PREVIEW / futures_5min / 2009-03-11

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-03-11.parquet
  size:    178 KB
  rows:    9,819

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
2009-03-11 00:00:00	ES	Futures	680.96	681.67	680.96	681.2	368.0
2009-03-11 00:05:00	ES	Futures	680.96	681.43	680.72	681.43	515.0
2009-03-11 00:10:00	ES	Futures	681.43	681.43	680.72	680.96	194.0
2009-03-11 00:15:00	ES	Futures	681.2	682.62	681.2	682.15	486.0
2009-03-11 00:20:00	ES	Futures	682.15	682.86	681.91	682.86	194.0
2009-03-11 00:25:00	ES	Futures	682.86	683.57	682.62	683.57	535.0
2009-03-11 00:30:00	ES	Futures	683.33	684.04	683.09	684.04	672.0
2009-03-11 00:35:00	ES	Futures	683.81	684.04	683.33	683.33	191.0
2009-03-11 00:40:00	ES	Futures	683.33	684.04	683.33	683.81	230.0
2009-03-11 00:45:00	ES	Futures	684.04	685.7	683.81	685.23	1127.0
2009-03-11 00:50:00	ES	Futures	684.99	685.23	684.04	684.28	216.0
2009-03-11 00:55:00	ES	Futures	684.28	684.28	683.81	684.28	93.0
2009-03-11 01:00:00	ES	Futures	684.28	685.23	684.28	684.75	223.0
2009-03-11 01:05:00	ES	Futures	684.99	685.47	684.99	685.23	335.0
2009-03-11 01:10:00	ES	Futures	685.23	685.47	685.23	685.47	159.0
2009-03-11 01:15:00	ES	Futures	685.47	685.7	685.23	685.7	539.0
2009-03-11 01:20:00	ES	Futures	685.47	685.7	684.99	684.99	160.0
2009-03-11 01:25:00	ES	Futures	684.99	684.99	684.04	684.04	192.0
2009-03-11 01:30:00	ES	Futures	684.04	684.99	683.81	684.28	465.0
2009-03-11 01:35:00	ES	Futures	684.28	684.28	683.81	684.04	160.0
2009-03-11 01:40:00	ES	Futures	683.81	684.04	683.57	683.81	158.0
2009-03-11 01:45:00	ES	Futures	684.04	684.99	684.04	684.28	359.0
2009-03-11 01:50:00	ES	Futures	684.28	684.28	683.81	684.04	59.0
2009-03-11 01:55:00	ES	Futures	684.28	684.75	684.28	684.28	113.0
2009-03-11 02:00:00	ES	Futures	684.28	684.99	683.81	684.99	318.0
2009-03-11 02:05:00	ES	Futures	684.99	684.99	684.28	684.28	107.0
2009-03-11 02:10:00	ES	Futures	684.28	684.52	683.81	683.81	284.0
2009-03-11 02:15:00	ES	Futures	683.81	684.75	683.57	684.04	256.0
2009-03-11 02:20:00	ES	Futures	684.04	684.04	683.09	683.09	563.0
2009-03-11 02:25:00	ES	Futures	683.33	683.33	682.15	682.38	578.0
2009-03-11 02:30:00	ES	Futures	682.15	683.09	682.15	683.09	450.0
2009-03-11 02:35:00	ES	Futures	682.86	683.09	682.38	682.62	353.0
2009-03-11 02:40:00	ES	Futures	682.62	682.86	682.15	682.62	292.0
2009-03-11 02:45:00	ES	Futures	682.62	682.62	682.15	682.15	330.0
2009-03-11 02:50:00	ES	Futures	682.15	682.62	681.91	681.91	546.0
2009-03-11 02:55:00	ES	Futures	682.15	682.38	681.67	681.91	423.0
2009-03-11 03:00:00	ES	Futures	681.91	682.15	681.2	681.67	2246.0
2009-03-11 03:05:00	ES	Futures	681.67	682.38	681.43	682.15	659.0
2009-03-11 03:10:00	ES	Futures	682.15	682.15	680.96	680.96	1228.0
2009-03-11 03:15:00	ES	Futures	680.72	680.96	679.77	680.25	1543.0
2009-03-11 03:20:00	ES	Futures	680.25	680.48	679.54	679.77	748.0
2009-03-11 03:25:00	ES	Futures	679.54	680.72	679.54	680.48	774.0
2009-03-11 03:30:00	ES	Futures	680.25	680.96	680.01	680.25	833.0
2009-03-11 03:35:00	ES	Futures	680.48	680.96	679.77	679.77	1082.0
2009-03-11 03:40:00	ES	Futures	679.77	680.48	679.77	680.25	433.0
2009-03-11 03:45:00	ES	Futures	680.25	680.96	680.25	680.96	521.0
2009-03-11 03:50:00	ES	Futures	680.72	680.96	680.48	680.96	320.0
2009-03-11 03:55:00	ES	Futures	680.96	681.43	680.72	680.96	611.0
2009-03-11 04:00:00	ES	Futures	680.96	681.2	679.3	679.54	3609.0
2009-03-11 04:05:00	ES	Futures	679.54	679.54	678.11	679.3	4002.0

> showing 50 of 9,819 rows — these rows as CSV

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