PREVIEW / futures_5min / 2009-09-15

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-09-15.parquet
  size:    192 KB
  rows:    11,220

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
2009-09-15 00:00:00	ES	Futures	1008.61	1008.85	1008.61	1008.61	61.0
2009-09-15 00:05:00	ES	Futures	1008.85	1008.85	1008.37	1008.37	105.0
2009-09-15 00:10:00	ES	Futures	1008.61	1008.85	1008.37	1008.85	178.0
2009-09-15 00:15:00	ES	Futures	1008.85	1008.85	1008.61	1008.61	10.0
2009-09-15 00:20:00	ES	Futures	1008.85	1009.34	1008.85	1009.1	426.0
2009-09-15 00:25:00	ES	Futures	1009.1	1009.1	1008.61	1008.61	119.0
2009-09-15 00:30:00	ES	Futures	1008.61	1008.85	1008.37	1008.85	179.0
2009-09-15 00:35:00	ES	Futures	1008.85	1008.85	1008.37	1008.61	132.0
2009-09-15 00:40:00	ES	Futures	1008.61	1008.61	1008.13	1008.37	194.0
2009-09-15 00:45:00	ES	Futures	1008.13	1008.37	1008.13	1008.13	93.0
2009-09-15 00:50:00	ES	Futures	1008.13	1008.37	1007.88	1008.13	139.0
2009-09-15 00:55:00	ES	Futures	1008.37	1008.37	1008.13	1008.37	26.0
2009-09-15 01:00:00	ES	Futures	1008.13	1008.13	1007.4	1007.88	624.0
2009-09-15 01:05:00	ES	Futures	1007.64	1007.88	1007.4	1007.64	118.0
2009-09-15 01:10:00	ES	Futures	1007.64	1007.88	1007.4	1007.88	66.0
2009-09-15 01:15:00	ES	Futures	1007.88	1008.13	1007.88	1008.13	152.0
2009-09-15 01:20:00	ES	Futures	1008.13	1008.13	1008.13	1008.13	5.0
2009-09-15 01:25:00	ES	Futures	1007.88	1008.13	1007.88	1008.13	80.0
2009-09-15 01:30:00	ES	Futures	1008.13	1008.13	1008.13	1008.13	105.0
2009-09-15 01:35:00	ES	Futures	1007.88	1008.37	1007.88	1008.37	502.0
2009-09-15 01:40:00	ES	Futures	1008.37	1009.34	1008.37	1009.1	402.0
2009-09-15 01:45:00	ES	Futures	1009.1	1009.34	1008.85	1009.1	82.0
2009-09-15 01:50:00	ES	Futures	1009.1	1009.34	1009.1	1009.34	76.0
2009-09-15 01:55:00	ES	Futures	1009.34	1009.34	1008.85	1008.85	155.0
2009-09-15 02:00:00	ES	Futures	1008.85	1010.79	1008.85	1010.06	1650.0
2009-09-15 02:05:00	ES	Futures	1010.06	1010.31	1010.06	1010.31	255.0
2009-09-15 02:10:00	ES	Futures	1010.31	1010.55	1009.82	1009.82	313.0
2009-09-15 02:15:00	ES	Futures	1009.82	1010.06	1009.58	1009.82	361.0
2009-09-15 02:20:00	ES	Futures	1009.82	1010.06	1009.58	1009.82	226.0
2009-09-15 02:25:00	ES	Futures	1009.82	1010.55	1009.82	1010.55	681.0
2009-09-15 02:30:00	ES	Futures	1010.31	1010.79	1010.06	1010.55	950.0
2009-09-15 02:35:00	ES	Futures	1010.55	1010.79	1010.55	1010.55	485.0
2009-09-15 02:40:00	ES	Futures	1010.79	1011.03	1010.55	1010.79	310.0
2009-09-15 02:45:00	ES	Futures	1010.79	1011.03	1010.55	1010.55	303.0
2009-09-15 02:50:00	ES	Futures	1010.55	1010.55	1010.06	1010.06	459.0
2009-09-15 02:55:00	ES	Futures	1010.06	1010.06	1009.58	1010.06	518.0
2009-09-15 03:00:00	ES	Futures	1010.31	1010.55	1009.1	1010.06	3710.0
2009-09-15 03:05:00	ES	Futures	1010.06	1010.06	1009.1	1009.82	1985.0
2009-09-15 03:10:00	ES	Futures	1009.82	1010.55	1008.85	1010.55	2931.0
2009-09-15 03:15:00	ES	Futures	1010.55	1010.79	1009.58	1010.31	1467.0
2009-09-15 03:20:00	ES	Futures	1010.06	1010.55	1010.06	1010.06	1754.0
2009-09-15 03:25:00	ES	Futures	1010.06	1010.79	1009.82	1010.55	1438.0
2009-09-15 03:30:00	ES	Futures	1010.55	1010.79	1009.82	1009.82	2048.0
2009-09-15 03:35:00	ES	Futures	1010.06	1010.06	1008.85	1008.85	2400.0
2009-09-15 03:40:00	ES	Futures	1008.85	1009.58	1007.4	1007.64	5425.0
2009-09-15 03:45:00	ES	Futures	1007.88	1008.13	1007.64	1008.13	1778.0
2009-09-15 03:50:00	ES	Futures	1007.88	1008.13	1007.4	1007.88	2083.0
2009-09-15 03:55:00	ES	Futures	1008.13	1008.37	1007.88	1008.13	611.0
2009-09-15 04:00:00	ES	Futures	1008.13	1008.37	1007.64	1007.64	1114.0
2009-09-15 04:05:00	ES	Futures	1007.88	1009.1	1007.88	1009.1	2202.0

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