PREVIEW / futures_5min / 2009-03-16

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-03-16.parquet
  size:    181 KB
  rows:    10,505

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
2009-03-16 00:00:00	ES	Futures	719.14	719.14	718.42	718.42	207.0
2009-03-16 00:05:00	ES	Futures	718.42	719.14	717.94	717.94	313.0
2009-03-16 00:10:00	ES	Futures	717.94	717.94	717.46	717.7	195.0
2009-03-16 00:15:00	ES	Futures	717.7	717.7	717.22	717.46	158.0
2009-03-16 00:20:00	ES	Futures	717.46	717.94	717.22	717.7	98.0
2009-03-16 00:25:00	ES	Futures	717.7	718.18	717.46	717.94	113.0
2009-03-16 00:30:00	ES	Futures	718.18	718.66	717.94	718.66	120.0
2009-03-16 00:35:00	ES	Futures	718.42	718.66	718.18	718.42	123.0
2009-03-16 00:40:00	ES	Futures	718.42	718.9	718.42	718.42	79.0
2009-03-16 00:45:00	ES	Futures	718.18	718.66	717.94	718.66	140.0
2009-03-16 00:50:00	ES	Futures	718.66	718.66	718.42	718.66	65.0
2009-03-16 00:55:00	ES	Futures	718.66	718.66	718.42	718.66	5.0
2009-03-16 01:00:00	ES	Futures	718.66	718.66	718.18	718.42	86.0
2009-03-16 01:05:00	ES	Futures	718.42	718.66	718.42	718.66	51.0
2009-03-16 01:10:00	ES	Futures	718.66	718.66	718.42	718.66	64.0
2009-03-16 01:15:00	ES	Futures	718.66	718.9	718.42	718.66	114.0
2009-03-16 01:20:00	ES	Futures	718.66	718.9	718.42	718.66	88.0
2009-03-16 01:25:00	ES	Futures	718.9	718.9	718.66	718.66	138.0
2009-03-16 01:30:00	ES	Futures	718.66	718.9	718.66	718.9	189.0
2009-03-16 01:35:00	ES	Futures	718.66	718.9	718.66	718.9	34.0
2009-03-16 01:40:00	ES	Futures	718.66	718.9	718.42	718.66	423.0
2009-03-16 01:45:00	ES	Futures	718.66	718.66	717.94	718.42	126.0
2009-03-16 01:50:00	ES	Futures	718.18	718.18	717.7	718.18	195.0
2009-03-16 01:55:00	ES	Futures	718.18	718.18	717.46	717.46	124.0
2009-03-16 02:00:00	ES	Futures	717.7	717.94	717.7	717.94	156.0
2009-03-16 02:05:00	ES	Futures	717.94	717.94	717.46	717.94	221.0
2009-03-16 02:10:00	ES	Futures	717.94	717.94	717.7	717.7	506.0
2009-03-16 02:15:00	ES	Futures	717.94	717.94	717.7	717.94	126.0
2009-03-16 02:20:00	ES	Futures	717.94	717.94	717.7	717.94	254.0
2009-03-16 02:25:00	ES	Futures	717.94	717.94	717.7	717.94	78.0
2009-03-16 02:30:00	ES	Futures	717.94	718.66	717.7	718.66	459.0
2009-03-16 02:35:00	ES	Futures	718.66	719.38	718.66	719.14	193.0
2009-03-16 02:40:00	ES	Futures	719.14	719.38	719.14	719.14	32.0
2009-03-16 02:45:00	ES	Futures	719.14	719.38	719.14	719.38	145.0
2009-03-16 02:50:00	ES	Futures	719.38	719.86	718.9	719.14	183.0
2009-03-16 02:55:00	ES	Futures	719.14	719.86	719.14	719.86	146.0
2009-03-16 03:00:00	ES	Futures	719.86	721.3	719.86	720.58	1737.0
2009-03-16 03:05:00	ES	Futures	720.34	721.78	720.34	721.3	1132.0
2009-03-16 03:10:00	ES	Futures	721.54	721.54	720.82	721.3	343.0
2009-03-16 03:15:00	ES	Futures	721.3	721.3	720.82	721.06	124.0
2009-03-16 03:20:00	ES	Futures	721.06	721.06	720.58	720.58	88.0
2009-03-16 03:25:00	ES	Futures	720.34	721.54	720.34	721.54	346.0
2009-03-16 03:30:00	ES	Futures	721.3	722.5	721.3	722.5	684.0
2009-03-16 03:35:00	ES	Futures	722.5	724.65	722.26	723.93	2172.0
2009-03-16 03:40:00	ES	Futures	723.93	728.49	723.93	727.77	4130.0
2009-03-16 03:45:00	ES	Futures	727.77	730.4	727.53	729.45	2671.0
2009-03-16 03:50:00	ES	Futures	729.21	729.68	728.49	728.73	482.0
2009-03-16 03:55:00	ES	Futures	728.73	729.68	728.49	728.97	607.0
2009-03-16 04:00:00	ES	Futures	729.21	729.45	728.49	728.73	1351.0
2009-03-16 04:05:00	ES	Futures	728.73	729.68	728.49	729.21	1018.0

> showing 50 of 10,505 rows — these rows as CSV

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