PREVIEW / futures_5min / 2009-02-02

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-02-02.parquet
  size:    208 KB
  rows:    11,173

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
2009-02-02 00:00:00	ES	Futures	776.78	777.02	776.54	776.78	152.0
2009-02-02 00:05:00	ES	Futures	777.02	777.02	776.31	776.78	151.0
2009-02-02 00:10:00	ES	Futures	776.78	777.26	776.78	777.02	84.0
2009-02-02 00:15:00	ES	Futures	777.02	777.26	777.02	777.02	37.0
2009-02-02 00:20:00	ES	Futures	777.02	777.26	776.78	777.02	75.0
2009-02-02 00:25:00	ES	Futures	777.26	777.97	777.26	777.73	360.0
2009-02-02 00:30:00	ES	Futures	777.73	778.21	777.73	777.73	250.0
2009-02-02 00:35:00	ES	Futures	777.73	777.73	777.26	777.26	128.0
2009-02-02 00:40:00	ES	Futures	777.49	777.73	777.02	777.02	181.0
2009-02-02 00:45:00	ES	Futures	777.02	777.49	776.78	777.49	92.0
2009-02-02 00:50:00	ES	Futures	777.49	777.49	776.54	776.78	96.0
2009-02-02 00:55:00	ES	Futures	776.78	777.97	776.54	777.73	241.0
2009-02-02 01:00:00	ES	Futures	777.97	778.21	777.73	777.97	263.0
2009-02-02 01:05:00	ES	Futures	777.97	778.44	777.97	778.44	83.0
2009-02-02 01:10:00	ES	Futures	778.44	778.44	777.73	778.21	199.0
2009-02-02 01:15:00	ES	Futures	778.44	778.92	778.21	778.68	162.0
2009-02-02 01:20:00	ES	Futures	778.68	778.92	778.68	778.68	47.0
2009-02-02 01:25:00	ES	Futures	778.92	779.15	778.21	778.68	423.0
2009-02-02 01:30:00	ES	Futures	778.44	778.68	778.44	778.68	55.0
2009-02-02 01:35:00	ES	Futures	778.44	778.44	777.49	777.49	301.0
2009-02-02 01:40:00	ES	Futures	777.49	777.49	777.02	777.02	267.0
2009-02-02 01:45:00	ES	Futures	777.02	777.02	775.12	775.83	984.0
2009-02-02 01:50:00	ES	Futures	775.6	775.6	775.36	775.36	104.0
2009-02-02 01:55:00	ES	Futures	775.12	775.6	775.12	775.6	250.0
2009-02-02 02:00:00	ES	Futures	775.83	775.83	772.75	773.22	1551.0
2009-02-02 02:05:00	ES	Futures	773.46	774.41	773.22	773.22	582.0
2009-02-02 02:10:00	ES	Futures	773.22	773.22	772.04	772.04	1141.0
2009-02-02 02:15:00	ES	Futures	772.04	772.51	772.04	772.04	557.0
2009-02-02 02:20:00	ES	Futures	772.28	772.75	772.04	772.51	418.0
2009-02-02 02:25:00	ES	Futures	772.51	772.75	771.09	771.56	678.0
2009-02-02 02:30:00	ES	Futures	771.8	773.22	771.8	772.75	637.0
2009-02-02 02:35:00	ES	Futures	772.75	773.7	772.75	773.46	526.0
2009-02-02 02:40:00	ES	Futures	773.7	774.17	773.46	773.7	432.0
2009-02-02 02:45:00	ES	Futures	773.7	773.94	773.22	773.7	204.0
2009-02-02 02:50:00	ES	Futures	773.46	773.94	773.22	773.94	374.0
2009-02-02 02:55:00	ES	Futures	773.94	774.17	773.22	773.46	478.0
2009-02-02 03:00:00	ES	Futures	773.7	775.36	772.28	772.99	3230.0
2009-02-02 03:05:00	ES	Futures	772.99	774.88	772.51	773.94	1888.0
2009-02-02 03:10:00	ES	Futures	774.41	775.12	772.99	773.94	1284.0
2009-02-02 03:15:00	ES	Futures	773.94	773.94	771.33	772.04	2421.0
2009-02-02 03:20:00	ES	Futures	772.04	773.22	771.09	772.28	3092.0
2009-02-02 03:25:00	ES	Futures	772.51	773.94	771.8	773.46	2562.0
2009-02-02 03:30:00	ES	Futures	773.7	774.17	772.04	774.17	2002.0
2009-02-02 03:35:00	ES	Futures	773.94	774.41	773.46	773.7	799.0
2009-02-02 03:40:00	ES	Futures	773.46	774.65	773.46	774.17	1154.0
2009-02-02 03:45:00	ES	Futures	774.17	775.6	774.17	774.65	1568.0
2009-02-02 03:50:00	ES	Futures	774.65	775.12	772.51	772.75	1023.0
2009-02-02 03:55:00	ES	Futures	772.99	773.22	770.62	770.85	3463.0
2009-02-02 04:00:00	ES	Futures	770.85	771.09	767.77	768.24	7370.0
2009-02-02 04:05:00	ES	Futures	768.24	768.48	767.29	768.01	3880.0

> showing 50 of 11,173 rows — these rows as CSV

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