PREVIEW / futures_5min / 2009-03-04

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-03-04.parquet
  size:    209 KB
  rows:    11,124

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
2009-03-04 00:00:00	ES	Futures	659.85	660.32	659.38	660.09	195.0
2009-03-04 00:05:00	ES	Futures	660.32	660.32	659.38	659.61	434.0
2009-03-04 00:10:00	ES	Futures	659.85	660.56	659.61	660.09	576.0
2009-03-04 00:15:00	ES	Futures	660.32	660.8	660.09	660.56	429.0
2009-03-04 00:20:00	ES	Futures	660.56	661.04	660.56	661.04	1136.0
2009-03-04 00:25:00	ES	Futures	661.04	661.51	660.8	661.04	931.0
2009-03-04 00:30:00	ES	Futures	661.04	661.51	661.04	661.04	529.0
2009-03-04 00:35:00	ES	Futures	661.04	661.51	660.56	661.27	214.0
2009-03-04 00:40:00	ES	Futures	661.27	661.75	661.27	661.51	183.0
2009-03-04 00:45:00	ES	Futures	661.51	661.75	661.04	661.04	323.0
2009-03-04 00:50:00	ES	Futures	661.04	661.51	660.8	661.27	382.0
2009-03-04 00:55:00	ES	Futures	661.27	661.98	660.8	661.27	887.0
2009-03-04 01:00:00	ES	Futures	661.27	661.75	661.04	661.27	138.0
2009-03-04 01:05:00	ES	Futures	661.27	661.75	661.04	661.51	287.0
2009-03-04 01:10:00	ES	Futures	661.51	661.51	660.8	661.04	138.0
2009-03-04 01:15:00	ES	Futures	661.27	661.75	661.04	661.75	269.0
2009-03-04 01:20:00	ES	Futures	661.75	661.98	661.51	661.98	399.0
2009-03-04 01:25:00	ES	Futures	661.75	662.22	661.51	661.75	1057.0
2009-03-04 01:30:00	ES	Futures	661.75	662.22	661.75	661.75	239.0
2009-03-04 01:35:00	ES	Futures	661.98	662.46	661.98	662.22	298.0
2009-03-04 01:40:00	ES	Futures	662.22	662.22	661.75	661.98	342.0
2009-03-04 01:45:00	ES	Futures	661.98	662.22	661.75	661.98	522.0
2009-03-04 01:50:00	ES	Futures	661.98	662.46	661.75	661.98	218.0
2009-03-04 01:55:00	ES	Futures	661.98	662.22	661.51	661.75	377.0
2009-03-04 02:00:00	ES	Futures	661.75	662.7	661.27	662.7	1281.0
2009-03-04 02:05:00	ES	Futures	662.46	662.7	661.75	662.22	1622.0
2009-03-04 02:10:00	ES	Futures	662.22	662.93	662.22	662.46	671.0
2009-03-04 02:15:00	ES	Futures	662.46	662.7	662.22	662.46	872.0
2009-03-04 02:20:00	ES	Futures	662.22	662.93	662.22	662.7	352.0
2009-03-04 02:25:00	ES	Futures	662.7	663.17	662.7	663.17	1659.0
2009-03-04 02:30:00	ES	Futures	663.17	663.41	662.93	662.93	1938.0
2009-03-04 02:35:00	ES	Futures	662.93	664.12	662.93	664.12	1974.0
2009-03-04 02:40:00	ES	Futures	663.88	665.78	663.88	664.83	3387.0
2009-03-04 02:45:00	ES	Futures	664.83	665.3	664.12	664.36	958.0
2009-03-04 02:50:00	ES	Futures	664.36	664.59	663.64	663.88	811.0
2009-03-04 02:55:00	ES	Futures	664.12	665.54	663.88	665.07	1703.0
2009-03-04 03:00:00	ES	Futures	665.07	665.54	664.59	665.07	3518.0
2009-03-04 03:05:00	ES	Futures	665.07	665.54	664.36	665.3	2559.0
2009-03-04 03:10:00	ES	Futures	665.07	665.54	664.12	665.3	1970.0
2009-03-04 03:15:00	ES	Futures	665.54	666.02	664.59	665.78	2131.0
2009-03-04 03:20:00	ES	Futures	665.78	666.02	665.3	666.02	2086.0
2009-03-04 03:25:00	ES	Futures	666.02	666.02	665.07	665.3	3184.0
2009-03-04 03:30:00	ES	Futures	665.07	665.78	664.59	665.07	2767.0
2009-03-04 03:35:00	ES	Futures	665.07	665.78	665.07	665.54	1287.0
2009-03-04 03:40:00	ES	Futures	665.54	665.78	664.36	665.54	2192.0
2009-03-04 03:45:00	ES	Futures	665.54	665.78	664.12	664.83	1605.0
2009-03-04 03:50:00	ES	Futures	664.59	664.59	663.41	663.88	2047.0
2009-03-04 03:55:00	ES	Futures	664.12	664.12	662.93	663.88	2593.0
2009-03-04 04:00:00	ES	Futures	663.88	665.3	663.64	664.59	1756.0
2009-03-04 04:05:00	ES	Futures	664.83	665.54	664.59	665.07	1288.0

> showing 50 of 11,124 rows — these rows as CSV

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