PREVIEW / futures_5min / 2009-10-02

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-10-02.parquet
  size:    176 KB
  rows:    9,833

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
2009-10-02 00:00:00	ES	Futures	993.11	993.35	992.87	993.11	76.0
2009-10-02 00:05:00	ES	Futures	993.35	993.35	992.87	993.11	311.0
2009-10-02 00:10:00	ES	Futures	993.35	994.08	993.11	993.35	486.0
2009-10-02 00:15:00	ES	Futures	993.35	993.35	992.87	993.35	335.0
2009-10-02 00:20:00	ES	Futures	993.11	993.59	993.11	993.11	204.0
2009-10-02 00:25:00	ES	Futures	993.35	993.59	993.11	993.59	89.0
2009-10-02 00:30:00	ES	Futures	993.35	993.59	992.87	993.11	286.0
2009-10-02 00:35:00	ES	Futures	992.87	993.11	992.62	993.11	84.0
2009-10-02 00:40:00	ES	Futures	993.11	993.35	992.87	993.11	174.0
2009-10-02 00:45:00	ES	Futures	993.11	993.35	992.38	992.87	476.0
2009-10-02 00:50:00	ES	Futures	993.11	993.11	992.62	992.62	58.0
2009-10-02 00:55:00	ES	Futures	992.62	993.11	992.62	992.62	216.0
2009-10-02 01:00:00	ES	Futures	992.62	992.87	992.14	992.38	622.0
2009-10-02 01:05:00	ES	Futures	992.38	992.38	992.14	992.38	205.0
2009-10-02 01:10:00	ES	Futures	992.62	992.62	992.38	992.38	178.0
2009-10-02 01:15:00	ES	Futures	992.38	992.87	992.14	992.87	562.0
2009-10-02 01:20:00	ES	Futures	992.87	993.11	992.62	992.87	130.0
2009-10-02 01:25:00	ES	Futures	993.11	993.11	992.62	993.11	123.0
2009-10-02 01:30:00	ES	Futures	993.11	993.11	992.38	992.62	247.0
2009-10-02 01:35:00	ES	Futures	992.62	992.87	992.38	992.38	159.0
2009-10-02 01:40:00	ES	Futures	992.62	992.62	992.14	992.38	212.0
2009-10-02 01:45:00	ES	Futures	992.62	992.62	992.14	992.38	252.0
2009-10-02 01:50:00	ES	Futures	992.14	993.59	991.9	993.35	2097.0
2009-10-02 01:55:00	ES	Futures	993.35	993.35	992.62	992.62	368.0
2009-10-02 02:00:00	ES	Futures	992.62	992.87	992.14	992.14	1851.0
2009-10-02 02:05:00	ES	Futures	992.38	993.11	992.14	992.87	1060.0
2009-10-02 02:10:00	ES	Futures	993.11	993.59	992.38	992.87	1700.0
2009-10-02 02:15:00	ES	Futures	992.62	992.87	992.14	992.62	328.0
2009-10-02 02:20:00	ES	Futures	992.62	993.35	992.38	992.87	617.0
2009-10-02 02:25:00	ES	Futures	992.87	993.35	992.87	992.87	286.0
2009-10-02 02:30:00	ES	Futures	992.87	992.87	992.38	992.62	667.0
2009-10-02 02:35:00	ES	Futures	992.87	993.11	992.38	992.87	677.0
2009-10-02 02:40:00	ES	Futures	992.87	993.11	992.62	992.62	494.0
2009-10-02 02:45:00	ES	Futures	992.62	993.11	992.38	992.38	777.0
2009-10-02 02:50:00	ES	Futures	992.38	993.11	992.38	993.11	497.0
2009-10-02 02:55:00	ES	Futures	992.87	993.11	992.62	992.62	1170.0
2009-10-02 03:00:00	ES	Futures	992.38	993.59	992.14	993.11	2795.0
2009-10-02 03:05:00	ES	Futures	993.35	993.59	992.87	993.35	2620.0
2009-10-02 03:10:00	ES	Futures	993.59	994.56	993.35	993.35	2335.0
2009-10-02 03:15:00	ES	Futures	993.35	993.84	993.11	993.35	3259.0
2009-10-02 03:20:00	ES	Futures	993.35	993.59	992.38	992.62	2350.0
2009-10-02 03:25:00	ES	Futures	992.87	993.35	991.41	991.41	5369.0
2009-10-02 03:30:00	ES	Futures	991.41	992.38	990.69	991.17	4155.0
2009-10-02 03:35:00	ES	Futures	990.93	991.66	990.44	990.69	3891.0
2009-10-02 03:40:00	ES	Futures	990.69	992.38	990.44	992.38	4165.0
2009-10-02 03:45:00	ES	Futures	992.14	992.62	991.66	992.14	3653.0
2009-10-02 03:50:00	ES	Futures	992.38	993.35	992.14	993.11	3500.0
2009-10-02 03:55:00	ES	Futures	993.35	994.32	993.11	993.35	2919.0
2009-10-02 04:00:00	ES	Futures	993.11	993.35	992.14	992.62	1375.0
2009-10-02 04:05:00	ES	Futures	992.62	992.87	992.38	992.87	1088.0

> showing 50 of 9,833 rows — these rows as CSV

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