PREVIEW / futures_5min / 2009-03-24

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-03-24.parquet
  size:    188 KB
  rows:    10,824

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
2009-03-24 00:00:00	ES	Futures	778.57	779.29	778.57	779.05	265.0
2009-03-24 00:05:00	ES	Futures	778.81	778.81	778.33	778.81	501.0
2009-03-24 00:10:00	ES	Futures	778.57	779.05	778.57	778.81	185.0
2009-03-24 00:15:00	ES	Futures	778.81	779.29	778.57	779.29	261.0
2009-03-24 00:20:00	ES	Futures	779.05	779.29	778.57	779.05	306.0
2009-03-24 00:25:00	ES	Futures	779.29	779.77	779.29	779.53	509.0
2009-03-24 00:30:00	ES	Futures	779.77	780.49	779.53	779.77	777.0
2009-03-24 00:35:00	ES	Futures	779.53	780.25	779.29	779.77	232.0
2009-03-24 00:40:00	ES	Futures	779.53	780.01	779.53	779.77	228.0
2009-03-24 00:45:00	ES	Futures	779.53	780.25	779.05	779.29	378.0
2009-03-24 00:50:00	ES	Futures	779.05	779.53	778.81	779.53	254.0
2009-03-24 00:55:00	ES	Futures	779.29	779.77	779.29	779.29	117.0
2009-03-24 01:00:00	ES	Futures	779.29	780.01	779.29	779.77	218.0
2009-03-24 01:05:00	ES	Futures	779.77	781.21	779.53	780.97	454.0
2009-03-24 01:10:00	ES	Futures	780.97	781.21	780.73	780.97	336.0
2009-03-24 01:15:00	ES	Futures	780.97	781.69	780.97	781.45	423.0
2009-03-24 01:20:00	ES	Futures	781.21	781.21	780.73	780.73	322.0
2009-03-24 01:25:00	ES	Futures	780.97	782.64	780.97	781.69	1417.0
2009-03-24 01:30:00	ES	Futures	781.69	782.64	781.45	782.4	199.0
2009-03-24 01:35:00	ES	Futures	782.4	783.12	782.4	783.12	854.0
2009-03-24 01:40:00	ES	Futures	782.88	783.36	782.88	783.12	492.0
2009-03-24 01:45:00	ES	Futures	783.12	784.08	783.12	783.6	799.0
2009-03-24 01:50:00	ES	Futures	783.6	783.84	783.36	783.6	220.0
2009-03-24 01:55:00	ES	Futures	783.6	784.08	783.12	783.12	360.0
2009-03-24 02:00:00	ES	Futures	783.12	783.36	782.64	782.88	176.0
2009-03-24 02:05:00	ES	Futures	782.88	783.6	782.64	783.12	176.0
2009-03-24 02:10:00	ES	Futures	783.12	783.12	782.4	782.64	210.0
2009-03-24 02:15:00	ES	Futures	782.64	783.12	782.16	782.16	466.0
2009-03-24 02:20:00	ES	Futures	782.16	782.64	781.93	782.64	161.0
2009-03-24 02:25:00	ES	Futures	782.64	783.36	782.64	783.12	143.0
2009-03-24 02:30:00	ES	Futures	782.88	783.12	782.4	782.88	274.0
2009-03-24 02:35:00	ES	Futures	782.88	783.36	782.4	782.64	315.0
2009-03-24 02:40:00	ES	Futures	782.4	782.64	781.21	781.93	435.0
2009-03-24 02:45:00	ES	Futures	781.69	782.16	780.97	781.21	356.0
2009-03-24 02:50:00	ES	Futures	781.21	781.93	781.21	781.69	214.0
2009-03-24 02:55:00	ES	Futures	781.69	782.16	781.69	781.93	107.0
2009-03-24 03:00:00	ES	Futures	781.69	782.64	781.45	782.4	806.0
2009-03-24 03:05:00	ES	Futures	782.16	782.4	781.93	782.16	354.0
2009-03-24 03:10:00	ES	Futures	782.16	782.16	781.45	781.93	411.0
2009-03-24 03:15:00	ES	Futures	781.93	782.4	781.69	781.69	241.0
2009-03-24 03:20:00	ES	Futures	781.69	782.4	781.69	782.4	318.0
2009-03-24 03:25:00	ES	Futures	782.16	782.64	781.93	782.64	584.0
2009-03-24 03:30:00	ES	Futures	782.4	783.12	782.16	782.88	1688.0
2009-03-24 03:35:00	ES	Futures	783.12	783.12	782.4	782.88	924.0
2009-03-24 03:40:00	ES	Futures	782.88	783.12	782.64	782.88	972.0
2009-03-24 03:45:00	ES	Futures	782.88	783.12	782.64	782.64	327.0
2009-03-24 03:50:00	ES	Futures	782.64	783.12	782.4	783.12	536.0
2009-03-24 03:55:00	ES	Futures	782.88	783.12	782.16	782.4	974.0
2009-03-24 04:00:00	ES	Futures	782.4	782.64	779.53	779.77	4573.0
2009-03-24 04:05:00	ES	Futures	779.77	780.01	778.33	779.29	6591.0

> showing 50 of 10,824 rows — these rows as CSV

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