PREVIEW / futures_5min / 2009-02-12

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-02-12.parquet
  size:    196 KB
  rows:    10,569

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
2009-02-12 00:00:00	ES	Futures	787.22	787.46	786.27	786.51	190.0
2009-02-12 00:05:00	ES	Futures	786.51	786.74	786.27	786.27	129.0
2009-02-12 00:10:00	ES	Futures	786.51	786.51	785.56	785.8	159.0
2009-02-12 00:15:00	ES	Futures	786.03	786.27	785.56	785.8	87.0
2009-02-12 00:20:00	ES	Futures	785.8	786.03	785.08	785.08	218.0
2009-02-12 00:25:00	ES	Futures	785.08	785.56	785.08	785.32	158.0
2009-02-12 00:30:00	ES	Futures	785.56	785.56	785.08	785.08	233.0
2009-02-12 00:35:00	ES	Futures	785.08	785.32	785.08	785.08	468.0
2009-02-12 00:40:00	ES	Futures	785.08	786.03	785.08	785.32	306.0
2009-02-12 00:45:00	ES	Futures	785.32	785.56	785.32	785.56	131.0
2009-02-12 00:50:00	ES	Futures	785.56	785.56	785.32	785.32	90.0
2009-02-12 00:55:00	ES	Futures	785.32	785.56	785.08	785.32	80.0
2009-02-12 01:00:00	ES	Futures	785.32	785.56	785.08	785.56	458.0
2009-02-12 01:05:00	ES	Futures	785.32	787.22	785.32	786.51	633.0
2009-02-12 01:10:00	ES	Futures	786.74	787.22	786.51	787.22	271.0
2009-02-12 01:15:00	ES	Futures	787.22	787.46	786.74	787.22	279.0
2009-02-12 01:20:00	ES	Futures	787.22	787.22	786.27	786.51	122.0
2009-02-12 01:25:00	ES	Futures	786.98	787.22	786.51	787.22	59.0
2009-02-12 01:30:00	ES	Futures	786.98	786.98	786.27	786.74	88.0
2009-02-12 01:35:00	ES	Futures	786.98	787.69	786.98	787.22	202.0
2009-02-12 01:40:00	ES	Futures	787.22	787.69	786.98	787.46	76.0
2009-02-12 01:45:00	ES	Futures	787.22	787.46	786.98	786.98	20.0
2009-02-12 01:50:00	ES	Futures	786.98	786.98	786.51	786.98	74.0
2009-02-12 01:55:00	ES	Futures	786.74	787.22	786.74	786.98	75.0
2009-02-12 02:00:00	ES	Futures	786.98	787.46	786.27	786.98	495.0
2009-02-12 02:05:00	ES	Futures	786.98	787.69	786.98	787.46	181.0
2009-02-12 02:10:00	ES	Futures	787.46	787.46	786.98	787.22	183.0
2009-02-12 02:15:00	ES	Futures	787.22	787.46	786.98	786.98	78.0
2009-02-12 02:20:00	ES	Futures	787.22	787.22	787.22	787.22	86.0
2009-02-12 02:25:00	ES	Futures	787.22	787.46	786.98	787.46	190.0
2009-02-12 02:30:00	ES	Futures	787.46	787.69	787.22	787.69	96.0
2009-02-12 02:35:00	ES	Futures	787.69	787.69	786.74	786.74	112.0
2009-02-12 02:40:00	ES	Futures	786.74	786.74	786.27	786.51	200.0
2009-02-12 02:45:00	ES	Futures	786.51	787.46	786.27	786.27	429.0
2009-02-12 02:50:00	ES	Futures	786.27	786.51	786.03	786.27	126.0
2009-02-12 02:55:00	ES	Futures	786.51	786.98	785.8	786.03	287.0
2009-02-12 03:00:00	ES	Futures	786.03	786.74	785.08	785.08	2063.0
2009-02-12 03:05:00	ES	Futures	785.08	785.08	783.66	784.61	2590.0
2009-02-12 03:10:00	ES	Futures	784.61	785.32	783.42	784.13	2126.0
2009-02-12 03:15:00	ES	Futures	784.13	785.08	783.9	784.61	1296.0
2009-02-12 03:20:00	ES	Futures	784.61	784.85	783.19	783.66	1767.0
2009-02-12 03:25:00	ES	Futures	783.66	783.66	782.24	783.19	2443.0
2009-02-12 03:30:00	ES	Futures	783.42	783.42	781.53	781.53	2537.0
2009-02-12 03:35:00	ES	Futures	781.53	782.24	779.87	780.58	3928.0
2009-02-12 03:40:00	ES	Futures	780.58	781.53	780.1	781.05	2364.0
2009-02-12 03:45:00	ES	Futures	781.05	782.0	780.81	781.76	1562.0
2009-02-12 03:50:00	ES	Futures	781.76	782.0	781.05	781.29	812.0
2009-02-12 03:55:00	ES	Futures	781.53	782.47	781.29	781.76	1095.0
2009-02-12 04:00:00	ES	Futures	781.76	781.76	779.87	780.1	1396.0
2009-02-12 04:05:00	ES	Futures	780.34	782.0	780.1	781.76	1194.0

> showing 50 of 10,569 rows — these rows as CSV

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