PREVIEW / futures_5min / 2009-02-08

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-02-08.parquet
  size:    41 KB
  rows:    1,807

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
2009-02-08 18:00:00	ES	Futures	823.51	823.74	820.9	821.61	2328.0
2009-02-08 18:05:00	ES	Futures	821.85	822.08	819.48	819.48	1344.0
2009-02-08 18:10:00	ES	Futures	819.48	819.71	818.29	818.76	763.0
2009-02-08 18:15:00	ES	Futures	818.53	819.71	817.1	817.58	1109.0
2009-02-08 18:20:00	ES	Futures	817.34	819.0	817.34	818.76	611.0
2009-02-08 18:25:00	ES	Futures	819.0	819.48	818.53	819.0	591.0
2009-02-08 18:30:00	ES	Futures	819.0	819.48	818.29	818.53	283.0
2009-02-08 18:35:00	ES	Futures	818.53	819.24	818.53	819.0	223.0
2009-02-08 18:40:00	ES	Futures	818.76	819.0	818.05	818.29	455.0
2009-02-08 18:45:00	ES	Futures	818.29	818.29	816.39	816.39	1048.0
2009-02-08 18:50:00	ES	Futures	816.39	816.87	815.92	816.63	1463.0
2009-02-08 18:55:00	ES	Futures	816.39	816.63	816.39	816.63	200.0
2009-02-08 19:00:00	ES	Futures	816.63	817.1	816.39	816.63	403.0
2009-02-08 19:05:00	ES	Futures	816.63	817.34	816.63	817.34	874.0
2009-02-08 19:10:00	ES	Futures	817.34	817.58	817.1	817.34	320.0
2009-02-08 19:15:00	ES	Futures	817.58	817.58	817.34	817.58	275.0
2009-02-08 19:20:00	ES	Futures	817.58	817.58	816.87	817.1	435.0
2009-02-08 19:25:00	ES	Futures	817.1	817.34	816.87	817.1	150.0
2009-02-08 19:30:00	ES	Futures	817.34	817.58	816.87	817.58	157.0
2009-02-08 19:35:00	ES	Futures	817.34	817.58	817.1	817.58	245.0
2009-02-08 19:40:00	ES	Futures	817.58	817.58	817.34	817.58	97.0
2009-02-08 19:45:00	ES	Futures	817.58	817.82	817.34	817.82	158.0
2009-02-08 19:50:00	ES	Futures	817.58	817.82	816.87	816.87	406.0
2009-02-08 19:55:00	ES	Futures	816.87	817.34	816.63	816.87	503.0
2009-02-08 20:00:00	ES	Futures	816.87	817.1	816.39	816.63	292.0
2009-02-08 20:05:00	ES	Futures	816.63	816.63	816.15	816.15	345.0
2009-02-08 20:10:00	ES	Futures	816.15	816.63	815.92	816.15	255.0
2009-02-08 20:15:00	ES	Futures	816.15	816.39	814.97	815.68	801.0
2009-02-08 20:20:00	ES	Futures	815.44	815.68	815.21	815.44	435.0
2009-02-08 20:25:00	ES	Futures	815.44	815.44	814.97	815.44	228.0
2009-02-08 20:30:00	ES	Futures	815.21	815.92	815.21	815.92	267.0
2009-02-08 20:35:00	ES	Futures	815.68	815.92	815.44	815.68	200.0
2009-02-08 20:40:00	ES	Futures	815.68	815.92	815.21	815.21	308.0
2009-02-08 20:45:00	ES	Futures	815.44	815.44	814.49	814.49	878.0
2009-02-08 20:50:00	ES	Futures	814.73	815.21	814.49	815.21	248.0
2009-02-08 20:55:00	ES	Futures	814.97	814.97	814.49	814.73	247.0
2009-02-08 21:00:00	ES	Futures	814.49	814.97	814.49	814.73	167.0
2009-02-08 21:05:00	ES	Futures	814.73	814.97	814.49	814.97	302.0
2009-02-08 21:10:00	ES	Futures	814.97	814.97	814.73	814.97	221.0
2009-02-08 21:15:00	ES	Futures	814.73	814.97	814.73	814.73	135.0
2009-02-08 21:20:00	ES	Futures	814.97	814.97	814.49	814.49	309.0
2009-02-08 21:25:00	ES	Futures	814.49	814.49	814.02	814.26	351.0
2009-02-08 21:30:00	ES	Futures	814.02	815.44	814.02	815.44	248.0
2009-02-08 21:35:00	ES	Futures	815.44	815.44	814.73	814.73	107.0
2009-02-08 21:40:00	ES	Futures	814.73	814.97	814.26	814.49	113.0
2009-02-08 21:45:00	ES	Futures	814.49	814.49	814.26	814.49	162.0
2009-02-08 21:50:00	ES	Futures	814.49	814.49	814.26	814.26	76.0
2009-02-08 21:55:00	ES	Futures	814.49	814.73	814.26	814.49	140.0
2009-02-08 22:00:00	ES	Futures	814.26	814.97	814.02	814.49	296.0
2009-02-08 22:05:00	ES	Futures	814.49	814.49	814.02	814.26	283.0

> showing 50 of 1,807 rows — these rows as CSV

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