PREVIEW / futures_5min / 2009-03-20

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-03-20.parquet
  size:    167 KB
  rows:    9,040

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
2009-03-20 00:00:00	ES	Futures	741.67	742.15	741.67	741.91	356.0
2009-03-20 00:05:00	ES	Futures	741.91	742.86	741.91	742.63	597.0
2009-03-20 00:10:00	ES	Futures	742.39	742.39	741.91	742.39	238.0
2009-03-20 00:15:00	ES	Futures	742.15	742.15	741.91	742.15	196.0
2009-03-20 00:20:00	ES	Futures	741.91	742.15	741.67	741.91	226.0
2009-03-20 00:25:00	ES	Futures	741.91	742.63	741.91	742.63	231.0
2009-03-20 00:30:00	ES	Futures	742.39	742.86	741.91	742.86	436.0
2009-03-20 00:35:00	ES	Futures	742.86	743.34	742.63	742.86	293.0
2009-03-20 00:40:00	ES	Futures	742.86	742.86	741.91	741.91	360.0
2009-03-20 00:45:00	ES	Futures	741.91	741.91	741.67	741.91	265.0
2009-03-20 00:50:00	ES	Futures	741.91	741.91	741.67	741.91	27.0
2009-03-20 00:55:00	ES	Futures	741.91	741.91	741.91	741.91	18.0
2009-03-20 01:00:00	ES	Futures	741.91	742.39	741.67	742.39	664.0
2009-03-20 01:05:00	ES	Futures	742.15	742.15	741.67	741.91	119.0
2009-03-20 01:10:00	ES	Futures	741.67	741.91	741.67	741.67	124.0
2009-03-20 01:15:00	ES	Futures	741.67	741.67	740.95	740.95	1048.0
2009-03-20 01:20:00	ES	Futures	740.95	740.95	739.99	740.23	909.0
2009-03-20 01:25:00	ES	Futures	740.23	740.71	739.99	740.47	468.0
2009-03-20 01:30:00	ES	Futures	740.71	740.95	740.23	740.23	652.0
2009-03-20 01:35:00	ES	Futures	739.99	740.47	739.99	740.47	103.0
2009-03-20 01:40:00	ES	Futures	740.47	740.71	740.23	740.47	71.0
2009-03-20 01:45:00	ES	Futures	740.71	740.71	740.23	740.47	93.0
2009-03-20 01:50:00	ES	Futures	740.23	740.47	739.99	739.99	258.0
2009-03-20 01:55:00	ES	Futures	739.99	740.47	739.99	740.47	459.0
2009-03-20 02:00:00	ES	Futures	740.47	740.71	740.47	740.71	81.0
2009-03-20 02:05:00	ES	Futures	740.47	740.71	740.47	740.71	18.0
2009-03-20 02:10:00	ES	Futures	740.71	740.95	740.47	740.95	63.0
2009-03-20 02:15:00	ES	Futures	740.71	741.19	740.47	740.95	272.0
2009-03-20 02:20:00	ES	Futures	740.95	741.67	740.95	741.43	367.0
2009-03-20 02:25:00	ES	Futures	741.43	741.43	740.95	741.19	175.0
2009-03-20 02:30:00	ES	Futures	741.43	741.43	740.95	740.95	385.0
2009-03-20 02:35:00	ES	Futures	740.95	740.95	740.71	740.95	159.0
2009-03-20 02:40:00	ES	Futures	740.95	740.95	739.99	740.23	343.0
2009-03-20 02:45:00	ES	Futures	740.23	740.95	740.23	740.71	124.0
2009-03-20 02:50:00	ES	Futures	740.71	740.95	740.71	740.95	86.0
2009-03-20 02:55:00	ES	Futures	740.95	741.19	740.71	740.95	375.0
2009-03-20 03:00:00	ES	Futures	740.95	741.67	740.71	741.19	1055.0
2009-03-20 03:05:00	ES	Futures	741.19	741.43	741.19	741.19	478.0
2009-03-20 03:10:00	ES	Futures	741.19	742.15	740.95	742.15	605.0
2009-03-20 03:15:00	ES	Futures	741.91	742.15	741.67	742.15	262.0
2009-03-20 03:20:00	ES	Futures	742.15	742.63	742.15	742.15	398.0
2009-03-20 03:25:00	ES	Futures	742.39	742.63	741.67	741.91	341.0
2009-03-20 03:30:00	ES	Futures	741.91	742.86	741.91	742.15	1073.0
2009-03-20 03:35:00	ES	Futures	742.15	742.39	741.67	741.67	251.0
2009-03-20 03:40:00	ES	Futures	741.43	741.91	741.19	741.67	324.0
2009-03-20 03:45:00	ES	Futures	741.43	741.91	741.43	741.43	754.0
2009-03-20 03:50:00	ES	Futures	741.43	741.67	740.95	741.43	847.0
2009-03-20 03:55:00	ES	Futures	741.43	741.67	741.19	741.67	796.0
2009-03-20 04:00:00	ES	Futures	741.43	741.91	740.95	741.91	2895.0
2009-03-20 04:05:00	ES	Futures	741.67	742.86	741.43	741.91	2195.0

> showing 50 of 9,040 rows — these rows as CSV

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