PREVIEW / futures_5min / 2009-02-09

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-02-09.parquet
  size:    198 KB
  rows:    11,033

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
2009-02-09 00:00:00	ES	Futures	812.36	812.83	812.36	812.36	171.0
2009-02-09 00:05:00	ES	Futures	812.6	812.6	812.36	812.6	60.0
2009-02-09 00:10:00	ES	Futures	812.6	812.6	811.41	811.65	399.0
2009-02-09 00:15:00	ES	Futures	811.65	811.89	811.17	811.65	276.0
2009-02-09 00:20:00	ES	Futures	811.41	811.65	810.7	810.94	633.0
2009-02-09 00:25:00	ES	Futures	810.94	810.94	810.23	810.94	707.0
2009-02-09 00:30:00	ES	Futures	810.7	810.94	810.7	810.94	149.0
2009-02-09 00:35:00	ES	Futures	810.94	810.94	809.99	810.23	696.0
2009-02-09 00:40:00	ES	Futures	810.23	810.23	809.51	809.75	782.0
2009-02-09 00:45:00	ES	Futures	809.75	810.23	809.51	809.75	349.0
2009-02-09 00:50:00	ES	Futures	809.75	809.99	809.51	809.99	305.0
2009-02-09 00:55:00	ES	Futures	809.99	809.99	809.28	809.51	591.0
2009-02-09 01:00:00	ES	Futures	809.28	809.99	809.04	809.99	1467.0
2009-02-09 01:05:00	ES	Futures	809.99	810.23	809.28	809.28	599.0
2009-02-09 01:10:00	ES	Futures	809.04	809.51	809.04	809.28	342.0
2009-02-09 01:15:00	ES	Futures	809.04	809.99	809.04	809.28	261.0
2009-02-09 01:20:00	ES	Futures	809.51	810.7	809.51	810.7	199.0
2009-02-09 01:25:00	ES	Futures	810.46	811.65	810.46	810.94	451.0
2009-02-09 01:30:00	ES	Futures	810.94	811.89	810.94	811.65	286.0
2009-02-09 01:35:00	ES	Futures	811.65	811.65	810.94	811.41	333.0
2009-02-09 01:40:00	ES	Futures	811.41	811.89	811.17	811.41	204.0
2009-02-09 01:45:00	ES	Futures	811.17	811.65	810.94	811.17	155.0
2009-02-09 01:50:00	ES	Futures	811.17	811.65	810.94	811.41	111.0
2009-02-09 01:55:00	ES	Futures	811.65	811.89	810.94	811.65	211.0
2009-02-09 02:00:00	ES	Futures	811.41	812.12	809.75	809.75	855.0
2009-02-09 02:05:00	ES	Futures	810.23	811.41	809.99	810.7	497.0
2009-02-09 02:10:00	ES	Futures	810.94	811.65	810.7	811.17	360.0
2009-02-09 02:15:00	ES	Futures	810.94	811.41	810.7	811.41	173.0
2009-02-09 02:20:00	ES	Futures	811.65	814.02	811.41	813.55	1367.0
2009-02-09 02:25:00	ES	Futures	813.78	814.26	813.31	813.55	753.0
2009-02-09 02:30:00	ES	Futures	813.31	814.02	813.31	813.55	579.0
2009-02-09 02:35:00	ES	Futures	813.31	814.26	813.31	813.78	706.0
2009-02-09 02:40:00	ES	Futures	813.78	814.26	813.55	814.02	456.0
2009-02-09 02:45:00	ES	Futures	813.78	814.26	813.78	814.02	666.0
2009-02-09 02:50:00	ES	Futures	814.02	814.26	813.78	813.78	352.0
2009-02-09 02:55:00	ES	Futures	814.02	814.02	812.83	813.31	606.0
2009-02-09 03:00:00	ES	Futures	813.07	813.55	810.94	811.65	2042.0
2009-02-09 03:05:00	ES	Futures	811.65	812.6	810.94	812.6	1911.0
2009-02-09 03:10:00	ES	Futures	812.83	813.07	811.89	812.83	1553.0
2009-02-09 03:15:00	ES	Futures	813.07	814.02	812.6	814.02	1140.0
2009-02-09 03:20:00	ES	Futures	813.78	814.26	813.78	814.02	1004.0
2009-02-09 03:25:00	ES	Futures	814.26	814.49	813.78	814.26	779.0
2009-02-09 03:30:00	ES	Futures	814.26	814.49	813.55	813.78	929.0
2009-02-09 03:35:00	ES	Futures	813.78	813.78	812.12	812.36	1416.0
2009-02-09 03:40:00	ES	Futures	812.36	812.6	812.12	812.36	1002.0
2009-02-09 03:45:00	ES	Futures	812.36	812.36	811.17	811.41	1851.0
2009-02-09 03:50:00	ES	Futures	811.41	812.36	811.41	811.89	641.0
2009-02-09 03:55:00	ES	Futures	811.65	812.36	811.65	812.12	661.0
2009-02-09 04:00:00	ES	Futures	812.12	812.12	809.75	809.99	1777.0
2009-02-09 04:05:00	ES	Futures	810.23	810.94	809.75	809.99	1147.0

> showing 50 of 11,033 rows — these rows as CSV

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