PREVIEW / futures_5min / 2009-03-05

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-03-05.parquet
  size:    201 KB
  rows:    10,515

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
2009-03-05 00:00:00	ES	Futures	668.39	668.86	667.91	668.86	283.0
2009-03-05 00:05:00	ES	Futures	668.86	668.86	668.15	668.15	342.0
2009-03-05 00:10:00	ES	Futures	668.15	668.39	667.44	667.68	184.0
2009-03-05 00:15:00	ES	Futures	667.44	667.68	666.73	667.44	267.0
2009-03-05 00:20:00	ES	Futures	667.44	667.91	667.2	667.2	269.0
2009-03-05 00:25:00	ES	Futures	667.2	668.39	667.2	667.91	410.0
2009-03-05 00:30:00	ES	Futures	667.68	667.68	667.2	667.68	192.0
2009-03-05 00:35:00	ES	Futures	667.44	667.91	667.44	667.68	73.0
2009-03-05 00:40:00	ES	Futures	667.68	668.39	667.68	667.91	137.0
2009-03-05 00:45:00	ES	Futures	667.68	667.68	666.97	667.2	280.0
2009-03-05 00:50:00	ES	Futures	667.44	667.91	667.2	667.68	99.0
2009-03-05 00:55:00	ES	Futures	667.68	667.68	667.2	667.44	126.0
2009-03-05 01:00:00	ES	Futures	666.97	667.44	666.25	666.25	497.0
2009-03-05 01:05:00	ES	Futures	666.25	666.25	665.78	666.02	808.0
2009-03-05 01:10:00	ES	Futures	666.02	666.25	666.02	666.02	124.0
2009-03-05 01:15:00	ES	Futures	666.02	666.73	666.02	666.49	163.0
2009-03-05 01:20:00	ES	Futures	666.49	666.97	666.49	666.73	158.0
2009-03-05 01:25:00	ES	Futures	666.49	666.97	666.49	666.73	43.0
2009-03-05 01:30:00	ES	Futures	666.73	666.73	666.49	666.73	199.0
2009-03-05 01:35:00	ES	Futures	666.97	666.97	666.49	666.49	224.0
2009-03-05 01:40:00	ES	Futures	666.49	667.2	666.49	667.2	137.0
2009-03-05 01:45:00	ES	Futures	666.97	668.39	666.97	668.15	543.0
2009-03-05 01:50:00	ES	Futures	668.39	668.39	667.91	667.91	104.0
2009-03-05 01:55:00	ES	Futures	667.91	668.39	667.91	668.15	270.0
2009-03-05 02:00:00	ES	Futures	668.39	669.57	667.68	669.34	1275.0
2009-03-05 02:05:00	ES	Futures	669.34	670.29	668.63	669.34	686.0
2009-03-05 02:10:00	ES	Futures	669.34	669.34	667.91	668.39	498.0
2009-03-05 02:15:00	ES	Futures	668.15	668.86	667.91	668.39	279.0
2009-03-05 02:20:00	ES	Futures	668.39	669.1	668.15	669.1	204.0
2009-03-05 02:25:00	ES	Futures	669.1	669.1	668.15	668.39	120.0
2009-03-05 02:30:00	ES	Futures	668.39	669.81	668.39	669.57	699.0
2009-03-05 02:35:00	ES	Futures	669.57	670.05	669.34	669.57	1065.0
2009-03-05 02:40:00	ES	Futures	669.81	670.76	669.57	669.81	1023.0
2009-03-05 02:45:00	ES	Futures	669.81	670.05	669.57	670.05	295.0
2009-03-05 02:50:00	ES	Futures	670.05	670.29	669.34	670.29	657.0
2009-03-05 02:55:00	ES	Futures	670.52	670.76	670.05	670.52	788.0
2009-03-05 03:00:00	ES	Futures	670.52	670.52	668.86	669.57	2208.0
2009-03-05 03:05:00	ES	Futures	669.57	669.81	667.44	668.39	2272.0
2009-03-05 03:10:00	ES	Futures	668.39	668.63	667.44	668.63	1539.0
2009-03-05 03:15:00	ES	Futures	668.63	668.63	667.68	668.63	1677.0
2009-03-05 03:20:00	ES	Futures	668.63	669.81	668.63	669.57	1547.0
2009-03-05 03:25:00	ES	Futures	669.57	670.05	668.63	668.63	1526.0
2009-03-05 03:30:00	ES	Futures	668.39	669.34	667.91	667.91	1567.0
2009-03-05 03:35:00	ES	Futures	667.68	668.39	667.2	667.44	2119.0
2009-03-05 03:40:00	ES	Futures	667.2	667.91	667.2	667.44	2171.0
2009-03-05 03:45:00	ES	Futures	667.68	668.63	667.68	667.68	1708.0
2009-03-05 03:50:00	ES	Futures	667.91	668.39	667.68	667.91	1305.0
2009-03-05 03:55:00	ES	Futures	667.91	668.15	666.97	666.97	1470.0
2009-03-05 04:00:00	ES	Futures	666.97	667.2	666.02	666.25	4353.0
2009-03-05 04:05:00	ES	Futures	666.25	666.73	665.78	666.25	2579.0

> showing 50 of 10,515 rows — these rows as CSV

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