PREVIEW / futures_5min / 2009-09-01

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-09-01.parquet
  size:    206 KB
  rows:    11,174

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
2009-09-01 00:00:00	ES	Futures	986.37	986.85	986.37	986.37	631.0
2009-09-01 00:05:00	ES	Futures	986.13	986.37	986.13	986.37	52.0
2009-09-01 00:10:00	ES	Futures	986.37	986.37	985.64	985.64	270.0
2009-09-01 00:15:00	ES	Futures	985.89	986.37	985.4	985.64	283.0
2009-09-01 00:20:00	ES	Futures	985.64	985.89	985.4	985.64	142.0
2009-09-01 00:25:00	ES	Futures	985.4	985.64	984.92	985.4	296.0
2009-09-01 00:30:00	ES	Futures	985.16	986.13	984.92	986.13	417.0
2009-09-01 00:35:00	ES	Futures	985.89	986.13	985.64	985.64	197.0
2009-09-01 00:40:00	ES	Futures	985.89	985.89	985.4	985.89	131.0
2009-09-01 00:45:00	ES	Futures	985.89	986.37	985.89	986.37	202.0
2009-09-01 00:50:00	ES	Futures	986.37	986.61	985.89	986.61	233.0
2009-09-01 00:55:00	ES	Futures	986.37	986.61	986.13	986.61	527.0
2009-09-01 01:00:00	ES	Futures	986.61	989.26	986.37	988.3	4027.0
2009-09-01 01:05:00	ES	Futures	988.06	988.3	987.57	987.57	573.0
2009-09-01 01:10:00	ES	Futures	987.57	987.57	987.09	987.09	381.0
2009-09-01 01:15:00	ES	Futures	987.09	987.57	986.85	987.33	153.0
2009-09-01 01:20:00	ES	Futures	987.57	987.82	987.57	987.82	207.0
2009-09-01 01:25:00	ES	Futures	987.82	988.06	987.57	988.06	233.0
2009-09-01 01:30:00	ES	Futures	988.3	988.3	987.82	988.3	187.0
2009-09-01 01:35:00	ES	Futures	988.06	988.3	987.82	987.82	155.0
2009-09-01 01:40:00	ES	Futures	988.06	988.06	987.57	987.57	244.0
2009-09-01 01:45:00	ES	Futures	987.33	987.82	987.33	987.82	307.0
2009-09-01 01:50:00	ES	Futures	987.82	987.82	987.09	987.09	180.0
2009-09-01 01:55:00	ES	Futures	987.09	987.09	986.13	986.37	476.0
2009-09-01 02:00:00	ES	Futures	986.37	987.33	986.13	986.61	1632.0
2009-09-01 02:05:00	ES	Futures	986.37	987.09	986.37	986.61	981.0
2009-09-01 02:10:00	ES	Futures	986.61	986.85	986.37	986.61	780.0
2009-09-01 02:15:00	ES	Futures	986.85	987.09	986.61	986.85	652.0
2009-09-01 02:20:00	ES	Futures	986.85	986.85	986.37	986.61	374.0
2009-09-01 02:25:00	ES	Futures	986.85	987.09	986.61	986.85	592.0
2009-09-01 02:30:00	ES	Futures	986.85	987.33	986.61	986.85	802.0
2009-09-01 02:35:00	ES	Futures	986.61	986.85	986.37	986.61	341.0
2009-09-01 02:40:00	ES	Futures	986.61	986.85	986.37	986.85	221.0
2009-09-01 02:45:00	ES	Futures	986.85	986.85	985.89	986.13	674.0
2009-09-01 02:50:00	ES	Futures	985.89	986.37	985.89	985.89	351.0
2009-09-01 02:55:00	ES	Futures	986.13	986.37	985.4	986.37	1023.0
2009-09-01 03:00:00	ES	Futures	986.61	988.06	986.13	987.82	4270.0
2009-09-01 03:05:00	ES	Futures	987.57	988.06	987.09	988.06	1787.0
2009-09-01 03:10:00	ES	Futures	988.06	988.06	987.33	988.06	1278.0
2009-09-01 03:15:00	ES	Futures	987.82	988.06	987.33	987.33	1532.0
2009-09-01 03:20:00	ES	Futures	987.33	988.06	986.61	986.61	1264.0
2009-09-01 03:25:00	ES	Futures	986.61	986.61	985.89	986.37	1504.0
2009-09-01 03:30:00	ES	Futures	986.61	986.85	985.89	986.13	1310.0
2009-09-01 03:35:00	ES	Futures	986.13	987.09	985.89	986.85	1329.0
2009-09-01 03:40:00	ES	Futures	987.09	987.09	986.37	986.37	1561.0
2009-09-01 03:45:00	ES	Futures	986.61	986.85	985.4	985.89	1951.0
2009-09-01 03:50:00	ES	Futures	985.89	986.13	985.16	985.89	778.0
2009-09-01 03:55:00	ES	Futures	985.89	986.37	985.89	986.13	1233.0
2009-09-01 04:00:00	ES	Futures	985.89	986.13	984.44	984.68	2428.0
2009-09-01 04:05:00	ES	Futures	984.68	984.92	984.2	984.44	1632.0

> showing 50 of 11,174 rows — these rows as CSV

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