PREVIEW / futures_5min / 2009-09-07

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-09-07.parquet
  size:    108 KB
  rows:    7,057

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
2009-09-07 00:00:00	ES	Futures	977.93	978.17	977.93	978.17	150.0
2009-09-07 00:05:00	ES	Futures	978.17	978.17	977.93	978.17	18.0
2009-09-07 00:10:00	ES	Futures	978.17	978.41	978.17	978.17	172.0
2009-09-07 00:15:00	ES	Futures	978.17	978.17	978.17	978.17	13.0
2009-09-07 00:20:00	ES	Futures	978.17	978.17	978.17	978.17	7.0
2009-09-07 00:25:00	ES	Futures	978.17	978.17	977.93	978.17	43.0
2009-09-07 00:30:00	ES	Futures	978.41	978.65	978.17	978.17	268.0
2009-09-07 00:35:00	ES	Futures	978.17	978.41	978.17	978.41	44.0
2009-09-07 00:40:00	ES	Futures	978.65	978.89	978.41	978.41	378.0
2009-09-07 00:45:00	ES	Futures	978.65	978.89	978.17	978.65	223.0
2009-09-07 00:50:00	ES	Futures	978.65	978.89	978.41	978.65	218.0
2009-09-07 00:55:00	ES	Futures	978.65	978.89	978.65	978.65	28.0
2009-09-07 01:00:00	ES	Futures	978.65	978.89	978.65	978.65	35.0
2009-09-07 01:05:00	ES	Futures	978.65	978.89	978.65	978.65	8.0
2009-09-07 01:10:00	ES	Futures	978.89	978.89	978.65	978.89	61.0
2009-09-07 01:15:00	ES	Futures	978.89	978.89	978.89	978.89	42.0
2009-09-07 01:20:00	ES	Futures	978.89	978.89	978.65	978.89	164.0
2009-09-07 01:25:00	ES	Futures	978.89	978.89	978.89	978.89	14.0
2009-09-07 01:30:00	ES	Futures	978.89	978.89	978.41	978.41	248.0
2009-09-07 01:35:00	ES	Futures	978.41	978.89	978.41	978.65	75.0
2009-09-07 01:40:00	ES	Futures	978.41	978.41	978.17	978.41	255.0
2009-09-07 01:45:00	ES	Futures	978.41	978.65	978.17	978.17	183.0
2009-09-07 01:50:00	ES	Futures	978.41	978.65	978.41	978.65	171.0
2009-09-07 01:55:00	ES	Futures	978.41	978.65	977.93	978.41	259.0
2009-09-07 02:00:00	ES	Futures	978.17	978.65	978.17	978.65	564.0
2009-09-07 02:05:00	ES	Futures	978.41	978.89	978.41	978.89	469.0
2009-09-07 02:10:00	ES	Futures	978.65	979.13	978.65	978.89	430.0
2009-09-07 02:15:00	ES	Futures	978.89	978.89	978.65	978.89	449.0
2009-09-07 02:20:00	ES	Futures	978.89	979.13	978.89	979.13	387.0
2009-09-07 02:25:00	ES	Futures	978.89	979.13	978.65	979.13	209.0
2009-09-07 02:30:00	ES	Futures	978.89	979.13	978.41	978.65	160.0
2009-09-07 02:35:00	ES	Futures	978.65	978.65	978.41	978.65	178.0
2009-09-07 02:40:00	ES	Futures	978.65	978.65	978.41	978.65	122.0
2009-09-07 02:45:00	ES	Futures	978.41	978.89	978.41	978.89	420.0
2009-09-07 02:50:00	ES	Futures	978.89	978.89	978.65	978.89	510.0
2009-09-07 02:55:00	ES	Futures	978.89	978.89	978.41	978.65	429.0
2009-09-07 03:00:00	ES	Futures	978.65	979.62	978.17	978.89	2760.0
2009-09-07 03:05:00	ES	Futures	978.89	979.86	978.65	979.37	1741.0
2009-09-07 03:10:00	ES	Futures	979.37	979.86	978.65	978.65	1233.0
2009-09-07 03:15:00	ES	Futures	978.65	979.86	978.65	979.13	1716.0
2009-09-07 03:20:00	ES	Futures	979.13	979.37	978.65	978.65	966.0
2009-09-07 03:25:00	ES	Futures	978.65	979.37	978.65	978.89	2056.0
2009-09-07 03:30:00	ES	Futures	979.13	979.37	978.89	979.37	818.0
2009-09-07 03:35:00	ES	Futures	979.37	980.34	979.37	979.86	4127.0
2009-09-07 03:40:00	ES	Futures	979.86	980.34	979.37	980.1	1054.0
2009-09-07 03:45:00	ES	Futures	980.1	980.34	979.86	980.1	790.0
2009-09-07 03:50:00	ES	Futures	980.1	981.06	979.86	980.82	2194.0
2009-09-07 03:55:00	ES	Futures	980.82	981.79	980.58	981.79	2202.0
2009-09-07 04:00:00	ES	Futures	981.54	983.47	981.3	983.47	6038.0
2009-09-07 04:05:00	ES	Futures	983.47	983.72	982.75	983.23	2145.0

> showing 50 of 7,057 rows — these rows as CSV

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