PREVIEW / futures_5min / 2009-03-22

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-03-22.parquet
  size:    40 KB
  rows:    1,800

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
2009-03-22 18:00:00	ES	Futures	734.96	737.59	733.76	736.39	3923.0
2009-03-22 18:05:00	ES	Futures	736.39	737.83	736.16	737.59	1114.0
2009-03-22 18:10:00	ES	Futures	737.59	737.59	736.87	736.87	921.0
2009-03-22 18:15:00	ES	Futures	736.87	736.87	735.68	736.16	466.0
2009-03-22 18:20:00	ES	Futures	736.16	736.39	734.96	735.44	511.0
2009-03-22 18:25:00	ES	Futures	735.44	736.39	735.44	736.39	323.0
2009-03-22 18:30:00	ES	Futures	736.16	736.63	736.16	736.63	406.0
2009-03-22 18:35:00	ES	Futures	736.63	737.35	736.63	737.11	797.0
2009-03-22 18:40:00	ES	Futures	736.87	737.11	736.63	736.87	168.0
2009-03-22 18:45:00	ES	Futures	736.87	737.35	736.87	737.11	289.0
2009-03-22 18:50:00	ES	Futures	736.87	737.35	736.87	737.11	266.0
2009-03-22 18:55:00	ES	Futures	737.11	738.31	736.87	738.07	1418.0
2009-03-22 19:00:00	ES	Futures	737.83	738.07	737.11	737.35	274.0
2009-03-22 19:05:00	ES	Futures	737.35	737.59	736.63	736.87	554.0
2009-03-22 19:10:00	ES	Futures	736.87	737.59	736.63	737.59	276.0
2009-03-22 19:15:00	ES	Futures	737.83	738.31	737.83	738.07	886.0
2009-03-22 19:20:00	ES	Futures	738.07	738.31	737.83	738.07	179.0
2009-03-22 19:25:00	ES	Futures	738.31	738.31	738.07	738.31	345.0
2009-03-22 19:30:00	ES	Futures	738.31	738.31	737.59	738.07	249.0
2009-03-22 19:35:00	ES	Futures	737.83	738.07	737.35	737.35	195.0
2009-03-22 19:40:00	ES	Futures	737.35	737.35	736.39	736.87	509.0
2009-03-22 19:45:00	ES	Futures	736.63	737.11	736.63	736.63	226.0
2009-03-22 19:50:00	ES	Futures	736.87	737.35	736.87	737.11	347.0
2009-03-22 19:55:00	ES	Futures	737.35	737.35	736.87	737.11	137.0
2009-03-22 20:00:00	ES	Futures	736.87	737.11	735.44	735.68	1259.0
2009-03-22 20:05:00	ES	Futures	735.44	736.39	735.44	736.39	595.0
2009-03-22 20:10:00	ES	Futures	736.39	736.87	735.68	736.63	937.0
2009-03-22 20:15:00	ES	Futures	736.63	738.31	736.63	738.31	1663.0
2009-03-22 20:20:00	ES	Futures	738.07	738.31	737.35	738.07	415.0
2009-03-22 20:25:00	ES	Futures	738.07	740.95	738.07	740.71	2159.0
2009-03-22 20:30:00	ES	Futures	740.71	741.43	739.75	739.99	2244.0
2009-03-22 20:35:00	ES	Futures	739.99	740.47	739.75	740.47	601.0
2009-03-22 20:40:00	ES	Futures	740.47	740.95	740.47	740.71	365.0
2009-03-22 20:45:00	ES	Futures	740.71	740.95	740.23	740.71	307.0
2009-03-22 20:50:00	ES	Futures	740.71	741.91	740.71	741.43	1942.0
2009-03-22 20:55:00	ES	Futures	741.67	741.91	741.19	741.19	742.0
2009-03-22 21:00:00	ES	Futures	741.43	741.67	740.71	740.71	564.0
2009-03-22 21:05:00	ES	Futures	740.71	741.19	740.71	740.95	378.0
2009-03-22 21:10:00	ES	Futures	741.19	741.91	740.95	741.67	640.0
2009-03-22 21:15:00	ES	Futures	741.91	741.91	741.43	741.67	840.0
2009-03-22 21:20:00	ES	Futures	741.67	741.91	741.43	741.67	428.0
2009-03-22 21:25:00	ES	Futures	741.67	741.91	740.71	741.19	764.0
2009-03-22 21:30:00	ES	Futures	741.19	741.67	740.95	741.43	322.0
2009-03-22 21:35:00	ES	Futures	741.43	741.67	740.95	741.67	310.0
2009-03-22 21:40:00	ES	Futures	741.43	741.91	741.43	741.67	185.0
2009-03-22 21:45:00	ES	Futures	741.67	741.67	740.95	741.43	418.0
2009-03-22 21:50:00	ES	Futures	741.19	741.91	740.95	741.19	1139.0
2009-03-22 21:55:00	ES	Futures	741.43	741.67	740.95	741.67	383.0
2009-03-22 22:00:00	ES	Futures	741.67	741.91	741.43	741.43	207.0
2009-03-22 22:05:00	ES	Futures	741.43	741.43	740.95	741.43	129.0

> showing 50 of 1,800 rows — these rows as CSV

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