PREVIEW / futures_5min / 2009-03-23

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-03-23.parquet
  size:    206 KB
  rows:    11,077

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
2009-03-23 00:00:00	ES	Futures	744.78	745.5	744.78	745.02	243.0
2009-03-23 00:05:00	ES	Futures	745.26	745.98	745.02	745.5	278.0
2009-03-23 00:10:00	ES	Futures	745.5	745.5	745.26	745.5	118.0
2009-03-23 00:15:00	ES	Futures	745.5	745.5	744.06	744.3	502.0
2009-03-23 00:20:00	ES	Futures	744.3	744.54	744.06	744.3	325.0
2009-03-23 00:25:00	ES	Futures	744.3	744.3	743.34	743.58	768.0
2009-03-23 00:30:00	ES	Futures	743.34	743.58	742.86	743.58	585.0
2009-03-23 00:35:00	ES	Futures	743.58	744.06	743.34	743.82	173.0
2009-03-23 00:40:00	ES	Futures	743.82	744.3	743.82	744.06	204.0
2009-03-23 00:45:00	ES	Futures	744.06	744.54	743.58	743.58	365.0
2009-03-23 00:50:00	ES	Futures	743.34	743.58	743.1	743.34	201.0
2009-03-23 00:55:00	ES	Futures	743.34	744.06	743.1	743.58	249.0
2009-03-23 01:00:00	ES	Futures	743.34	743.82	743.34	743.34	158.0
2009-03-23 01:05:00	ES	Futures	743.58	743.82	742.86	743.82	362.0
2009-03-23 01:10:00	ES	Futures	743.82	744.3	743.34	744.06	320.0
2009-03-23 01:15:00	ES	Futures	743.82	744.3	743.82	744.3	151.0
2009-03-23 01:20:00	ES	Futures	744.3	744.78	744.06	744.78	394.0
2009-03-23 01:25:00	ES	Futures	745.02	745.5	744.78	745.26	438.0
2009-03-23 01:30:00	ES	Futures	745.02	745.5	745.02	745.5	169.0
2009-03-23 01:35:00	ES	Futures	745.5	745.74	745.26	745.5	386.0
2009-03-23 01:40:00	ES	Futures	745.74	745.74	745.5	745.74	436.0
2009-03-23 01:45:00	ES	Futures	745.5	745.98	745.5	745.74	228.0
2009-03-23 01:50:00	ES	Futures	745.98	746.46	745.74	746.46	801.0
2009-03-23 01:55:00	ES	Futures	746.46	746.7	745.5	745.98	649.0
2009-03-23 02:00:00	ES	Futures	746.22	746.22	745.74	745.74	238.0
2009-03-23 02:05:00	ES	Futures	745.74	746.46	745.5	746.22	403.0
2009-03-23 02:10:00	ES	Futures	745.98	746.46	745.98	746.46	134.0
2009-03-23 02:15:00	ES	Futures	746.46	746.7	746.22	746.46	187.0
2009-03-23 02:20:00	ES	Futures	746.46	746.7	746.46	746.7	171.0
2009-03-23 02:25:00	ES	Futures	746.7	746.7	745.5	745.74	617.0
2009-03-23 02:30:00	ES	Futures	745.98	746.46	745.74	746.22	158.0
2009-03-23 02:35:00	ES	Futures	746.22	746.7	746.22	746.46	151.0
2009-03-23 02:40:00	ES	Futures	746.46	746.7	746.46	746.7	438.0
2009-03-23 02:45:00	ES	Futures	746.94	747.42	746.7	747.18	1065.0
2009-03-23 02:50:00	ES	Futures	747.42	747.9	747.18	747.42	1729.0
2009-03-23 02:55:00	ES	Futures	747.42	747.42	746.94	746.94	260.0
2009-03-23 03:00:00	ES	Futures	746.94	749.33	746.94	748.62	3991.0
2009-03-23 03:05:00	ES	Futures	748.62	749.33	748.38	749.33	1598.0
2009-03-23 03:10:00	ES	Futures	749.1	749.57	748.62	748.86	1473.0
2009-03-23 03:15:00	ES	Futures	749.1	750.05	748.86	749.1	1774.0
2009-03-23 03:20:00	ES	Futures	748.86	749.57	748.62	749.57	953.0
2009-03-23 03:25:00	ES	Futures	749.33	750.05	749.1	750.05	867.0
2009-03-23 03:30:00	ES	Futures	749.81	751.25	749.81	750.77	2553.0
2009-03-23 03:35:00	ES	Futures	750.77	751.01	750.05	750.53	655.0
2009-03-23 03:40:00	ES	Futures	750.29	751.25	750.29	750.77	1357.0
2009-03-23 03:45:00	ES	Futures	750.77	751.49	750.53	751.49	754.0
2009-03-23 03:50:00	ES	Futures	751.25	755.81	751.25	754.13	5647.0
2009-03-23 03:55:00	ES	Futures	754.37	754.61	752.93	753.41	2009.0
2009-03-23 04:00:00	ES	Futures	753.41	753.89	751.97	752.93	3822.0
2009-03-23 04:05:00	ES	Futures	752.69	753.65	751.97	753.41	2953.0

> showing 50 of 11,077 rows — these rows as CSV

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