PREVIEW / futures_5min / 2009-11-26

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-11-26.parquet
  size:    157 KB
  rows:    8,372

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
2009-11-26 00:00:00	ES	Futures	1071.1	1071.1	1070.86	1070.86	54.0
2009-11-26 00:05:00	ES	Futures	1070.86	1071.1	1070.86	1071.1	9.0
2009-11-26 00:10:00	ES	Futures	1071.35	1071.35	1070.14	1070.14	635.0
2009-11-26 00:15:00	ES	Futures	1070.14	1070.62	1069.89	1070.62	156.0
2009-11-26 00:20:00	ES	Futures	1070.38	1070.38	1069.89	1069.89	191.0
2009-11-26 00:25:00	ES	Futures	1070.14	1070.62	1070.14	1070.38	121.0
2009-11-26 00:30:00	ES	Futures	1070.62	1070.86	1070.38	1070.86	38.0
2009-11-26 00:35:00	ES	Futures	1070.62	1070.86	1070.62	1070.86	14.0
2009-11-26 00:40:00	ES	Futures	1070.62	1070.62	1069.65	1069.65	785.0
2009-11-26 00:45:00	ES	Futures	1069.89	1069.89	1069.65	1069.89	245.0
2009-11-26 00:50:00	ES	Futures	1069.89	1070.14	1069.89	1070.14	147.0
2009-11-26 00:55:00	ES	Futures	1070.14	1070.14	1069.41	1069.65	1062.0
2009-11-26 01:00:00	ES	Futures	1069.65	1069.89	1069.65	1069.89	176.0
2009-11-26 01:05:00	ES	Futures	1070.14	1070.14	1069.65	1069.89	349.0
2009-11-26 01:10:00	ES	Futures	1069.65	1069.89	1069.65	1069.89	52.0
2009-11-26 01:15:00	ES	Futures	1070.14	1070.14	1069.41	1069.65	81.0
2009-11-26 01:20:00	ES	Futures	1069.65	1069.89	1069.41	1069.89	106.0
2009-11-26 01:25:00	ES	Futures	1069.89	1070.14	1069.89	1070.14	105.0
2009-11-26 01:30:00	ES	Futures	1070.14	1070.62	1069.65	1070.38	247.0
2009-11-26 01:35:00	ES	Futures	1070.62	1070.62	1070.14	1070.38	434.0
2009-11-26 01:40:00	ES	Futures	1070.38	1070.38	1069.65	1069.65	372.0
2009-11-26 01:45:00	ES	Futures	1069.65	1069.65	1069.17	1069.41	519.0
2009-11-26 01:50:00	ES	Futures	1069.41	1069.65	1069.17	1069.41	270.0
2009-11-26 01:55:00	ES	Futures	1069.41	1069.89	1069.41	1069.89	585.0
2009-11-26 02:00:00	ES	Futures	1069.89	1070.14	1069.41	1069.89	753.0
2009-11-26 02:05:00	ES	Futures	1069.65	1069.65	1069.17	1069.17	234.0
2009-11-26 02:10:00	ES	Futures	1069.17	1069.41	1068.44	1068.44	2225.0
2009-11-26 02:15:00	ES	Futures	1068.44	1068.44	1067.47	1068.2	1851.0
2009-11-26 02:20:00	ES	Futures	1068.2	1068.44	1066.99	1068.2	1480.0
2009-11-26 02:25:00	ES	Futures	1068.2	1068.68	1068.2	1068.2	451.0
2009-11-26 02:30:00	ES	Futures	1068.2	1068.68	1068.2	1068.68	589.0
2009-11-26 02:35:00	ES	Futures	1068.68	1069.17	1068.44	1068.92	499.0
2009-11-26 02:40:00	ES	Futures	1069.17	1069.41	1068.68	1069.17	554.0
2009-11-26 02:45:00	ES	Futures	1069.17	1069.17	1068.68	1068.92	413.0
2009-11-26 02:50:00	ES	Futures	1068.68	1069.41	1068.68	1068.92	385.0
2009-11-26 02:55:00	ES	Futures	1068.92	1068.92	1068.44	1068.68	801.0
2009-11-26 03:00:00	ES	Futures	1068.92	1069.17	1067.47	1067.71	2910.0
2009-11-26 03:05:00	ES	Futures	1067.71	1068.44	1067.47	1068.2	1541.0
2009-11-26 03:10:00	ES	Futures	1067.96	1068.44	1066.26	1066.74	5211.0
2009-11-26 03:15:00	ES	Futures	1066.74	1067.47	1066.26	1066.74	1704.0
2009-11-26 03:20:00	ES	Futures	1066.5	1066.99	1066.02	1066.99	1597.0
2009-11-26 03:25:00	ES	Futures	1066.74	1066.99	1065.05	1065.78	6750.0
2009-11-26 03:30:00	ES	Futures	1065.78	1066.02	1063.35	1063.6	6744.0
2009-11-26 03:35:00	ES	Futures	1063.6	1064.08	1062.87	1063.11	3568.0
2009-11-26 03:40:00	ES	Futures	1063.35	1064.56	1063.11	1064.56	3131.0
2009-11-26 03:45:00	ES	Futures	1064.56	1065.29	1064.56	1064.81	2792.0
2009-11-26 03:50:00	ES	Futures	1064.81	1065.05	1064.32	1064.32	1210.0
2009-11-26 03:55:00	ES	Futures	1064.32	1064.56	1063.35	1063.6	1364.0
2009-11-26 04:00:00	ES	Futures	1063.35	1063.84	1062.87	1063.11	2632.0
2009-11-26 04:05:00	ES	Futures	1063.11	1063.6	1061.17	1061.42	6996.0

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