PREVIEW / futures_5min / 2009-02-05

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-02-05.parquet
  size:    214 KB
  rows:    11,309

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
2009-02-05 00:00:00	ES	Futures	783.42	783.66	782.47	782.71	290.0
2009-02-05 00:05:00	ES	Futures	782.71	782.71	782.24	782.47	192.0
2009-02-05 00:10:00	ES	Futures	782.47	782.95	782.47	782.71	153.0
2009-02-05 00:15:00	ES	Futures	782.71	782.95	782.0	782.24	159.0
2009-02-05 00:20:00	ES	Futures	782.24	782.95	782.24	782.71	100.0
2009-02-05 00:25:00	ES	Futures	782.47	782.47	781.29	781.76	573.0
2009-02-05 00:30:00	ES	Futures	781.76	782.0	781.05	781.76	643.0
2009-02-05 00:35:00	ES	Futures	781.53	781.76	781.29	781.76	176.0
2009-02-05 00:40:00	ES	Futures	782.0	782.71	781.76	782.47	412.0
2009-02-05 00:45:00	ES	Futures	782.47	782.47	781.76	781.76	386.0
2009-02-05 00:50:00	ES	Futures	781.76	782.0	781.29	781.76	196.0
2009-02-05 00:55:00	ES	Futures	781.76	781.76	781.05	781.53	240.0
2009-02-05 01:00:00	ES	Futures	781.53	782.0	781.29	781.53	276.0
2009-02-05 01:05:00	ES	Futures	781.53	782.24	781.29	781.76	237.0
2009-02-05 01:10:00	ES	Futures	781.76	781.76	780.81	781.05	466.0
2009-02-05 01:15:00	ES	Futures	781.05	781.76	780.81	781.29	149.0
2009-02-05 01:20:00	ES	Futures	781.29	781.76	781.29	781.76	44.0
2009-02-05 01:25:00	ES	Futures	781.76	782.0	781.29	781.29	57.0
2009-02-05 01:30:00	ES	Futures	781.29	781.76	781.29	781.53	47.0
2009-02-05 01:35:00	ES	Futures	781.53	782.24	781.53	781.76	90.0
2009-02-05 01:40:00	ES	Futures	782.0	782.0	780.81	781.29	258.0
2009-02-05 01:45:00	ES	Futures	781.53	782.0	781.29	782.0	103.0
2009-02-05 01:50:00	ES	Futures	782.0	782.47	782.0	782.24	171.0
2009-02-05 01:55:00	ES	Futures	782.47	782.71	781.76	782.47	343.0
2009-02-05 02:00:00	ES	Futures	782.71	783.9	782.24	782.95	851.0
2009-02-05 02:05:00	ES	Futures	782.71	783.19	782.47	783.19	291.0
2009-02-05 02:10:00	ES	Futures	783.19	783.42	782.95	783.19	171.0
2009-02-05 02:15:00	ES	Futures	783.19	783.42	782.95	783.19	183.0
2009-02-05 02:20:00	ES	Futures	782.95	783.9	782.95	783.66	244.0
2009-02-05 02:25:00	ES	Futures	783.9	784.13	783.66	784.13	199.0
2009-02-05 02:30:00	ES	Futures	784.13	784.61	783.9	783.9	562.0
2009-02-05 02:35:00	ES	Futures	783.9	784.61	783.66	783.9	392.0
2009-02-05 02:40:00	ES	Futures	783.9	783.9	783.19	783.66	521.0
2009-02-05 02:45:00	ES	Futures	783.42	784.37	782.95	782.95	423.0
2009-02-05 02:50:00	ES	Futures	782.95	783.19	782.24	782.47	497.0
2009-02-05 02:55:00	ES	Futures	782.47	782.95	781.76	781.76	804.0
2009-02-05 03:00:00	ES	Futures	782.0	783.66	781.76	782.95	2247.0
2009-02-05 03:05:00	ES	Futures	782.95	782.95	781.29	782.47	1453.0
2009-02-05 03:10:00	ES	Futures	782.47	782.71	780.81	781.29	1986.0
2009-02-05 03:15:00	ES	Futures	781.53	783.19	781.05	782.24	1494.0
2009-02-05 03:20:00	ES	Futures	782.24	783.42	782.24	783.42	1392.0
2009-02-05 03:25:00	ES	Futures	783.19	783.9	782.47	783.9	1117.0
2009-02-05 03:30:00	ES	Futures	783.66	785.56	783.66	784.37	2117.0
2009-02-05 03:35:00	ES	Futures	784.37	785.56	784.37	784.37	946.0
2009-02-05 03:40:00	ES	Futures	784.61	785.08	783.19	783.19	1219.0
2009-02-05 03:45:00	ES	Futures	783.42	785.8	783.42	785.8	884.0
2009-02-05 03:50:00	ES	Futures	785.56	786.03	784.85	785.08	949.0
2009-02-05 03:55:00	ES	Futures	785.08	785.8	784.61	785.32	657.0
2009-02-05 04:00:00	ES	Futures	785.32	786.51	784.85	785.32	1292.0
2009-02-05 04:05:00	ES	Futures	785.32	786.03	784.13	784.61	826.0

> showing 50 of 11,309 rows — these rows as CSV

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