PREVIEW / futures_5min / 2009-09-09

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-09-09.parquet
  size:    183 KB
  rows:    10,969

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
2009-09-09 00:00:00	ES	Futures	985.64	985.64	984.92	985.16	743.0
2009-09-09 00:05:00	ES	Futures	985.16	985.4	984.92	985.16	249.0
2009-09-09 00:10:00	ES	Futures	985.16	985.4	984.68	985.4	780.0
2009-09-09 00:15:00	ES	Futures	985.16	985.4	985.16	985.16	151.0
2009-09-09 00:20:00	ES	Futures	985.4	985.4	984.92	985.16	231.0
2009-09-09 00:25:00	ES	Futures	984.92	985.4	984.92	985.16	229.0
2009-09-09 00:30:00	ES	Futures	985.16	985.4	984.92	985.4	393.0
2009-09-09 00:35:00	ES	Futures	985.4	985.4	985.16	985.4	33.0
2009-09-09 00:40:00	ES	Futures	985.16	985.16	984.92	985.16	124.0
2009-09-09 00:45:00	ES	Futures	984.92	985.4	984.92	984.92	155.0
2009-09-09 00:50:00	ES	Futures	984.92	985.16	984.92	985.16	164.0
2009-09-09 00:55:00	ES	Futures	985.16	985.16	984.92	985.16	318.0
2009-09-09 01:00:00	ES	Futures	984.92	985.4	984.92	985.16	119.0
2009-09-09 01:05:00	ES	Futures	985.16	985.64	985.16	985.64	193.0
2009-09-09 01:10:00	ES	Futures	985.64	985.89	985.64	985.64	312.0
2009-09-09 01:15:00	ES	Futures	985.64	985.89	985.4	985.64	157.0
2009-09-09 01:20:00	ES	Futures	985.64	985.89	985.64	985.89	30.0
2009-09-09 01:25:00	ES	Futures	985.64	985.64	985.4	985.64	176.0
2009-09-09 01:30:00	ES	Futures	985.64	986.37	985.64	986.13	368.0
2009-09-09 01:35:00	ES	Futures	986.13	986.13	984.68	984.92	847.0
2009-09-09 01:40:00	ES	Futures	984.92	984.92	984.44	984.68	693.0
2009-09-09 01:45:00	ES	Futures	984.68	984.92	984.44	984.68	261.0
2009-09-09 01:50:00	ES	Futures	984.92	985.4	984.68	985.4	371.0
2009-09-09 01:55:00	ES	Futures	985.4	985.64	985.16	985.4	457.0
2009-09-09 02:00:00	ES	Futures	985.64	986.13	985.4	985.64	694.0
2009-09-09 02:05:00	ES	Futures	985.89	985.89	985.4	985.89	682.0
2009-09-09 02:10:00	ES	Futures	985.64	985.64	985.64	985.64	361.0
2009-09-09 02:15:00	ES	Futures	985.64	985.89	985.16	985.64	661.0
2009-09-09 02:20:00	ES	Futures	985.64	985.89	985.4	985.64	243.0
2009-09-09 02:25:00	ES	Futures	985.64	985.89	985.16	985.4	594.0
2009-09-09 02:30:00	ES	Futures	985.4	985.4	984.92	984.92	376.0
2009-09-09 02:35:00	ES	Futures	985.16	985.4	984.92	985.4	831.0
2009-09-09 02:40:00	ES	Futures	985.4	985.4	985.16	985.16	303.0
2009-09-09 02:45:00	ES	Futures	985.16	985.4	984.68	984.68	537.0
2009-09-09 02:50:00	ES	Futures	984.92	984.92	983.47	983.72	2392.0
2009-09-09 02:55:00	ES	Futures	983.72	984.2	982.75	983.23	2198.0
2009-09-09 03:00:00	ES	Futures	983.47	984.2	983.23	983.72	2120.0
2009-09-09 03:05:00	ES	Futures	983.72	984.68	983.23	984.68	1868.0
2009-09-09 03:10:00	ES	Futures	984.68	985.16	984.2	984.92	2191.0
2009-09-09 03:15:00	ES	Futures	984.92	985.64	984.68	985.4	1642.0
2009-09-09 03:20:00	ES	Futures	985.4	985.64	984.2	984.2	1920.0
2009-09-09 03:25:00	ES	Futures	984.44	984.44	983.72	983.96	1834.0
2009-09-09 03:30:00	ES	Futures	984.2	984.44	983.47	983.47	1904.0
2009-09-09 03:35:00	ES	Futures	983.47	983.96	982.75	983.72	3578.0
2009-09-09 03:40:00	ES	Futures	983.72	984.2	983.47	983.72	1166.0
2009-09-09 03:45:00	ES	Futures	983.96	984.44	983.72	984.2	1707.0
2009-09-09 03:50:00	ES	Futures	984.2	984.44	983.23	983.47	1423.0
2009-09-09 03:55:00	ES	Futures	983.72	983.96	983.23	983.72	1037.0
2009-09-09 04:00:00	ES	Futures	983.96	984.2	983.47	984.2	2076.0
2009-09-09 04:05:00	ES	Futures	984.2	984.44	983.72	983.96	1600.0

> showing 50 of 10,969 rows — these rows as CSV

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