PREVIEW / futures_5min / 2009-08-28

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-08-28.parquet
  size:    154 KB
  rows:    8,977

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
2009-08-28 00:00:00	ES	Futures	991.43	991.43	991.19	991.43	71.0
2009-08-28 00:05:00	ES	Futures	991.67	992.16	991.43	991.92	165.0
2009-08-28 00:10:00	ES	Futures	991.92	992.64	991.67	992.64	375.0
2009-08-28 00:15:00	ES	Futures	992.64	992.64	992.16	992.4	187.0
2009-08-28 00:20:00	ES	Futures	992.4	992.4	992.16	992.16	112.0
2009-08-28 00:25:00	ES	Futures	991.92	992.16	991.92	992.16	64.0
2009-08-28 00:30:00	ES	Futures	992.16	992.16	991.92	991.92	116.0
2009-08-28 00:35:00	ES	Futures	991.67	992.16	991.67	991.92	160.0
2009-08-28 00:40:00	ES	Futures	991.67	992.16	991.67	992.16	8.0
2009-08-28 00:45:00	ES	Futures	992.16	992.16	992.16	992.16	35.0
2009-08-28 00:50:00	ES	Futures	992.16	992.64	992.16	992.4	138.0
2009-08-28 00:55:00	ES	Futures	992.4	992.4	991.92	991.92	85.0
2009-08-28 01:00:00	ES	Futures	992.16	992.16	991.67	992.16	126.0
2009-08-28 01:05:00	ES	Futures	992.16	992.4	992.16	992.4	28.0
2009-08-28 01:10:00	ES	Futures	992.4	992.4	991.67	991.92	189.0
2009-08-28 01:15:00	ES	Futures	991.67	991.92	991.67	991.67	79.0
2009-08-28 01:20:00	ES	Futures	991.92	992.64	991.67	992.64	249.0
2009-08-28 01:25:00	ES	Futures	992.64	992.88	992.16	992.4	261.0
2009-08-28 01:30:00	ES	Futures	992.64	992.88	992.64	992.88	60.0
2009-08-28 01:35:00	ES	Futures	992.88	993.12	992.64	992.64	82.0
2009-08-28 01:40:00	ES	Futures	992.88	993.12	992.64	993.12	140.0
2009-08-28 01:45:00	ES	Futures	993.12	993.36	993.12	993.36	229.0
2009-08-28 01:50:00	ES	Futures	993.36	993.36	992.64	992.88	228.0
2009-08-28 01:55:00	ES	Futures	992.88	993.12	992.4	992.64	304.0
2009-08-28 02:00:00	ES	Futures	992.4	992.64	992.16	992.4	950.0
2009-08-28 02:05:00	ES	Futures	992.64	992.88	992.4	992.4	581.0
2009-08-28 02:10:00	ES	Futures	992.64	993.12	992.4	992.88	526.0
2009-08-28 02:15:00	ES	Futures	992.88	992.88	992.16	992.4	403.0
2009-08-28 02:20:00	ES	Futures	992.4	992.64	992.16	992.16	345.0
2009-08-28 02:25:00	ES	Futures	992.16	992.64	991.67	991.92	889.0
2009-08-28 02:30:00	ES	Futures	991.92	993.12	991.92	993.12	618.0
2009-08-28 02:35:00	ES	Futures	993.36	993.36	992.88	993.36	466.0
2009-08-28 02:40:00	ES	Futures	993.36	993.6	993.12	993.36	351.0
2009-08-28 02:45:00	ES	Futures	993.6	994.57	993.36	994.33	1498.0
2009-08-28 02:50:00	ES	Futures	994.33	994.57	993.84	994.57	1013.0
2009-08-28 02:55:00	ES	Futures	994.57	994.57	993.6	994.09	733.0
2009-08-28 03:00:00	ES	Futures	994.09	994.57	992.88	993.84	2873.0
2009-08-28 03:05:00	ES	Futures	994.09	994.33	993.36	993.36	1634.0
2009-08-28 03:10:00	ES	Futures	993.36	993.84	992.4	993.84	2139.0
2009-08-28 03:15:00	ES	Futures	993.6	994.09	992.88	992.88	1593.0
2009-08-28 03:20:00	ES	Futures	992.88	993.36	992.4	993.36	1265.0
2009-08-28 03:25:00	ES	Futures	993.12	993.36	992.64	993.12	1113.0
2009-08-28 03:30:00	ES	Futures	993.12	993.12	992.64	992.88	1312.0
2009-08-28 03:35:00	ES	Futures	992.88	993.12	992.4	993.12	1426.0
2009-08-28 03:40:00	ES	Futures	993.12	993.36	992.64	992.88	925.0
2009-08-28 03:45:00	ES	Futures	993.12	993.84	992.88	993.6	1594.0
2009-08-28 03:50:00	ES	Futures	993.36	993.84	993.12	993.12	721.0
2009-08-28 03:55:00	ES	Futures	993.12	993.84	992.88	993.12	834.0
2009-08-28 04:00:00	ES	Futures	993.36	994.09	992.88	993.84	2027.0
2009-08-28 04:05:00	ES	Futures	993.6	994.33	993.6	994.09	954.0

> showing 50 of 8,977 rows — these rows as CSV

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