PREVIEW / futures_5min / 2009-02-03

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-02-03.parquet
  size:    210 KB
  rows:    11,224

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
2009-02-03 00:00:00	ES	Futures	782.71	783.19	782.47	782.71	121.0
2009-02-03 00:05:00	ES	Futures	782.71	783.66	782.71	783.42	90.0
2009-02-03 00:10:00	ES	Futures	783.19	783.42	782.71	783.19	98.0
2009-02-03 00:15:00	ES	Futures	783.19	784.13	782.95	784.13	141.0
2009-02-03 00:20:00	ES	Futures	784.13	784.37	782.71	782.71	237.0
2009-02-03 00:25:00	ES	Futures	782.71	783.19	779.63	781.05	1464.0
2009-02-03 00:30:00	ES	Futures	781.05	781.76	779.87	780.1	803.0
2009-02-03 00:35:00	ES	Futures	779.87	780.34	779.63	779.87	273.0
2009-02-03 00:40:00	ES	Futures	779.87	780.58	779.63	780.1	159.0
2009-02-03 00:45:00	ES	Futures	780.1	780.1	779.63	779.87	78.0
2009-02-03 00:50:00	ES	Futures	779.87	780.1	778.68	778.92	435.0
2009-02-03 00:55:00	ES	Futures	778.92	780.58	778.68	779.87	406.0
2009-02-03 01:00:00	ES	Futures	779.87	780.58	779.15	780.34	222.0
2009-02-03 01:05:00	ES	Futures	780.1	780.1	778.92	778.92	201.0
2009-02-03 01:10:00	ES	Futures	778.92	779.87	778.68	779.15	142.0
2009-02-03 01:15:00	ES	Futures	779.63	780.1	779.15	779.87	80.0
2009-02-03 01:20:00	ES	Futures	780.1	780.1	778.92	779.87	239.0
2009-02-03 01:25:00	ES	Futures	779.87	779.87	779.63	779.63	62.0
2009-02-03 01:30:00	ES	Futures	779.63	779.87	779.15	779.39	64.0
2009-02-03 01:35:00	ES	Futures	779.39	779.87	779.39	779.87	102.0
2009-02-03 01:40:00	ES	Futures	780.1	780.58	779.63	780.1	282.0
2009-02-03 01:45:00	ES	Futures	780.1	780.34	780.1	780.34	35.0
2009-02-03 01:50:00	ES	Futures	780.34	780.81	779.63	780.1	284.0
2009-02-03 01:55:00	ES	Futures	779.87	782.95	779.39	781.05	821.0
2009-02-03 02:00:00	ES	Futures	781.05	781.53	778.44	778.68	975.0
2009-02-03 02:05:00	ES	Futures	778.68	779.87	778.44	779.15	637.0
2009-02-03 02:10:00	ES	Futures	779.39	779.63	778.92	779.63	151.0
2009-02-03 02:15:00	ES	Futures	779.39	781.05	779.39	780.34	387.0
2009-02-03 02:20:00	ES	Futures	780.1	782.24	780.1	781.76	567.0
2009-02-03 02:25:00	ES	Futures	781.76	782.71	781.76	782.47	345.0
2009-02-03 02:30:00	ES	Futures	782.47	782.71	781.29	781.53	466.0
2009-02-03 02:35:00	ES	Futures	781.29	782.0	779.63	779.87	808.0
2009-02-03 02:40:00	ES	Futures	779.87	780.58	779.63	780.1	234.0
2009-02-03 02:45:00	ES	Futures	780.1	780.58	779.63	780.1	272.0
2009-02-03 02:50:00	ES	Futures	780.1	782.24	779.87	782.0	587.0
2009-02-03 02:55:00	ES	Futures	782.0	783.19	781.29	782.0	567.0
2009-02-03 03:00:00	ES	Futures	782.0	782.71	780.1	780.1	1298.0
2009-02-03 03:05:00	ES	Futures	780.1	780.81	779.39	780.34	1134.0
2009-02-03 03:10:00	ES	Futures	780.1	781.05	779.15	780.81	1507.0
2009-02-03 03:15:00	ES	Futures	780.81	782.0	780.81	781.76	982.0
2009-02-03 03:20:00	ES	Futures	781.76	782.95	780.1	780.34	2148.0
2009-02-03 03:25:00	ES	Futures	780.34	781.05	779.63	781.05	1032.0
2009-02-03 03:30:00	ES	Futures	780.81	782.24	780.34	781.76	759.0
2009-02-03 03:35:00	ES	Futures	781.76	783.66	781.76	783.66	1287.0
2009-02-03 03:40:00	ES	Futures	783.66	783.9	783.19	783.66	835.0
2009-02-03 03:45:00	ES	Futures	783.9	784.37	782.0	782.24	1127.0
2009-02-03 03:50:00	ES	Futures	782.24	783.9	782.24	782.47	856.0
2009-02-03 03:55:00	ES	Futures	782.24	782.95	782.24	782.47	397.0
2009-02-03 04:00:00	ES	Futures	782.24	782.47	781.53	782.0	375.0
2009-02-03 04:05:00	ES	Futures	782.0	782.24	781.05	781.29	582.0

> showing 50 of 11,224 rows — these rows as CSV

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