PREVIEW / futures_5min / 2009-12-17

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-12-17.parquet
  size:    203 KB
  rows:    12,157

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
2009-12-17 00:00:00	ES	Futures	1073.01	1073.26	1073.01	1073.26	64.0
2009-12-17 00:05:00	ES	Futures	1073.01	1073.5	1073.01	1073.5	201.0
2009-12-17 00:10:00	ES	Futures	1073.5	1073.5	1072.77	1072.77	310.0
2009-12-17 00:15:00	ES	Futures	1073.01	1073.26	1072.77	1072.77	379.0
2009-12-17 00:20:00	ES	Futures	1073.01	1073.01	1072.77	1072.77	36.0
2009-12-17 00:25:00	ES	Futures	1073.01	1073.26	1072.04	1072.28	2180.0
2009-12-17 00:30:00	ES	Futures	1072.53	1072.53	1072.04	1072.28	521.0
2009-12-17 00:35:00	ES	Futures	1072.28	1072.53	1072.04	1072.28	285.0
2009-12-17 00:40:00	ES	Futures	1072.28	1072.28	1071.8	1071.8	1026.0
2009-12-17 00:45:00	ES	Futures	1071.8	1071.8	1070.58	1070.83	2434.0
2009-12-17 00:50:00	ES	Futures	1070.83	1071.55	1070.58	1071.31	333.0
2009-12-17 00:55:00	ES	Futures	1071.55	1071.55	1071.07	1071.07	351.0
2009-12-17 01:00:00	ES	Futures	1071.07	1071.07	1070.58	1070.83	313.0
2009-12-17 01:05:00	ES	Futures	1071.07	1071.07	1070.58	1070.83	149.0
2009-12-17 01:10:00	ES	Futures	1071.07	1071.55	1070.83	1071.31	395.0
2009-12-17 01:15:00	ES	Futures	1071.31	1071.55	1071.07	1071.31	308.0
2009-12-17 01:20:00	ES	Futures	1071.31	1071.8	1071.07	1071.8	272.0
2009-12-17 01:25:00	ES	Futures	1071.8	1071.8	1071.31	1071.31	342.0
2009-12-17 01:30:00	ES	Futures	1071.55	1072.28	1071.31	1071.8	576.0
2009-12-17 01:35:00	ES	Futures	1071.8	1072.28	1071.55	1071.8	154.0
2009-12-17 01:40:00	ES	Futures	1071.8	1072.04	1071.55	1071.55	99.0
2009-12-17 01:45:00	ES	Futures	1071.8	1072.04	1071.55	1072.04	128.0
2009-12-17 01:50:00	ES	Futures	1072.04	1072.04	1071.55	1071.55	122.0
2009-12-17 01:55:00	ES	Futures	1071.55	1072.04	1071.31	1071.55	279.0
2009-12-17 02:00:00	ES	Futures	1071.8	1072.04	1071.31	1071.31	858.0
2009-12-17 02:05:00	ES	Futures	1071.31	1071.55	1071.07	1071.55	662.0
2009-12-17 02:10:00	ES	Futures	1071.31	1071.55	1071.31	1071.31	179.0
2009-12-17 02:15:00	ES	Futures	1071.31	1071.8	1071.07	1071.55	641.0
2009-12-17 02:20:00	ES	Futures	1071.31	1071.8	1071.07	1071.31	1235.0
2009-12-17 02:25:00	ES	Futures	1071.31	1071.31	1070.83	1071.07	312.0
2009-12-17 02:30:00	ES	Futures	1071.07	1071.07	1070.58	1070.58	696.0
2009-12-17 02:35:00	ES	Futures	1070.58	1070.58	1069.12	1069.12	4044.0
2009-12-17 02:40:00	ES	Futures	1069.12	1070.1	1069.12	1070.1	2530.0
2009-12-17 02:45:00	ES	Futures	1069.85	1070.83	1069.85	1070.58	1350.0
2009-12-17 02:50:00	ES	Futures	1070.83	1071.31	1070.83	1071.07	1187.0
2009-12-17 02:55:00	ES	Futures	1071.07	1071.55	1071.07	1071.07	661.0
2009-12-17 03:00:00	ES	Futures	1071.31	1072.04	1070.34	1071.8	4536.0
2009-12-17 03:05:00	ES	Futures	1071.8	1072.77	1071.55	1072.53	2612.0
2009-12-17 03:10:00	ES	Futures	1072.53	1072.77	1072.04	1072.28	2557.0
2009-12-17 03:15:00	ES	Futures	1072.28	1072.77	1072.28	1072.77	1412.0
2009-12-17 03:20:00	ES	Futures	1073.01	1073.01	1072.53	1072.77	674.0
2009-12-17 03:25:00	ES	Futures	1072.77	1073.26	1072.53	1073.26	979.0
2009-12-17 03:30:00	ES	Futures	1073.5	1073.99	1072.77	1073.74	2044.0
2009-12-17 03:35:00	ES	Futures	1073.99	1073.99	1073.26	1073.26	1266.0
2009-12-17 03:40:00	ES	Futures	1073.5	1073.5	1072.53	1072.77	1180.0
2009-12-17 03:45:00	ES	Futures	1072.77	1072.77	1072.28	1072.53	1308.0
2009-12-17 03:50:00	ES	Futures	1072.77	1072.77	1072.28	1072.28	629.0
2009-12-17 03:55:00	ES	Futures	1072.28	1073.5	1072.28	1073.26	1848.0
2009-12-17 04:00:00	ES	Futures	1073.5	1073.74	1073.01	1073.26	1624.0
2009-12-17 04:05:00	ES	Futures	1073.26	1073.74	1073.01	1073.5	669.0

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