PREVIEW / futures_5min / 2009-03-25

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-03-25.parquet
  size:    200 KB
  rows:    10,821

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
2009-03-25 00:00:00	ES	Futures	774.02	774.5	773.54	774.26	795.0
2009-03-25 00:05:00	ES	Futures	774.26	774.74	774.26	774.5	478.0
2009-03-25 00:10:00	ES	Futures	774.5	774.74	773.54	774.02	240.0
2009-03-25 00:15:00	ES	Futures	774.02	774.26	773.54	774.02	131.0
2009-03-25 00:20:00	ES	Futures	774.02	774.02	773.3	773.3	203.0
2009-03-25 00:25:00	ES	Futures	773.3	773.54	772.58	772.82	486.0
2009-03-25 00:30:00	ES	Futures	772.58	773.06	772.58	772.82	509.0
2009-03-25 00:35:00	ES	Futures	772.58	772.82	772.58	772.82	93.0
2009-03-25 00:40:00	ES	Futures	772.82	772.82	771.86	771.86	314.0
2009-03-25 00:45:00	ES	Futures	771.86	772.1	771.62	771.86	180.0
2009-03-25 00:50:00	ES	Futures	772.1	773.06	771.86	773.06	239.0
2009-03-25 00:55:00	ES	Futures	773.06	773.06	772.34	772.58	137.0
2009-03-25 01:00:00	ES	Futures	772.58	772.58	772.1	772.58	154.0
2009-03-25 01:05:00	ES	Futures	772.34	772.82	772.34	772.82	89.0
2009-03-25 01:10:00	ES	Futures	772.58	772.82	772.58	772.58	79.0
2009-03-25 01:15:00	ES	Futures	772.58	772.82	771.86	771.86	225.0
2009-03-25 01:20:00	ES	Futures	772.1	772.1	771.62	771.86	314.0
2009-03-25 01:25:00	ES	Futures	772.1	772.1	771.14	771.14	428.0
2009-03-25 01:30:00	ES	Futures	771.14	771.38	770.66	771.14	371.0
2009-03-25 01:35:00	ES	Futures	771.38	771.86	771.14	771.62	122.0
2009-03-25 01:40:00	ES	Futures	771.86	771.86	771.38	771.62	154.0
2009-03-25 01:45:00	ES	Futures	771.86	772.34	771.62	772.34	135.0
2009-03-25 01:50:00	ES	Futures	772.1	772.58	772.1	772.34	71.0
2009-03-25 01:55:00	ES	Futures	772.58	773.06	772.34	772.82	186.0
2009-03-25 02:00:00	ES	Futures	772.58	774.02	772.34	774.02	473.0
2009-03-25 02:05:00	ES	Futures	774.02	774.5	774.02	774.26	337.0
2009-03-25 02:10:00	ES	Futures	774.26	774.26	773.54	773.78	287.0
2009-03-25 02:15:00	ES	Futures	773.54	774.26	773.54	774.26	139.0
2009-03-25 02:20:00	ES	Futures	774.26	774.5	773.78	774.26	431.0
2009-03-25 02:25:00	ES	Futures	774.26	774.5	774.02	774.02	151.0
2009-03-25 02:30:00	ES	Futures	774.02	774.26	773.54	773.54	118.0
2009-03-25 02:35:00	ES	Futures	773.54	773.78	773.3	773.3	96.0
2009-03-25 02:40:00	ES	Futures	773.54	773.78	773.3	773.54	91.0
2009-03-25 02:45:00	ES	Futures	773.54	773.78	773.06	773.54	257.0
2009-03-25 02:50:00	ES	Futures	773.54	773.78	773.06	773.3	190.0
2009-03-25 02:55:00	ES	Futures	773.3	773.3	771.86	772.34	342.0
2009-03-25 03:00:00	ES	Futures	772.34	772.58	770.42	770.9	1932.0
2009-03-25 03:05:00	ES	Futures	770.9	771.14	770.42	770.42	304.0
2009-03-25 03:10:00	ES	Futures	770.42	770.9	769.7	769.94	945.0
2009-03-25 03:15:00	ES	Futures	769.7	769.7	767.55	768.03	3835.0
2009-03-25 03:20:00	ES	Futures	768.03	768.51	767.79	768.27	877.0
2009-03-25 03:25:00	ES	Futures	768.51	768.75	768.03	768.75	595.0
2009-03-25 03:30:00	ES	Futures	768.75	770.42	768.51	770.18	992.0
2009-03-25 03:35:00	ES	Futures	769.94	770.42	769.7	769.94	332.0
2009-03-25 03:40:00	ES	Futures	769.94	770.18	769.46	769.7	353.0
2009-03-25 03:45:00	ES	Futures	769.7	770.18	769.46	769.7	348.0
2009-03-25 03:50:00	ES	Futures	769.7	769.7	768.27	769.46	1058.0
2009-03-25 03:55:00	ES	Futures	769.7	769.7	768.98	768.98	664.0
2009-03-25 04:00:00	ES	Futures	768.98	770.42	768.75	770.42	3649.0
2009-03-25 04:05:00	ES	Futures	770.18	773.3	769.94	772.82	5466.0

> showing 50 of 10,821 rows — these rows as CSV

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