PREVIEW / futures_5min / 2009-02-25

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-02-25.parquet
  size:    203 KB
  rows:    10,596

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
2009-02-25 00:00:00	ES	Futures	725.08	725.55	724.84	725.08	419.0
2009-02-25 00:05:00	ES	Futures	725.08	725.79	725.08	725.08	328.0
2009-02-25 00:10:00	ES	Futures	725.31	725.79	725.08	725.55	143.0
2009-02-25 00:15:00	ES	Futures	725.31	725.55	725.31	725.31	181.0
2009-02-25 00:20:00	ES	Futures	725.31	726.5	725.31	726.5	663.0
2009-02-25 00:25:00	ES	Futures	726.26	726.97	726.26	726.5	471.0
2009-02-25 00:30:00	ES	Futures	726.74	727.45	726.26	727.21	662.0
2009-02-25 00:35:00	ES	Futures	727.21	727.45	726.5	726.5	167.0
2009-02-25 00:40:00	ES	Futures	726.74	726.74	726.26	726.5	78.0
2009-02-25 00:45:00	ES	Futures	726.74	727.45	726.74	727.45	188.0
2009-02-25 00:50:00	ES	Futures	727.45	727.45	726.5	726.5	128.0
2009-02-25 00:55:00	ES	Futures	726.5	726.74	726.26	726.74	51.0
2009-02-25 01:00:00	ES	Futures	726.74	727.68	726.74	727.68	181.0
2009-02-25 01:05:00	ES	Futures	727.68	727.68	727.21	727.21	68.0
2009-02-25 01:10:00	ES	Futures	727.45	727.68	727.21	727.45	188.0
2009-02-25 01:15:00	ES	Futures	727.45	727.68	727.45	727.68	142.0
2009-02-25 01:20:00	ES	Futures	727.45	728.4	727.45	728.16	375.0
2009-02-25 01:25:00	ES	Futures	728.4	728.63	728.16	728.4	104.0
2009-02-25 01:30:00	ES	Futures	728.4	728.4	727.68	727.68	287.0
2009-02-25 01:35:00	ES	Futures	727.68	727.92	727.21	727.45	114.0
2009-02-25 01:40:00	ES	Futures	727.68	728.16	727.45	727.68	131.0
2009-02-25 01:45:00	ES	Futures	727.68	727.68	726.5	726.5	232.0
2009-02-25 01:50:00	ES	Futures	726.5	727.68	726.5	727.21	319.0
2009-02-25 01:55:00	ES	Futures	727.45	727.45	726.26	726.5	329.0
2009-02-25 02:00:00	ES	Futures	726.26	728.16	726.02	728.16	1330.0
2009-02-25 02:05:00	ES	Futures	728.16	728.16	727.45	727.45	361.0
2009-02-25 02:10:00	ES	Futures	727.21	727.92	727.21	727.92	375.0
2009-02-25 02:15:00	ES	Futures	728.16	728.63	728.16	728.4	496.0
2009-02-25 02:20:00	ES	Futures	728.4	729.11	728.16	728.87	755.0
2009-02-25 02:25:00	ES	Futures	728.87	730.06	728.87	730.06	1334.0
2009-02-25 02:30:00	ES	Futures	730.06	730.53	729.82	730.29	1111.0
2009-02-25 02:35:00	ES	Futures	730.29	731.01	730.29	730.53	1003.0
2009-02-25 02:40:00	ES	Futures	730.53	730.77	729.82	730.53	627.0
2009-02-25 02:45:00	ES	Futures	730.53	731.24	730.53	731.01	1148.0
2009-02-25 02:50:00	ES	Futures	731.01	731.24	730.29	730.53	543.0
2009-02-25 02:55:00	ES	Futures	730.53	731.24	730.06	730.77	713.0
2009-02-25 03:00:00	ES	Futures	730.77	731.01	728.87	729.34	2779.0
2009-02-25 03:05:00	ES	Futures	729.11	729.82	728.63	729.82	1924.0
2009-02-25 03:10:00	ES	Futures	729.82	730.06	727.68	727.68	1600.0
2009-02-25 03:15:00	ES	Futures	727.92	728.63	727.21	728.4	1505.0
2009-02-25 03:20:00	ES	Futures	728.16	729.11	727.92	729.11	934.0
2009-02-25 03:25:00	ES	Futures	729.11	730.06	728.87	729.11	1357.0
2009-02-25 03:30:00	ES	Futures	729.11	729.82	728.63	728.63	1686.0
2009-02-25 03:35:00	ES	Futures	728.87	729.11	727.68	727.92	2160.0
2009-02-25 03:40:00	ES	Futures	728.16	728.4	727.21	727.45	947.0
2009-02-25 03:45:00	ES	Futures	727.68	727.92	726.5	726.5	1447.0
2009-02-25 03:50:00	ES	Futures	726.5	728.16	726.5	727.68	1162.0
2009-02-25 03:55:00	ES	Futures	727.92	728.87	727.45	727.92	1421.0
2009-02-25 04:00:00	ES	Futures	727.92	727.92	727.21	727.92	1176.0
2009-02-25 04:05:00	ES	Futures	727.92	727.92	726.02	726.74	1453.0

> showing 50 of 10,596 rows — these rows as CSV

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