PREVIEW / futures_5min / 2009-03-06

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-03-06.parquet
  size:    173 KB
  rows:    9,037

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
2009-03-06 00:00:00	ES	Futures	649.89	649.89	648.94	648.94	215.0
2009-03-06 00:05:00	ES	Futures	648.94	649.41	648.7	649.18	147.0
2009-03-06 00:10:00	ES	Futures	649.41	649.41	648.94	648.94	133.0
2009-03-06 00:15:00	ES	Futures	649.18	649.18	648.7	648.94	148.0
2009-03-06 00:20:00	ES	Futures	648.94	650.13	648.94	649.89	155.0
2009-03-06 00:25:00	ES	Futures	649.89	649.89	649.41	649.65	613.0
2009-03-06 00:30:00	ES	Futures	649.65	649.89	649.41	649.65	142.0
2009-03-06 00:35:00	ES	Futures	649.65	649.89	649.65	649.89	81.0
2009-03-06 00:40:00	ES	Futures	649.89	650.36	649.65	650.13	126.0
2009-03-06 00:45:00	ES	Futures	650.36	650.36	649.89	649.89	70.0
2009-03-06 00:50:00	ES	Futures	649.89	650.36	649.89	650.36	56.0
2009-03-06 00:55:00	ES	Futures	650.36	650.84	650.36	650.6	284.0
2009-03-06 01:00:00	ES	Futures	650.6	650.84	650.36	650.84	247.0
2009-03-06 01:05:00	ES	Futures	650.6	650.84	650.6	650.6	76.0
2009-03-06 01:10:00	ES	Futures	650.84	651.07	650.84	650.84	182.0
2009-03-06 01:15:00	ES	Futures	651.07	651.55	650.84	651.31	172.0
2009-03-06 01:20:00	ES	Futures	651.55	652.97	651.55	652.5	664.0
2009-03-06 01:25:00	ES	Futures	652.5	652.73	652.02	652.5	175.0
2009-03-06 01:30:00	ES	Futures	652.73	652.73	652.26	652.5	169.0
2009-03-06 01:35:00	ES	Futures	652.26	652.26	651.55	652.02	325.0
2009-03-06 01:40:00	ES	Futures	651.79	652.5	651.79	652.02	211.0
2009-03-06 01:45:00	ES	Futures	652.02	652.26	650.6	650.84	392.0
2009-03-06 01:50:00	ES	Futures	651.07	651.07	649.89	650.13	305.0
2009-03-06 01:55:00	ES	Futures	650.13	650.84	649.65	650.6	286.0
2009-03-06 02:00:00	ES	Futures	650.6	651.79	650.36	650.6	991.0
2009-03-06 02:05:00	ES	Futures	650.36	650.84	648.94	649.65	828.0
2009-03-06 02:10:00	ES	Futures	649.89	649.89	648.7	649.18	405.0
2009-03-06 02:15:00	ES	Futures	649.18	649.89	648.94	649.65	455.0
2009-03-06 02:20:00	ES	Futures	649.89	649.89	648.94	649.18	198.0
2009-03-06 02:25:00	ES	Futures	649.18	650.6	648.94	650.36	490.0
2009-03-06 02:30:00	ES	Futures	650.36	652.5	650.13	652.02	1322.0
2009-03-06 02:35:00	ES	Futures	652.26	653.21	652.02	652.73	2038.0
2009-03-06 02:40:00	ES	Futures	652.5	652.5	651.55	652.02	615.0
2009-03-06 02:45:00	ES	Futures	652.02	652.02	651.31	651.55	93.0
2009-03-06 02:50:00	ES	Futures	651.79	652.02	651.55	652.02	215.0
2009-03-06 02:55:00	ES	Futures	652.02	652.02	650.6	650.6	618.0
2009-03-06 03:00:00	ES	Futures	650.6	652.5	650.6	651.79	2185.0
2009-03-06 03:05:00	ES	Futures	651.79	654.63	651.55	654.63	3505.0
2009-03-06 03:10:00	ES	Futures	654.39	654.63	653.45	653.68	3441.0
2009-03-06 03:15:00	ES	Futures	653.68	653.92	652.73	653.45	1751.0
2009-03-06 03:20:00	ES	Futures	653.45	653.68	651.31	651.31	2756.0
2009-03-06 03:25:00	ES	Futures	651.07	652.02	649.41	650.6	4218.0
2009-03-06 03:30:00	ES	Futures	650.84	653.21	650.6	652.97	2025.0
2009-03-06 03:35:00	ES	Futures	652.97	653.21	652.02	652.73	1262.0
2009-03-06 03:40:00	ES	Futures	652.73	653.21	651.31	653.21	2067.0
2009-03-06 03:45:00	ES	Futures	653.21	653.68	652.5	653.21	1423.0
2009-03-06 03:50:00	ES	Futures	653.21	654.39	653.21	653.92	1530.0
2009-03-06 03:55:00	ES	Futures	653.92	654.39	652.97	653.21	976.0
2009-03-06 04:00:00	ES	Futures	652.97	654.63	652.97	654.39	1431.0
2009-03-06 04:05:00	ES	Futures	654.39	654.63	653.68	654.39	1376.0

> showing 50 of 9,037 rows — these rows as CSV

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