PREVIEW / futures_5min / 2009-02-20

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-02-20.parquet
  size:    179 KB
  rows:    9,030

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
2009-02-20 00:00:00	ES	Futures	733.38	733.38	732.43	732.67	565.0
2009-02-20 00:05:00	ES	Futures	732.67	732.9	732.43	732.67	570.0
2009-02-20 00:10:00	ES	Futures	732.43	732.67	732.43	732.67	76.0
2009-02-20 00:15:00	ES	Futures	732.67	732.9	732.19	732.43	473.0
2009-02-20 00:20:00	ES	Futures	732.43	732.67	731.48	731.72	1872.0
2009-02-20 00:25:00	ES	Futures	731.72	732.19	731.72	732.19	126.0
2009-02-20 00:30:00	ES	Futures	732.19	732.67	731.95	732.67	315.0
2009-02-20 00:35:00	ES	Futures	732.67	733.38	732.67	733.14	227.0
2009-02-20 00:40:00	ES	Futures	732.9	733.14	732.19	732.19	84.0
2009-02-20 00:45:00	ES	Futures	732.43	732.43	731.48	731.48	168.0
2009-02-20 00:50:00	ES	Futures	731.72	733.61	731.48	733.14	243.0
2009-02-20 00:55:00	ES	Futures	733.14	733.14	732.9	733.14	62.0
2009-02-20 01:00:00	ES	Futures	733.14	733.14	731.72	731.72	429.0
2009-02-20 01:05:00	ES	Futures	731.72	731.95	731.48	731.95	320.0
2009-02-20 01:10:00	ES	Futures	731.72	732.19	731.72	731.95	122.0
2009-02-20 01:15:00	ES	Futures	732.19	732.43	732.19	732.43	44.0
2009-02-20 01:20:00	ES	Futures	732.19	732.43	731.72	731.95	90.0
2009-02-20 01:25:00	ES	Futures	731.95	732.19	731.72	731.95	47.0
2009-02-20 01:30:00	ES	Futures	731.95	732.19	731.72	732.19	31.0
2009-02-20 01:35:00	ES	Futures	732.19	733.14	731.95	731.95	317.0
2009-02-20 01:40:00	ES	Futures	732.19	733.38	732.19	733.38	284.0
2009-02-20 01:45:00	ES	Futures	733.14	733.61	732.19	732.19	410.0
2009-02-20 01:50:00	ES	Futures	732.19	732.43	731.48	732.43	228.0
2009-02-20 01:55:00	ES	Futures	732.43	733.14	732.19	732.19	286.0
2009-02-20 02:00:00	ES	Futures	732.43	733.14	731.48	731.48	1018.0
2009-02-20 02:05:00	ES	Futures	731.48	732.19	731.48	731.95	593.0
2009-02-20 02:10:00	ES	Futures	731.72	732.67	731.48	732.19	955.0
2009-02-20 02:15:00	ES	Futures	732.19	733.61	732.19	732.9	535.0
2009-02-20 02:20:00	ES	Futures	733.14	733.61	732.43	733.14	388.0
2009-02-20 02:25:00	ES	Futures	733.14	733.14	732.67	732.9	254.0
2009-02-20 02:30:00	ES	Futures	733.14	733.14	731.95	732.67	646.0
2009-02-20 02:35:00	ES	Futures	732.9	733.61	732.9	733.38	352.0
2009-02-20 02:40:00	ES	Futures	733.38	734.09	732.43	732.43	544.0
2009-02-20 02:45:00	ES	Futures	732.67	733.85	732.67	733.38	523.0
2009-02-20 02:50:00	ES	Futures	733.38	733.61	732.43	732.9	340.0
2009-02-20 02:55:00	ES	Futures	732.9	732.9	731.72	732.43	451.0
2009-02-20 03:00:00	ES	Futures	732.43	734.09	732.43	733.85	2746.0
2009-02-20 03:05:00	ES	Futures	733.85	734.33	730.29	731.24	7030.0
2009-02-20 03:10:00	ES	Futures	731.24	732.67	729.34	730.06	5863.0
2009-02-20 03:15:00	ES	Futures	730.29	731.24	729.58	730.53	3407.0
2009-02-20 03:20:00	ES	Futures	730.53	731.01	728.63	729.34	3824.0
2009-02-20 03:25:00	ES	Futures	729.34	730.53	728.63	730.53	1828.0
2009-02-20 03:30:00	ES	Futures	730.53	730.53	728.63	728.87	2441.0
2009-02-20 03:35:00	ES	Futures	729.11	729.82	726.97	727.92	4011.0
2009-02-20 03:40:00	ES	Futures	727.92	729.11	727.45	728.87	2362.0
2009-02-20 03:45:00	ES	Futures	728.87	729.58	727.68	728.87	2283.0
2009-02-20 03:50:00	ES	Futures	728.87	729.82	728.4	728.63	2752.0
2009-02-20 03:55:00	ES	Futures	728.4	730.29	728.16	730.06	2324.0
2009-02-20 04:00:00	ES	Futures	730.06	730.06	728.16	728.63	2101.0
2009-02-20 04:05:00	ES	Futures	728.4	730.29	728.16	730.06	1084.0

> showing 50 of 9,030 rows — these rows as CSV

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