PREVIEW / futures_5min / 2009-10-29

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-10-29.parquet
  size:    221 KB
  rows:    12,240

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
2009-10-29 00:00:00	ES	Futures	1007.64	1007.88	1007.4	1007.64	220.0
2009-10-29 00:05:00	ES	Futures	1007.64	1008.13	1007.64	1008.13	286.0
2009-10-29 00:10:00	ES	Futures	1008.13	1008.13	1007.88	1008.13	104.0
2009-10-29 00:15:00	ES	Futures	1008.13	1008.37	1007.88	1007.88	155.0
2009-10-29 00:20:00	ES	Futures	1008.13	1008.61	1008.13	1008.37	494.0
2009-10-29 00:25:00	ES	Futures	1008.13	1008.37	1007.88	1008.13	182.0
2009-10-29 00:30:00	ES	Futures	1008.13	1008.61	1008.13	1008.37	217.0
2009-10-29 00:35:00	ES	Futures	1008.61	1008.61	1008.37	1008.37	328.0
2009-10-29 00:40:00	ES	Futures	1008.61	1008.61	1008.37	1008.61	174.0
2009-10-29 00:45:00	ES	Futures	1008.61	1008.85	1008.61	1008.85	354.0
2009-10-29 00:50:00	ES	Futures	1008.85	1009.1	1008.61	1008.85	318.0
2009-10-29 00:55:00	ES	Futures	1008.85	1009.1	1008.61	1008.85	176.0
2009-10-29 01:00:00	ES	Futures	1008.85	1008.85	1008.61	1008.85	274.0
2009-10-29 01:05:00	ES	Futures	1008.61	1009.34	1008.61	1009.1	505.0
2009-10-29 01:10:00	ES	Futures	1009.34	1009.34	1008.85	1009.34	362.0
2009-10-29 01:15:00	ES	Futures	1009.1	1009.34	1008.85	1008.85	351.0
2009-10-29 01:20:00	ES	Futures	1009.1	1009.34	1008.85	1009.34	304.0
2009-10-29 01:25:00	ES	Futures	1009.34	1009.34	1008.85	1009.1	631.0
2009-10-29 01:30:00	ES	Futures	1009.1	1009.34	1008.37	1008.61	561.0
2009-10-29 01:35:00	ES	Futures	1008.61	1008.85	1007.88	1008.37	385.0
2009-10-29 01:40:00	ES	Futures	1008.37	1008.61	1008.13	1008.37	124.0
2009-10-29 01:45:00	ES	Futures	1008.13	1008.37	1008.13	1008.13	60.0
2009-10-29 01:50:00	ES	Futures	1008.13	1008.37	1008.13	1008.37	51.0
2009-10-29 01:55:00	ES	Futures	1008.61	1008.61	1008.13	1008.37	66.0
2009-10-29 02:00:00	ES	Futures	1008.13	1008.37	1007.4	1007.64	486.0
2009-10-29 02:05:00	ES	Futures	1007.4	1007.4	1006.43	1006.92	790.0
2009-10-29 02:10:00	ES	Futures	1006.92	1007.16	1006.67	1006.92	548.0
2009-10-29 02:15:00	ES	Futures	1006.92	1007.4	1006.67	1007.4	431.0
2009-10-29 02:20:00	ES	Futures	1007.16	1007.4	1006.92	1007.16	198.0
2009-10-29 02:25:00	ES	Futures	1007.16	1007.4	1006.92	1007.16	305.0
2009-10-29 02:30:00	ES	Futures	1007.16	1007.16	1006.92	1006.92	288.0
2009-10-29 02:35:00	ES	Futures	1007.16	1007.16	1006.92	1007.16	72.0
2009-10-29 02:40:00	ES	Futures	1007.16	1007.16	1006.43	1006.92	200.0
2009-10-29 02:45:00	ES	Futures	1006.67	1007.16	1006.67	1006.92	153.0
2009-10-29 02:50:00	ES	Futures	1007.16	1007.88	1006.92	1007.4	625.0
2009-10-29 02:55:00	ES	Futures	1007.4	1007.88	1007.4	1007.88	340.0
2009-10-29 03:00:00	ES	Futures	1007.64	1008.85	1007.64	1008.85	1544.0
2009-10-29 03:05:00	ES	Futures	1008.85	1008.85	1008.37	1008.61	937.0
2009-10-29 03:10:00	ES	Futures	1008.61	1009.1	1008.37	1009.1	1466.0
2009-10-29 03:15:00	ES	Futures	1009.1	1009.34	1008.85	1008.85	990.0
2009-10-29 03:20:00	ES	Futures	1008.85	1009.1	1008.13	1008.13	865.0
2009-10-29 03:25:00	ES	Futures	1008.13	1008.61	1008.13	1008.37	480.0
2009-10-29 03:30:00	ES	Futures	1008.37	1009.1	1008.13	1008.85	1567.0
2009-10-29 03:35:00	ES	Futures	1008.85	1009.34	1008.85	1009.34	1120.0
2009-10-29 03:40:00	ES	Futures	1009.58	1010.31	1009.34	1010.06	3272.0
2009-10-29 03:45:00	ES	Futures	1010.31	1010.31	1009.82	1009.82	1123.0
2009-10-29 03:50:00	ES	Futures	1009.82	1011.03	1009.58	1010.79	2771.0
2009-10-29 03:55:00	ES	Futures	1010.79	1011.03	1010.31	1010.31	1771.0
2009-10-29 04:00:00	ES	Futures	1010.06	1010.79	1008.61	1008.85	5991.0
2009-10-29 04:05:00	ES	Futures	1008.85	1009.34	1008.37	1009.1	3253.0

> showing 50 of 12,240 rows — these rows as CSV

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