PREVIEW / futures_5min / 2009-02-17

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-02-17.parquet
  size:    195 KB
  rows:    10,648

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
2009-02-17 00:00:00	ES	Futures	765.16	765.16	764.92	765.16	192.0
2009-02-17 00:05:00	ES	Futures	765.16	766.11	765.16	765.87	300.0
2009-02-17 00:10:00	ES	Futures	766.11	766.35	766.11	766.35	183.0
2009-02-17 00:15:00	ES	Futures	766.35	766.35	765.87	765.87	87.0
2009-02-17 00:20:00	ES	Futures	765.87	765.87	765.63	765.63	168.0
2009-02-17 00:25:00	ES	Futures	765.63	765.63	765.16	765.63	67.0
2009-02-17 00:30:00	ES	Futures	765.87	766.11	765.87	766.11	101.0
2009-02-17 00:35:00	ES	Futures	766.11	766.35	766.11	766.11	85.0
2009-02-17 00:40:00	ES	Futures	766.11	766.35	766.11	766.11	136.0
2009-02-17 00:45:00	ES	Futures	766.11	766.11	765.87	765.87	171.0
2009-02-17 00:50:00	ES	Futures	765.87	766.35	765.87	766.35	36.0
2009-02-17 00:55:00	ES	Futures	766.11	766.35	766.11	766.11	51.0
2009-02-17 01:00:00	ES	Futures	766.11	766.35	765.87	766.11	28.0
2009-02-17 01:05:00	ES	Futures	766.11	766.35	765.63	766.35	294.0
2009-02-17 01:10:00	ES	Futures	766.11	766.11	765.87	765.87	26.0
2009-02-17 01:15:00	ES	Futures	765.87	765.87	765.63	765.87	20.0
2009-02-17 01:20:00	ES	Futures	765.87	766.11	765.63	766.11	30.0
2009-02-17 01:25:00	ES	Futures	766.11	766.11	765.63	765.87	107.0
2009-02-17 01:30:00	ES	Futures	765.87	766.35	765.87	766.11	143.0
2009-02-17 01:35:00	ES	Futures	766.11	766.35	765.87	765.87	133.0
2009-02-17 01:40:00	ES	Futures	765.87	766.11	765.87	765.87	105.0
2009-02-17 01:45:00	ES	Futures	766.11	766.35	765.87	766.11	107.0
2009-02-17 01:50:00	ES	Futures	765.87	766.11	765.63	765.63	219.0
2009-02-17 01:55:00	ES	Futures	765.63	765.87	765.16	765.63	758.0
2009-02-17 02:00:00	ES	Futures	765.63	765.87	764.21	764.45	2397.0
2009-02-17 02:05:00	ES	Futures	764.45	764.69	763.97	764.21	816.0
2009-02-17 02:10:00	ES	Futures	764.45	764.45	763.26	763.97	2063.0
2009-02-17 02:15:00	ES	Futures	763.97	764.69	763.74	764.45	1249.0
2009-02-17 02:20:00	ES	Futures	764.69	764.92	763.97	764.21	399.0
2009-02-17 02:25:00	ES	Futures	764.21	764.45	763.74	763.97	547.0
2009-02-17 02:30:00	ES	Futures	763.97	764.21	763.74	764.21	253.0
2009-02-17 02:35:00	ES	Futures	764.21	764.45	763.74	763.97	919.0
2009-02-17 02:40:00	ES	Futures	763.97	764.21	763.26	763.26	1737.0
2009-02-17 02:45:00	ES	Futures	763.26	763.5	761.84	762.31	2898.0
2009-02-17 02:50:00	ES	Futures	762.31	763.03	762.31	762.79	1351.0
2009-02-17 02:55:00	ES	Futures	763.03	763.03	762.55	762.79	895.0
2009-02-17 03:00:00	ES	Futures	762.79	763.97	762.08	762.08	3030.0
2009-02-17 03:05:00	ES	Futures	762.31	762.55	761.36	762.08	4313.0
2009-02-17 03:10:00	ES	Futures	762.31	762.79	761.13	762.31	4322.0
2009-02-17 03:15:00	ES	Futures	762.31	763.03	761.84	762.08	1245.0
2009-02-17 03:20:00	ES	Futures	762.08	763.03	761.6	762.79	2328.0
2009-02-17 03:25:00	ES	Futures	763.03	763.26	762.31	762.55	1266.0
2009-02-17 03:30:00	ES	Futures	762.55	763.03	762.08	763.03	875.0
2009-02-17 03:35:00	ES	Futures	763.03	763.26	762.31	762.79	1494.0
2009-02-17 03:40:00	ES	Futures	762.79	763.5	762.55	763.03	1760.0
2009-02-17 03:45:00	ES	Futures	763.03	764.45	762.79	763.74	1149.0
2009-02-17 03:50:00	ES	Futures	763.5	763.74	763.03	763.03	1028.0
2009-02-17 03:55:00	ES	Futures	763.03	763.74	762.79	763.26	1196.0
2009-02-17 04:00:00	ES	Futures	763.03	763.26	760.89	761.84	3499.0
2009-02-17 04:05:00	ES	Futures	761.84	762.55	761.13	761.6	1749.0

> showing 50 of 10,648 rows — these rows as CSV

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