PREVIEW / futures_5min / 2009-09-04

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-09-04.parquet
  size:    156 KB
  rows:    8,680

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
2009-09-04 00:00:00	ES	Futures	965.63	965.63	965.39	965.39	76.0
2009-09-04 00:05:00	ES	Futures	965.39	965.39	965.15	965.15	16.0
2009-09-04 00:10:00	ES	Futures	965.39	965.39	965.15	965.39	70.0
2009-09-04 00:15:00	ES	Futures	965.39	965.63	965.15	965.15	134.0
2009-09-04 00:20:00	ES	Futures	965.39	965.63	965.15	965.63	50.0
2009-09-04 00:25:00	ES	Futures	965.63	966.35	965.39	966.11	333.0
2009-09-04 00:30:00	ES	Futures	966.11	966.83	965.87	966.35	510.0
2009-09-04 00:35:00	ES	Futures	966.35	966.83	966.35	966.59	113.0
2009-09-04 00:40:00	ES	Futures	966.35	966.59	966.11	966.59	100.0
2009-09-04 00:45:00	ES	Futures	966.35	966.59	965.87	965.87	217.0
2009-09-04 00:50:00	ES	Futures	966.11	966.11	965.87	966.11	89.0
2009-09-04 00:55:00	ES	Futures	966.11	966.59	965.87	965.87	290.0
2009-09-04 01:00:00	ES	Futures	966.11	966.59	966.11	966.35	186.0
2009-09-04 01:05:00	ES	Futures	966.35	966.35	966.11	966.35	54.0
2009-09-04 01:10:00	ES	Futures	966.35	966.35	965.87	966.11	388.0
2009-09-04 01:15:00	ES	Futures	965.87	966.11	965.87	965.87	148.0
2009-09-04 01:20:00	ES	Futures	965.63	965.87	965.39	965.63	166.0
2009-09-04 01:25:00	ES	Futures	965.63	965.63	965.39	965.63	25.0
2009-09-04 01:30:00	ES	Futures	965.63	965.63	965.15	965.15	175.0
2009-09-04 01:35:00	ES	Futures	965.39	965.63	965.39	965.39	48.0
2009-09-04 01:40:00	ES	Futures	965.39	965.63	965.39	965.63	63.0
2009-09-04 01:45:00	ES	Futures	965.63	965.63	965.39	965.39	38.0
2009-09-04 01:50:00	ES	Futures	965.39	965.63	965.39	965.39	263.0
2009-09-04 01:55:00	ES	Futures	965.39	965.63	965.15	965.39	180.0
2009-09-04 02:00:00	ES	Futures	965.39	965.63	964.9	964.9	880.0
2009-09-04 02:05:00	ES	Futures	965.15	965.15	964.9	964.9	209.0
2009-09-04 02:10:00	ES	Futures	965.15	965.63	964.9	965.63	326.0
2009-09-04 02:15:00	ES	Futures	965.63	965.63	964.9	964.9	600.0
2009-09-04 02:20:00	ES	Futures	965.15	966.11	965.15	965.39	934.0
2009-09-04 02:25:00	ES	Futures	965.63	965.63	965.15	965.63	269.0
2009-09-04 02:30:00	ES	Futures	965.63	965.63	964.9	965.15	345.0
2009-09-04 02:35:00	ES	Futures	965.15	965.15	964.9	964.9	490.0
2009-09-04 02:40:00	ES	Futures	964.9	964.9	964.66	964.9	197.0
2009-09-04 02:45:00	ES	Futures	964.9	965.63	964.9	965.15	566.0
2009-09-04 02:50:00	ES	Futures	965.39	965.63	965.15	965.39	361.0
2009-09-04 02:55:00	ES	Futures	965.39	965.63	965.15	965.63	279.0
2009-09-04 03:00:00	ES	Futures	965.63	966.59	965.39	966.35	2411.0
2009-09-04 03:05:00	ES	Futures	966.35	967.8	966.35	967.56	3539.0
2009-09-04 03:10:00	ES	Futures	967.8	968.76	967.56	968.76	4617.0
2009-09-04 03:15:00	ES	Futures	968.76	969.25	968.52	969.0	3638.0
2009-09-04 03:20:00	ES	Futures	969.0	969.49	968.76	969.0	3468.0
2009-09-04 03:25:00	ES	Futures	968.76	969.0	968.52	968.76	1252.0
2009-09-04 03:30:00	ES	Futures	968.76	969.0	968.28	968.76	1708.0
2009-09-04 03:35:00	ES	Futures	969.0	969.73	968.76	969.73	1847.0
2009-09-04 03:40:00	ES	Futures	969.49	970.21	969.25	969.73	3433.0
2009-09-04 03:45:00	ES	Futures	969.73	970.21	969.25	969.49	1322.0
2009-09-04 03:50:00	ES	Futures	969.49	969.73	968.76	969.49	1574.0
2009-09-04 03:55:00	ES	Futures	969.25	969.73	968.52	968.76	1336.0
2009-09-04 04:00:00	ES	Futures	968.52	969.49	968.28	968.76	2427.0
2009-09-04 04:05:00	ES	Futures	968.76	969.25	968.76	969.0	714.0

> showing 50 of 8,680 rows — these rows as CSV

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