PREVIEW / futures_5min / 2009-03-13

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-03-13.parquet
  size:    158 KB
  rows:    8,733

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
2009-03-13 00:00:00	ES	Futures	712.5	712.5	711.79	711.79	97.0
2009-03-13 00:05:00	ES	Futures	712.03	712.5	711.79	712.27	124.0
2009-03-13 00:10:00	ES	Futures	712.27	712.5	711.79	712.03	71.0
2009-03-13 00:15:00	ES	Futures	712.27	712.5	712.03	712.27	56.0
2009-03-13 00:20:00	ES	Futures	712.5	712.5	712.03	712.5	16.0
2009-03-13 00:25:00	ES	Futures	712.27	712.5	712.03	712.27	144.0
2009-03-13 00:30:00	ES	Futures	712.27	712.74	712.27	712.5	192.0
2009-03-13 00:35:00	ES	Futures	712.5	712.74	712.5	712.5	91.0
2009-03-13 00:40:00	ES	Futures	712.5	712.74	712.5	712.5	11.0
2009-03-13 00:45:00	ES	Futures	712.5	712.74	712.5	712.5	49.0
2009-03-13 00:50:00	ES	Futures	712.5	712.74	712.27	712.5	75.0
2009-03-13 00:55:00	ES	Futures	712.74	712.98	712.5	712.74	77.0
2009-03-13 01:00:00	ES	Futures	712.74	713.22	712.74	712.98	126.0
2009-03-13 01:05:00	ES	Futures	712.98	713.45	712.98	713.22	82.0
2009-03-13 01:10:00	ES	Futures	713.45	713.45	712.98	713.22	70.0
2009-03-13 01:15:00	ES	Futures	712.98	713.45	712.98	713.45	265.0
2009-03-13 01:20:00	ES	Futures	713.22	713.45	712.98	713.22	33.0
2009-03-13 01:25:00	ES	Futures	713.22	713.45	712.98	713.22	105.0
2009-03-13 01:30:00	ES	Futures	713.22	713.45	712.98	713.22	198.0
2009-03-13 01:35:00	ES	Futures	713.22	713.45	713.22	713.22	38.0
2009-03-13 01:40:00	ES	Futures	713.22	713.45	712.98	713.22	82.0
2009-03-13 01:45:00	ES	Futures	713.22	713.45	713.22	713.22	73.0
2009-03-13 01:50:00	ES	Futures	713.22	713.45	712.5	712.5	175.0
2009-03-13 01:55:00	ES	Futures	712.5	712.5	711.56	711.56	139.0
2009-03-13 02:00:00	ES	Futures	711.56	712.03	711.32	711.79	210.0
2009-03-13 02:05:00	ES	Futures	711.56	711.79	711.56	711.56	75.0
2009-03-13 02:10:00	ES	Futures	711.56	711.79	711.32	711.79	84.0
2009-03-13 02:15:00	ES	Futures	712.03	712.03	711.79	712.03	21.0
2009-03-13 02:20:00	ES	Futures	711.79	712.03	711.56	711.79	119.0
2009-03-13 02:25:00	ES	Futures	711.79	711.79	711.56	711.79	23.0
2009-03-13 02:30:00	ES	Futures	711.56	711.79	711.56	711.56	76.0
2009-03-13 02:35:00	ES	Futures	711.56	712.27	711.56	712.27	167.0
2009-03-13 02:40:00	ES	Futures	712.5	712.5	712.27	712.5	122.0
2009-03-13 02:45:00	ES	Futures	712.27	712.5	712.27	712.5	195.0
2009-03-13 02:50:00	ES	Futures	712.5	712.5	712.03	712.03	186.0
2009-03-13 02:55:00	ES	Futures	712.03	712.27	711.79	712.03	110.0
2009-03-13 03:00:00	ES	Futures	712.27	713.22	712.03	712.27	573.0
2009-03-13 03:05:00	ES	Futures	712.27	712.74	712.27	712.74	158.0
2009-03-13 03:10:00	ES	Futures	712.5	713.22	712.5	713.22	338.0
2009-03-13 03:15:00	ES	Futures	713.22	713.93	713.22	713.22	555.0
2009-03-13 03:20:00	ES	Futures	713.22	713.93	713.22	713.45	744.0
2009-03-13 03:25:00	ES	Futures	713.45	713.69	713.22	713.22	730.0
2009-03-13 03:30:00	ES	Futures	713.22	713.45	712.74	712.74	305.0
2009-03-13 03:35:00	ES	Futures	713.22	713.45	712.74	713.22	325.0
2009-03-13 03:40:00	ES	Futures	713.22	713.69	712.74	712.98	489.0
2009-03-13 03:45:00	ES	Futures	712.98	713.69	712.74	713.22	558.0
2009-03-13 03:50:00	ES	Futures	713.45	713.45	712.5	713.22	798.0
2009-03-13 03:55:00	ES	Futures	713.22	713.93	712.98	713.69	949.0
2009-03-13 04:00:00	ES	Futures	713.69	719.15	713.69	718.2	6518.0
2009-03-13 04:05:00	ES	Futures	718.2	718.43	717.25	717.72	3279.0

> showing 50 of 8,733 rows — these rows as CSV

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