PREVIEW / futures_5min / 2009-02-04

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-02-04.parquet
  size:    199 KB
  rows:    10,842

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
2009-02-04 00:00:00	ES	Futures	792.67	793.15	792.44	792.67	341.0
2009-02-04 00:05:00	ES	Futures	792.67	792.67	792.2	792.2	57.0
2009-02-04 00:10:00	ES	Futures	792.2	792.44	791.72	792.2	109.0
2009-02-04 00:15:00	ES	Futures	792.2	792.2	791.49	791.72	92.0
2009-02-04 00:20:00	ES	Futures	791.96	792.2	791.49	791.49	84.0
2009-02-04 00:25:00	ES	Futures	791.49	791.96	791.49	791.72	65.0
2009-02-04 00:30:00	ES	Futures	791.49	791.49	790.78	791.01	142.0
2009-02-04 00:35:00	ES	Futures	791.01	791.25	791.01	791.25	51.0
2009-02-04 00:40:00	ES	Futures	791.01	791.96	791.01	791.72	133.0
2009-02-04 00:45:00	ES	Futures	791.96	792.2	791.49	791.96	162.0
2009-02-04 00:50:00	ES	Futures	791.96	792.2	791.72	791.72	85.0
2009-02-04 00:55:00	ES	Futures	791.72	791.72	791.25	791.49	144.0
2009-02-04 01:00:00	ES	Futures	791.49	791.49	790.78	790.78	266.0
2009-02-04 01:05:00	ES	Futures	791.01	791.01	790.06	790.54	154.0
2009-02-04 01:10:00	ES	Futures	790.3	790.78	790.3	790.78	46.0
2009-02-04 01:15:00	ES	Futures	790.54	790.78	790.54	790.54	35.0
2009-02-04 01:20:00	ES	Futures	790.3	791.01	790.06	791.01	113.0
2009-02-04 01:25:00	ES	Futures	791.01	791.25	791.01	791.01	41.0
2009-02-04 01:30:00	ES	Futures	790.78	791.25	790.78	791.25	27.0
2009-02-04 01:35:00	ES	Futures	791.01	791.96	791.01	791.49	203.0
2009-02-04 01:40:00	ES	Futures	791.49	792.44	791.25	791.96	273.0
2009-02-04 01:45:00	ES	Futures	791.96	791.96	791.25	791.49	73.0
2009-02-04 01:50:00	ES	Futures	791.49	791.72	791.25	791.25	39.0
2009-02-04 01:55:00	ES	Futures	791.25	791.25	790.54	790.78	248.0
2009-02-04 02:00:00	ES	Futures	791.01	791.25	790.3	790.78	303.0
2009-02-04 02:05:00	ES	Futures	790.78	791.25	790.3	791.01	424.0
2009-02-04 02:10:00	ES	Futures	790.78	791.49	790.54	790.54	531.0
2009-02-04 02:15:00	ES	Futures	790.78	791.96	790.78	791.96	360.0
2009-02-04 02:20:00	ES	Futures	791.96	792.2	791.72	792.2	628.0
2009-02-04 02:25:00	ES	Futures	791.96	792.2	790.78	791.01	475.0
2009-02-04 02:30:00	ES	Futures	790.78	790.78	789.83	790.06	559.0
2009-02-04 02:35:00	ES	Futures	789.83	790.06	789.35	789.59	595.0
2009-02-04 02:40:00	ES	Futures	789.59	790.06	789.35	789.35	546.0
2009-02-04 02:45:00	ES	Futures	789.35	789.59	788.64	788.64	758.0
2009-02-04 02:50:00	ES	Futures	788.64	789.83	788.4	789.35	581.0
2009-02-04 02:55:00	ES	Futures	789.35	789.59	788.64	789.59	525.0
2009-02-04 03:00:00	ES	Futures	789.59	789.59	787.69	788.17	1454.0
2009-02-04 03:05:00	ES	Futures	788.17	788.64	787.69	787.69	2111.0
2009-02-04 03:10:00	ES	Futures	787.69	788.17	786.51	787.22	3744.0
2009-02-04 03:15:00	ES	Futures	787.22	788.4	787.22	787.46	1289.0
2009-02-04 03:20:00	ES	Futures	787.46	789.12	787.46	788.64	1540.0
2009-02-04 03:25:00	ES	Futures	788.64	789.59	788.17	788.64	1302.0
2009-02-04 03:30:00	ES	Futures	788.88	789.59	788.4	789.12	850.0
2009-02-04 03:35:00	ES	Futures	789.35	790.06	788.64	790.06	678.0
2009-02-04 03:40:00	ES	Futures	790.3	791.01	790.06	791.01	1940.0
2009-02-04 03:45:00	ES	Futures	790.78	791.25	789.59	790.54	1801.0
2009-02-04 03:50:00	ES	Futures	790.3	790.3	789.59	789.59	928.0
2009-02-04 03:55:00	ES	Futures	789.59	790.3	789.12	789.12	964.0
2009-02-04 04:00:00	ES	Futures	789.12	789.83	788.88	789.35	1077.0
2009-02-04 04:05:00	ES	Futures	789.35	790.06	788.64	789.12	1892.0

> showing 50 of 10,842 rows — these rows as CSV

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