PREVIEW / futures_5min / 2009-10-25

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-10-25.parquet
  size:    41 KB
  rows:    1,844

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
2009-10-25 18:00:00	ES	Futures	1043.01	1043.01	1041.55	1041.55	1708.0
2009-10-25 18:05:00	ES	Futures	1041.55	1042.04	1041.55	1041.8	397.0
2009-10-25 18:10:00	ES	Futures	1042.04	1042.52	1042.04	1042.52	298.0
2009-10-25 18:15:00	ES	Futures	1042.28	1044.22	1042.28	1043.98	938.0
2009-10-25 18:20:00	ES	Futures	1043.98	1045.91	1043.98	1045.19	1201.0
2009-10-25 18:25:00	ES	Futures	1045.19	1045.19	1044.46	1044.46	288.0
2009-10-25 18:30:00	ES	Futures	1044.46	1044.46	1043.73	1043.98	225.0
2009-10-25 18:35:00	ES	Futures	1043.98	1044.22	1043.73	1043.73	82.0
2009-10-25 18:40:00	ES	Futures	1043.98	1044.22	1043.98	1043.98	66.0
2009-10-25 18:45:00	ES	Futures	1044.22	1044.22	1043.98	1044.22	114.0
2009-10-25 18:50:00	ES	Futures	1043.98	1044.7	1043.73	1044.7	511.0
2009-10-25 18:55:00	ES	Futures	1044.46	1044.46	1044.46	1044.46	64.0
2009-10-25 19:00:00	ES	Futures	1044.22	1044.46	1043.98	1044.22	42.0
2009-10-25 19:05:00	ES	Futures	1044.22	1044.22	1043.49	1043.49	166.0
2009-10-25 19:10:00	ES	Futures	1043.49	1043.98	1043.49	1043.98	206.0
2009-10-25 19:15:00	ES	Futures	1043.98	1044.46	1043.73	1044.22	243.0
2009-10-25 19:20:00	ES	Futures	1043.98	1044.22	1043.73	1043.73	135.0
2009-10-25 19:25:00	ES	Futures	1044.22	1044.22	1043.49	1043.49	333.0
2009-10-25 19:30:00	ES	Futures	1043.25	1043.73	1043.25	1043.73	199.0
2009-10-25 19:35:00	ES	Futures	1043.73	1043.73	1042.76	1042.76	1025.0
2009-10-25 19:40:00	ES	Futures	1042.76	1043.01	1042.28	1042.52	502.0
2009-10-25 19:45:00	ES	Futures	1042.28	1042.76	1042.28	1042.52	264.0
2009-10-25 19:50:00	ES	Futures	1042.52	1043.01	1042.52	1043.01	385.0
2009-10-25 19:55:00	ES	Futures	1043.01	1043.25	1042.28	1042.52	787.0
2009-10-25 20:00:00	ES	Futures	1042.28	1043.25	1042.28	1043.01	1156.0
2009-10-25 20:05:00	ES	Futures	1043.01	1043.25	1042.76	1043.01	294.0
2009-10-25 20:10:00	ES	Futures	1042.76	1043.01	1042.28	1042.52	405.0
2009-10-25 20:15:00	ES	Futures	1042.28	1042.52	1042.28	1042.28	263.0
2009-10-25 20:20:00	ES	Futures	1042.28	1042.76	1042.28	1042.52	188.0
2009-10-25 20:25:00	ES	Futures	1042.52	1042.76	1042.28	1042.52	561.0
2009-10-25 20:30:00	ES	Futures	1042.52	1043.01	1042.28	1043.01	514.0
2009-10-25 20:35:00	ES	Futures	1043.01	1043.49	1042.76	1043.25	341.0
2009-10-25 20:40:00	ES	Futures	1043.49	1044.46	1043.25	1043.98	596.0
2009-10-25 20:45:00	ES	Futures	1044.22	1045.19	1044.22	1044.7	882.0
2009-10-25 20:50:00	ES	Futures	1044.7	1045.67	1044.7	1045.43	880.0
2009-10-25 20:55:00	ES	Futures	1045.19	1045.43	1044.46	1044.7	305.0
2009-10-25 21:00:00	ES	Futures	1044.46	1045.19	1044.22	1044.94	430.0
2009-10-25 21:05:00	ES	Futures	1045.19	1045.43	1044.46	1045.43	674.0
2009-10-25 21:10:00	ES	Futures	1045.19	1045.91	1045.19	1045.43	423.0
2009-10-25 21:15:00	ES	Futures	1045.43	1046.4	1045.43	1046.16	597.0
2009-10-25 21:20:00	ES	Futures	1046.16	1046.16	1044.94	1045.19	736.0
2009-10-25 21:25:00	ES	Futures	1044.94	1045.43	1044.7	1045.19	311.0
2009-10-25 21:30:00	ES	Futures	1045.19	1045.67	1044.7	1044.94	745.0
2009-10-25 21:35:00	ES	Futures	1045.19	1045.19	1044.7	1044.94	745.0
2009-10-25 21:40:00	ES	Futures	1044.94	1045.91	1044.7	1045.43	1033.0
2009-10-25 21:45:00	ES	Futures	1045.19	1045.43	1044.94	1045.19	287.0
2009-10-25 21:50:00	ES	Futures	1045.43	1045.43	1045.19	1045.19	80.0
2009-10-25 21:55:00	ES	Futures	1045.19	1045.43	1045.19	1045.43	155.0
2009-10-25 22:00:00	ES	Futures	1045.43	1045.67	1045.19	1045.19	391.0
2009-10-25 22:05:00	ES	Futures	1045.19	1045.91	1045.19	1045.67	938.0

> showing 50 of 1,844 rows — these rows as CSV

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