PREVIEW / futures_5min / 2009-03-03

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-03-03.parquet
  size:    194 KB
  rows:    10,985

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
2009-03-03 00:00:00	ES	Futures	677.64	678.35	677.64	678.11	274.0
2009-03-03 00:05:00	ES	Futures	678.11	678.59	678.11	678.35	337.0
2009-03-03 00:10:00	ES	Futures	678.35	678.35	677.88	677.88	341.0
2009-03-03 00:15:00	ES	Futures	678.11	678.11	677.4	677.4	605.0
2009-03-03 00:20:00	ES	Futures	677.4	677.64	677.16	677.4	704.0
2009-03-03 00:25:00	ES	Futures	677.4	677.64	675.98	675.98	1184.0
2009-03-03 00:30:00	ES	Futures	675.98	676.93	675.74	675.98	692.0
2009-03-03 00:35:00	ES	Futures	676.22	676.93	675.98	676.93	171.0
2009-03-03 00:40:00	ES	Futures	676.93	677.16	676.69	676.93	253.0
2009-03-03 00:45:00	ES	Futures	676.93	676.93	676.22	676.69	405.0
2009-03-03 00:50:00	ES	Futures	676.69	677.16	676.45	676.69	896.0
2009-03-03 00:55:00	ES	Futures	676.93	676.93	676.45	676.45	347.0
2009-03-03 01:00:00	ES	Futures	676.45	676.69	676.22	676.45	344.0
2009-03-03 01:05:00	ES	Futures	676.22	676.45	676.22	676.22	176.0
2009-03-03 01:10:00	ES	Futures	676.22	676.22	675.74	675.98	267.0
2009-03-03 01:15:00	ES	Futures	675.74	675.98	674.79	675.27	1130.0
2009-03-03 01:20:00	ES	Futures	675.5	676.69	675.5	676.69	1017.0
2009-03-03 01:25:00	ES	Futures	676.69	677.16	676.45	677.16	1029.0
2009-03-03 01:30:00	ES	Futures	676.93	677.16	676.22	676.93	1097.0
2009-03-03 01:35:00	ES	Futures	677.16	677.4	676.22	676.45	1114.0
2009-03-03 01:40:00	ES	Futures	676.45	676.45	675.74	676.45	225.0
2009-03-03 01:45:00	ES	Futures	676.22	677.16	675.74	676.45	588.0
2009-03-03 01:50:00	ES	Futures	676.22	676.45	675.98	676.45	240.0
2009-03-03 01:55:00	ES	Futures	676.22	676.69	676.22	676.69	403.0
2009-03-03 02:00:00	ES	Futures	676.45	676.93	676.22	676.69	1324.0
2009-03-03 02:05:00	ES	Futures	676.45	677.16	676.45	676.93	704.0
2009-03-03 02:10:00	ES	Futures	677.16	677.16	676.22	676.45	1495.0
2009-03-03 02:15:00	ES	Futures	676.45	676.69	675.5	675.98	1267.0
2009-03-03 02:20:00	ES	Futures	675.98	676.22	675.5	675.74	781.0
2009-03-03 02:25:00	ES	Futures	675.5	676.22	675.5	676.22	527.0
2009-03-03 02:30:00	ES	Futures	675.98	676.22	675.03	675.03	912.0
2009-03-03 02:35:00	ES	Futures	675.03	675.03	674.08	674.79	1061.0
2009-03-03 02:40:00	ES	Futures	674.56	676.22	674.56	676.22	853.0
2009-03-03 02:45:00	ES	Futures	675.98	677.64	675.74	677.4	1627.0
2009-03-03 02:50:00	ES	Futures	677.4	677.88	676.93	677.4	1209.0
2009-03-03 02:55:00	ES	Futures	677.16	677.4	676.93	676.93	995.0
2009-03-03 03:00:00	ES	Futures	676.93	677.64	675.98	676.45	2649.0
2009-03-03 03:05:00	ES	Futures	676.69	677.4	676.45	677.4	2484.0
2009-03-03 03:10:00	ES	Futures	677.4	677.64	676.45	677.16	2537.0
2009-03-03 03:15:00	ES	Futures	677.16	677.88	676.69	677.4	3009.0
2009-03-03 03:20:00	ES	Futures	677.4	677.88	676.93	677.16	1454.0
2009-03-03 03:25:00	ES	Futures	677.16	677.16	675.98	676.93	1845.0
2009-03-03 03:30:00	ES	Futures	676.69	677.4	675.74	677.16	1764.0
2009-03-03 03:35:00	ES	Futures	677.16	678.35	677.16	678.35	2176.0
2009-03-03 03:40:00	ES	Futures	678.11	678.59	677.88	677.88	2635.0
2009-03-03 03:45:00	ES	Futures	677.88	678.11	677.16	677.16	2117.0
2009-03-03 03:50:00	ES	Futures	677.4	677.88	676.93	677.16	1686.0
2009-03-03 03:55:00	ES	Futures	677.4	677.88	676.93	677.64	894.0
2009-03-03 04:00:00	ES	Futures	677.4	677.64	676.69	676.93	923.0
2009-03-03 04:05:00	ES	Futures	676.93	678.35	676.93	678.11	1368.0

> showing 50 of 10,985 rows — these rows as CSV

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