PREVIEW / futures_5min / 2009-09-03

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-09-03.parquet
  size:    175 KB
  rows:    10,902

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
2009-09-03 00:00:00	ES	Futures	959.36	959.84	959.36	959.84	58.0
2009-09-03 00:05:00	ES	Futures	959.84	960.08	959.84	960.08	70.0
2009-09-03 00:10:00	ES	Futures	959.84	960.32	959.6	959.84	174.0
2009-09-03 00:15:00	ES	Futures	959.84	960.08	959.6	960.08	96.0
2009-09-03 00:20:00	ES	Futures	959.84	960.32	959.84	960.08	29.0
2009-09-03 00:25:00	ES	Futures	960.32	960.32	960.08	960.08	76.0
2009-09-03 00:30:00	ES	Futures	960.08	960.32	959.84	960.08	94.0
2009-09-03 00:35:00	ES	Futures	960.08	960.08	959.84	960.08	61.0
2009-09-03 00:40:00	ES	Futures	959.84	959.84	958.88	959.36	538.0
2009-09-03 00:45:00	ES	Futures	959.6	959.6	959.12	959.36	152.0
2009-09-03 00:50:00	ES	Futures	959.12	960.32	959.12	960.08	485.0
2009-09-03 00:55:00	ES	Futures	959.84	960.32	959.84	960.32	44.0
2009-09-03 01:00:00	ES	Futures	960.08	960.32	960.08	960.08	31.0
2009-09-03 01:05:00	ES	Futures	960.08	960.32	959.84	960.08	148.0
2009-09-03 01:10:00	ES	Futures	959.84	960.08	959.6	959.6	73.0
2009-09-03 01:15:00	ES	Futures	959.6	960.32	959.6	960.32	138.0
2009-09-03 01:20:00	ES	Futures	960.08	960.32	960.08	960.32	21.0
2009-09-03 01:25:00	ES	Futures	960.08	960.32	960.08	960.08	83.0
2009-09-03 01:30:00	ES	Futures	960.08	960.56	960.08	960.32	268.0
2009-09-03 01:35:00	ES	Futures	960.56	960.8	960.56	960.8	116.0
2009-09-03 01:40:00	ES	Futures	960.56	961.05	960.32	960.8	563.0
2009-09-03 01:45:00	ES	Futures	960.8	961.29	960.8	961.05	375.0
2009-09-03 01:50:00	ES	Futures	961.05	961.29	961.05	961.29	183.0
2009-09-03 01:55:00	ES	Futures	961.05	961.29	960.8	961.05	522.0
2009-09-03 02:00:00	ES	Futures	961.05	961.53	961.05	961.29	1264.0
2009-09-03 02:05:00	ES	Futures	961.29	962.01	961.29	961.77	1122.0
2009-09-03 02:10:00	ES	Futures	961.77	962.25	961.53	961.77	760.0
2009-09-03 02:15:00	ES	Futures	961.53	962.25	961.53	962.01	273.0
2009-09-03 02:20:00	ES	Futures	962.25	962.49	962.01	962.01	583.0
2009-09-03 02:25:00	ES	Futures	962.01	962.49	962.01	962.25	582.0
2009-09-03 02:30:00	ES	Futures	962.25	962.49	962.01	962.25	481.0
2009-09-03 02:35:00	ES	Futures	962.25	962.25	962.01	962.25	387.0
2009-09-03 02:40:00	ES	Futures	962.25	963.94	962.25	963.7	3226.0
2009-09-03 02:45:00	ES	Futures	963.7	964.18	963.7	963.94	1428.0
2009-09-03 02:50:00	ES	Futures	963.94	964.18	963.7	963.94	1437.0
2009-09-03 02:55:00	ES	Futures	963.7	964.9	963.7	964.66	2404.0
2009-09-03 03:00:00	ES	Futures	964.9	964.9	963.94	964.42	2065.0
2009-09-03 03:05:00	ES	Futures	964.42	964.66	963.22	963.46	1573.0
2009-09-03 03:10:00	ES	Futures	963.46	964.18	962.25	962.49	2249.0
2009-09-03 03:15:00	ES	Futures	962.49	963.22	961.77	962.73	2065.0
2009-09-03 03:20:00	ES	Futures	962.73	962.98	962.01	962.73	785.0
2009-09-03 03:25:00	ES	Futures	962.73	963.94	962.49	962.98	2192.0
2009-09-03 03:30:00	ES	Futures	962.98	963.22	962.01	962.49	1730.0
2009-09-03 03:35:00	ES	Futures	962.49	963.7	962.01	963.22	1700.0
2009-09-03 03:40:00	ES	Futures	963.22	964.42	962.98	964.18	1685.0
2009-09-03 03:45:00	ES	Futures	964.18	964.18	962.98	964.18	1412.0
2009-09-03 03:50:00	ES	Futures	964.18	964.42	963.22	963.46	1145.0
2009-09-03 03:55:00	ES	Futures	963.46	963.94	962.49	963.22	1218.0
2009-09-03 04:00:00	ES	Futures	963.46	963.46	962.49	963.22	1313.0
2009-09-03 04:05:00	ES	Futures	963.46	963.7	962.98	963.7	646.0

> showing 50 of 10,902 rows — these rows as CSV

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