PREVIEW / futures_5min / 2009-10-05

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-10-05.parquet
  size:    194 KB
  rows:    11,657

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
2009-10-05 00:00:00	ES	Futures	992.87	993.11	992.14	992.38	311.0
2009-10-05 00:05:00	ES	Futures	992.38	992.62	991.17	991.17	529.0
2009-10-05 00:10:00	ES	Futures	991.17	991.17	990.69	991.17	394.0
2009-10-05 00:15:00	ES	Futures	991.41	991.66	991.17	991.17	217.0
2009-10-05 00:20:00	ES	Futures	991.17	991.66	990.93	991.66	48.0
2009-10-05 00:25:00	ES	Futures	991.41	991.66	991.17	991.66	141.0
2009-10-05 00:30:00	ES	Futures	991.66	992.14	991.66	991.9	154.0
2009-10-05 00:35:00	ES	Futures	991.9	992.14	991.66	991.9	142.0
2009-10-05 00:40:00	ES	Futures	991.66	991.9	991.41	991.9	71.0
2009-10-05 00:45:00	ES	Futures	992.14	992.38	991.66	991.9	226.0
2009-10-05 00:50:00	ES	Futures	991.66	992.14	991.66	991.66	109.0
2009-10-05 00:55:00	ES	Futures	991.9	991.9	991.66	991.66	69.0
2009-10-05 01:00:00	ES	Futures	991.9	992.38	991.66	991.66	380.0
2009-10-05 01:05:00	ES	Futures	991.9	991.9	991.17	991.41	243.0
2009-10-05 01:10:00	ES	Futures	991.17	991.41	990.93	991.41	181.0
2009-10-05 01:15:00	ES	Futures	991.41	991.41	990.44	990.44	472.0
2009-10-05 01:20:00	ES	Futures	990.69	990.93	990.44	990.93	263.0
2009-10-05 01:25:00	ES	Futures	990.93	991.17	990.69	991.17	531.0
2009-10-05 01:30:00	ES	Futures	990.93	991.9	990.93	990.93	405.0
2009-10-05 01:35:00	ES	Futures	990.93	991.17	990.93	990.93	53.0
2009-10-05 01:40:00	ES	Futures	990.93	990.93	990.44	990.69	262.0
2009-10-05 01:45:00	ES	Futures	990.69	991.17	990.69	990.93	70.0
2009-10-05 01:50:00	ES	Futures	991.17	991.9	990.93	991.9	241.0
2009-10-05 01:55:00	ES	Futures	991.66	992.38	991.41	991.41	714.0
2009-10-05 02:00:00	ES	Futures	991.17	992.14	991.17	991.66	585.0
2009-10-05 02:05:00	ES	Futures	991.66	992.87	991.66	992.62	732.0
2009-10-05 02:10:00	ES	Futures	992.62	992.87	992.38	992.62	1048.0
2009-10-05 02:15:00	ES	Futures	992.87	993.35	992.38	993.11	1505.0
2009-10-05 02:20:00	ES	Futures	993.11	993.35	992.87	992.87	619.0
2009-10-05 02:25:00	ES	Futures	992.87	995.05	992.87	994.56	3464.0
2009-10-05 02:30:00	ES	Futures	994.56	995.05	994.08	994.08	1420.0
2009-10-05 02:35:00	ES	Futures	994.08	994.32	993.84	994.08	315.0
2009-10-05 02:40:00	ES	Futures	993.84	994.56	993.84	994.32	295.0
2009-10-05 02:45:00	ES	Futures	994.32	994.32	993.59	993.84	543.0
2009-10-05 02:50:00	ES	Futures	993.59	994.08	993.35	993.35	356.0
2009-10-05 02:55:00	ES	Futures	993.35	993.35	992.62	992.87	663.0
2009-10-05 03:00:00	ES	Futures	992.62	992.87	991.17	992.38	4190.0
2009-10-05 03:05:00	ES	Futures	992.38	992.62	990.2	992.14	5182.0
2009-10-05 03:10:00	ES	Futures	992.14	992.14	991.17	991.66	1918.0
2009-10-05 03:15:00	ES	Futures	991.66	992.62	991.66	991.66	1497.0
2009-10-05 03:20:00	ES	Futures	991.66	993.11	991.41	992.87	1525.0
2009-10-05 03:25:00	ES	Futures	992.87	993.11	991.9	992.62	1257.0
2009-10-05 03:30:00	ES	Futures	992.62	992.87	991.9	992.62	1695.0
2009-10-05 03:35:00	ES	Futures	992.62	992.62	992.14	992.14	761.0
2009-10-05 03:40:00	ES	Futures	992.14	993.11	991.41	993.11	2899.0
2009-10-05 03:45:00	ES	Futures	993.11	994.08	992.87	993.59	2024.0
2009-10-05 03:50:00	ES	Futures	993.35	994.08	993.35	993.84	888.0
2009-10-05 03:55:00	ES	Futures	993.84	994.56	993.84	994.32	984.0
2009-10-05 04:00:00	ES	Futures	994.32	994.8	994.08	994.56	2959.0
2009-10-05 04:05:00	ES	Futures	994.32	995.77	994.32	995.77	3008.0

> showing 50 of 11,657 rows — these rows as CSV

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