PREVIEW / futures_5min / 2009-03-19

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-03-19.parquet
  size:    211 KB
  rows:    10,997

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
2009-03-19 00:00:00	ES	Futures	754.61	754.85	754.37	754.37	327.0
2009-03-19 00:05:00	ES	Futures	754.61	754.85	754.37	754.37	71.0
2009-03-19 00:10:00	ES	Futures	754.37	754.61	754.13	754.13	61.0
2009-03-19 00:15:00	ES	Futures	754.13	754.37	753.89	754.37	108.0
2009-03-19 00:20:00	ES	Futures	754.37	754.37	753.41	753.65	349.0
2009-03-19 00:25:00	ES	Futures	753.89	753.89	753.41	753.89	263.0
2009-03-19 00:30:00	ES	Futures	753.65	753.65	753.41	753.65	216.0
2009-03-19 00:35:00	ES	Futures	753.65	753.65	753.41	753.41	142.0
2009-03-19 00:40:00	ES	Futures	753.65	753.89	753.41	753.41	206.0
2009-03-19 00:45:00	ES	Futures	753.17	754.13	753.17	754.13	156.0
2009-03-19 00:50:00	ES	Futures	754.13	754.37	753.89	753.89	60.0
2009-03-19 00:55:00	ES	Futures	754.13	754.37	754.13	754.37	118.0
2009-03-19 01:00:00	ES	Futures	754.37	754.37	753.41	753.41	133.0
2009-03-19 01:05:00	ES	Futures	753.65	753.89	753.41	753.41	132.0
2009-03-19 01:10:00	ES	Futures	753.65	753.65	753.17	753.17	117.0
2009-03-19 01:15:00	ES	Futures	753.17	753.17	752.93	752.93	277.0
2009-03-19 01:20:00	ES	Futures	752.93	753.41	752.93	753.17	110.0
2009-03-19 01:25:00	ES	Futures	753.17	753.17	752.69	752.69	266.0
2009-03-19 01:30:00	ES	Futures	752.69	752.69	752.45	752.45	381.0
2009-03-19 01:35:00	ES	Futures	752.21	752.45	752.21	752.21	315.0
2009-03-19 01:40:00	ES	Futures	752.21	752.21	751.73	751.97	382.0
2009-03-19 01:45:00	ES	Futures	751.97	752.21	751.73	751.97	105.0
2009-03-19 01:50:00	ES	Futures	752.21	752.45	751.73	751.97	171.0
2009-03-19 01:55:00	ES	Futures	752.21	752.45	751.97	752.21	150.0
2009-03-19 02:00:00	ES	Futures	752.21	752.45	751.73	751.97	169.0
2009-03-19 02:05:00	ES	Futures	751.97	751.97	751.73	751.73	165.0
2009-03-19 02:10:00	ES	Futures	751.97	752.45	751.97	752.21	106.0
2009-03-19 02:15:00	ES	Futures	752.21	752.93	752.21	752.69	193.0
2009-03-19 02:20:00	ES	Futures	752.69	752.93	752.45	752.69	57.0
2009-03-19 02:25:00	ES	Futures	752.69	752.93	752.69	752.69	24.0
2009-03-19 02:30:00	ES	Futures	752.93	752.93	752.69	752.69	134.0
2009-03-19 02:35:00	ES	Futures	752.93	752.93	752.21	752.45	378.0
2009-03-19 02:40:00	ES	Futures	752.45	752.69	751.97	752.45	778.0
2009-03-19 02:45:00	ES	Futures	752.45	754.61	752.45	754.13	987.0
2009-03-19 02:50:00	ES	Futures	754.13	754.37	753.89	754.37	349.0
2009-03-19 02:55:00	ES	Futures	754.37	754.61	754.13	754.37	410.0
2009-03-19 03:00:00	ES	Futures	754.37	755.09	753.89	754.85	952.0
2009-03-19 03:05:00	ES	Futures	754.61	754.85	753.17	753.17	1010.0
2009-03-19 03:10:00	ES	Futures	753.17	753.89	752.69	752.93	772.0
2009-03-19 03:15:00	ES	Futures	752.93	753.65	752.69	753.65	527.0
2009-03-19 03:20:00	ES	Futures	753.65	754.37	753.41	753.89	493.0
2009-03-19 03:25:00	ES	Futures	753.89	753.89	753.41	753.89	444.0
2009-03-19 03:30:00	ES	Futures	753.65	754.13	753.17	753.89	719.0
2009-03-19 03:35:00	ES	Futures	753.65	755.09	753.65	755.09	683.0
2009-03-19 03:40:00	ES	Futures	755.09	756.52	755.09	755.09	2687.0
2009-03-19 03:45:00	ES	Futures	755.33	755.33	753.89	753.89	692.0
2009-03-19 03:50:00	ES	Futures	753.89	754.61	753.89	754.13	516.0
2009-03-19 03:55:00	ES	Futures	754.13	754.13	753.17	753.41	1458.0
2009-03-19 04:00:00	ES	Futures	753.65	756.28	753.41	755.57	3804.0
2009-03-19 04:05:00	ES	Futures	755.57	757.24	755.33	755.33	4517.0

> showing 50 of 10,997 rows — these rows as CSV

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