PREVIEW / futures_5min / 2009-10-01

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-10-01.parquet
  size:    213 KB
  rows:    11,739

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
2009-10-01 00:00:00	ES	Futures	1018.54	1019.03	1018.3	1019.03	288.0
2009-10-01 00:05:00	ES	Futures	1019.03	1019.03	1018.54	1018.54	336.0
2009-10-01 00:10:00	ES	Futures	1018.54	1019.03	1018.54	1018.78	210.0
2009-10-01 00:15:00	ES	Futures	1018.54	1018.54	1017.82	1018.54	523.0
2009-10-01 00:20:00	ES	Futures	1018.78	1018.78	1018.54	1018.78	149.0
2009-10-01 00:25:00	ES	Futures	1018.78	1018.78	1018.3	1018.3	219.0
2009-10-01 00:30:00	ES	Futures	1018.3	1018.54	1017.82	1018.06	242.0
2009-10-01 00:35:00	ES	Futures	1017.82	1018.06	1017.82	1018.06	91.0
2009-10-01 00:40:00	ES	Futures	1017.82	1018.06	1017.57	1017.82	146.0
2009-10-01 00:45:00	ES	Futures	1018.06	1018.3	1018.06	1018.06	199.0
2009-10-01 00:50:00	ES	Futures	1018.3	1018.3	1017.82	1018.06	154.0
2009-10-01 00:55:00	ES	Futures	1018.06	1018.3	1018.06	1018.3	13.0
2009-10-01 01:00:00	ES	Futures	1018.3	1018.54	1018.06	1018.54	132.0
2009-10-01 01:05:00	ES	Futures	1018.54	1018.78	1018.54	1018.78	148.0
2009-10-01 01:10:00	ES	Futures	1018.78	1018.78	1018.3	1018.3	119.0
2009-10-01 01:15:00	ES	Futures	1018.3	1018.78	1018.06	1018.54	157.0
2009-10-01 01:20:00	ES	Futures	1018.54	1018.54	1018.06	1018.3	146.0
2009-10-01 01:25:00	ES	Futures	1018.3	1018.78	1018.06	1018.54	129.0
2009-10-01 01:30:00	ES	Futures	1018.54	1018.54	1018.06	1018.06	285.0
2009-10-01 01:35:00	ES	Futures	1018.06	1018.3	1017.82	1018.06	166.0
2009-10-01 01:40:00	ES	Futures	1017.82	1018.78	1017.82	1018.78	382.0
2009-10-01 01:45:00	ES	Futures	1018.78	1018.78	1018.06	1018.3	318.0
2009-10-01 01:50:00	ES	Futures	1018.06	1018.54	1017.82	1018.3	284.0
2009-10-01 01:55:00	ES	Futures	1018.3	1018.54	1017.82	1018.3	386.0
2009-10-01 02:00:00	ES	Futures	1018.06	1018.3	1017.57	1017.57	1136.0
2009-10-01 02:05:00	ES	Futures	1017.57	1018.3	1017.57	1018.06	1119.0
2009-10-01 02:10:00	ES	Futures	1018.3	1018.54	1018.06	1018.3	289.0
2009-10-01 02:15:00	ES	Futures	1018.3	1018.78	1017.82	1018.3	809.0
2009-10-01 02:20:00	ES	Futures	1018.3	1018.78	1018.3	1018.54	355.0
2009-10-01 02:25:00	ES	Futures	1018.78	1019.03	1018.54	1018.54	159.0
2009-10-01 02:30:00	ES	Futures	1018.54	1019.27	1018.54	1019.27	278.0
2009-10-01 02:35:00	ES	Futures	1019.03	1019.27	1018.78	1019.03	160.0
2009-10-01 02:40:00	ES	Futures	1019.03	1019.27	1019.03	1019.03	108.0
2009-10-01 02:45:00	ES	Futures	1019.03	1019.03	1018.06	1019.03	577.0
2009-10-01 02:50:00	ES	Futures	1019.03	1019.75	1018.78	1019.27	824.0
2009-10-01 02:55:00	ES	Futures	1019.03	1019.27	1018.78	1019.03	527.0
2009-10-01 03:00:00	ES	Futures	1019.03	1019.27	1017.57	1017.82	2342.0
2009-10-01 03:05:00	ES	Futures	1017.82	1019.75	1017.82	1019.03	3362.0
2009-10-01 03:10:00	ES	Futures	1019.03	1019.51	1018.78	1019.03	2337.0
2009-10-01 03:15:00	ES	Futures	1019.03	1020.48	1018.78	1019.75	2836.0
2009-10-01 03:20:00	ES	Futures	1019.75	1020.72	1019.75	1020.24	1557.0
2009-10-01 03:25:00	ES	Futures	1020.48	1021.69	1020.24	1021.45	2488.0
2009-10-01 03:30:00	ES	Futures	1021.45	1021.93	1020.72	1021.93	4428.0
2009-10-01 03:35:00	ES	Futures	1021.69	1022.42	1020.96	1021.45	1981.0
2009-10-01 03:40:00	ES	Futures	1021.45	1021.93	1020.96	1020.96	1355.0
2009-10-01 03:45:00	ES	Futures	1020.96	1020.96	1020.24	1020.24	1081.0
2009-10-01 03:50:00	ES	Futures	1020.24	1021.21	1020.0	1021.21	1088.0
2009-10-01 03:55:00	ES	Futures	1021.21	1021.21	1020.24	1020.72	806.0
2009-10-01 04:00:00	ES	Futures	1020.72	1020.96	1020.48	1020.72	853.0
2009-10-01 04:05:00	ES	Futures	1020.48	1020.72	1020.0	1020.48	1151.0

> showing 50 of 11,739 rows — these rows as CSV

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