PREVIEW / futures_5min / 2009-02-24

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-02-24.parquet
  size:    203 KB
  rows:    10,711

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
2009-02-24 00:00:00	ES	Futures	708.47	708.95	708.24	708.71	346.0
2009-02-24 00:05:00	ES	Futures	708.71	709.18	708.47	708.71	298.0
2009-02-24 00:10:00	ES	Futures	708.47	709.42	708.47	709.18	445.0
2009-02-24 00:15:00	ES	Futures	709.42	709.42	708.71	708.95	227.0
2009-02-24 00:20:00	ES	Futures	709.18	709.66	709.18	709.42	106.0
2009-02-24 00:25:00	ES	Futures	709.42	709.9	709.42	709.9	176.0
2009-02-24 00:30:00	ES	Futures	709.9	711.08	709.66	711.08	1290.0
2009-02-24 00:35:00	ES	Futures	710.84	711.08	710.37	711.08	465.0
2009-02-24 00:40:00	ES	Futures	711.08	711.08	710.84	711.08	169.0
2009-02-24 00:45:00	ES	Futures	711.08	711.32	710.84	710.84	162.0
2009-02-24 00:50:00	ES	Futures	711.08	711.32	710.84	711.08	91.0
2009-02-24 00:55:00	ES	Futures	711.32	711.32	711.08	711.32	526.0
2009-02-24 01:00:00	ES	Futures	711.08	712.27	711.08	712.27	1586.0
2009-02-24 01:05:00	ES	Futures	712.03	712.74	711.79	712.74	795.0
2009-02-24 01:10:00	ES	Futures	712.98	713.22	712.27	712.74	535.0
2009-02-24 01:15:00	ES	Futures	712.74	712.74	712.03	712.27	248.0
2009-02-24 01:20:00	ES	Futures	712.27	712.74	712.27	712.74	134.0
2009-02-24 01:25:00	ES	Futures	712.5	712.74	712.27	712.5	119.0
2009-02-24 01:30:00	ES	Futures	712.5	712.74	711.56	711.79	411.0
2009-02-24 01:35:00	ES	Futures	711.79	712.03	711.32	711.56	297.0
2009-02-24 01:40:00	ES	Futures	711.56	712.03	711.56	712.03	98.0
2009-02-24 01:45:00	ES	Futures	711.79	712.5	711.56	712.27	390.0
2009-02-24 01:50:00	ES	Futures	712.5	715.83	712.5	713.93	2352.0
2009-02-24 01:55:00	ES	Futures	713.69	714.4	713.45	713.45	256.0
2009-02-24 02:00:00	ES	Futures	713.45	713.93	712.03	712.27	940.0
2009-02-24 02:05:00	ES	Futures	712.27	712.74	712.03	712.5	537.0
2009-02-24 02:10:00	ES	Futures	712.74	714.4	712.74	713.93	1718.0
2009-02-24 02:15:00	ES	Futures	714.17	714.17	712.74	712.74	655.0
2009-02-24 02:20:00	ES	Futures	712.74	713.22	712.03	713.22	726.0
2009-02-24 02:25:00	ES	Futures	713.22	713.93	712.98	713.69	1318.0
2009-02-24 02:30:00	ES	Futures	713.69	714.4	713.45	714.17	1414.0
2009-02-24 02:35:00	ES	Futures	714.4	715.35	714.17	714.88	1405.0
2009-02-24 02:40:00	ES	Futures	714.64	714.88	714.4	714.88	1244.0
2009-02-24 02:45:00	ES	Futures	714.64	714.88	714.4	714.64	1174.0
2009-02-24 02:50:00	ES	Futures	714.88	714.88	714.4	714.4	1044.0
2009-02-24 02:55:00	ES	Futures	714.64	714.88	714.17	714.64	1915.0
2009-02-24 03:00:00	ES	Futures	714.64	715.59	714.17	714.4	4587.0
2009-02-24 03:05:00	ES	Futures	714.64	715.35	714.17	714.64	4327.0
2009-02-24 03:10:00	ES	Futures	714.64	715.59	714.64	715.11	1856.0
2009-02-24 03:15:00	ES	Futures	714.88	715.83	714.88	715.59	1997.0
2009-02-24 03:20:00	ES	Futures	715.59	716.3	714.88	715.59	2734.0
2009-02-24 03:25:00	ES	Futures	715.59	716.3	715.11	716.06	3238.0
2009-02-24 03:30:00	ES	Futures	715.83	716.77	714.17	714.17	4780.0
2009-02-24 03:35:00	ES	Futures	714.17	715.11	713.45	713.93	3862.0
2009-02-24 03:40:00	ES	Futures	714.17	714.4	713.45	714.17	1940.0
2009-02-24 03:45:00	ES	Futures	713.93	714.4	712.98	712.98	2603.0
2009-02-24 03:50:00	ES	Futures	712.74	712.98	711.79	712.03	3555.0
2009-02-24 03:55:00	ES	Futures	712.03	712.98	711.79	712.03	2020.0
2009-02-24 04:00:00	ES	Futures	711.79	713.45	711.32	712.98	3078.0
2009-02-24 04:05:00	ES	Futures	712.74	712.98	711.32	712.5	2074.0

> showing 50 of 10,711 rows — these rows as CSV

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