PREVIEW / futures_5min / 2009-02-11

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-02-11.parquet
  size:    186 KB
  rows:    10,753

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
2009-02-11 00:00:00	ES	Futures	787.46	787.46	786.51	786.74	159.0
2009-02-11 00:05:00	ES	Futures	786.74	787.22	786.74	787.22	59.0
2009-02-11 00:10:00	ES	Futures	786.98	787.46	786.98	787.46	173.0
2009-02-11 00:15:00	ES	Futures	787.22	787.46	786.98	787.22	153.0
2009-02-11 00:20:00	ES	Futures	787.46	787.93	786.98	787.93	643.0
2009-02-11 00:25:00	ES	Futures	787.93	788.17	787.46	787.69	933.0
2009-02-11 00:30:00	ES	Futures	787.93	787.93	787.22	787.22	245.0
2009-02-11 00:35:00	ES	Futures	787.46	787.69	787.22	787.22	212.0
2009-02-11 00:40:00	ES	Futures	787.22	787.93	786.98	787.46	354.0
2009-02-11 00:45:00	ES	Futures	787.22	787.46	786.98	787.22	182.0
2009-02-11 00:50:00	ES	Futures	787.22	788.17	787.22	788.17	267.0
2009-02-11 00:55:00	ES	Futures	788.17	788.4	787.93	788.17	450.0
2009-02-11 01:00:00	ES	Futures	788.4	788.64	788.17	788.17	430.0
2009-02-11 01:05:00	ES	Futures	788.17	788.4	787.69	787.69	146.0
2009-02-11 01:10:00	ES	Futures	787.69	787.93	787.46	787.93	108.0
2009-02-11 01:15:00	ES	Futures	787.69	787.93	787.69	787.69	135.0
2009-02-11 01:20:00	ES	Futures	787.69	787.69	787.46	787.69	71.0
2009-02-11 01:25:00	ES	Futures	787.69	787.93	787.46	787.69	161.0
2009-02-11 01:30:00	ES	Futures	787.46	787.69	786.74	786.74	283.0
2009-02-11 01:35:00	ES	Futures	786.51	787.22	786.27	786.74	200.0
2009-02-11 01:40:00	ES	Futures	786.98	787.22	786.74	786.74	113.0
2009-02-11 01:45:00	ES	Futures	786.98	786.98	785.8	786.03	126.0
2009-02-11 01:50:00	ES	Futures	786.03	786.03	785.32	785.8	180.0
2009-02-11 01:55:00	ES	Futures	786.03	786.98	786.03	786.74	162.0
2009-02-11 02:00:00	ES	Futures	786.74	786.74	785.08	785.32	921.0
2009-02-11 02:05:00	ES	Futures	785.32	785.56	785.08	785.56	548.0
2009-02-11 02:10:00	ES	Futures	785.56	786.27	785.56	785.8	390.0
2009-02-11 02:15:00	ES	Futures	786.03	786.27	785.8	786.27	314.0
2009-02-11 02:20:00	ES	Futures	786.03	786.27	785.56	786.27	290.0
2009-02-11 02:25:00	ES	Futures	786.03	786.03	785.32	786.03	291.0
2009-02-11 02:30:00	ES	Futures	786.03	787.22	785.8	787.22	837.0
2009-02-11 02:35:00	ES	Futures	787.22	788.4	786.98	788.4	1323.0
2009-02-11 02:40:00	ES	Futures	788.4	789.35	788.4	788.64	1609.0
2009-02-11 02:45:00	ES	Futures	788.4	788.64	787.69	788.17	598.0
2009-02-11 02:50:00	ES	Futures	787.93	788.64	787.46	788.4	590.0
2009-02-11 02:55:00	ES	Futures	788.4	788.88	787.46	787.46	814.0
2009-02-11 03:00:00	ES	Futures	787.46	788.64	786.51	787.69	2283.0
2009-02-11 03:05:00	ES	Futures	787.69	788.4	785.08	785.56	3089.0
2009-02-11 03:10:00	ES	Futures	785.56	786.98	785.32	786.51	1944.0
2009-02-11 03:15:00	ES	Futures	786.51	787.69	785.32	787.46	1962.0
2009-02-11 03:20:00	ES	Futures	787.22	788.64	786.98	787.69	1660.0
2009-02-11 03:25:00	ES	Futures	787.69	788.88	787.46	788.4	1278.0
2009-02-11 03:30:00	ES	Futures	788.4	789.59	788.17	789.12	2781.0
2009-02-11 03:35:00	ES	Futures	789.12	790.3	788.88	790.06	4713.0
2009-02-11 03:40:00	ES	Futures	790.06	790.06	788.64	789.12	1597.0
2009-02-11 03:45:00	ES	Futures	789.12	789.35	787.93	788.64	1123.0
2009-02-11 03:50:00	ES	Futures	788.64	788.64	787.93	788.64	633.0
2009-02-11 03:55:00	ES	Futures	788.64	789.12	787.69	788.4	1301.0
2009-02-11 04:00:00	ES	Futures	788.64	788.64	786.74	786.98	1276.0
2009-02-11 04:05:00	ES	Futures	787.22	788.64	787.22	787.93	827.0

> showing 50 of 10,753 rows — these rows as CSV

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