PREVIEW / futures_5min / 2009-11-15

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-11-15.parquet
  size:    40 KB
  rows:    1,957

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
2009-11-15 18:00:00	ES	Futures	1058.02	1059.72	1057.06	1059.24	2006.0
2009-11-15 18:05:00	ES	Futures	1059.48	1060.45	1059.24	1059.96	1808.0
2009-11-15 18:10:00	ES	Futures	1059.96	1060.2	1059.72	1059.72	355.0
2009-11-15 18:15:00	ES	Futures	1059.72	1060.2	1059.72	1060.2	267.0
2009-11-15 18:20:00	ES	Futures	1059.96	1060.45	1059.72	1060.45	485.0
2009-11-15 18:25:00	ES	Futures	1060.45	1060.69	1060.2	1060.45	337.0
2009-11-15 18:30:00	ES	Futures	1060.69	1062.63	1060.45	1062.38	2255.0
2009-11-15 18:35:00	ES	Futures	1062.38	1062.63	1061.17	1061.42	845.0
2009-11-15 18:40:00	ES	Futures	1061.17	1062.14	1061.17	1061.9	950.0
2009-11-15 18:45:00	ES	Futures	1061.9	1061.9	1061.42	1061.66	350.0
2009-11-15 18:50:00	ES	Futures	1061.9	1064.32	1061.9	1064.08	2774.0
2009-11-15 18:55:00	ES	Futures	1064.32	1064.32	1063.35	1063.84	1498.0
2009-11-15 19:00:00	ES	Futures	1064.08	1064.08	1063.6	1063.84	720.0
2009-11-15 19:05:00	ES	Futures	1063.84	1063.84	1062.14	1062.14	1588.0
2009-11-15 19:10:00	ES	Futures	1062.38	1062.87	1062.14	1062.87	433.0
2009-11-15 19:15:00	ES	Futures	1062.87	1063.6	1062.87	1062.87	989.0
2009-11-15 19:20:00	ES	Futures	1062.87	1063.11	1062.87	1062.87	317.0
2009-11-15 19:25:00	ES	Futures	1062.63	1062.87	1062.38	1062.38	309.0
2009-11-15 19:30:00	ES	Futures	1062.38	1062.63	1062.14	1062.14	408.0
2009-11-15 19:35:00	ES	Futures	1062.38	1062.38	1062.14	1062.14	565.0
2009-11-15 19:40:00	ES	Futures	1062.14	1062.38	1061.66	1061.9	916.0
2009-11-15 19:45:00	ES	Futures	1061.66	1062.14	1061.42	1061.42	1020.0
2009-11-15 19:50:00	ES	Futures	1061.42	1061.66	1060.93	1061.17	996.0
2009-11-15 19:55:00	ES	Futures	1061.17	1062.38	1061.17	1062.14	1692.0
2009-11-15 20:00:00	ES	Futures	1062.14	1062.14	1061.17	1061.42	577.0
2009-11-15 20:05:00	ES	Futures	1061.42	1061.9	1061.42	1061.9	157.0
2009-11-15 20:10:00	ES	Futures	1061.66	1062.14	1061.42	1062.14	189.0
2009-11-15 20:15:00	ES	Futures	1062.14	1063.11	1062.14	1062.87	897.0
2009-11-15 20:20:00	ES	Futures	1062.87	1062.87	1062.38	1062.38	272.0
2009-11-15 20:25:00	ES	Futures	1062.38	1062.63	1062.38	1062.63	101.0
2009-11-15 20:30:00	ES	Futures	1062.63	1063.84	1062.63	1063.84	1167.0
2009-11-15 20:35:00	ES	Futures	1063.84	1063.84	1063.35	1063.6	677.0
2009-11-15 20:40:00	ES	Futures	1063.35	1063.6	1063.35	1063.6	410.0
2009-11-15 20:45:00	ES	Futures	1063.35	1063.84	1063.35	1063.6	417.0
2009-11-15 20:50:00	ES	Futures	1063.6	1063.6	1063.11	1063.35	347.0
2009-11-15 20:55:00	ES	Futures	1063.35	1063.6	1063.35	1063.35	517.0
2009-11-15 21:00:00	ES	Futures	1063.35	1063.84	1063.35	1063.6	363.0
2009-11-15 21:05:00	ES	Futures	1063.6	1063.84	1063.6	1063.6	117.0
2009-11-15 21:10:00	ES	Futures	1063.6	1064.32	1063.6	1064.08	405.0
2009-11-15 21:15:00	ES	Futures	1064.32	1064.32	1063.6	1063.6	381.0
2009-11-15 21:20:00	ES	Futures	1063.6	1064.08	1063.35	1063.84	346.0
2009-11-15 21:25:00	ES	Futures	1063.84	1064.08	1063.6	1063.84	188.0
2009-11-15 21:30:00	ES	Futures	1063.84	1064.32	1063.84	1064.08	278.0
2009-11-15 21:35:00	ES	Futures	1064.32	1064.32	1063.6	1063.6	159.0
2009-11-15 21:40:00	ES	Futures	1063.6	1064.32	1063.6	1063.84	221.0
2009-11-15 21:45:00	ES	Futures	1063.84	1064.56	1063.84	1064.08	381.0
2009-11-15 21:50:00	ES	Futures	1063.84	1064.32	1063.84	1064.08	369.0
2009-11-15 21:55:00	ES	Futures	1064.32	1064.56	1064.08	1064.32	207.0
2009-11-15 22:00:00	ES	Futures	1064.08	1064.32	1063.84	1064.08	213.0
2009-11-15 22:05:00	ES	Futures	1064.08	1064.32	1063.84	1064.08	258.0

> showing 50 of 1,957 rows — these rows as CSV

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