PREVIEW / futures_5min / 2009-09-21

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-09-21.parquet
  size:    186 KB
  rows:    11,183

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
2009-09-21 00:00:00	ES	Futures	1024.84	1025.57	1024.84	1025.57	133.0
2009-09-21 00:05:00	ES	Futures	1025.57	1026.05	1025.32	1025.57	170.0
2009-09-21 00:10:00	ES	Futures	1025.81	1026.29	1025.81	1025.81	245.0
2009-09-21 00:15:00	ES	Futures	1025.81	1026.05	1025.57	1025.81	65.0
2009-09-21 00:20:00	ES	Futures	1025.81	1026.05	1025.81	1025.81	33.0
2009-09-21 00:25:00	ES	Futures	1026.05	1026.29	1026.05	1026.29	88.0
2009-09-21 00:30:00	ES	Futures	1026.29	1026.54	1026.05	1026.29	103.0
2009-09-21 00:35:00	ES	Futures	1026.29	1026.54	1026.29	1026.29	45.0
2009-09-21 00:40:00	ES	Futures	1026.29	1026.54	1026.05	1026.05	372.0
2009-09-21 00:45:00	ES	Futures	1026.29	1026.54	1026.05	1026.29	77.0
2009-09-21 00:50:00	ES	Futures	1026.54	1026.54	1026.29	1026.29	25.0
2009-09-21 00:55:00	ES	Futures	1026.29	1026.54	1026.29	1026.29	42.0
2009-09-21 01:00:00	ES	Futures	1026.29	1026.54	1025.81	1026.29	280.0
2009-09-21 01:05:00	ES	Futures	1026.29	1026.29	1026.05	1026.05	74.0
2009-09-21 01:10:00	ES	Futures	1026.05	1026.29	1025.81	1026.29	68.0
2009-09-21 01:15:00	ES	Futures	1026.05	1026.05	1025.57	1025.81	353.0
2009-09-21 01:20:00	ES	Futures	1025.81	1026.05	1025.81	1025.81	165.0
2009-09-21 01:25:00	ES	Futures	1025.81	1026.05	1025.57	1025.81	62.0
2009-09-21 01:30:00	ES	Futures	1025.57	1026.05	1025.32	1025.81	188.0
2009-09-21 01:35:00	ES	Futures	1025.81	1026.29	1025.81	1026.05	126.0
2009-09-21 01:40:00	ES	Futures	1026.05	1026.29	1026.05	1026.05	69.0
2009-09-21 01:45:00	ES	Futures	1026.05	1026.29	1025.81	1026.05	224.0
2009-09-21 01:50:00	ES	Futures	1026.05	1026.54	1026.05	1026.05	194.0
2009-09-21 01:55:00	ES	Futures	1026.05	1026.78	1026.05	1026.78	357.0
2009-09-21 02:00:00	ES	Futures	1026.54	1027.26	1026.54	1027.02	879.0
2009-09-21 02:05:00	ES	Futures	1026.78	1027.02	1026.05	1026.05	403.0
2009-09-21 02:10:00	ES	Futures	1026.05	1026.29	1025.81	1026.05	372.0
2009-09-21 02:15:00	ES	Futures	1026.05	1026.29	1025.57	1026.05	359.0
2009-09-21 02:20:00	ES	Futures	1026.05	1026.05	1025.08	1025.32	1079.0
2009-09-21 02:25:00	ES	Futures	1025.32	1025.57	1025.08	1025.32	203.0
2009-09-21 02:30:00	ES	Futures	1025.32	1025.32	1024.84	1025.08	450.0
2009-09-21 02:35:00	ES	Futures	1024.84	1024.84	1024.11	1024.6	1359.0
2009-09-21 02:40:00	ES	Futures	1024.6	1024.6	1024.11	1024.36	522.0
2009-09-21 02:45:00	ES	Futures	1024.36	1025.32	1024.11	1025.32	684.0
2009-09-21 02:50:00	ES	Futures	1025.32	1025.57	1024.6	1024.6	522.0
2009-09-21 02:55:00	ES	Futures	1024.84	1025.57	1024.6	1025.57	666.0
2009-09-21 03:00:00	ES	Futures	1025.32	1025.81	1024.11	1024.36	2023.0
2009-09-21 03:05:00	ES	Futures	1024.11	1024.6	1023.39	1024.6	3529.0
2009-09-21 03:10:00	ES	Futures	1024.84	1025.57	1023.87	1025.32	2321.0
2009-09-21 03:15:00	ES	Futures	1025.32	1025.57	1024.84	1025.32	1360.0
2009-09-21 03:20:00	ES	Futures	1025.08	1025.81	1023.87	1024.36	2049.0
2009-09-21 03:25:00	ES	Futures	1024.36	1024.36	1023.39	1023.63	1668.0
2009-09-21 03:30:00	ES	Futures	1023.63	1024.36	1023.14	1023.63	2339.0
2009-09-21 03:35:00	ES	Futures	1023.63	1024.11	1023.14	1023.39	1638.0
2009-09-21 03:40:00	ES	Futures	1023.14	1023.39	1022.42	1022.9	2007.0
2009-09-21 03:45:00	ES	Futures	1022.9	1023.63	1022.42	1022.66	1636.0
2009-09-21 03:50:00	ES	Futures	1022.9	1023.39	1022.42	1023.14	1053.0
2009-09-21 03:55:00	ES	Futures	1023.14	1023.14	1021.69	1022.18	3387.0
2009-09-21 04:00:00	ES	Futures	1022.18	1022.9	1021.93	1022.66	1505.0
2009-09-21 04:05:00	ES	Futures	1022.66	1022.9	1021.21	1021.45	2642.0

> showing 50 of 11,183 rows — these rows as CSV

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