PREVIEW / futures_5min / 2009-09-20

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-09-20.parquet
  size:    34 KB
  rows:    1,710

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
2009-09-20 18:00:00	ES	Futures	1026.29	1026.78	1025.32	1025.81	2145.0
2009-09-20 18:05:00	ES	Futures	1025.81	1025.81	1024.6	1025.08	1511.0
2009-09-20 18:10:00	ES	Futures	1025.08	1025.57	1024.84	1025.57	373.0
2009-09-20 18:15:00	ES	Futures	1025.57	1025.81	1025.08	1025.32	680.0
2009-09-20 18:20:00	ES	Futures	1025.08	1025.32	1025.08	1025.32	181.0
2009-09-20 18:25:00	ES	Futures	1025.32	1025.57	1025.08	1025.32	137.0
2009-09-20 18:30:00	ES	Futures	1025.57	1025.81	1025.32	1025.57	173.0
2009-09-20 18:35:00	ES	Futures	1025.81	1025.81	1025.57	1025.81	135.0
2009-09-20 18:40:00	ES	Futures	1025.81	1025.81	1025.57	1025.81	66.0
2009-09-20 18:45:00	ES	Futures	1025.81	1026.54	1025.81	1026.29	432.0
2009-09-20 18:50:00	ES	Futures	1026.29	1026.54	1026.29	1026.29	219.0
2009-09-20 18:55:00	ES	Futures	1026.05	1026.29	1026.05	1026.05	42.0
2009-09-20 19:00:00	ES	Futures	1026.05	1026.05	1025.81	1026.05	64.0
2009-09-20 19:05:00	ES	Futures	1026.05	1026.54	1026.05	1026.29	275.0
2009-09-20 19:10:00	ES	Futures	1026.54	1027.02	1026.54	1026.54	360.0
2009-09-20 19:15:00	ES	Futures	1026.78	1026.78	1026.29	1026.54	42.0
2009-09-20 19:20:00	ES	Futures	1026.29	1027.02	1026.29	1027.02	231.0
2009-09-20 19:25:00	ES	Futures	1027.02	1027.02	1026.29	1026.29	34.0
2009-09-20 19:30:00	ES	Futures	1026.29	1027.02	1026.29	1026.78	189.0
2009-09-20 19:35:00	ES	Futures	1027.02	1027.02	1026.54	1026.54	159.0
2009-09-20 19:40:00	ES	Futures	1026.54	1026.78	1026.54	1026.78	181.0
2009-09-20 19:45:00	ES	Futures	1026.78	1027.26	1026.78	1027.26	215.0
2009-09-20 19:50:00	ES	Futures	1027.26	1027.5	1026.78	1027.26	280.0
2009-09-20 19:55:00	ES	Futures	1027.02	1027.26	1026.78	1027.02	137.0
2009-09-20 20:00:00	ES	Futures	1026.78	1027.5	1026.78	1027.26	176.0
2009-09-20 20:05:00	ES	Futures	1027.02	1027.26	1027.02	1027.26	121.0
2009-09-20 20:10:00	ES	Futures	1027.26	1027.75	1027.26	1027.26	187.0
2009-09-20 20:15:00	ES	Futures	1027.26	1027.26	1026.78	1026.78	103.0
2009-09-20 20:20:00	ES	Futures	1026.78	1027.5	1026.78	1027.02	216.0
2009-09-20 20:25:00	ES	Futures	1027.26	1027.5	1027.02	1027.5	105.0
2009-09-20 20:30:00	ES	Futures	1027.5	1027.75	1027.26	1027.5	304.0
2009-09-20 20:35:00	ES	Futures	1027.5	1027.5	1027.26	1027.5	118.0
2009-09-20 20:40:00	ES	Futures	1027.26	1027.75	1027.26	1027.5	192.0
2009-09-20 20:45:00	ES	Futures	1027.26	1027.5	1027.26	1027.5	84.0
2009-09-20 20:50:00	ES	Futures	1027.26	1027.75	1026.78	1026.78	241.0
2009-09-20 20:55:00	ES	Futures	1027.02	1027.02	1026.78	1026.78	207.0
2009-09-20 21:00:00	ES	Futures	1026.78	1026.78	1025.81	1026.05	647.0
2009-09-20 21:05:00	ES	Futures	1026.05	1026.29	1025.81	1026.29	127.0
2009-09-20 21:10:00	ES	Futures	1026.29	1026.29	1026.05	1026.05	137.0
2009-09-20 21:15:00	ES	Futures	1026.29	1026.29	1026.05	1026.05	259.0
2009-09-20 21:20:00	ES	Futures	1026.05	1026.54	1026.05	1026.29	118.0
2009-09-20 21:25:00	ES	Futures	1026.29	1026.54	1026.05	1026.05	60.0
2009-09-20 21:30:00	ES	Futures	1026.29	1026.29	1025.81	1025.81	183.0
2009-09-20 21:35:00	ES	Futures	1026.05	1026.29	1025.81	1025.81	382.0
2009-09-20 21:40:00	ES	Futures	1025.81	1026.29	1025.81	1025.81	131.0
2009-09-20 21:45:00	ES	Futures	1025.81	1026.05	1025.57	1025.57	167.0
2009-09-20 21:50:00	ES	Futures	1025.57	1026.05	1025.57	1025.57	149.0
2009-09-20 21:55:00	ES	Futures	1025.81	1026.05	1025.32	1025.81	220.0
2009-09-20 22:00:00	ES	Futures	1026.05	1027.02	1026.05	1027.02	413.0
2009-09-20 22:05:00	ES	Futures	1027.02	1027.26	1026.54	1027.02	341.0

> showing 50 of 1,710 rows — these rows as CSV

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