PREVIEW / futures_5min / 2009-09-24

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-09-24.parquet
  size:    213 KB
  rows:    11,466

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
2009-09-24 00:00:00	ES	Futures	1023.14	1023.39	1023.14	1023.39	254.0
2009-09-24 00:05:00	ES	Futures	1023.39	1023.39	1022.66	1022.9	865.0
2009-09-24 00:10:00	ES	Futures	1022.9	1023.14	1022.66	1022.9	374.0
2009-09-24 00:15:00	ES	Futures	1022.9	1022.9	1022.66	1022.9	219.0
2009-09-24 00:20:00	ES	Futures	1022.9	1023.14	1022.66	1022.9	312.0
2009-09-24 00:25:00	ES	Futures	1022.9	1022.9	1022.42	1022.66	394.0
2009-09-24 00:30:00	ES	Futures	1022.66	1022.66	1021.45	1021.45	2463.0
2009-09-24 00:35:00	ES	Futures	1021.69	1021.69	1020.48	1020.72	1629.0
2009-09-24 00:40:00	ES	Futures	1020.96	1020.96	1020.24	1020.24	1164.0
2009-09-24 00:45:00	ES	Futures	1020.24	1020.96	1020.24	1020.96	490.0
2009-09-24 00:50:00	ES	Futures	1020.72	1020.96	1020.72	1020.96	113.0
2009-09-24 00:55:00	ES	Futures	1020.96	1021.21	1019.51	1020.0	2002.0
2009-09-24 01:00:00	ES	Futures	1020.24	1021.45	1020.0	1021.21	1116.0
2009-09-24 01:05:00	ES	Futures	1021.21	1021.45	1020.96	1021.45	569.0
2009-09-24 01:10:00	ES	Futures	1021.45	1021.45	1020.96	1021.21	412.0
2009-09-24 01:15:00	ES	Futures	1021.45	1022.18	1020.96	1021.69	1309.0
2009-09-24 01:20:00	ES	Futures	1021.69	1021.93	1021.45	1021.93	509.0
2009-09-24 01:25:00	ES	Futures	1021.93	1021.93	1021.69	1021.69	556.0
2009-09-24 01:30:00	ES	Futures	1021.69	1022.18	1021.45	1022.18	832.0
2009-09-24 01:35:00	ES	Futures	1022.18	1022.66	1021.93	1022.42	1293.0
2009-09-24 01:40:00	ES	Futures	1022.66	1022.9	1022.42	1022.66	555.0
2009-09-24 01:45:00	ES	Futures	1022.66	1023.87	1022.66	1023.87	1271.0
2009-09-24 01:50:00	ES	Futures	1023.87	1023.87	1023.39	1023.63	625.0
2009-09-24 01:55:00	ES	Futures	1023.63	1023.63	1023.39	1023.63	256.0
2009-09-24 02:00:00	ES	Futures	1023.63	1024.84	1022.42	1024.84	3941.0
2009-09-24 02:05:00	ES	Futures	1024.84	1025.32	1024.6	1024.84	1795.0
2009-09-24 02:10:00	ES	Futures	1024.84	1024.84	1024.11	1024.84	1597.0
2009-09-24 02:15:00	ES	Futures	1024.6	1024.6	1023.63	1023.87	803.0
2009-09-24 02:20:00	ES	Futures	1023.87	1024.11	1023.39	1023.87	844.0
2009-09-24 02:25:00	ES	Futures	1023.87	1024.6	1023.87	1024.11	735.0
2009-09-24 02:30:00	ES	Futures	1024.11	1024.6	1023.87	1024.11	829.0
2009-09-24 02:35:00	ES	Futures	1024.11	1024.6	1023.87	1024.36	476.0
2009-09-24 02:40:00	ES	Futures	1024.11	1024.6	1024.11	1024.36	424.0
2009-09-24 02:45:00	ES	Futures	1024.6	1025.32	1024.36	1025.08	1243.0
2009-09-24 02:50:00	ES	Futures	1025.08	1025.32	1024.84	1025.32	668.0
2009-09-24 02:55:00	ES	Futures	1025.08	1025.57	1025.08	1025.08	1234.0
2009-09-24 03:00:00	ES	Futures	1025.08	1025.57	1023.63	1023.63	2380.0
2009-09-24 03:05:00	ES	Futures	1023.63	1023.87	1021.45	1021.69	5442.0
2009-09-24 03:10:00	ES	Futures	1021.93	1022.42	1021.45	1021.45	3505.0
2009-09-24 03:15:00	ES	Futures	1021.45	1021.45	1020.24	1020.96	4723.0
2009-09-24 03:20:00	ES	Futures	1020.96	1021.45	1019.75	1021.21	2699.0
2009-09-24 03:25:00	ES	Futures	1021.21	1021.45	1020.72	1020.72	1459.0
2009-09-24 03:30:00	ES	Futures	1020.96	1021.45	1019.75	1021.21	2610.0
2009-09-24 03:35:00	ES	Futures	1021.21	1022.42	1021.21	1021.93	3625.0
2009-09-24 03:40:00	ES	Futures	1022.18	1022.42	1021.45	1021.93	1754.0
2009-09-24 03:45:00	ES	Futures	1021.93	1022.18	1021.45	1022.18	780.0
2009-09-24 03:50:00	ES	Futures	1021.93	1021.93	1021.21	1021.45	1213.0
2009-09-24 03:55:00	ES	Futures	1021.45	1022.42	1021.45	1021.93	1719.0
2009-09-24 04:00:00	ES	Futures	1021.93	1021.93	1020.0	1020.72	3900.0
2009-09-24 04:05:00	ES	Futures	1020.72	1020.96	1020.24	1020.96	1323.0

> showing 50 of 11,466 rows — these rows as CSV

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