PREVIEW / futures_5min / 2009-08-31

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-08-31.parquet
  size:    163 KB
  rows:    10,143

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
2009-08-31 00:00:00	ES	Futures	986.37	986.61	986.13	986.37	531.0
2009-08-31 00:05:00	ES	Futures	986.37	986.37	985.89	986.13	529.0
2009-08-31 00:10:00	ES	Futures	986.13	986.37	985.89	986.13	246.0
2009-08-31 00:15:00	ES	Futures	985.89	986.13	985.64	985.89	389.0
2009-08-31 00:20:00	ES	Futures	985.89	986.13	985.89	986.13	111.0
2009-08-31 00:25:00	ES	Futures	986.13	986.37	985.89	986.13	292.0
2009-08-31 00:30:00	ES	Futures	986.13	986.37	985.89	985.89	346.0
2009-08-31 00:35:00	ES	Futures	985.89	986.13	985.89	986.13	102.0
2009-08-31 00:40:00	ES	Futures	986.13	986.37	985.89	986.37	304.0
2009-08-31 00:45:00	ES	Futures	986.37	986.85	986.13	986.61	611.0
2009-08-31 00:50:00	ES	Futures	986.61	986.85	986.61	986.61	89.0
2009-08-31 00:55:00	ES	Futures	986.61	986.61	986.37	986.61	156.0
2009-08-31 01:00:00	ES	Futures	986.61	986.61	986.37	986.61	114.0
2009-08-31 01:05:00	ES	Futures	986.61	986.85	986.37	986.37	97.0
2009-08-31 01:10:00	ES	Futures	986.37	986.37	985.89	985.89	232.0
2009-08-31 01:15:00	ES	Futures	985.89	986.13	985.89	985.89	136.0
2009-08-31 01:20:00	ES	Futures	985.89	986.13	985.4	985.4	387.0
2009-08-31 01:25:00	ES	Futures	985.4	985.89	985.4	985.64	356.0
2009-08-31 01:30:00	ES	Futures	985.4	985.89	985.4	985.64	298.0
2009-08-31 01:35:00	ES	Futures	985.4	985.64	985.16	985.16	303.0
2009-08-31 01:40:00	ES	Futures	985.64	985.64	985.4	985.4	146.0
2009-08-31 01:45:00	ES	Futures	985.64	985.64	985.16	985.64	148.0
2009-08-31 01:50:00	ES	Futures	985.4	985.4	985.16	985.4	130.0
2009-08-31 01:55:00	ES	Futures	985.4	985.64	985.16	985.4	222.0
2009-08-31 02:00:00	ES	Futures	985.4	985.4	984.68	985.4	2268.0
2009-08-31 02:05:00	ES	Futures	985.16	985.4	984.68	984.92	779.0
2009-08-31 02:10:00	ES	Futures	984.68	984.92	984.44	984.44	1088.0
2009-08-31 02:15:00	ES	Futures	984.44	984.92	984.44	984.68	480.0
2009-08-31 02:20:00	ES	Futures	984.92	984.92	984.2	984.68	1516.0
2009-08-31 02:25:00	ES	Futures	984.68	984.92	984.44	984.44	316.0
2009-08-31 02:30:00	ES	Futures	984.44	984.68	984.2	984.68	658.0
2009-08-31 02:35:00	ES	Futures	984.44	984.68	984.2	984.44	414.0
2009-08-31 02:40:00	ES	Futures	984.2	984.68	984.2	984.68	307.0
2009-08-31 02:45:00	ES	Futures	984.68	984.92	984.44	984.92	371.0
2009-08-31 02:50:00	ES	Futures	984.92	984.92	984.44	984.68	268.0
2009-08-31 02:55:00	ES	Futures	984.68	985.16	984.44	984.68	804.0
2009-08-31 03:00:00	ES	Futures	984.68	985.16	983.96	984.2	2823.0
2009-08-31 03:05:00	ES	Futures	984.44	984.68	983.47	983.72	2674.0
2009-08-31 03:10:00	ES	Futures	983.72	984.68	983.47	984.68	1106.0
2009-08-31 03:15:00	ES	Futures	984.92	985.4	984.2	985.4	634.0
2009-08-31 03:20:00	ES	Futures	985.16	985.64	984.92	985.16	598.0
2009-08-31 03:25:00	ES	Futures	985.16	986.13	985.16	985.64	960.0
2009-08-31 03:30:00	ES	Futures	985.89	985.89	984.92	985.64	1326.0
2009-08-31 03:35:00	ES	Futures	985.89	985.89	984.68	984.68	1104.0
2009-08-31 03:40:00	ES	Futures	984.68	985.4	984.44	985.16	828.0
2009-08-31 03:45:00	ES	Futures	985.16	985.4	984.68	984.92	930.0
2009-08-31 03:50:00	ES	Futures	984.92	985.4	984.92	985.4	593.0
2009-08-31 03:55:00	ES	Futures	985.4	985.64	984.68	984.68	1356.0
2009-08-31 04:00:00	ES	Futures	984.68	984.68	983.23	983.72	3256.0
2009-08-31 04:05:00	ES	Futures	983.72	983.96	983.23	983.47	1130.0

> showing 50 of 10,143 rows — these rows as CSV

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