PREVIEW / futures_5min / 2009-02-19

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-02-19.parquet
  size:    199 KB
  rows:    10,660

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
2009-02-19 00:00:00	ES	Futures	743.58	743.81	743.1	743.34	317.0
2009-02-19 00:05:00	ES	Futures	743.34	743.34	742.63	742.63	208.0
2009-02-19 00:10:00	ES	Futures	742.63	742.86	742.39	742.63	124.0
2009-02-19 00:15:00	ES	Futures	742.39	742.39	741.68	741.92	331.0
2009-02-19 00:20:00	ES	Futures	741.68	742.39	741.68	742.15	266.0
2009-02-19 00:25:00	ES	Futures	742.15	742.15	741.92	741.92	110.0
2009-02-19 00:30:00	ES	Futures	741.68	741.92	741.44	741.68	161.0
2009-02-19 00:35:00	ES	Futures	741.68	741.68	741.2	741.44	382.0
2009-02-19 00:40:00	ES	Futures	741.68	741.68	741.2	741.44	35.0
2009-02-19 00:45:00	ES	Futures	741.44	741.68	741.44	741.68	36.0
2009-02-19 00:50:00	ES	Futures	741.44	742.15	741.44	741.92	57.0
2009-02-19 00:55:00	ES	Futures	741.92	742.15	741.68	742.15	81.0
2009-02-19 01:00:00	ES	Futures	741.92	742.39	741.68	742.39	131.0
2009-02-19 01:05:00	ES	Futures	742.39	742.86	742.39	742.39	172.0
2009-02-19 01:10:00	ES	Futures	742.15	742.63	741.92	742.39	87.0
2009-02-19 01:15:00	ES	Futures	742.39	742.39	742.15	742.15	69.0
2009-02-19 01:20:00	ES	Futures	742.15	742.39	742.15	742.39	144.0
2009-02-19 01:25:00	ES	Futures	742.63	742.63	741.92	741.92	122.0
2009-02-19 01:30:00	ES	Futures	741.92	741.92	741.44	741.68	88.0
2009-02-19 01:35:00	ES	Futures	741.92	741.92	741.68	741.68	77.0
2009-02-19 01:40:00	ES	Futures	741.68	741.68	741.44	741.68	24.0
2009-02-19 01:45:00	ES	Futures	741.92	742.39	741.92	742.15	59.0
2009-02-19 01:50:00	ES	Futures	741.92	742.63	741.92	742.39	62.0
2009-02-19 01:55:00	ES	Futures	742.39	742.39	741.92	742.15	186.0
2009-02-19 02:00:00	ES	Futures	742.15	744.29	742.15	744.05	1486.0
2009-02-19 02:05:00	ES	Futures	744.05	744.29	743.58	743.81	831.0
2009-02-19 02:10:00	ES	Futures	743.81	744.05	743.58	744.05	199.0
2009-02-19 02:15:00	ES	Futures	743.81	744.05	743.34	743.34	322.0
2009-02-19 02:20:00	ES	Futures	743.34	743.81	743.1	743.58	266.0
2009-02-19 02:25:00	ES	Futures	743.34	744.52	743.34	744.29	745.0
2009-02-19 02:30:00	ES	Futures	744.05	745.24	743.81	745.0	1861.0
2009-02-19 02:35:00	ES	Futures	744.76	745.71	744.52	745.47	1413.0
2009-02-19 02:40:00	ES	Futures	745.47	746.19	745.24	745.47	903.0
2009-02-19 02:45:00	ES	Futures	745.47	745.71	745.24	745.47	228.0
2009-02-19 02:50:00	ES	Futures	745.47	747.13	745.47	746.66	1901.0
2009-02-19 02:55:00	ES	Futures	746.42	746.9	746.19	746.66	895.0
2009-02-19 03:00:00	ES	Futures	746.66	748.08	745.95	747.61	3149.0
2009-02-19 03:05:00	ES	Futures	747.61	748.08	746.19	746.19	1743.0
2009-02-19 03:10:00	ES	Futures	746.19	747.13	745.95	746.19	863.0
2009-02-19 03:15:00	ES	Futures	746.19	746.66	745.71	746.19	609.0
2009-02-19 03:20:00	ES	Futures	746.19	746.42	745.24	745.71	844.0
2009-02-19 03:25:00	ES	Futures	745.71	747.61	745.71	746.66	1675.0
2009-02-19 03:30:00	ES	Futures	746.66	747.85	746.66	746.9	1751.0
2009-02-19 03:35:00	ES	Futures	747.13	747.37	745.71	745.95	1309.0
2009-02-19 03:40:00	ES	Futures	745.95	746.19	744.29	744.52	1671.0
2009-02-19 03:45:00	ES	Futures	744.52	745.47	743.81	744.76	2376.0
2009-02-19 03:50:00	ES	Futures	744.76	745.47	744.05	745.0	1163.0
2009-02-19 03:55:00	ES	Futures	745.0	745.95	744.52	745.95	1582.0
2009-02-19 04:00:00	ES	Futures	745.95	745.95	745.0	745.71	2358.0
2009-02-19 04:05:00	ES	Futures	745.71	747.13	744.76	747.13	1841.0

> showing 50 of 10,660 rows — these rows as CSV

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