88	992.16	992.88	431.0
2009-08-26 01:40:00	ES	Futures	992.88	993.36	992.88	993.12	521.0
2009-08-26 01:45:00	ES	Futures	993.12	993.12	992.4	992.64	237.0
2009-08-26 01:50:00	ES	Futures	992.4	993.12	992.16	993.12	356.0
2009-08-26 01:55:00	ES	Futures	993.12	993.12	992.64	992.88	205.0
2009-08-26 02:00:00	ES	Futures	992.64	993.12	992.64	992.64	647.0
2009-08-26 02:05:00	ES	Futures	992.64	992.88	991.92	992.64	1026.0
2009-08-26 02:10:00	ES	Futures	992.64	993.12	992.64	992.88	733.0
2009-08-26 02:15:00	ES	Futures	992.88	992.88	992.4	992.4	275.0
2009-08-26 02:20:00	ES	Futures	992.4	992.88	991.92	992.16	768.0
2009-08-26 02:25:00	ES	Futures	992.16	992.16	991.67	991.92	167.0
2009-08-26 02:30:00	ES	Futures	991.67	992.16	991.43	991.92	355.0
2009-08-26 02:35:00	ES	Futures	991.67	992.64	991.67	992.16	1111.0
2009-08-26 02:40:00	ES	Futures	992.16	992.4	991.92	992.16	242.0
2009-08-26 02:45:00	ES	Futures	992.16	992.16	991.19	991.19	405.0
2009-08-26 02:50:00	ES	Futures	991.43	991.43	990.47	990.95	1029.0
2009-08-26 02:55:00	ES	Futures	990.95	991.67	990.47	990.47	478.0
2009-08-26 03:00:00	ES	Futures	990.47	991.43	989.74	989.99	2536.0
2009-08-26 03:05:00	ES	Futures	990.23	991.43	989.99	990.71	1498.0
2009-08-26 03:10:00	ES	Futures	990.95	991.92	990.71	991.92	1111.0
2009-08-26 03:15:00	ES	Futures	991.67	992.88	991.19	992.4	3707.0
2009-08-26 03:20:00	ES	Futures	992.4	992.64	991.92	992.16	1170.0
2009-08-26 03:25:00	ES	Futures	991.92	992.88	991.92	992.88	1594.0
2009-08-26 03:30:00	ES	Futures	992.64	993.12	992.16	992.4	2018.0
2009-08-26 03:35:00	ES	Futures	992.4	992.4	991.19	991.92	3252.0
2009-08-26 03:40:00	ES	Futures	991.67	992.4	991.43	992.16	1162.0
2009-08-26 03:45:00	ES	Futures	991.92	993.12	991.92	993.12	1718.0
2009-08-26 03:50:00	ES	Futures	993.12	993.6	992.64	993.36	3501.0
2009-08-26 03:55:00	ES	Futures	993.12	993.36	993.12	993.12	637.0
2009-08-26 04:00:00	ES	Futures	993.12	993.6	991.67	991.67	3269.0
2009-08-26 04:05:00	ES	Futures	991.67	991.92	990.95	991.19	1678.0

> showing 50 of 10,566 rows — these rows as CSV

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