PREVIEW / futures_5min / 2009-03-12

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-03-12.parquet
  size:    201 KB
  rows:    10,320

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
2009-03-12 00:00:00	ES	Futures	678.11	678.35	677.88	678.11	264.0
2009-03-12 00:05:00	ES	Futures	678.35	678.35	677.88	678.11	477.0
2009-03-12 00:10:00	ES	Futures	678.11	678.59	678.11	678.59	331.0
2009-03-12 00:15:00	ES	Futures	678.59	678.82	678.59	678.82	97.0
2009-03-12 00:20:00	ES	Futures	678.82	678.82	678.35	678.82	88.0
2009-03-12 00:25:00	ES	Futures	678.82	678.82	678.11	678.82	335.0
2009-03-12 00:30:00	ES	Futures	678.82	679.06	678.59	678.59	79.0
2009-03-12 00:35:00	ES	Futures	678.82	679.06	678.59	678.82	68.0
2009-03-12 00:40:00	ES	Futures	678.82	679.06	678.59	678.59	33.0
2009-03-12 00:45:00	ES	Futures	678.82	678.82	678.35	678.82	127.0
2009-03-12 00:50:00	ES	Futures	678.82	679.3	678.82	679.3	350.0
2009-03-12 00:55:00	ES	Futures	679.3	679.3	678.82	678.82	119.0
2009-03-12 01:00:00	ES	Futures	678.82	679.06	678.82	678.82	162.0
2009-03-12 01:05:00	ES	Futures	678.82	678.82	678.11	678.11	234.0
2009-03-12 01:10:00	ES	Futures	678.11	678.35	678.11	678.35	179.0
2009-03-12 01:15:00	ES	Futures	678.11	678.59	678.11	678.35	190.0
2009-03-12 01:20:00	ES	Futures	678.35	679.06	678.11	678.59	148.0
2009-03-12 01:25:00	ES	Futures	678.59	678.82	678.59	678.59	355.0
2009-03-12 01:30:00	ES	Futures	678.59	679.06	678.35	678.82	109.0
2009-03-12 01:35:00	ES	Futures	678.82	679.3	678.82	679.06	93.0
2009-03-12 01:40:00	ES	Futures	679.3	679.3	679.06	679.06	52.0
2009-03-12 01:45:00	ES	Futures	679.06	679.06	678.82	679.06	44.0
2009-03-12 01:50:00	ES	Futures	679.06	679.3	678.82	678.82	40.0
2009-03-12 01:55:00	ES	Futures	678.82	679.3	678.11	678.35	150.0
2009-03-12 02:00:00	ES	Futures	678.35	678.35	677.88	678.11	258.0
2009-03-12 02:05:00	ES	Futures	678.11	678.35	677.4	677.64	655.0
2009-03-12 02:10:00	ES	Futures	677.4	677.64	677.4	677.4	310.0
2009-03-12 02:15:00	ES	Futures	677.4	677.64	676.93	677.16	335.0
2009-03-12 02:20:00	ES	Futures	677.4	677.64	677.16	677.4	208.0
2009-03-12 02:25:00	ES	Futures	677.4	677.4	677.16	677.16	171.0
2009-03-12 02:30:00	ES	Futures	677.4	677.4	677.16	677.16	124.0
2009-03-12 02:35:00	ES	Futures	677.4	677.4	677.16	677.16	13.0
2009-03-12 02:40:00	ES	Futures	677.4	678.11	677.4	678.11	208.0
2009-03-12 02:45:00	ES	Futures	677.88	679.06	677.88	678.82	373.0
2009-03-12 02:50:00	ES	Futures	678.82	679.3	678.82	679.3	494.0
2009-03-12 02:55:00	ES	Futures	679.3	679.77	679.06	679.77	490.0
2009-03-12 03:00:00	ES	Futures	679.77	679.77	678.11	678.11	1282.0
2009-03-12 03:05:00	ES	Futures	678.11	678.35	677.64	678.11	687.0
2009-03-12 03:10:00	ES	Futures	678.11	678.35	678.11	678.11	78.0
2009-03-12 03:15:00	ES	Futures	678.11	679.06	678.11	679.06	506.0
2009-03-12 03:20:00	ES	Futures	679.06	680.25	678.82	680.25	566.0
2009-03-12 03:25:00	ES	Futures	680.25	680.25	679.3	679.77	579.0
2009-03-12 03:30:00	ES	Futures	679.54	680.01	679.3	679.54	669.0
2009-03-12 03:35:00	ES	Futures	679.54	679.54	679.06	679.3	190.0
2009-03-12 03:40:00	ES	Futures	679.3	679.77	679.3	679.54	343.0
2009-03-12 03:45:00	ES	Futures	679.3	680.01	679.3	680.01	269.0
2009-03-12 03:50:00	ES	Futures	680.01	680.96	680.01	680.48	457.0
2009-03-12 03:55:00	ES	Futures	680.48	680.72	680.25	680.48	331.0
2009-03-12 04:00:00	ES	Futures	680.48	682.15	680.25	681.2	3422.0
2009-03-12 04:05:00	ES	Futures	681.2	681.2	680.01	681.2	1539.0

> showing 50 of 10,320 rows — these rows as CSV

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