PREVIEW / futures_5min / 2009-10-04

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-10-04.parquet
  size:    40 KB
  rows:    1,772

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
2009-10-04 18:00:00	ES	Futures	989.96	990.2	988.51	988.99	1574.0
2009-10-04 18:05:00	ES	Futures	988.75	989.23	988.26	988.26	525.0
2009-10-04 18:10:00	ES	Futures	988.51	988.51	988.02	988.26	459.0
2009-10-04 18:15:00	ES	Futures	988.26	988.99	988.26	988.51	362.0
2009-10-04 18:20:00	ES	Futures	988.26	988.51	987.78	988.26	529.0
2009-10-04 18:25:00	ES	Futures	988.26	988.75	988.02	988.51	178.0
2009-10-04 18:30:00	ES	Futures	988.51	989.48	988.26	989.48	836.0
2009-10-04 18:35:00	ES	Futures	989.48	989.48	988.99	989.23	136.0
2009-10-04 18:40:00	ES	Futures	989.23	989.23	988.75	988.99	56.0
2009-10-04 18:45:00	ES	Futures	988.99	988.99	988.75	988.99	138.0
2009-10-04 18:50:00	ES	Futures	988.99	989.72	988.99	989.72	511.0
2009-10-04 18:55:00	ES	Futures	989.72	989.72	989.23	989.72	217.0
2009-10-04 19:00:00	ES	Futures	989.72	991.41	989.72	990.44	1061.0
2009-10-04 19:05:00	ES	Futures	990.69	992.38	990.69	992.14	1502.0
2009-10-04 19:10:00	ES	Futures	992.14	992.87	992.14	992.62	427.0
2009-10-04 19:15:00	ES	Futures	992.38	993.84	992.14	992.38	1098.0
2009-10-04 19:20:00	ES	Futures	992.38	992.38	991.41	991.9	577.0
2009-10-04 19:25:00	ES	Futures	991.9	991.9	991.66	991.66	88.0
2009-10-04 19:30:00	ES	Futures	991.66	991.66	990.93	990.93	628.0
2009-10-04 19:35:00	ES	Futures	990.69	990.93	989.23	990.44	1021.0
2009-10-04 19:40:00	ES	Futures	990.2	990.44	989.96	990.2	170.0
2009-10-04 19:45:00	ES	Futures	990.2	990.69	990.2	990.44	334.0
2009-10-04 19:50:00	ES	Futures	990.44	990.44	990.44	990.44	109.0
2009-10-04 19:55:00	ES	Futures	990.69	990.93	990.2	990.93	354.0
2009-10-04 20:00:00	ES	Futures	990.93	992.14	990.93	991.66	855.0
2009-10-04 20:05:00	ES	Futures	991.66	992.87	991.66	992.38	766.0
2009-10-04 20:10:00	ES	Futures	992.14	992.14	991.17	991.17	341.0
2009-10-04 20:15:00	ES	Futures	991.17	991.66	990.93	991.41	708.0
2009-10-04 20:20:00	ES	Futures	991.41	991.9	990.93	991.66	492.0
2009-10-04 20:25:00	ES	Futures	991.66	991.9	991.41	991.66	418.0
2009-10-04 20:30:00	ES	Futures	991.66	992.62	991.66	992.62	282.0
2009-10-04 20:35:00	ES	Futures	992.38	992.87	992.14	992.62	482.0
2009-10-04 20:40:00	ES	Futures	992.62	992.87	991.66	991.9	658.0
2009-10-04 20:45:00	ES	Futures	992.14	992.14	991.9	992.14	214.0
2009-10-04 20:50:00	ES	Futures	992.14	992.62	992.14	992.38	264.0
2009-10-04 20:55:00	ES	Futures	992.38	992.87	992.14	992.38	579.0
2009-10-04 21:00:00	ES	Futures	992.38	992.38	992.14	992.14	160.0
2009-10-04 21:05:00	ES	Futures	992.14	992.62	992.14	992.62	127.0
2009-10-04 21:10:00	ES	Futures	992.62	993.11	992.38	992.87	813.0
2009-10-04 21:15:00	ES	Futures	992.87	993.35	992.87	993.11	646.0
2009-10-04 21:20:00	ES	Futures	993.11	993.59	993.11	993.11	637.0
2009-10-04 21:25:00	ES	Futures	993.35	993.35	992.62	992.87	210.0
2009-10-04 21:30:00	ES	Futures	993.11	993.35	992.87	992.87	139.0
2009-10-04 21:35:00	ES	Futures	992.87	993.11	992.87	992.87	44.0
2009-10-04 21:40:00	ES	Futures	992.87	992.87	992.87	992.87	234.0
2009-10-04 21:45:00	ES	Futures	992.62	992.87	992.38	992.38	235.0
2009-10-04 21:50:00	ES	Futures	992.38	992.38	992.14	992.14	223.0
2009-10-04 21:55:00	ES	Futures	992.38	992.62	992.14	992.38	162.0
2009-10-04 22:00:00	ES	Futures	992.14	992.87	992.14	992.62	357.0
2009-10-04 22:05:00	ES	Futures	992.62	993.11	992.62	993.11	283.0

> showing 50 of 1,772 rows — these rows as CSV

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