PREVIEW / futures_5min / 2009-03-10

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-03-10.parquet
  size:    177 KB
  rows:    9,629

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
2009-03-10 00:00:00	ES	Futures	647.04	647.52	646.33	646.33	143.0
2009-03-10 00:05:00	ES	Futures	646.33	646.8	645.14	646.57	484.0
2009-03-10 00:10:00	ES	Futures	646.57	647.28	646.33	646.8	463.0
2009-03-10 00:15:00	ES	Futures	646.8	647.04	646.57	646.8	103.0
2009-03-10 00:20:00	ES	Futures	647.04	647.04	646.33	646.57	74.0
2009-03-10 00:25:00	ES	Futures	646.57	647.28	646.33	647.28	180.0
2009-03-10 00:30:00	ES	Futures	647.52	647.99	647.52	647.75	200.0
2009-03-10 00:35:00	ES	Futures	647.75	648.46	647.52	647.52	282.0
2009-03-10 00:40:00	ES	Futures	647.52	647.75	646.33	646.57	263.0
2009-03-10 00:45:00	ES	Futures	646.8	646.8	645.62	645.86	183.0
2009-03-10 00:50:00	ES	Futures	645.86	647.04	645.86	646.8	99.0
2009-03-10 00:55:00	ES	Futures	646.8	647.99	646.57	647.99	241.0
2009-03-10 01:00:00	ES	Futures	647.99	648.23	647.75	647.99	337.0
2009-03-10 01:05:00	ES	Futures	647.99	647.99	647.52	647.52	83.0
2009-03-10 01:10:00	ES	Futures	647.52	647.99	647.52	647.99	142.0
2009-03-10 01:15:00	ES	Futures	647.75	647.99	647.28	647.28	181.0
2009-03-10 01:20:00	ES	Futures	647.52	647.75	647.28	647.28	102.0
2009-03-10 01:25:00	ES	Futures	647.28	647.28	646.33	646.8	141.0
2009-03-10 01:30:00	ES	Futures	646.8	647.28	646.57	647.04	142.0
2009-03-10 01:35:00	ES	Futures	647.04	647.99	647.04	647.52	89.0
2009-03-10 01:40:00	ES	Futures	647.28	647.75	647.04	647.52	64.0
2009-03-10 01:45:00	ES	Futures	647.52	647.75	647.04	647.75	52.0
2009-03-10 01:50:00	ES	Futures	647.99	648.46	647.52	647.75	191.0
2009-03-10 01:55:00	ES	Futures	647.75	648.23	647.75	647.99	113.0
2009-03-10 02:00:00	ES	Futures	648.23	649.18	648.23	648.94	752.0
2009-03-10 02:05:00	ES	Futures	648.94	648.94	647.99	648.23	228.0
2009-03-10 02:10:00	ES	Futures	647.99	648.94	647.99	648.7	346.0
2009-03-10 02:15:00	ES	Futures	648.7	649.41	648.46	648.94	527.0
2009-03-10 02:20:00	ES	Futures	648.94	649.18	648.7	648.94	171.0
2009-03-10 02:25:00	ES	Futures	648.94	649.18	648.94	648.94	121.0
2009-03-10 02:30:00	ES	Futures	648.7	648.7	648.23	648.46	103.0
2009-03-10 02:35:00	ES	Futures	648.23	648.46	647.99	648.23	78.0
2009-03-10 02:40:00	ES	Futures	648.7	648.7	647.99	647.99	81.0
2009-03-10 02:45:00	ES	Futures	647.99	647.99	646.57	646.8	396.0
2009-03-10 02:50:00	ES	Futures	646.8	646.8	645.86	646.57	348.0
2009-03-10 02:55:00	ES	Futures	646.33	647.28	646.09	647.28	247.0
2009-03-10 03:00:00	ES	Futures	647.04	647.99	647.04	647.52	534.0
2009-03-10 03:05:00	ES	Futures	647.52	647.52	646.8	647.28	298.0
2009-03-10 03:10:00	ES	Futures	647.28	647.75	646.8	646.8	370.0
2009-03-10 03:15:00	ES	Futures	646.57	647.75	646.57	646.8	305.0
2009-03-10 03:20:00	ES	Futures	646.57	646.8	646.09	646.8	390.0
2009-03-10 03:25:00	ES	Futures	646.8	647.99	646.57	647.99	361.0
2009-03-10 03:30:00	ES	Futures	647.99	648.23	647.04	647.99	730.0
2009-03-10 03:35:00	ES	Futures	647.99	648.23	647.52	647.99	608.0
2009-03-10 03:40:00	ES	Futures	647.99	648.46	647.04	647.99	715.0
2009-03-10 03:45:00	ES	Futures	647.99	648.46	647.75	648.23	414.0
2009-03-10 03:50:00	ES	Futures	648.23	649.18	647.99	648.94	845.0
2009-03-10 03:55:00	ES	Futures	649.18	650.6	648.94	649.89	2179.0
2009-03-10 04:00:00	ES	Futures	649.89	650.6	648.46	649.41	3494.0
2009-03-10 04:05:00	ES	Futures	649.18	649.41	647.52	647.99	2669.0

> showing 50 of 9,629 rows — these rows as CSV

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