PREVIEW / futures_5min / 2009-02-16

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-02-16.parquet
  size:    121 KB
  rows:    6,865

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
2009-02-16 00:00:00	ES	Futures	770.85	770.85	770.38	770.62	153.0
2009-02-16 00:05:00	ES	Futures	770.62	772.28	770.38	771.8	266.0
2009-02-16 00:10:00	ES	Futures	771.8	772.04	771.8	772.04	84.0
2009-02-16 00:15:00	ES	Futures	772.04	772.51	772.04	772.28	69.0
2009-02-16 00:20:00	ES	Futures	772.04	772.75	771.8	772.51	214.0
2009-02-16 00:25:00	ES	Futures	772.75	772.75	772.04	772.51	83.0
2009-02-16 00:30:00	ES	Futures	772.75	772.75	772.51	772.51	96.0
2009-02-16 00:35:00	ES	Futures	772.51	772.99	772.51	772.75	203.0
2009-02-16 00:40:00	ES	Futures	772.75	772.75	772.51	772.75	73.0
2009-02-16 00:45:00	ES	Futures	772.51	772.51	772.04	772.04	74.0
2009-02-16 00:50:00	ES	Futures	772.04	772.28	772.04	772.04	56.0
2009-02-16 00:55:00	ES	Futures	772.04	772.75	772.04	772.51	74.0
2009-02-16 01:00:00	ES	Futures	772.51	772.51	772.28	772.28	18.0
2009-02-16 01:05:00	ES	Futures	772.28	772.51	771.8	772.51	156.0
2009-02-16 01:10:00	ES	Futures	772.51	772.75	772.28	772.75	117.0
2009-02-16 01:15:00	ES	Futures	772.75	772.75	772.51	772.51	12.0
2009-02-16 01:20:00	ES	Futures	772.75	772.75	772.51	772.51	25.0
2009-02-16 01:25:00	ES	Futures	772.51	772.51	772.51	772.51	13.0
2009-02-16 01:30:00	ES	Futures	772.51	772.75	772.51	772.75	74.0
2009-02-16 01:35:00	ES	Futures	772.51	772.75	772.28	772.28	35.0
2009-02-16 01:40:00	ES	Futures	772.04	772.04	771.8	772.04	68.0
2009-02-16 01:45:00	ES	Futures	772.28	772.99	772.28	772.75	205.0
2009-02-16 01:50:00	ES	Futures	772.51	772.51	771.8	772.28	119.0
2009-02-16 01:55:00	ES	Futures	772.28	773.22	772.28	772.99	294.0
2009-02-16 02:00:00	ES	Futures	773.22	773.94	772.75	773.7	1121.0
2009-02-16 02:05:00	ES	Futures	773.7	774.17	773.46	773.94	640.0
2009-02-16 02:10:00	ES	Futures	774.17	774.65	773.7	774.17	504.0
2009-02-16 02:15:00	ES	Futures	773.94	774.65	773.7	774.41	235.0
2009-02-16 02:20:00	ES	Futures	774.41	774.65	773.94	773.94	233.0
2009-02-16 02:25:00	ES	Futures	773.94	774.41	773.94	774.17	125.0
2009-02-16 02:30:00	ES	Futures	773.94	774.65	773.7	774.41	460.0
2009-02-16 02:35:00	ES	Futures	774.17	774.88	773.94	774.88	454.0
2009-02-16 02:40:00	ES	Futures	774.65	775.6	774.41	774.88	1048.0
2009-02-16 02:45:00	ES	Futures	774.88	775.36	774.41	775.12	656.0
2009-02-16 02:50:00	ES	Futures	774.88	775.12	774.88	774.88	174.0
2009-02-16 02:55:00	ES	Futures	774.88	774.88	774.17	774.65	597.0
2009-02-16 03:00:00	ES	Futures	774.88	776.54	774.65	776.31	2598.0
2009-02-16 03:05:00	ES	Futures	776.31	776.31	774.65	775.36	1469.0
2009-02-16 03:10:00	ES	Futures	775.12	776.07	774.17	776.07	1273.0
2009-02-16 03:15:00	ES	Futures	776.07	776.07	773.7	774.17	1975.0
2009-02-16 03:20:00	ES	Futures	774.17	776.07	774.17	775.36	2710.0
2009-02-16 03:25:00	ES	Futures	775.36	775.36	774.17	775.12	1280.0
2009-02-16 03:30:00	ES	Futures	775.12	776.07	774.88	775.83	1082.0
2009-02-16 03:35:00	ES	Futures	775.6	776.54	774.41	774.65	1361.0
2009-02-16 03:40:00	ES	Futures	774.41	775.6	774.17	775.36	980.0
2009-02-16 03:45:00	ES	Futures	775.12	776.31	775.12	775.83	1131.0
2009-02-16 03:50:00	ES	Futures	776.07	776.31	774.65	774.65	1456.0
2009-02-16 03:55:00	ES	Futures	774.65	775.6	774.65	775.36	842.0
2009-02-16 04:00:00	ES	Futures	775.6	776.78	775.36	775.83	1242.0
2009-02-16 04:05:00	ES	Futures	775.83	775.83	774.65	774.65	843.0

> showing 50 of 6,865 rows — these rows as CSV

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