PREVIEW / futures_5min / 2009-02-01

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-02-01.parquet
  size:    41 KB
  rows:    1,805

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
2009-02-01 18:00:00	ES	Futures	781.53	783.9	780.81	783.42	2582.0
2009-02-01 18:05:00	ES	Futures	783.42	783.9	781.76	782.24	1041.0
2009-02-01 18:10:00	ES	Futures	782.24	783.19	782.0	782.71	556.0
2009-02-01 18:15:00	ES	Futures	782.71	783.42	782.47	782.71	394.0
2009-02-01 18:20:00	ES	Futures	782.95	782.95	782.0	782.24	543.0
2009-02-01 18:25:00	ES	Futures	782.47	782.47	782.0	782.0	586.0
2009-02-01 18:30:00	ES	Futures	782.0	782.24	782.0	782.0	98.0
2009-02-01 18:35:00	ES	Futures	782.0	782.24	781.29	781.29	224.0
2009-02-01 18:40:00	ES	Futures	781.53	782.0	781.29	781.76	194.0
2009-02-01 18:45:00	ES	Futures	781.76	781.76	781.05	781.53	143.0
2009-02-01 18:50:00	ES	Futures	781.29	781.76	780.81	781.29	132.0
2009-02-01 18:55:00	ES	Futures	781.53	781.53	781.05	781.05	99.0
2009-02-01 19:00:00	ES	Futures	781.05	781.53	780.81	781.29	156.0
2009-02-01 19:05:00	ES	Futures	781.53	781.76	780.58	780.81	308.0
2009-02-01 19:10:00	ES	Futures	780.81	781.29	780.81	781.05	154.0
2009-02-01 19:15:00	ES	Futures	781.05	781.05	780.58	780.81	232.0
2009-02-01 19:20:00	ES	Futures	780.58	781.76	780.58	781.53	410.0
2009-02-01 19:25:00	ES	Futures	781.53	782.24	781.53	782.24	306.0
2009-02-01 19:30:00	ES	Futures	782.0	782.24	782.0	782.24	156.0
2009-02-01 19:35:00	ES	Futures	782.0	782.24	781.76	781.76	350.0
2009-02-01 19:40:00	ES	Futures	781.76	782.0	781.05	781.53	272.0
2009-02-01 19:45:00	ES	Futures	781.29	781.53	780.58	780.58	157.0
2009-02-01 19:50:00	ES	Futures	780.58	780.81	780.34	780.81	191.0
2009-02-01 19:55:00	ES	Futures	780.81	781.05	780.58	780.58	198.0
2009-02-01 20:00:00	ES	Futures	780.81	780.81	780.34	780.81	196.0
2009-02-01 20:05:00	ES	Futures	780.81	781.05	780.58	780.81	189.0
2009-02-01 20:10:00	ES	Futures	780.81	781.76	780.81	781.29	265.0
2009-02-01 20:15:00	ES	Futures	781.76	782.0	781.53	781.53	139.0
2009-02-01 20:20:00	ES	Futures	781.29	782.24	781.29	782.24	296.0
2009-02-01 20:25:00	ES	Futures	782.24	782.24	781.53	781.53	262.0
2009-02-01 20:30:00	ES	Futures	781.53	782.24	781.53	782.24	278.0
2009-02-01 20:35:00	ES	Futures	782.24	782.71	782.24	782.47	189.0
2009-02-01 20:40:00	ES	Futures	782.47	782.47	782.24	782.47	500.0
2009-02-01 20:45:00	ES	Futures	782.47	782.47	782.24	782.24	401.0
2009-02-01 20:50:00	ES	Futures	782.24	783.19	782.24	782.95	834.0
2009-02-01 20:55:00	ES	Futures	782.95	783.19	782.47	783.19	302.0
2009-02-01 21:00:00	ES	Futures	783.19	783.42	782.95	782.95	260.0
2009-02-01 21:05:00	ES	Futures	782.95	782.95	782.47	782.71	160.0
2009-02-01 21:10:00	ES	Futures	782.95	782.95	782.0	782.24	230.0
2009-02-01 21:15:00	ES	Futures	782.24	782.71	781.76	782.24	177.0
2009-02-01 21:20:00	ES	Futures	782.24	782.71	782.24	782.71	79.0
2009-02-01 21:25:00	ES	Futures	782.71	783.19	782.47	782.95	68.0
2009-02-01 21:30:00	ES	Futures	783.19	783.19	782.47	782.47	159.0
2009-02-01 21:35:00	ES	Futures	782.71	782.71	782.24	782.47	203.0
2009-02-01 21:40:00	ES	Futures	782.24	782.47	781.76	782.47	97.0
2009-02-01 21:45:00	ES	Futures	782.24	782.47	782.0	782.0	39.0
2009-02-01 21:50:00	ES	Futures	782.24	782.24	781.53	781.76	183.0
2009-02-01 21:55:00	ES	Futures	781.76	782.0	781.53	782.0	94.0
2009-02-01 22:00:00	ES	Futures	782.0	782.47	781.76	782.47	86.0
2009-02-01 22:05:00	ES	Futures	782.24	782.47	782.24	782.47	106.0

> showing 50 of 1,805 rows — these rows as CSV

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