PREVIEW / futures_5min / 2009-02-23

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-02-23.parquet
  size:    208 KB
  rows:    10,539

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
2009-02-23 00:00:00	ES	Futures	738.6	738.83	737.17	737.41	301.0
2009-02-23 00:05:00	ES	Futures	737.17	737.88	736.93	737.65	248.0
2009-02-23 00:10:00	ES	Futures	737.65	737.88	737.65	737.88	30.0
2009-02-23 00:15:00	ES	Futures	737.65	738.12	737.65	738.12	94.0
2009-02-23 00:20:00	ES	Futures	738.12	738.36	738.12	738.12	129.0
2009-02-23 00:25:00	ES	Futures	738.12	739.07	737.88	738.83	200.0
2009-02-23 00:30:00	ES	Futures	739.07	739.31	738.6	738.6	205.0
2009-02-23 00:35:00	ES	Futures	738.6	738.83	738.36	738.6	62.0
2009-02-23 00:40:00	ES	Futures	738.83	738.83	738.6	738.6	46.0
2009-02-23 00:45:00	ES	Futures	738.6	738.83	738.36	738.6	164.0
2009-02-23 00:50:00	ES	Futures	738.6	739.31	738.6	739.07	315.0
2009-02-23 00:55:00	ES	Futures	739.07	739.31	738.83	739.31	124.0
2009-02-23 01:00:00	ES	Futures	739.31	739.31	738.6	739.07	99.0
2009-02-23 01:05:00	ES	Futures	739.07	739.54	739.07	739.54	184.0
2009-02-23 01:10:00	ES	Futures	739.54	739.78	739.31	739.54	164.0
2009-02-23 01:15:00	ES	Futures	739.54	739.78	739.31	739.31	109.0
2009-02-23 01:20:00	ES	Futures	739.31	739.54	739.07	739.31	60.0
2009-02-23 01:25:00	ES	Futures	739.31	739.54	739.07	739.54	68.0
2009-02-23 01:30:00	ES	Futures	739.31	739.31	739.07	739.31	38.0
2009-02-23 01:35:00	ES	Futures	739.54	739.54	739.31	739.31	63.0
2009-02-23 01:40:00	ES	Futures	739.31	739.54	739.07	739.07	76.0
2009-02-23 01:45:00	ES	Futures	739.07	739.54	739.07	739.31	178.0
2009-02-23 01:50:00	ES	Futures	739.31	739.31	738.36	738.36	320.0
2009-02-23 01:55:00	ES	Futures	738.36	738.6	737.65	737.65	375.0
2009-02-23 02:00:00	ES	Futures	737.88	739.07	737.65	738.6	662.0
2009-02-23 02:05:00	ES	Futures	738.6	740.26	738.6	740.02	1597.0
2009-02-23 02:10:00	ES	Futures	740.26	741.68	740.02	740.97	1912.0
2009-02-23 02:15:00	ES	Futures	740.73	742.63	740.73	741.2	1151.0
2009-02-23 02:20:00	ES	Futures	741.2	743.1	740.97	742.86	1268.0
2009-02-23 02:25:00	ES	Futures	742.86	743.1	741.92	742.15	910.0
2009-02-23 02:30:00	ES	Futures	742.15	743.1	741.92	742.39	902.0
2009-02-23 02:35:00	ES	Futures	742.63	742.86	741.92	742.86	908.0
2009-02-23 02:40:00	ES	Futures	742.63	743.81	742.63	743.81	1293.0
2009-02-23 02:45:00	ES	Futures	743.58	744.76	743.34	744.52	2104.0
2009-02-23 02:50:00	ES	Futures	744.76	745.47	744.29	744.76	1595.0
2009-02-23 02:55:00	ES	Futures	744.76	746.19	743.81	744.05	2188.0
2009-02-23 03:00:00	ES	Futures	743.81	744.05	742.15	742.86	2252.0
2009-02-23 03:05:00	ES	Futures	742.86	743.81	742.39	743.1	2308.0
2009-02-23 03:10:00	ES	Futures	743.1	744.05	742.86	743.81	2192.0
2009-02-23 03:15:00	ES	Futures	743.81	745.0	743.1	744.52	3073.0
2009-02-23 03:20:00	ES	Futures	744.29	745.24	743.81	745.0	2545.0
2009-02-23 03:25:00	ES	Futures	745.0	745.24	743.81	744.29	1111.0
2009-02-23 03:30:00	ES	Futures	744.52	745.0	743.1	743.58	1764.0
2009-02-23 03:35:00	ES	Futures	743.81	744.52	743.1	744.52	1233.0
2009-02-23 03:40:00	ES	Futures	744.52	744.76	742.39	742.86	2965.0
2009-02-23 03:45:00	ES	Futures	742.63	743.58	742.39	742.39	973.0
2009-02-23 03:50:00	ES	Futures	742.63	742.86	741.2	741.92	1359.0
2009-02-23 03:55:00	ES	Futures	741.68	741.92	741.2	741.44	866.0
2009-02-23 04:00:00	ES	Futures	741.44	743.1	741.44	743.1	807.0
2009-02-23 04:05:00	ES	Futures	743.1	743.1	741.68	741.92	990.0

> showing 50 of 10,539 rows — these rows as CSV

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