PREVIEW / futures_5min / 2009-09-16

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-09-16.parquet
  size:    194 KB
  rows:    11,438

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
2009-09-16 00:00:00	ES	Futures	1015.39	1015.88	1015.39	1015.64	156.0
2009-09-16 00:05:00	ES	Futures	1015.64	1015.88	1015.64	1015.88	41.0
2009-09-16 00:10:00	ES	Futures	1015.64	1015.88	1015.64	1015.64	74.0
2009-09-16 00:15:00	ES	Futures	1015.64	1015.64	1015.39	1015.64	142.0
2009-09-16 00:20:00	ES	Futures	1015.39	1015.64	1015.39	1015.39	28.0
2009-09-16 00:25:00	ES	Futures	1015.39	1015.39	1014.67	1014.91	557.0
2009-09-16 00:30:00	ES	Futures	1014.91	1014.91	1013.94	1013.94	903.0
2009-09-16 00:35:00	ES	Futures	1013.94	1014.42	1013.94	1014.18	225.0
2009-09-16 00:40:00	ES	Futures	1013.94	1014.42	1013.94	1014.18	77.0
2009-09-16 00:45:00	ES	Futures	1013.94	1014.42	1013.21	1013.94	1242.0
2009-09-16 00:50:00	ES	Futures	1013.7	1013.94	1013.21	1013.46	202.0
2009-09-16 00:55:00	ES	Futures	1013.21	1013.94	1013.21	1013.7	216.0
2009-09-16 01:00:00	ES	Futures	1013.46	1013.94	1013.46	1013.7	91.0
2009-09-16 01:05:00	ES	Futures	1013.46	1013.94	1013.21	1013.46	351.0
2009-09-16 01:10:00	ES	Futures	1013.21	1013.46	1012.97	1013.46	346.0
2009-09-16 01:15:00	ES	Futures	1013.21	1013.94	1013.21	1013.7	261.0
2009-09-16 01:20:00	ES	Futures	1013.7	1013.7	1013.46	1013.46	94.0
2009-09-16 01:25:00	ES	Futures	1013.46	1013.7	1013.21	1013.21	447.0
2009-09-16 01:30:00	ES	Futures	1013.21	1014.18	1013.21	1014.18	260.0
2009-09-16 01:35:00	ES	Futures	1014.18	1014.18	1013.7	1013.94	222.0
2009-09-16 01:40:00	ES	Futures	1013.94	1014.42	1013.94	1014.42	184.0
2009-09-16 01:45:00	ES	Futures	1014.18	1014.91	1014.18	1014.91	480.0
2009-09-16 01:50:00	ES	Futures	1014.91	1015.39	1014.67	1015.15	666.0
2009-09-16 01:55:00	ES	Futures	1014.91	1015.39	1014.91	1015.39	545.0
2009-09-16 02:00:00	ES	Futures	1015.15	1015.88	1015.15	1015.64	1337.0
2009-09-16 02:05:00	ES	Futures	1015.39	1015.88	1015.15	1015.15	804.0
2009-09-16 02:10:00	ES	Futures	1015.39	1015.64	1015.15	1015.39	422.0
2009-09-16 02:15:00	ES	Futures	1015.39	1015.88	1015.39	1015.88	799.0
2009-09-16 02:20:00	ES	Futures	1015.64	1015.88	1015.39	1015.64	498.0
2009-09-16 02:25:00	ES	Futures	1015.64	1015.88	1015.39	1015.64	575.0
2009-09-16 02:30:00	ES	Futures	1015.39	1015.88	1015.39	1015.64	412.0
2009-09-16 02:35:00	ES	Futures	1015.64	1016.12	1015.64	1015.88	1005.0
2009-09-16 02:40:00	ES	Futures	1015.88	1016.12	1015.39	1015.39	602.0
2009-09-16 02:45:00	ES	Futures	1015.39	1015.64	1015.15	1015.39	458.0
2009-09-16 02:50:00	ES	Futures	1015.39	1015.39	1014.91	1014.91	232.0
2009-09-16 02:55:00	ES	Futures	1015.15	1015.88	1014.91	1015.88	1074.0
2009-09-16 03:00:00	ES	Futures	1015.64	1016.85	1015.39	1016.36	4644.0
2009-09-16 03:05:00	ES	Futures	1016.36	1017.33	1016.12	1017.09	5849.0
2009-09-16 03:10:00	ES	Futures	1017.09	1017.33	1016.6	1017.33	3469.0
2009-09-16 03:15:00	ES	Futures	1017.09	1017.82	1017.09	1017.82	3134.0
2009-09-16 03:20:00	ES	Futures	1017.57	1017.82	1017.33	1017.33	3297.0
2009-09-16 03:25:00	ES	Futures	1017.09	1017.33	1016.85	1017.33	1437.0
2009-09-16 03:30:00	ES	Futures	1017.09	1017.33	1016.12	1016.36	2696.0
2009-09-16 03:35:00	ES	Futures	1016.6	1017.09	1016.12	1016.12	2883.0
2009-09-16 03:40:00	ES	Futures	1016.12	1016.6	1015.64	1015.88	1661.0
2009-09-16 03:45:00	ES	Futures	1015.88	1016.36	1015.88	1016.12	1693.0
2009-09-16 03:50:00	ES	Futures	1016.12	1017.09	1016.12	1016.85	1711.0
2009-09-16 03:55:00	ES	Futures	1016.85	1017.33	1016.6	1016.85	2875.0
2009-09-16 04:00:00	ES	Futures	1016.85	1017.09	1016.6	1016.85	1454.0
2009-09-16 04:05:00	ES	Futures	1016.85	1017.09	1016.85	1016.85	638.0

> showing 50 of 11,438 rows — these rows as CSV

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