PREVIEW / futures_5min / 2009-12-01

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-12-01.parquet
  size:    201 KB
  rows:    12,188

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
2009-12-01 00:00:00	ES	Futures	1061.9	1061.9	1061.42	1061.42	80.0
2009-12-01 00:05:00	ES	Futures	1061.42	1061.42	1060.45	1060.69	711.0
2009-12-01 00:10:00	ES	Futures	1060.69	1061.17	1059.96	1060.2	662.0
2009-12-01 00:15:00	ES	Futures	1060.2	1060.45	1059.96	1060.2	326.0
2009-12-01 00:20:00	ES	Futures	1060.2	1060.93	1060.2	1060.45	104.0
2009-12-01 00:25:00	ES	Futures	1060.45	1060.93	1060.45	1060.69	356.0
2009-12-01 00:30:00	ES	Futures	1060.69	1060.93	1060.45	1060.93	131.0
2009-12-01 00:35:00	ES	Futures	1060.69	1061.9	1060.69	1061.66	506.0
2009-12-01 00:40:00	ES	Futures	1061.66	1062.38	1061.66	1062.14	612.0
2009-12-01 00:45:00	ES	Futures	1062.14	1062.38	1061.9	1062.38	369.0
2009-12-01 00:50:00	ES	Futures	1062.38	1062.38	1062.14	1062.14	238.0
2009-12-01 00:55:00	ES	Futures	1062.14	1062.38	1062.14	1062.14	169.0
2009-12-01 01:00:00	ES	Futures	1062.38	1062.38	1061.66	1061.66	317.0
2009-12-01 01:05:00	ES	Futures	1061.66	1061.66	1061.17	1061.42	435.0
2009-12-01 01:10:00	ES	Futures	1061.66	1062.14	1061.42	1061.9	110.0
2009-12-01 01:15:00	ES	Futures	1061.9	1062.14	1061.9	1061.9	37.0
2009-12-01 01:20:00	ES	Futures	1061.9	1062.38	1061.9	1062.38	211.0
2009-12-01 01:25:00	ES	Futures	1062.14	1062.14	1061.66	1061.66	269.0
2009-12-01 01:30:00	ES	Futures	1061.9	1062.38	1061.66	1062.14	466.0
2009-12-01 01:35:00	ES	Futures	1061.9	1062.14	1061.66	1062.14	353.0
2009-12-01 01:40:00	ES	Futures	1062.14	1062.38	1061.17	1061.17	553.0
2009-12-01 01:45:00	ES	Futures	1061.17	1061.17	1059.96	1060.93	1777.0
2009-12-01 01:50:00	ES	Futures	1061.17	1061.17	1060.69	1061.17	179.0
2009-12-01 01:55:00	ES	Futures	1060.93	1061.9	1060.93	1061.66	525.0
2009-12-01 02:00:00	ES	Futures	1061.66	1062.63	1061.42	1062.38	2293.0
2009-12-01 02:05:00	ES	Futures	1062.38	1063.11	1062.38	1063.11	2065.0
2009-12-01 02:10:00	ES	Futures	1062.87	1063.35	1062.87	1063.11	603.0
2009-12-01 02:15:00	ES	Futures	1062.87	1063.35	1062.87	1063.11	824.0
2009-12-01 02:20:00	ES	Futures	1063.11	1063.84	1063.11	1063.11	1287.0
2009-12-01 02:25:00	ES	Futures	1063.11	1063.35	1063.11	1063.35	620.0
2009-12-01 02:30:00	ES	Futures	1063.6	1063.6	1062.87	1063.11	1626.0
2009-12-01 02:35:00	ES	Futures	1063.11	1063.35	1062.87	1062.87	1584.0
2009-12-01 02:40:00	ES	Futures	1063.11	1063.11	1062.38	1062.38	1169.0
2009-12-01 02:45:00	ES	Futures	1062.63	1062.63	1061.9	1062.14	997.0
2009-12-01 02:50:00	ES	Futures	1062.14	1062.87	1062.14	1062.14	1240.0
2009-12-01 02:55:00	ES	Futures	1062.14	1062.63	1061.9	1061.9	732.0
2009-12-01 03:00:00	ES	Futures	1062.14	1064.81	1061.9	1064.56	7554.0
2009-12-01 03:05:00	ES	Futures	1064.56	1066.5	1064.32	1065.53	6979.0
2009-12-01 03:10:00	ES	Futures	1065.53	1066.26	1065.05	1065.78	3300.0
2009-12-01 03:15:00	ES	Futures	1066.02	1068.2	1066.02	1066.26	8662.0
2009-12-01 03:20:00	ES	Futures	1066.02	1066.99	1066.02	1066.02	2592.0
2009-12-01 03:25:00	ES	Futures	1066.26	1066.74	1065.78	1066.74	2672.0
2009-12-01 03:30:00	ES	Futures	1066.5	1067.47	1066.02	1067.23	3045.0
2009-12-01 03:35:00	ES	Futures	1067.23	1067.96	1066.99	1067.71	4038.0
2009-12-01 03:40:00	ES	Futures	1067.71	1068.2	1067.23	1067.96	2819.0
2009-12-01 03:45:00	ES	Futures	1067.96	1068.68	1067.47	1068.2	2817.0
2009-12-01 03:50:00	ES	Futures	1068.2	1068.68	1067.71	1067.71	3883.0
2009-12-01 03:55:00	ES	Futures	1067.71	1068.92	1067.71	1068.44	4314.0
2009-12-01 04:00:00	ES	Futures	1068.44	1069.41	1068.44	1068.44	3393.0
2009-12-01 04:05:00	ES	Futures	1068.44	1068.68	1067.96	1068.68	1127.0

> showing 50 of 12,188 rows — these rows as CSV

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