PREVIEW / futures_5min / 2009-09-17

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-09-17.parquet
  size:    186 KB
  rows:    11,400

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
2009-09-17 00:00:00	ES	Futures	1030.9	1030.9	1030.17	1030.17	511.0
2009-09-17 00:05:00	ES	Futures	1030.17	1030.17	1029.68	1030.17	659.0
2009-09-17 00:10:00	ES	Futures	1030.17	1030.17	1029.2	1029.44	1063.0
2009-09-17 00:15:00	ES	Futures	1029.44	1029.44	1028.96	1029.44	457.0
2009-09-17 00:20:00	ES	Futures	1029.44	1029.44	1029.2	1029.2	331.0
2009-09-17 00:25:00	ES	Futures	1029.44	1029.44	1029.2	1029.44	345.0
2009-09-17 00:30:00	ES	Futures	1029.44	1030.17	1029.44	1029.93	428.0
2009-09-17 00:35:00	ES	Futures	1029.93	1029.93	1029.44	1029.44	65.0
2009-09-17 00:40:00	ES	Futures	1029.44	1029.93	1029.44	1029.93	194.0
2009-09-17 00:45:00	ES	Futures	1030.17	1030.17	1029.44	1029.68	176.0
2009-09-17 00:50:00	ES	Futures	1029.68	1029.68	1029.44	1029.68	9.0
2009-09-17 00:55:00	ES	Futures	1029.68	1029.68	1029.44	1029.68	82.0
2009-09-17 01:00:00	ES	Futures	1029.93	1029.93	1029.68	1029.93	55.0
2009-09-17 01:05:00	ES	Futures	1029.93	1030.17	1029.93	1030.17	135.0
2009-09-17 01:10:00	ES	Futures	1030.17	1030.41	1029.93	1030.17	410.0
2009-09-17 01:15:00	ES	Futures	1030.17	1030.41	1029.93	1030.41	111.0
2009-09-17 01:20:00	ES	Futures	1030.17	1030.9	1030.17	1030.9	242.0
2009-09-17 01:25:00	ES	Futures	1030.9	1031.38	1030.65	1031.14	449.0
2009-09-17 01:30:00	ES	Futures	1031.14	1031.38	1030.9	1031.14	287.0
2009-09-17 01:35:00	ES	Futures	1031.14	1031.62	1031.14	1031.38	247.0
2009-09-17 01:40:00	ES	Futures	1031.14	1031.62	1031.14	1031.38	307.0
2009-09-17 01:45:00	ES	Futures	1031.62	1036.71	1031.38	1035.98	5546.0
2009-09-17 01:50:00	ES	Futures	1035.98	1036.22	1032.35	1032.59	4520.0
2009-09-17 01:55:00	ES	Futures	1032.83	1033.08	1032.59	1032.59	1125.0
2009-09-17 02:00:00	ES	Futures	1032.59	1033.08	1031.38	1031.38	3106.0
2009-09-17 02:05:00	ES	Futures	1031.38	1031.86	1031.38	1031.38	812.0
2009-09-17 02:10:00	ES	Futures	1031.38	1031.86	1031.14	1031.38	546.0
2009-09-17 02:15:00	ES	Futures	1031.38	1031.62	1031.14	1031.14	489.0
2009-09-17 02:20:00	ES	Futures	1031.38	1031.86	1031.14	1031.86	637.0
2009-09-17 02:25:00	ES	Futures	1031.62	1033.56	1031.62	1033.32	1553.0
2009-09-17 02:30:00	ES	Futures	1033.08	1033.8	1032.83	1033.32	1505.0
2009-09-17 02:35:00	ES	Futures	1033.08	1033.32	1032.59	1033.08	691.0
2009-09-17 02:40:00	ES	Futures	1033.32	1033.32	1032.59	1033.08	733.0
2009-09-17 02:45:00	ES	Futures	1033.32	1033.8	1033.32	1033.32	489.0
2009-09-17 02:50:00	ES	Futures	1033.56	1033.56	1032.59	1032.83	1504.0
2009-09-17 02:55:00	ES	Futures	1033.08	1033.8	1032.83	1033.56	1712.0
2009-09-17 03:00:00	ES	Futures	1033.56	1033.8	1032.35	1032.59	5314.0
2009-09-17 03:05:00	ES	Futures	1032.59	1032.83	1031.86	1032.11	2833.0
2009-09-17 03:10:00	ES	Futures	1032.11	1033.08	1031.62	1032.83	3355.0
2009-09-17 03:15:00	ES	Futures	1032.83	1033.32	1032.59	1033.08	2212.0
2009-09-17 03:20:00	ES	Futures	1033.08	1033.32	1032.59	1032.59	1334.0
2009-09-17 03:25:00	ES	Futures	1032.59	1032.83	1032.11	1032.35	1238.0
2009-09-17 03:30:00	ES	Futures	1032.35	1032.59	1031.86	1031.86	2126.0
2009-09-17 03:35:00	ES	Futures	1032.11	1032.11	1031.38	1031.86	1383.0
2009-09-17 03:40:00	ES	Futures	1031.86	1032.83	1031.62	1032.83	3567.0
2009-09-17 03:45:00	ES	Futures	1032.59	1033.08	1032.59	1033.08	1842.0
2009-09-17 03:50:00	ES	Futures	1032.83	1033.08	1032.83	1033.08	621.0
2009-09-17 03:55:00	ES	Futures	1032.83	1033.56	1032.83	1032.83	1577.0
2009-09-17 04:00:00	ES	Futures	1032.83	1033.32	1032.83	1033.08	1172.0
2009-09-17 04:05:00	ES	Futures	1033.32	1033.56	1032.35	1032.35	2772.0

> showing 50 of 11,400 rows — these rows as CSV

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