PREVIEW / futures_5min / 2009-02-06

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-02-06.parquet
  size:    190 KB
  rows:    9,444

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
2009-02-06 00:00:00	ES	Futures	796.94	797.42	796.47	797.42	204.0
2009-02-06 00:05:00	ES	Futures	797.42	797.42	796.94	796.94	70.0
2009-02-06 00:10:00	ES	Futures	796.71	797.42	796.71	797.42	61.0
2009-02-06 00:15:00	ES	Futures	797.42	797.42	797.18	797.42	30.0
2009-02-06 00:20:00	ES	Futures	797.18	797.65	797.18	797.42	68.0
2009-02-06 00:25:00	ES	Futures	797.42	797.42	796.47	796.94	223.0
2009-02-06 00:30:00	ES	Futures	796.47	796.71	795.99	796.47	229.0
2009-02-06 00:35:00	ES	Futures	796.23	796.47	795.99	796.47	78.0
2009-02-06 00:40:00	ES	Futures	796.47	796.71	796.23	796.47	85.0
2009-02-06 00:45:00	ES	Futures	796.47	796.71	796.47	796.71	20.0
2009-02-06 00:50:00	ES	Futures	796.47	796.71	796.23	796.47	45.0
2009-02-06 00:55:00	ES	Futures	796.47	796.94	796.23	796.47	93.0
2009-02-06 01:00:00	ES	Futures	796.47	796.71	796.23	796.71	84.0
2009-02-06 01:05:00	ES	Futures	796.71	797.42	796.71	797.18	159.0
2009-02-06 01:10:00	ES	Futures	797.18	797.42	797.18	797.18	76.0
2009-02-06 01:15:00	ES	Futures	797.18	797.65	797.18	797.42	36.0
2009-02-06 01:20:00	ES	Futures	797.42	798.37	797.42	797.65	295.0
2009-02-06 01:25:00	ES	Futures	797.65	798.13	797.65	797.89	65.0
2009-02-06 01:30:00	ES	Futures	798.13	798.37	797.42	797.42	105.0
2009-02-06 01:35:00	ES	Futures	797.42	797.89	797.42	797.89	99.0
2009-02-06 01:40:00	ES	Futures	797.89	798.6	797.89	798.6	202.0
2009-02-06 01:45:00	ES	Futures	798.37	798.37	797.89	797.89	141.0
2009-02-06 01:50:00	ES	Futures	798.13	798.13	797.18	797.42	264.0
2009-02-06 01:55:00	ES	Futures	797.42	797.42	796.47	796.47	371.0
2009-02-06 02:00:00	ES	Futures	796.47	796.71	795.52	795.76	841.0
2009-02-06 02:05:00	ES	Futures	795.76	795.99	795.05	795.05	685.0
2009-02-06 02:10:00	ES	Futures	795.05	795.28	794.57	794.81	561.0
2009-02-06 02:15:00	ES	Futures	794.81	795.05	794.33	794.33	378.0
2009-02-06 02:20:00	ES	Futures	794.33	794.81	794.1	794.33	1185.0
2009-02-06 02:25:00	ES	Futures	794.57	794.57	794.1	794.1	380.0
2009-02-06 02:30:00	ES	Futures	794.33	795.05	794.1	794.81	592.0
2009-02-06 02:35:00	ES	Futures	794.81	795.99	794.57	795.99	730.0
2009-02-06 02:40:00	ES	Futures	796.23	797.42	795.99	797.18	757.0
2009-02-06 02:45:00	ES	Futures	797.42	799.31	796.71	798.37	1315.0
2009-02-06 02:50:00	ES	Futures	798.6	798.84	797.42	798.13	467.0
2009-02-06 02:55:00	ES	Futures	798.37	798.37	797.89	797.89	234.0
2009-02-06 03:00:00	ES	Futures	797.89	798.37	796.47	797.65	985.0
2009-02-06 03:05:00	ES	Futures	797.65	798.37	796.94	797.89	797.0
2009-02-06 03:10:00	ES	Futures	798.13	799.08	797.65	798.6	1208.0
2009-02-06 03:15:00	ES	Futures	798.37	799.08	798.13	799.08	771.0
2009-02-06 03:20:00	ES	Futures	799.08	799.55	798.13	798.84	1171.0
2009-02-06 03:25:00	ES	Futures	798.84	799.08	796.94	797.18	1217.0
2009-02-06 03:30:00	ES	Futures	797.18	797.89	796.23	797.18	1224.0
2009-02-06 03:35:00	ES	Futures	797.18	798.37	797.18	797.65	1382.0
2009-02-06 03:40:00	ES	Futures	797.89	798.84	797.18	798.37	478.0
2009-02-06 03:45:00	ES	Futures	798.37	798.37	797.18	797.65	771.0
2009-02-06 03:50:00	ES	Futures	797.42	797.89	796.71	797.42	1079.0
2009-02-06 03:55:00	ES	Futures	797.65	797.65	794.81	795.28	1562.0
2009-02-06 04:00:00	ES	Futures	795.28	795.76	794.81	795.28	1339.0
2009-02-06 04:05:00	ES	Futures	795.52	795.99	793.86	794.1	2109.0

> showing 50 of 9,444 rows — these rows as CSV

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