PREVIEW / futures_5min / 2009-03-15

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-03-15.parquet
  size:    40 KB
  rows:    1,712

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
2009-03-15 18:00:00	ES	Futures	719.62	720.82	717.94	718.42	2332.0
2009-03-15 18:05:00	ES	Futures	718.42	719.14	715.31	716.03	2756.0
2009-03-15 18:10:00	ES	Futures	716.03	717.46	716.03	716.98	830.0
2009-03-15 18:15:00	ES	Futures	716.98	717.22	716.74	716.98	223.0
2009-03-15 18:20:00	ES	Futures	716.98	716.98	715.79	716.27	680.0
2009-03-15 18:25:00	ES	Futures	716.27	716.98	716.27	716.98	144.0
2009-03-15 18:30:00	ES	Futures	716.98	716.98	716.51	716.74	98.0
2009-03-15 18:35:00	ES	Futures	716.98	717.46	716.74	717.22	372.0
2009-03-15 18:40:00	ES	Futures	716.98	717.22	716.51	716.74	199.0
2009-03-15 18:45:00	ES	Futures	716.74	716.98	716.27	716.51	303.0
2009-03-15 18:50:00	ES	Futures	716.27	716.74	716.03	716.51	214.0
2009-03-15 18:55:00	ES	Futures	716.51	716.74	716.51	716.51	113.0
2009-03-15 19:00:00	ES	Futures	716.51	718.18	716.51	718.18	735.0
2009-03-15 19:05:00	ES	Futures	717.94	718.42	717.7	717.7	510.0
2009-03-15 19:10:00	ES	Futures	717.94	717.94	717.46	717.46	90.0
2009-03-15 19:15:00	ES	Futures	717.7	718.42	717.46	717.94	161.0
2009-03-15 19:20:00	ES	Futures	717.94	717.94	717.46	717.7	107.0
2009-03-15 19:25:00	ES	Futures	717.46	718.42	717.46	718.42	204.0
2009-03-15 19:30:00	ES	Futures	718.18	718.42	717.7	717.94	138.0
2009-03-15 19:35:00	ES	Futures	717.94	717.94	716.98	717.22	270.0
2009-03-15 19:40:00	ES	Futures	716.98	717.94	716.74	717.94	219.0
2009-03-15 19:45:00	ES	Futures	717.7	717.94	717.46	717.46	163.0
2009-03-15 19:50:00	ES	Futures	717.46	717.7	716.98	716.98	334.0
2009-03-15 19:55:00	ES	Futures	716.98	717.22	716.27	716.51	275.0
2009-03-15 20:00:00	ES	Futures	716.51	717.46	716.27	717.22	446.0
2009-03-15 20:05:00	ES	Futures	717.22	718.18	717.22	718.18	312.0
2009-03-15 20:10:00	ES	Futures	717.94	718.18	717.46	717.46	140.0
2009-03-15 20:15:00	ES	Futures	717.46	717.94	716.98	717.22	168.0
2009-03-15 20:20:00	ES	Futures	716.98	717.7	716.74	717.7	76.0
2009-03-15 20:25:00	ES	Futures	717.94	717.94	717.46	717.7	116.0
2009-03-15 20:30:00	ES	Futures	717.7	718.18	717.46	717.94	164.0
2009-03-15 20:35:00	ES	Futures	717.94	718.42	717.94	718.18	296.0
2009-03-15 20:40:00	ES	Futures	718.18	719.38	718.18	719.14	782.0
2009-03-15 20:45:00	ES	Futures	719.38	720.58	719.14	720.34	931.0
2009-03-15 20:50:00	ES	Futures	720.34	720.58	719.86	719.86	334.0
2009-03-15 20:55:00	ES	Futures	720.34	720.58	719.86	720.58	258.0
2009-03-15 21:00:00	ES	Futures	720.58	720.58	719.86	720.1	312.0
2009-03-15 21:05:00	ES	Futures	719.86	720.1	719.38	719.62	197.0
2009-03-15 21:10:00	ES	Futures	719.62	719.86	719.38	719.62	130.0
2009-03-15 21:15:00	ES	Futures	719.86	720.1	719.62	719.62	148.0
2009-03-15 21:20:00	ES	Futures	719.62	720.1	719.62	720.1	137.0
2009-03-15 21:25:00	ES	Futures	720.1	720.1	719.14	719.14	260.0
2009-03-15 21:30:00	ES	Futures	719.38	719.38	718.9	719.38	166.0
2009-03-15 21:35:00	ES	Futures	719.14	719.14	718.66	718.66	96.0
2009-03-15 21:40:00	ES	Futures	718.9	718.9	718.66	718.9	55.0
2009-03-15 21:45:00	ES	Futures	718.9	719.38	718.9	719.14	160.0
2009-03-15 21:50:00	ES	Futures	719.14	719.38	719.14	719.14	217.0
2009-03-15 21:55:00	ES	Futures	719.38	719.38	719.14	719.38	326.0
2009-03-15 22:00:00	ES	Futures	719.38	720.34	719.14	720.34	407.0
2009-03-15 22:05:00	ES	Futures	720.34	720.34	720.1	720.34	194.0

> showing 50 of 1,712 rows — these rows as CSV

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