PREVIEW / futures_5min / 2009-09-14

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-09-14.parquet
  size:    177 KB
  rows:    10,927

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
2009-09-14 00:00:00	ES	Futures	995.77	996.26	995.77	996.02	153.0
2009-09-14 00:05:00	ES	Futures	996.26	996.5	996.02	996.26	141.0
2009-09-14 00:10:00	ES	Futures	996.26	996.5	996.26	996.5	52.0
2009-09-14 00:15:00	ES	Futures	996.26	996.5	996.26	996.5	198.0
2009-09-14 00:20:00	ES	Futures	996.5	996.5	996.26	996.5	60.0
2009-09-14 00:25:00	ES	Futures	996.5	996.5	996.26	996.5	60.0
2009-09-14 00:30:00	ES	Futures	996.26	996.5	996.02	996.02	349.0
2009-09-14 00:35:00	ES	Futures	996.02	996.26	996.02	996.26	134.0
2009-09-14 00:40:00	ES	Futures	996.26	996.5	996.02	996.26	194.0
2009-09-14 00:45:00	ES	Futures	996.02	996.02	995.53	995.53	230.0
2009-09-14 00:50:00	ES	Futures	995.53	995.53	994.8	994.8	351.0
2009-09-14 00:55:00	ES	Futures	995.05	995.29	995.05	995.05	113.0
2009-09-14 01:00:00	ES	Futures	995.29	995.29	994.56	994.56	151.0
2009-09-14 01:05:00	ES	Futures	994.56	995.29	994.32	995.05	377.0
2009-09-14 01:10:00	ES	Futures	995.05	995.29	994.8	994.8	175.0
2009-09-14 01:15:00	ES	Futures	995.05	995.29	994.8	995.05	302.0
2009-09-14 01:20:00	ES	Futures	995.29	995.53	995.05	995.53	308.0
2009-09-14 01:25:00	ES	Futures	995.53	996.02	995.53	995.77	470.0
2009-09-14 01:30:00	ES	Futures	996.02	996.26	995.53	995.77	362.0
2009-09-14 01:35:00	ES	Futures	996.02	996.02	995.77	995.77	201.0
2009-09-14 01:40:00	ES	Futures	995.77	996.02	995.53	995.77	45.0
2009-09-14 01:45:00	ES	Futures	995.77	995.77	995.05	995.53	263.0
2009-09-14 01:50:00	ES	Futures	995.77	995.77	995.29	995.53	52.0
2009-09-14 01:55:00	ES	Futures	995.77	995.77	995.53	995.77	222.0
2009-09-14 02:00:00	ES	Futures	996.02	996.74	995.29	996.74	890.0
2009-09-14 02:05:00	ES	Futures	996.74	997.23	996.5	996.98	1236.0
2009-09-14 02:10:00	ES	Futures	996.98	997.23	996.74	996.74	166.0
2009-09-14 02:15:00	ES	Futures	996.98	997.23	996.5	996.74	258.0
2009-09-14 02:20:00	ES	Futures	996.74	997.23	996.74	997.23	1007.0
2009-09-14 02:25:00	ES	Futures	997.23	997.71	996.98	996.98	1304.0
2009-09-14 02:30:00	ES	Futures	997.23	997.23	996.02	996.02	1028.0
2009-09-14 02:35:00	ES	Futures	996.02	996.26	995.77	996.26	749.0
2009-09-14 02:40:00	ES	Futures	996.26	996.5	996.26	996.26	503.0
2009-09-14 02:45:00	ES	Futures	996.26	996.5	996.02	996.5	300.0
2009-09-14 02:50:00	ES	Futures	996.5	996.5	996.26	996.5	794.0
2009-09-14 02:55:00	ES	Futures	996.5	997.47	996.5	997.23	1219.0
2009-09-14 03:00:00	ES	Futures	997.23	998.2	996.98	997.47	2821.0
2009-09-14 03:05:00	ES	Futures	997.71	998.2	996.74	997.23	3916.0
2009-09-14 03:10:00	ES	Futures	996.98	997.95	996.98	997.23	3324.0
2009-09-14 03:15:00	ES	Futures	997.23	997.71	996.26	997.47	3530.0
2009-09-14 03:20:00	ES	Futures	997.47	998.44	997.47	997.95	3824.0
2009-09-14 03:25:00	ES	Futures	997.95	998.68	997.71	998.44	3180.0
2009-09-14 03:30:00	ES	Futures	998.2	998.92	997.95	998.68	3002.0
2009-09-14 03:35:00	ES	Futures	998.44	998.92	997.71	998.44	1745.0
2009-09-14 03:40:00	ES	Futures	998.2	998.68	997.71	997.95	1931.0
2009-09-14 03:45:00	ES	Futures	997.71	998.44	997.71	998.44	1406.0
2009-09-14 03:50:00	ES	Futures	998.2	998.44	997.47	998.2	1724.0
2009-09-14 03:55:00	ES	Futures	997.95	997.95	996.98	997.71	965.0
2009-09-14 04:00:00	ES	Futures	997.71	998.2	996.98	997.95	718.0
2009-09-14 04:05:00	ES	Futures	997.71	997.95	996.74	996.98	419.0

> showing 50 of 10,927 rows — these rows as CSV

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