PREVIEW / futures_5min / 2009-09-13

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-09-13.parquet
  size:    42 KB
  rows:    1,862

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
2009-09-13 18:00:00	ES	Futures	1003.73	1003.73	1001.56	1002.53	671.0
2009-09-13 18:05:00	ES	Futures	1002.53	1003.01	1002.29	1003.01	98.0
2009-09-13 18:10:00	ES	Futures	1003.01	1003.01	1002.29	1002.53	55.0
2009-09-13 18:15:00	ES	Futures	1002.77	1002.77	1002.29	1002.53	144.0
2009-09-13 18:20:00	ES	Futures	1002.77	1003.01	1002.77	1003.01	8.0
2009-09-13 18:25:00	ES	Futures	1002.77	1002.77	1002.77	1002.77	71.0
2009-09-13 18:30:00	ES	Futures	1002.77	1002.77	1002.53	1002.53	102.0
2009-09-13 18:35:00	ES	Futures	1002.53	1002.53	1002.04	1002.29	43.0
2009-09-13 18:40:00	ES	Futures	1002.29	1002.53	1002.29	1002.53	32.0
2009-09-13 18:45:00	ES	Futures	1002.29	1002.53	1001.8	1002.04	155.0
2009-09-13 18:50:00	ES	Futures	1001.8	1002.04	1001.8	1001.8	12.0
2009-09-13 18:55:00	ES	Futures	1001.8	1002.04	1001.8	1002.04	8.0
2009-09-13 19:00:00	ES	Futures	1001.8	1002.04	1001.56	1001.56	102.0
2009-09-13 19:05:00	ES	Futures	1001.56	1001.56	1001.32	1001.32	131.0
2009-09-13 19:10:00	ES	Futures	1001.56	1002.53	1001.56	1002.53	97.0
2009-09-13 19:15:00	ES	Futures	1002.29	1002.29	1002.04	1002.29	20.0
2009-09-13 19:20:00	ES	Futures	1002.53	1002.53	1002.04	1002.29	65.0
2009-09-13 19:25:00	ES	Futures	1002.29	1002.29	1001.8	1002.04	4.0
2009-09-13 19:30:00	ES	Futures	1002.04	1002.53	1002.04	1002.29	16.0
2009-09-13 19:35:00	ES	Futures	1002.29	1002.29	1002.04	1002.29	16.0
2009-09-13 19:40:00	ES	Futures	1002.29	1002.29	1000.36	1000.6	922.0
2009-09-13 19:45:00	ES	Futures	1000.84	1001.08	1000.84	1000.84	155.0
2009-09-13 19:50:00	ES	Futures	1000.84	1001.32	1000.84	1001.32	37.0
2009-09-13 19:55:00	ES	Futures	1001.32	1001.8	1001.32	1001.32	94.0
2009-09-13 20:00:00	ES	Futures	1001.32	1001.32	999.87	1000.36	985.0
2009-09-13 20:05:00	ES	Futures	1000.36	1000.84	1000.11	1000.11	383.0
2009-09-13 20:10:00	ES	Futures	1000.11	1000.36	999.87	999.87	175.0
2009-09-13 20:15:00	ES	Futures	999.87	999.87	996.26	996.5	1783.0
2009-09-13 20:20:00	ES	Futures	996.74	997.46	996.26	997.46	276.0
2009-09-13 20:25:00	ES	Futures	997.22	997.22	995.53	996.01	1153.0
2009-09-13 20:30:00	ES	Futures	996.01	996.26	994.57	995.29	756.0
2009-09-13 20:35:00	ES	Futures	995.29	995.53	995.05	995.29	670.0
2009-09-13 20:40:00	ES	Futures	995.29	995.29	994.57	995.05	614.0
2009-09-13 20:45:00	ES	Futures	995.05	995.77	994.81	995.53	109.0
2009-09-13 20:50:00	ES	Futures	995.53	996.26	995.53	996.26	79.0
2009-09-13 20:55:00	ES	Futures	996.26	996.5	995.77	996.01	248.0
2009-09-13 21:00:00	ES	Futures	995.77	996.26	995.77	996.26	138.0
2009-09-13 21:05:00	ES	Futures	996.01	996.5	996.01	996.01	87.0
2009-09-13 21:10:00	ES	Futures	996.01	996.26	995.29	995.53	279.0
2009-09-13 21:15:00	ES	Futures	995.29	995.29	994.57	994.57	737.0
2009-09-13 21:20:00	ES	Futures	994.57	995.05	994.33	994.57	303.0
2009-09-13 21:25:00	ES	Futures	994.81	995.53	994.57	994.57	264.0
2009-09-13 21:30:00	ES	Futures	994.81	994.81	993.6	994.09	1180.0
2009-09-13 21:35:00	ES	Futures	993.84	995.05	993.84	995.05	106.0
2009-09-13 21:40:00	ES	Futures	994.81	995.05	994.57	994.81	66.0
2009-09-13 21:45:00	ES	Futures	994.81	994.81	994.57	994.57	44.0
2009-09-13 21:50:00	ES	Futures	994.81	994.81	994.57	994.81	58.0
2009-09-13 21:55:00	ES	Futures	994.81	995.29	994.81	995.05	150.0
2009-09-13 22:00:00	ES	Futures	994.81	995.29	994.81	995.05	123.0
2009-09-13 22:05:00	ES	Futures	995.05	995.29	994.81	995.29	134.0

> showing 50 of 1,862 rows — these rows as CSV

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