PREVIEW / futures_5min / 2009-09-10

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-09-10.parquet
  size:    183 KB
  rows:    10,667

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
2009-09-10 00:00:00	ES	Futures	998.91	998.91	998.67	998.67	64.0
2009-09-10 00:05:00	ES	Futures	998.67	998.91	998.67	998.91	86.0
2009-09-10 00:10:00	ES	Futures	998.91	999.15	998.91	999.15	231.0
2009-09-10 00:15:00	ES	Futures	999.15	999.39	999.15	999.15	253.0
2009-09-10 00:20:00	ES	Futures	999.39	999.39	999.15	999.15	91.0
2009-09-10 00:25:00	ES	Futures	999.15	999.39	999.15	999.15	76.0
2009-09-10 00:30:00	ES	Futures	999.39	999.39	999.15	999.15	195.0
2009-09-10 00:35:00	ES	Futures	999.15	999.15	999.15	999.15	57.0
2009-09-10 00:40:00	ES	Futures	999.15	999.15	998.91	999.15	25.0
2009-09-10 00:45:00	ES	Futures	999.15	999.87	999.15	999.39	564.0
2009-09-10 00:50:00	ES	Futures	999.63	999.87	999.39	999.63	210.0
2009-09-10 00:55:00	ES	Futures	999.63	1000.11	999.39	999.63	279.0
2009-09-10 01:00:00	ES	Futures	999.63	999.87	999.63	999.63	207.0
2009-09-10 01:05:00	ES	Futures	999.39	999.87	999.39	999.63	125.0
2009-09-10 01:10:00	ES	Futures	999.63	999.87	999.63	999.63	119.0
2009-09-10 01:15:00	ES	Futures	999.63	999.87	999.63	999.63	280.0
2009-09-10 01:20:00	ES	Futures	999.63	999.87	999.63	999.87	72.0
2009-09-10 01:25:00	ES	Futures	999.87	999.87	999.63	999.87	217.0
2009-09-10 01:30:00	ES	Futures	1000.11	1000.11	999.87	999.87	347.0
2009-09-10 01:35:00	ES	Futures	999.87	1000.36	999.87	1000.36	436.0
2009-09-10 01:40:00	ES	Futures	1000.36	1000.36	999.87	1000.11	607.0
2009-09-10 01:45:00	ES	Futures	1000.11	1000.6	999.87	1000.36	1528.0
2009-09-10 01:50:00	ES	Futures	1000.6	1001.08	1000.36	1000.6	899.0
2009-09-10 01:55:00	ES	Futures	1000.84	1001.32	1000.6	1001.08	1463.0
2009-09-10 02:00:00	ES	Futures	1000.84	1001.32	1000.6	1001.32	963.0
2009-09-10 02:05:00	ES	Futures	1001.08	1001.32	1000.84	1001.08	967.0
2009-09-10 02:10:00	ES	Futures	1001.08	1001.56	1001.08	1001.32	1621.0
2009-09-10 02:15:00	ES	Futures	1001.32	1001.56	1001.08	1001.08	697.0
2009-09-10 02:20:00	ES	Futures	1001.08	1001.32	1000.84	1001.08	867.0
2009-09-10 02:25:00	ES	Futures	1001.32	1001.32	1000.6	1001.08	1300.0
2009-09-10 02:30:00	ES	Futures	1000.84	1001.32	1000.84	1001.08	303.0
2009-09-10 02:35:00	ES	Futures	1001.08	1001.56	1000.84	1001.08	926.0
2009-09-10 02:40:00	ES	Futures	1001.08	1001.56	1000.84	1001.32	2580.0
2009-09-10 02:45:00	ES	Futures	1001.32	1001.56	1000.36	1000.36	2209.0
2009-09-10 02:50:00	ES	Futures	1000.36	1000.84	1000.36	1000.84	388.0
2009-09-10 02:55:00	ES	Futures	1000.84	1001.08	1000.6	1000.84	576.0
2009-09-10 03:00:00	ES	Futures	1000.84	1001.08	1000.36	1000.84	1344.0
2009-09-10 03:05:00	ES	Futures	1000.84	1000.84	1000.36	1000.6	1204.0
2009-09-10 03:10:00	ES	Futures	1000.6	1002.04	1000.36	1000.84	2669.0
2009-09-10 03:15:00	ES	Futures	1000.6	1001.32	1000.11	1000.36	2055.0
2009-09-10 03:20:00	ES	Futures	1000.36	1000.6	999.87	1000.11	1770.0
2009-09-10 03:25:00	ES	Futures	1000.11	1000.11	998.19	999.15	4776.0
2009-09-10 03:30:00	ES	Futures	999.15	999.15	998.19	998.67	2122.0
2009-09-10 03:35:00	ES	Futures	998.67	999.15	998.43	998.91	1130.0
2009-09-10 03:40:00	ES	Futures	998.67	998.91	997.46	997.7	3521.0
2009-09-10 03:45:00	ES	Futures	997.94	998.91	997.22	998.19	2077.0
2009-09-10 03:50:00	ES	Futures	998.19	998.19	997.22	997.22	1485.0
2009-09-10 03:55:00	ES	Futures	997.46	997.94	997.46	997.7	1260.0
2009-09-10 04:00:00	ES	Futures	997.94	998.67	997.46	998.67	1260.0
2009-09-10 04:05:00	ES	Futures	998.67	999.15	998.19	998.43	1593.0

> showing 50 of 10,667 rows — these rows as CSV

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