PREVIEW / futures_5min / 2009-03-08

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-03-08.parquet
  size:    38 KB
  rows:    1,754

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
2009-03-08 18:00:00	ES	Futures	653.45	654.39	652.26	652.5	3530.0
2009-03-08 18:05:00	ES	Futures	652.5	652.5	652.02	652.26	371.0
2009-03-08 18:10:00	ES	Futures	652.26	652.73	652.02	652.5	585.0
2009-03-08 18:15:00	ES	Futures	652.26	653.21	652.26	653.21	408.0
2009-03-08 18:20:00	ES	Futures	652.97	653.21	652.5	652.5	247.0
2009-03-08 18:25:00	ES	Futures	652.5	652.73	652.26	652.73	383.0
2009-03-08 18:30:00	ES	Futures	652.5	653.45	652.5	653.45	537.0
2009-03-08 18:35:00	ES	Futures	653.45	653.45	652.5	652.97	390.0
2009-03-08 18:40:00	ES	Futures	652.97	653.45	652.73	653.21	206.0
2009-03-08 18:45:00	ES	Futures	653.45	653.45	652.73	652.73	165.0
2009-03-08 18:50:00	ES	Futures	652.73	652.97	652.5	652.73	113.0
2009-03-08 18:55:00	ES	Futures	652.73	653.21	652.73	652.97	243.0
2009-03-08 19:00:00	ES	Futures	652.97	653.21	652.73	652.97	145.0
2009-03-08 19:05:00	ES	Futures	652.73	652.73	652.26	652.5	195.0
2009-03-08 19:10:00	ES	Futures	652.5	652.73	652.26	652.73	73.0
2009-03-08 19:15:00	ES	Futures	652.73	654.16	652.5	653.68	673.0
2009-03-08 19:20:00	ES	Futures	653.68	654.16	653.45	653.68	258.0
2009-03-08 19:25:00	ES	Futures	653.68	655.11	653.68	655.11	1411.0
2009-03-08 19:30:00	ES	Futures	654.87	655.82	654.16	655.58	753.0
2009-03-08 19:35:00	ES	Futures	655.58	656.05	655.34	655.58	553.0
2009-03-08 19:40:00	ES	Futures	655.58	656.05	655.34	655.82	308.0
2009-03-08 19:45:00	ES	Futures	655.58	656.29	655.58	656.05	480.0
2009-03-08 19:50:00	ES	Futures	655.82	656.29	655.82	656.05	224.0
2009-03-08 19:55:00	ES	Futures	656.05	656.53	656.05	656.29	710.0
2009-03-08 20:00:00	ES	Futures	656.53	657.0	656.53	656.77	688.0
2009-03-08 20:05:00	ES	Futures	657.0	657.24	656.77	657.0	448.0
2009-03-08 20:10:00	ES	Futures	657.0	657.48	656.77	657.0	311.0
2009-03-08 20:15:00	ES	Futures	657.0	657.48	657.0	657.0	407.0
2009-03-08 20:20:00	ES	Futures	657.24	657.48	656.53	656.53	355.0
2009-03-08 20:25:00	ES	Futures	656.53	656.53	656.05	656.29	409.0
2009-03-08 20:30:00	ES	Futures	656.29	656.53	655.82	656.05	326.0
2009-03-08 20:35:00	ES	Futures	656.29	656.29	655.82	656.29	228.0
2009-03-08 20:40:00	ES	Futures	656.29	656.29	655.58	655.82	255.0
2009-03-08 20:45:00	ES	Futures	656.05	656.77	655.82	656.05	354.0
2009-03-08 20:50:00	ES	Futures	656.05	656.05	654.87	655.11	514.0
2009-03-08 20:55:00	ES	Futures	655.11	655.58	655.11	655.34	246.0
2009-03-08 21:00:00	ES	Futures	655.34	655.58	654.87	655.34	183.0
2009-03-08 21:05:00	ES	Futures	655.58	655.58	654.87	655.34	159.0
2009-03-08 21:10:00	ES	Futures	655.11	655.34	654.39	654.87	452.0
2009-03-08 21:15:00	ES	Futures	654.87	654.87	653.68	653.92	435.0
2009-03-08 21:20:00	ES	Futures	653.92	654.39	653.68	653.92	240.0
2009-03-08 21:25:00	ES	Futures	653.92	653.92	653.45	653.45	203.0
2009-03-08 21:30:00	ES	Futures	653.21	653.92	653.21	653.68	273.0
2009-03-08 21:35:00	ES	Futures	653.68	654.63	653.45	654.39	262.0
2009-03-08 21:40:00	ES	Futures	654.39	654.63	653.92	654.16	176.0
2009-03-08 21:45:00	ES	Futures	653.92	654.16	653.21	653.21	374.0
2009-03-08 21:50:00	ES	Futures	653.21	653.45	652.73	653.45	856.0
2009-03-08 21:55:00	ES	Futures	653.21	654.16	653.21	653.68	483.0
2009-03-08 22:00:00	ES	Futures	653.68	654.16	653.68	654.16	445.0
2009-03-08 22:05:00	ES	Futures	654.16	654.39	653.68	653.68	296.0

> showing 50 of 1,754 rows — these rows as CSV

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