PREVIEW / futures_5min / 2009-09-30

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-09-30.parquet
  size:    196 KB
  rows:    11,552

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
2009-09-30 00:00:00	ES	Futures	1023.39	1023.63	1023.39	1023.63	18.0
2009-09-30 00:05:00	ES	Futures	1023.39	1023.63	1023.14	1023.39	225.0
2009-09-30 00:10:00	ES	Futures	1023.39	1023.63	1023.39	1023.63	85.0
2009-09-30 00:15:00	ES	Futures	1023.39	1023.39	1023.14	1023.39	103.0
2009-09-30 00:20:00	ES	Futures	1023.39	1023.63	1022.9	1022.9	79.0
2009-09-30 00:25:00	ES	Futures	1022.9	1022.9	1022.18	1022.18	608.0
2009-09-30 00:30:00	ES	Futures	1021.93	1022.66	1021.93	1022.42	462.0
2009-09-30 00:35:00	ES	Futures	1022.66	1022.66	1022.42	1022.66	65.0
2009-09-30 00:40:00	ES	Futures	1022.66	1022.66	1022.66	1022.66	4.0
2009-09-30 00:45:00	ES	Futures	1022.66	1023.39	1022.42	1023.39	205.0
2009-09-30 00:50:00	ES	Futures	1023.39	1023.39	1023.14	1023.39	67.0
2009-09-30 00:55:00	ES	Futures	1023.63	1023.63	1023.14	1023.14	306.0
2009-09-30 01:00:00	ES	Futures	1023.39	1023.39	1023.14	1023.39	82.0
2009-09-30 01:05:00	ES	Futures	1023.39	1023.63	1023.39	1023.39	197.0
2009-09-30 01:10:00	ES	Futures	1023.39	1023.63	1023.14	1023.14	61.0
2009-09-30 01:15:00	ES	Futures	1023.14	1023.63	1022.9	1023.39	140.0
2009-09-30 01:20:00	ES	Futures	1023.14	1023.39	1023.14	1023.39	74.0
2009-09-30 01:25:00	ES	Futures	1023.39	1023.63	1023.39	1023.39	106.0
2009-09-30 01:30:00	ES	Futures	1023.39	1023.63	1023.14	1023.39	46.0
2009-09-30 01:35:00	ES	Futures	1023.39	1023.39	1023.39	1023.39	24.0
2009-09-30 01:40:00	ES	Futures	1023.39	1023.63	1023.14	1023.39	75.0
2009-09-30 01:45:00	ES	Futures	1023.14	1023.87	1023.14	1023.87	721.0
2009-09-30 01:50:00	ES	Futures	1023.87	1023.87	1023.63	1023.87	147.0
2009-09-30 01:55:00	ES	Futures	1024.11	1024.11	1023.63	1023.63	296.0
2009-09-30 02:00:00	ES	Futures	1023.87	1024.11	1023.14	1024.11	951.0
2009-09-30 02:05:00	ES	Futures	1023.87	1024.11	1023.87	1023.87	498.0
2009-09-30 02:10:00	ES	Futures	1023.87	1024.11	1023.63	1023.87	437.0
2009-09-30 02:15:00	ES	Futures	1023.87	1024.11	1023.63	1023.63	131.0
2009-09-30 02:20:00	ES	Futures	1023.63	1023.87	1023.14	1023.39	385.0
2009-09-30 02:25:00	ES	Futures	1023.39	1023.39	1022.66	1022.9	486.0
2009-09-30 02:30:00	ES	Futures	1022.9	1023.63	1022.9	1023.63	462.0
2009-09-30 02:35:00	ES	Futures	1023.63	1023.63	1023.39	1023.39	228.0
2009-09-30 02:40:00	ES	Futures	1023.39	1023.39	1023.14	1023.14	242.0
2009-09-30 02:45:00	ES	Futures	1023.39	1023.87	1023.39	1023.87	485.0
2009-09-30 02:50:00	ES	Futures	1023.87	1024.36	1023.87	1024.36	1127.0
2009-09-30 02:55:00	ES	Futures	1024.36	1024.36	1024.11	1024.36	697.0
2009-09-30 03:00:00	ES	Futures	1024.36	1024.84	1023.87	1024.36	2775.0
2009-09-30 03:05:00	ES	Futures	1024.6	1025.08	1024.11	1024.36	2002.0
2009-09-30 03:10:00	ES	Futures	1024.36	1025.08	1024.11	1024.6	917.0
2009-09-30 03:15:00	ES	Futures	1024.6	1024.84	1023.87	1024.36	1517.0
2009-09-30 03:20:00	ES	Futures	1024.36	1024.84	1023.87	1024.6	1049.0
2009-09-30 03:25:00	ES	Futures	1024.6	1024.84	1024.36	1024.6	846.0
2009-09-30 03:30:00	ES	Futures	1024.36	1025.08	1024.11	1024.6	836.0
2009-09-30 03:35:00	ES	Futures	1024.6	1024.84	1024.11	1024.6	717.0
2009-09-30 03:40:00	ES	Futures	1024.6	1024.6	1024.36	1024.6	548.0
2009-09-30 03:45:00	ES	Futures	1024.6	1024.84	1023.63	1024.11	1164.0
2009-09-30 03:50:00	ES	Futures	1024.11	1024.6	1023.63	1024.11	812.0
2009-09-30 03:55:00	ES	Futures	1024.36	1024.84	1024.11	1024.11	758.0
2009-09-30 04:00:00	ES	Futures	1024.11	1025.08	1024.11	1024.36	1602.0
2009-09-30 04:05:00	ES	Futures	1024.6	1024.84	1024.11	1024.6	1171.0

> showing 50 of 11,552 rows — these rows as CSV

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