PREVIEW / futures_5min / 2009-11-23

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-11-23.parquet
  size:    183 KB
  rows:    11,262

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
2009-11-23 00:00:00	ES	Futures	1059.96	1060.45	1059.96	1060.2	147.0
2009-11-23 00:05:00	ES	Futures	1060.2	1060.45	1060.2	1060.45	112.0
2009-11-23 00:10:00	ES	Futures	1060.2	1060.2	1059.96	1059.96	165.0
2009-11-23 00:15:00	ES	Futures	1059.96	1060.2	1059.96	1060.2	23.0
2009-11-23 00:20:00	ES	Futures	1059.96	1059.96	1059.72	1059.96	106.0
2009-11-23 00:25:00	ES	Futures	1059.72	1059.96	1059.72	1059.72	27.0
2009-11-23 00:30:00	ES	Futures	1059.72	1059.96	1059.24	1059.96	722.0
2009-11-23 00:35:00	ES	Futures	1059.96	1059.96	1059.96	1059.96	137.0
2009-11-23 00:40:00	ES	Futures	1059.96	1060.2	1059.96	1059.96	39.0
2009-11-23 00:45:00	ES	Futures	1060.2	1060.2	1059.96	1059.96	24.0
2009-11-23 00:50:00	ES	Futures	1059.96	1060.2	1059.96	1059.96	78.0
2009-11-23 00:55:00	ES	Futures	1059.96	1059.96	1059.96	1059.96	105.0
2009-11-23 01:00:00	ES	Futures	1059.72	1059.96	1058.99	1059.24	403.0
2009-11-23 01:05:00	ES	Futures	1059.24	1059.24	1058.75	1058.99	174.0
2009-11-23 01:10:00	ES	Futures	1058.99	1059.24	1058.75	1059.24	265.0
2009-11-23 01:15:00	ES	Futures	1058.99	1059.24	1058.75	1058.99	105.0
2009-11-23 01:20:00	ES	Futures	1058.99	1059.48	1058.75	1059.48	198.0
2009-11-23 01:25:00	ES	Futures	1059.48	1059.48	1059.24	1059.24	23.0
2009-11-23 01:30:00	ES	Futures	1059.48	1059.72	1059.24	1059.48	148.0
2009-11-23 01:35:00	ES	Futures	1059.48	1059.72	1059.48	1059.48	45.0
2009-11-23 01:40:00	ES	Futures	1059.72	1059.72	1059.48	1059.48	45.0
2009-11-23 01:45:00	ES	Futures	1059.72	1059.96	1059.48	1059.48	117.0
2009-11-23 01:50:00	ES	Futures	1059.72	1059.96	1059.72	1059.72	181.0
2009-11-23 01:55:00	ES	Futures	1059.72	1059.96	1059.48	1059.72	71.0
2009-11-23 02:00:00	ES	Futures	1059.72	1060.69	1059.72	1060.45	1383.0
2009-11-23 02:05:00	ES	Futures	1060.69	1060.69	1059.96	1060.45	596.0
2009-11-23 02:10:00	ES	Futures	1060.45	1060.69	1060.45	1060.45	325.0
2009-11-23 02:15:00	ES	Futures	1060.45	1061.42	1060.2	1061.42	2434.0
2009-11-23 02:20:00	ES	Futures	1061.42	1062.87	1061.17	1062.38	4256.0
2009-11-23 02:25:00	ES	Futures	1062.38	1062.38	1061.9	1062.38	514.0
2009-11-23 02:30:00	ES	Futures	1062.14	1062.63	1061.9	1062.63	1161.0
2009-11-23 02:35:00	ES	Futures	1062.63	1063.35	1062.38	1063.11	2867.0
2009-11-23 02:40:00	ES	Futures	1063.35	1063.84	1062.87	1063.6	3544.0
2009-11-23 02:45:00	ES	Futures	1063.6	1064.56	1063.35	1064.08	2554.0
2009-11-23 02:50:00	ES	Futures	1064.08	1064.32	1063.6	1063.84	1658.0
2009-11-23 02:55:00	ES	Futures	1063.84	1063.84	1062.87	1062.87	897.0
2009-11-23 03:00:00	ES	Futures	1062.87	1063.84	1062.87	1063.84	1611.0
2009-11-23 03:05:00	ES	Futures	1063.6	1064.81	1063.6	1064.08	5136.0
2009-11-23 03:10:00	ES	Futures	1064.08	1064.56	1064.08	1064.08	1915.0
2009-11-23 03:15:00	ES	Futures	1064.32	1065.29	1064.08	1065.29	2627.0
2009-11-23 03:20:00	ES	Futures	1065.29	1066.02	1065.05	1065.05	4457.0
2009-11-23 03:25:00	ES	Futures	1065.05	1066.26	1065.05	1066.26	3426.0
2009-11-23 03:30:00	ES	Futures	1066.26	1066.26	1065.78	1066.26	2288.0
2009-11-23 03:35:00	ES	Futures	1066.02	1066.5	1065.78	1066.5	2025.0
2009-11-23 03:40:00	ES	Futures	1066.5	1067.71	1066.02	1066.99	4555.0
2009-11-23 03:45:00	ES	Futures	1066.99	1067.47	1066.74	1066.74	2270.0
2009-11-23 03:50:00	ES	Futures	1066.74	1066.74	1066.26	1066.5	1262.0
2009-11-23 03:55:00	ES	Futures	1066.5	1066.74	1066.02	1066.26	1020.0
2009-11-23 04:00:00	ES	Futures	1066.26	1066.99	1066.26	1066.5	1040.0
2009-11-23 04:05:00	ES	Futures	1066.5	1066.74	1066.02	1066.02	452.0

> showing 50 of 11,262 rows — these rows as CSV

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