PREVIEW / futures_5min / 2009-09-06

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-09-06.parquet
  size:    26 KB
  rows:    1,245

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
2009-09-06 18:00:00	ES	Futures	977.69	978.17	976.72	977.45	1014.0
2009-09-06 18:05:00	ES	Futures	977.2	977.69	976.72	977.2	311.0
2009-09-06 18:10:00	ES	Futures	977.2	977.45	977.2	977.45	90.0
2009-09-06 18:15:00	ES	Futures	977.2	977.45	976.96	977.2	80.0
2009-09-06 18:20:00	ES	Futures	977.45	977.45	977.2	977.45	32.0
2009-09-06 18:25:00	ES	Futures	977.2	978.17	977.2	977.93	238.0
2009-09-06 18:30:00	ES	Futures	977.93	978.17	977.69	977.69	49.0
2009-09-06 18:35:00	ES	Futures	977.93	977.93	977.69	977.93	73.0
2009-09-06 18:40:00	ES	Futures	977.93	978.41	977.93	978.17	223.0
2009-09-06 18:45:00	ES	Futures	978.41	978.89	978.41	978.65	264.0
2009-09-06 18:50:00	ES	Futures	978.41	979.37	978.41	979.13	225.0
2009-09-06 18:55:00	ES	Futures	979.13	979.62	978.89	979.37	203.0
2009-09-06 19:00:00	ES	Futures	979.13	979.13	977.45	977.93	575.0
2009-09-06 19:05:00	ES	Futures	977.93	977.93	977.45	977.45	60.0
2009-09-06 19:10:00	ES	Futures	977.45	977.69	977.2	977.2	56.0
2009-09-06 19:15:00	ES	Futures	977.2	978.41	977.2	977.69	318.0
2009-09-06 19:20:00	ES	Futures	977.45	977.69	977.2	977.45	64.0
2009-09-06 19:25:00	ES	Futures	977.2	977.93	977.2	977.45	164.0
2009-09-06 19:30:00	ES	Futures	977.69	977.69	977.45	977.45	14.0
2009-09-06 19:35:00	ES	Futures	977.69	977.69	977.2	977.2	80.0
2009-09-06 19:40:00	ES	Futures	977.2	977.45	977.2	977.45	11.0
2009-09-06 19:45:00	ES	Futures	977.2	977.45	976.96	976.96	357.0
2009-09-06 19:50:00	ES	Futures	976.96	977.45	976.96	977.45	117.0
2009-09-06 19:55:00	ES	Futures	977.45	977.69	976.72	976.96	216.0
2009-09-06 20:00:00	ES	Futures	976.96	976.96	976.48	976.96	273.0
2009-09-06 20:05:00	ES	Futures	976.96	977.45	976.72	977.45	355.0
2009-09-06 20:10:00	ES	Futures	977.2	977.2	976.96	976.96	245.0
2009-09-06 20:15:00	ES	Futures	977.2	977.45	977.2	977.45	59.0
2009-09-06 20:20:00	ES	Futures	977.2	977.2	977.2	977.2	27.0
2009-09-06 20:25:00	ES	Futures	977.2	977.45	977.2	977.2	174.0
2009-09-06 20:30:00	ES	Futures	977.2	977.45	976.72	976.72	367.0
2009-09-06 20:35:00	ES	Futures	976.72	977.2	976.72	976.96	83.0
2009-09-06 20:40:00	ES	Futures	976.96	976.96	976.96	976.96	14.0
2009-09-06 20:45:00	ES	Futures	976.96	977.45	976.48	976.96	282.0
2009-09-06 20:50:00	ES	Futures	976.96	977.2	976.96	976.96	15.0
2009-09-06 20:55:00	ES	Futures	976.96	976.96	976.96	976.96	19.0
2009-09-06 21:00:00	ES	Futures	976.96	977.2	976.96	977.2	21.0
2009-09-06 21:05:00	ES	Futures	977.2	977.2	976.48	976.72	95.0
2009-09-06 21:10:00	ES	Futures	976.96	977.93	976.72	976.96	277.0
2009-09-06 21:15:00	ES	Futures	976.96	977.45	976.72	976.72	76.0
2009-09-06 21:20:00	ES	Futures	976.96	977.2	976.72	977.2	86.0
2009-09-06 21:25:00	ES	Futures	976.96	977.93	976.96	977.45	101.0
2009-09-06 21:30:00	ES	Futures	977.45	977.69	976.96	977.2	48.0
2009-09-06 21:35:00	ES	Futures	977.2	977.45	977.2	977.2	33.0
2009-09-06 21:40:00	ES	Futures	977.2	977.45	977.2	977.45	18.0
2009-09-06 21:45:00	ES	Futures	977.2	977.45	976.96	976.96	78.0
2009-09-06 21:50:00	ES	Futures	976.96	976.96	976.48	976.96	202.0
2009-09-06 21:55:00	ES	Futures	977.2	977.2	976.96	976.96	20.0
2009-09-06 22:00:00	ES	Futures	976.96	977.2	976.72	977.2	127.0
2009-09-06 22:05:00	ES	Futures	976.96	976.96	976.48	976.72	95.0

> showing 50 of 1,245 rows — these rows as CSV

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