PREVIEW / futures_5min / 2009-02-13

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-02-13.parquet
  size:    159 KB
  rows:    8,668

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
2009-02-13 00:00:00	ES	Futures	795.28	795.76	795.28	795.52	94.0
2009-02-13 00:05:00	ES	Futures	795.52	795.52	795.28	795.28	107.0
2009-02-13 00:10:00	ES	Futures	795.28	795.52	795.28	795.52	83.0
2009-02-13 00:15:00	ES	Futures	795.52	795.52	795.28	795.28	42.0
2009-02-13 00:20:00	ES	Futures	795.28	795.52	794.33	794.57	243.0
2009-02-13 00:25:00	ES	Futures	794.33	794.57	794.1	794.57	298.0
2009-02-13 00:30:00	ES	Futures	794.33	794.33	793.62	793.86	173.0
2009-02-13 00:35:00	ES	Futures	793.86	793.86	793.15	793.62	159.0
2009-02-13 00:40:00	ES	Futures	793.62	793.86	793.62	793.86	122.0
2009-02-13 00:45:00	ES	Futures	793.86	794.1	793.62	793.86	66.0
2009-02-13 00:50:00	ES	Futures	793.86	794.1	793.62	793.86	103.0
2009-02-13 00:55:00	ES	Futures	793.86	794.1	793.86	793.86	80.0
2009-02-13 01:00:00	ES	Futures	793.62	794.1	793.62	793.86	82.0
2009-02-13 01:05:00	ES	Futures	793.86	794.1	792.67	792.91	284.0
2009-02-13 01:10:00	ES	Futures	792.91	793.62	792.67	793.38	123.0
2009-02-13 01:15:00	ES	Futures	793.38	793.38	792.67	792.67	62.0
2009-02-13 01:20:00	ES	Futures	792.67	793.38	792.67	793.38	121.0
2009-02-13 01:25:00	ES	Futures	793.15	793.62	793.15	793.62	111.0
2009-02-13 01:30:00	ES	Futures	793.62	794.57	793.62	794.33	148.0
2009-02-13 01:35:00	ES	Futures	794.33	794.81	793.86	794.1	127.0
2009-02-13 01:40:00	ES	Futures	794.1	794.33	794.1	794.1	41.0
2009-02-13 01:45:00	ES	Futures	794.33	795.05	794.33	794.81	111.0
2009-02-13 01:50:00	ES	Futures	794.57	794.57	793.38	794.1	449.0
2009-02-13 01:55:00	ES	Futures	794.1	794.1	793.38	793.38	207.0
2009-02-13 02:00:00	ES	Futures	793.38	794.1	791.72	792.2	1142.0
2009-02-13 02:05:00	ES	Futures	792.2	792.2	791.72	792.2	469.0
2009-02-13 02:10:00	ES	Futures	791.96	792.91	791.72	792.67	545.0
2009-02-13 02:15:00	ES	Futures	792.67	793.38	791.72	791.96	423.0
2009-02-13 02:20:00	ES	Futures	791.96	791.96	791.49	791.96	236.0
2009-02-13 02:25:00	ES	Futures	791.96	792.44	791.72	791.72	273.0
2009-02-13 02:30:00	ES	Futures	791.72	791.72	790.54	790.54	747.0
2009-02-13 02:35:00	ES	Futures	790.54	791.49	790.3	791.49	409.0
2009-02-13 02:40:00	ES	Futures	791.49	792.67	791.49	791.49	407.0
2009-02-13 02:45:00	ES	Futures	791.49	792.44	791.25	792.44	461.0
2009-02-13 02:50:00	ES	Futures	792.67	792.91	791.49	791.72	279.0
2009-02-13 02:55:00	ES	Futures	791.72	793.62	791.72	792.67	719.0
2009-02-13 03:00:00	ES	Futures	792.44	792.67	791.01	791.72	1339.0
2009-02-13 03:05:00	ES	Futures	791.72	791.72	790.06	791.25	1467.0
2009-02-13 03:10:00	ES	Futures	791.25	791.96	790.3	790.54	1165.0
2009-02-13 03:15:00	ES	Futures	790.54	791.72	790.54	791.01	726.0
2009-02-13 03:20:00	ES	Futures	790.78	791.96	790.78	791.25	598.0
2009-02-13 03:25:00	ES	Futures	791.25	791.96	791.01	791.49	639.0
2009-02-13 03:30:00	ES	Futures	791.25	793.38	791.25	792.91	2076.0
2009-02-13 03:35:00	ES	Futures	792.67	794.1	792.67	793.86	2152.0
2009-02-13 03:40:00	ES	Futures	793.62	795.28	793.38	795.05	2071.0
2009-02-13 03:45:00	ES	Futures	794.81	795.76	794.33	794.57	1289.0
2009-02-13 03:50:00	ES	Futures	794.57	795.05	794.1	795.05	905.0
2009-02-13 03:55:00	ES	Futures	795.05	795.99	794.33	794.33	1756.0
2009-02-13 04:00:00	ES	Futures	794.33	794.57	793.15	793.15	1273.0
2009-02-13 04:05:00	ES	Futures	793.15	793.38	792.2	793.15	1472.0

> showing 50 of 8,668 rows — these rows as CSV

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