PREVIEW / futures_5min / 2009-10-28

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-10-28.parquet
  size:    224 KB
  rows:    12,316

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
2009-10-28 00:00:00	ES	Futures	1027.02	1027.26	1026.78	1027.26	122.0
2009-10-28 00:05:00	ES	Futures	1027.02	1027.26	1027.02	1027.26	40.0
2009-10-28 00:10:00	ES	Futures	1027.26	1027.26	1026.54	1026.78	349.0
2009-10-28 00:15:00	ES	Futures	1026.54	1026.78	1026.29	1026.54	304.0
2009-10-28 00:20:00	ES	Futures	1026.54	1026.78	1026.29	1026.78	213.0
2009-10-28 00:25:00	ES	Futures	1026.78	1026.78	1025.81	1025.81	561.0
2009-10-28 00:30:00	ES	Futures	1026.05	1026.05	1025.57	1026.05	452.0
2009-10-28 00:35:00	ES	Futures	1026.05	1026.29	1025.81	1025.81	346.0
2009-10-28 00:40:00	ES	Futures	1025.81	1026.05	1025.57	1026.05	173.0
2009-10-28 00:45:00	ES	Futures	1026.05	1026.54	1025.81	1026.29	235.0
2009-10-28 00:50:00	ES	Futures	1026.29	1026.29	1026.05	1026.05	71.0
2009-10-28 00:55:00	ES	Futures	1026.05	1026.29	1025.81	1026.05	250.0
2009-10-28 01:00:00	ES	Futures	1026.05	1026.05	1025.57	1025.81	499.0
2009-10-28 01:05:00	ES	Futures	1025.81	1025.81	1025.32	1025.57	631.0
2009-10-28 01:10:00	ES	Futures	1025.57	1026.05	1025.32	1025.81	535.0
2009-10-28 01:15:00	ES	Futures	1025.81	1025.81	1025.57	1025.81	166.0
2009-10-28 01:20:00	ES	Futures	1025.81	1026.05	1025.81	1025.81	288.0
2009-10-28 01:25:00	ES	Futures	1026.05	1026.29	1025.81	1025.81	383.0
2009-10-28 01:30:00	ES	Futures	1025.81	1026.05	1025.57	1026.05	362.0
2009-10-28 01:35:00	ES	Futures	1026.05	1026.29	1026.05	1026.05	81.0
2009-10-28 01:40:00	ES	Futures	1026.05	1026.54	1026.05	1026.54	299.0
2009-10-28 01:45:00	ES	Futures	1026.29	1026.54	1026.29	1026.29	88.0
2009-10-28 01:50:00	ES	Futures	1026.29	1026.54	1026.29	1026.29	159.0
2009-10-28 01:55:00	ES	Futures	1026.29	1026.78	1025.81	1026.05	303.0
2009-10-28 02:00:00	ES	Futures	1026.05	1026.54	1025.81	1026.05	247.0
2009-10-28 02:05:00	ES	Futures	1026.29	1026.78	1026.05	1026.54	735.0
2009-10-28 02:10:00	ES	Futures	1026.54	1026.78	1026.29	1026.54	323.0
2009-10-28 02:15:00	ES	Futures	1026.54	1026.54	1025.81	1026.05	229.0
2009-10-28 02:20:00	ES	Futures	1026.29	1026.54	1026.05	1026.54	111.0
2009-10-28 02:25:00	ES	Futures	1026.54	1026.54	1026.29	1026.54	135.0
2009-10-28 02:30:00	ES	Futures	1026.54	1026.78	1026.54	1026.78	157.0
2009-10-28 02:35:00	ES	Futures	1026.78	1027.26	1026.54	1027.26	573.0
2009-10-28 02:40:00	ES	Futures	1027.26	1027.5	1027.02	1027.26	521.0
2009-10-28 02:45:00	ES	Futures	1027.02	1027.5	1027.02	1027.5	365.0
2009-10-28 02:50:00	ES	Futures	1027.26	1027.99	1027.26	1027.99	450.0
2009-10-28 02:55:00	ES	Futures	1027.99	1028.23	1027.75	1028.23	619.0
2009-10-28 03:00:00	ES	Futures	1028.23	1028.96	1027.99	1028.47	1836.0
2009-10-28 03:05:00	ES	Futures	1028.47	1028.72	1027.75	1027.75	729.0
2009-10-28 03:10:00	ES	Futures	1027.75	1027.99	1027.5	1027.5	329.0
2009-10-28 03:15:00	ES	Futures	1027.5	1027.99	1027.5	1027.99	411.0
2009-10-28 03:20:00	ES	Futures	1027.99	1027.99	1027.5	1027.99	162.0
2009-10-28 03:25:00	ES	Futures	1027.75	1028.23	1027.5	1027.75	478.0
2009-10-28 03:30:00	ES	Futures	1027.75	1027.99	1026.78	1027.26	776.0
2009-10-28 03:35:00	ES	Futures	1027.26	1027.5	1027.02	1027.26	718.0
2009-10-28 03:40:00	ES	Futures	1027.26	1027.99	1027.26	1027.75	579.0
2009-10-28 03:45:00	ES	Futures	1027.75	1027.99	1027.5	1027.99	492.0
2009-10-28 03:50:00	ES	Futures	1027.75	1028.47	1027.75	1027.99	1011.0
2009-10-28 03:55:00	ES	Futures	1027.99	1028.47	1027.99	1028.23	1053.0
2009-10-28 04:00:00	ES	Futures	1027.99	1028.47	1026.05	1026.78	4025.0
2009-10-28 04:05:00	ES	Futures	1026.54	1027.02	1025.81	1025.81	3287.0

> showing 50 of 12,316 rows — these rows as CSV

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