PREVIEW / futures_5min / 2009-11-03

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-11-03.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
2009-11-03 00:00:00	ES	Futures	1008.61	1008.85	1008.37	1008.37	119.0
2009-11-03 00:05:00	ES	Futures	1008.61	1009.1	1008.37	1008.85	142.0
2009-11-03 00:10:00	ES	Futures	1008.85	1009.1	1008.85	1008.85	71.0
2009-11-03 00:15:00	ES	Futures	1008.85	1009.1	1008.61	1008.85	125.0
2009-11-03 00:20:00	ES	Futures	1008.85	1008.85	1008.37	1008.61	174.0
2009-11-03 00:25:00	ES	Futures	1008.61	1008.61	1008.13	1008.37	255.0
2009-11-03 00:30:00	ES	Futures	1008.37	1008.61	1007.88	1008.37	330.0
2009-11-03 00:35:00	ES	Futures	1008.37	1009.1	1008.37	1008.85	155.0
2009-11-03 00:40:00	ES	Futures	1008.85	1008.85	1008.61	1008.61	32.0
2009-11-03 00:45:00	ES	Futures	1008.85	1008.85	1008.61	1008.61	63.0
2009-11-03 00:50:00	ES	Futures	1008.85	1009.1	1008.61	1008.61	129.0
2009-11-03 00:55:00	ES	Futures	1008.61	1008.85	1008.13	1008.37	221.0
2009-11-03 01:00:00	ES	Futures	1008.37	1008.85	1008.13	1008.37	282.0
2009-11-03 01:05:00	ES	Futures	1008.37	1008.37	1007.88	1008.13	283.0
2009-11-03 01:10:00	ES	Futures	1008.13	1008.37	1007.88	1008.13	164.0
2009-11-03 01:15:00	ES	Futures	1008.13	1008.37	1007.88	1008.13	175.0
2009-11-03 01:20:00	ES	Futures	1008.13	1008.37	1008.13	1008.37	52.0
2009-11-03 01:25:00	ES	Futures	1008.37	1008.85	1008.13	1008.85	177.0
2009-11-03 01:30:00	ES	Futures	1008.85	1009.1	1007.88	1007.88	213.0
2009-11-03 01:35:00	ES	Futures	1007.88	1008.61	1007.88	1008.13	245.0
2009-11-03 01:40:00	ES	Futures	1008.13	1008.13	1007.16	1007.4	625.0
2009-11-03 01:45:00	ES	Futures	1007.64	1008.37	1007.4	1007.88	668.0
2009-11-03 01:50:00	ES	Futures	1007.88	1008.61	1007.88	1008.13	583.0
2009-11-03 01:55:00	ES	Futures	1008.37	1008.37	1007.16	1007.16	394.0
2009-11-03 02:00:00	ES	Futures	1007.4	1007.4	1005.95	1006.19	2135.0
2009-11-03 02:05:00	ES	Futures	1006.43	1006.43	1005.95	1006.43	474.0
2009-11-03 02:10:00	ES	Futures	1006.19	1006.43	1005.22	1005.22	1629.0
2009-11-03 02:15:00	ES	Futures	1005.22	1005.46	1004.74	1005.22	553.0
2009-11-03 02:20:00	ES	Futures	1004.98	1005.22	1004.49	1004.74	1805.0
2009-11-03 02:25:00	ES	Futures	1004.98	1005.95	1004.74	1005.46	897.0
2009-11-03 02:30:00	ES	Futures	1005.7	1005.7	1004.74	1004.74	1359.0
2009-11-03 02:35:00	ES	Futures	1004.74	1004.98	1004.49	1004.49	625.0
2009-11-03 02:40:00	ES	Futures	1004.49	1004.74	1004.01	1004.49	1369.0
2009-11-03 02:45:00	ES	Futures	1004.49	1004.98	1004.25	1004.25	1623.0
2009-11-03 02:50:00	ES	Futures	1004.01	1004.74	1004.01	1004.74	1129.0
2009-11-03 02:55:00	ES	Futures	1004.49	1004.98	1004.49	1004.98	993.0
2009-11-03 03:00:00	ES	Futures	1004.98	1004.98	1003.28	1004.49	4859.0
2009-11-03 03:05:00	ES	Futures	1004.49	1005.22	1003.77	1004.01	5020.0
2009-11-03 03:10:00	ES	Futures	1004.25	1004.25	1003.52	1003.77	2639.0
2009-11-03 03:15:00	ES	Futures	1003.52	1004.01	1003.52	1003.77	2797.0
2009-11-03 03:20:00	ES	Futures	1003.77	1004.01	1001.83	1001.83	4312.0
2009-11-03 03:25:00	ES	Futures	1001.83	1002.31	1000.86	1001.34	5008.0
2009-11-03 03:30:00	ES	Futures	1001.34	1002.07	1000.62	1002.07	3777.0
2009-11-03 03:35:00	ES	Futures	1002.07	1002.8	1001.83	1002.07	2344.0
2009-11-03 03:40:00	ES	Futures	1001.83	1002.07	1000.86	1001.34	3032.0
2009-11-03 03:45:00	ES	Futures	1001.59	1001.83	1000.86	1001.1	1997.0
2009-11-03 03:50:00	ES	Futures	1001.34	1001.59	1000.38	1001.34	3198.0
2009-11-03 03:55:00	ES	Futures	1001.34	1001.59	1000.86	1001.1	2059.0
2009-11-03 04:00:00	ES	Futures	1001.34	1002.56	1001.1	1002.56	3280.0
2009-11-03 04:05:00	ES	Futures	1002.56	1003.04	1002.07	1002.56	1664.0

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

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