PREVIEW / futures_5min / 2009-02-15

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-02-15.parquet
  size:    30 KB
  rows:    1,316

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
2009-02-15 18:00:00	ES	Futures	772.28	774.17	770.85	771.09	3205.0
2009-02-15 18:05:00	ES	Futures	771.09	771.8	769.9	770.14	1180.0
2009-02-15 18:10:00	ES	Futures	769.9	770.38	768.48	769.67	1273.0
2009-02-15 18:15:00	ES	Futures	769.67	770.85	769.19	770.38	580.0
2009-02-15 18:20:00	ES	Futures	770.38	770.85	769.9	770.14	561.0
2009-02-15 18:25:00	ES	Futures	770.38	770.85	770.14	770.85	358.0
2009-02-15 18:30:00	ES	Futures	770.62	770.85	770.14	770.38	316.0
2009-02-15 18:35:00	ES	Futures	770.38	770.38	769.43	769.67	417.0
2009-02-15 18:40:00	ES	Futures	769.9	770.62	769.43	770.62	160.0
2009-02-15 18:45:00	ES	Futures	770.62	772.04	770.62	771.8	374.0
2009-02-15 18:50:00	ES	Futures	771.8	771.8	770.85	771.09	293.0
2009-02-15 18:55:00	ES	Futures	770.85	772.04	770.85	772.04	125.0
2009-02-15 19:00:00	ES	Futures	772.04	772.75	771.56	772.51	363.0
2009-02-15 19:05:00	ES	Futures	772.51	772.99	772.28	772.75	258.0
2009-02-15 19:10:00	ES	Futures	772.75	773.46	772.51	772.75	763.0
2009-02-15 19:15:00	ES	Futures	772.75	772.99	772.51	772.99	224.0
2009-02-15 19:20:00	ES	Futures	773.22	773.7	772.99	773.46	330.0
2009-02-15 19:25:00	ES	Futures	773.46	773.7	773.22	773.46	231.0
2009-02-15 19:30:00	ES	Futures	773.46	773.7	773.46	773.46	280.0
2009-02-15 19:35:00	ES	Futures	773.46	773.94	773.46	773.94	200.0
2009-02-15 19:40:00	ES	Futures	773.7	773.7	772.99	773.22	435.0
2009-02-15 19:45:00	ES	Futures	772.99	774.17	772.99	773.94	324.0
2009-02-15 19:50:00	ES	Futures	773.94	774.41	773.46	773.46	269.0
2009-02-15 19:55:00	ES	Futures	773.46	774.17	773.46	773.7	119.0
2009-02-15 20:00:00	ES	Futures	773.7	773.7	772.75	773.22	354.0
2009-02-15 20:05:00	ES	Futures	773.46	773.46	772.75	773.22	206.0
2009-02-15 20:10:00	ES	Futures	772.99	772.99	772.75	772.99	154.0
2009-02-15 20:15:00	ES	Futures	772.75	773.22	772.75	772.75	164.0
2009-02-15 20:20:00	ES	Futures	772.75	773.22	772.75	772.99	162.0
2009-02-15 20:25:00	ES	Futures	773.22	773.7	772.99	773.46	139.0
2009-02-15 20:30:00	ES	Futures	773.46	774.17	773.22	773.94	234.0
2009-02-15 20:35:00	ES	Futures	773.94	774.88	773.7	774.65	369.0
2009-02-15 20:40:00	ES	Futures	774.65	775.12	774.41	774.88	284.0
2009-02-15 20:45:00	ES	Futures	775.12	775.36	774.41	774.88	525.0
2009-02-15 20:50:00	ES	Futures	775.12	775.12	773.22	773.22	350.0
2009-02-15 20:55:00	ES	Futures	773.46	773.46	773.22	773.46	148.0
2009-02-15 21:00:00	ES	Futures	773.46	773.94	773.46	773.7	249.0
2009-02-15 21:05:00	ES	Futures	773.7	773.7	773.22	773.46	278.0
2009-02-15 21:10:00	ES	Futures	773.22	773.46	773.22	773.46	146.0
2009-02-15 21:15:00	ES	Futures	773.46	773.46	772.99	773.22	413.0
2009-02-15 21:20:00	ES	Futures	773.22	773.46	772.99	772.99	148.0
2009-02-15 21:25:00	ES	Futures	773.22	773.46	773.22	773.22	50.0
2009-02-15 21:30:00	ES	Futures	773.46	773.46	773.22	773.46	81.0
2009-02-15 21:35:00	ES	Futures	773.46	773.46	772.99	773.22	120.0
2009-02-15 21:40:00	ES	Futures	773.22	773.22	772.99	773.22	34.0
2009-02-15 21:45:00	ES	Futures	773.22	773.22	772.51	772.51	143.0
2009-02-15 21:50:00	ES	Futures	772.75	772.99	772.28	772.51	92.0
2009-02-15 21:55:00	ES	Futures	772.51	772.51	772.28	772.51	170.0
2009-02-15 22:00:00	ES	Futures	772.51	772.75	772.04	772.28	250.0
2009-02-15 22:05:00	ES	Futures	772.28	772.51	772.04	772.51	78.0

> showing 50 of 1,316 rows — these rows as CSV

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