PREVIEW / futures_5min / 2009-10-26

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-10-26.parquet
  size:    210 KB
  rows:    11,864

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
2009-10-26 00:00:00	ES	Futures	1044.46	1044.7	1044.22	1044.46	86.0
2009-10-26 00:05:00	ES	Futures	1044.22	1044.46	1043.49	1043.73	572.0
2009-10-26 00:10:00	ES	Futures	1043.49	1044.22	1043.49	1043.98	320.0
2009-10-26 00:15:00	ES	Futures	1043.98	1044.22	1043.73	1043.98	173.0
2009-10-26 00:20:00	ES	Futures	1043.73	1043.98	1043.73	1043.98	35.0
2009-10-26 00:25:00	ES	Futures	1043.98	1044.22	1043.98	1044.22	32.0
2009-10-26 00:30:00	ES	Futures	1043.98	1043.98	1043.73	1043.73	67.0
2009-10-26 00:35:00	ES	Futures	1043.98	1044.22	1043.98	1043.98	32.0
2009-10-26 00:40:00	ES	Futures	1043.98	1043.98	1043.73	1043.98	112.0
2009-10-26 00:45:00	ES	Futures	1044.22	1044.46	1043.98	1044.22	143.0
2009-10-26 00:50:00	ES	Futures	1044.22	1044.22	1043.98	1044.22	11.0
2009-10-26 00:55:00	ES	Futures	1044.22	1044.46	1043.98	1044.22	104.0
2009-10-26 01:00:00	ES	Futures	1043.98	1044.46	1043.73	1044.22	471.0
2009-10-26 01:05:00	ES	Futures	1044.22	1044.7	1043.98	1043.98	368.0
2009-10-26 01:10:00	ES	Futures	1044.22	1044.22	1043.49	1043.73	101.0
2009-10-26 01:15:00	ES	Futures	1043.73	1044.22	1043.49	1043.98	97.0
2009-10-26 01:20:00	ES	Futures	1043.98	1044.22	1043.73	1043.73	48.0
2009-10-26 01:25:00	ES	Futures	1043.73	1044.46	1043.49	1043.98	256.0
2009-10-26 01:30:00	ES	Futures	1043.73	1043.98	1043.49	1043.73	122.0
2009-10-26 01:35:00	ES	Futures	1043.98	1043.98	1043.73	1043.98	19.0
2009-10-26 01:40:00	ES	Futures	1043.98	1044.46	1043.98	1044.46	94.0
2009-10-26 01:45:00	ES	Futures	1044.46	1044.46	1044.22	1044.22	75.0
2009-10-26 01:50:00	ES	Futures	1044.46	1044.94	1044.46	1044.94	106.0
2009-10-26 01:55:00	ES	Futures	1044.7	1045.67	1044.46	1045.43	289.0
2009-10-26 02:00:00	ES	Futures	1045.43	1045.67	1044.94	1045.43	413.0
2009-10-26 02:05:00	ES	Futures	1045.19	1045.43	1044.7	1045.19	316.0
2009-10-26 02:10:00	ES	Futures	1045.19	1045.67	1044.94	1045.67	183.0
2009-10-26 02:15:00	ES	Futures	1045.43	1046.16	1045.43	1045.91	220.0
2009-10-26 02:20:00	ES	Futures	1045.91	1046.16	1045.43	1046.16	408.0
2009-10-26 02:25:00	ES	Futures	1045.91	1046.16	1045.91	1045.91	334.0
2009-10-26 02:30:00	ES	Futures	1046.16	1046.16	1045.91	1046.16	177.0
2009-10-26 02:35:00	ES	Futures	1046.4	1046.88	1046.16	1046.64	476.0
2009-10-26 02:40:00	ES	Futures	1046.64	1046.88	1046.64	1046.64	69.0
2009-10-26 02:45:00	ES	Futures	1046.64	1046.88	1045.91	1046.16	324.0
2009-10-26 02:50:00	ES	Futures	1046.16	1046.4	1045.91	1046.4	113.0
2009-10-26 02:55:00	ES	Futures	1046.4	1046.88	1046.16	1046.64	395.0
2009-10-26 03:00:00	ES	Futures	1046.64	1047.12	1046.16	1046.88	964.0
2009-10-26 03:05:00	ES	Futures	1046.64	1047.12	1046.4	1046.64	623.0
2009-10-26 03:10:00	ES	Futures	1046.88	1046.88	1046.4	1046.4	337.0
2009-10-26 03:15:00	ES	Futures	1046.64	1046.64	1046.4	1046.4	273.0
2009-10-26 03:20:00	ES	Futures	1046.4	1046.4	1045.91	1045.91	271.0
2009-10-26 03:25:00	ES	Futures	1046.16	1046.16	1045.67	1045.91	459.0
2009-10-26 03:30:00	ES	Futures	1046.16	1046.16	1045.19	1045.43	830.0
2009-10-26 03:35:00	ES	Futures	1045.43	1045.43	1044.7	1044.94	636.0
2009-10-26 03:40:00	ES	Futures	1045.19	1045.91	1045.19	1045.19	648.0
2009-10-26 03:45:00	ES	Futures	1045.19	1046.4	1045.19	1046.4	1300.0
2009-10-26 03:50:00	ES	Futures	1046.4	1047.12	1046.4	1046.88	932.0
2009-10-26 03:55:00	ES	Futures	1047.12	1047.85	1046.88	1047.85	1852.0
2009-10-26 04:00:00	ES	Futures	1047.85	1049.06	1047.61	1048.09	4283.0
2009-10-26 04:05:00	ES	Futures	1048.09	1049.06	1048.09	1048.34	1687.0

> showing 50 of 11,864 rows — these rows as CSV

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