PREVIEW / futures_5min / 2009-03-26

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-03-26.parquet
  size:    182 KB
  rows:    10,673

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
2009-03-26 00:00:00	ES	Futures	781.69	781.69	780.73	781.45	451.0
2009-03-26 00:05:00	ES	Futures	781.69	781.69	781.21	781.45	36.0
2009-03-26 00:10:00	ES	Futures	781.45	781.93	781.21	781.45	161.0
2009-03-26 00:15:00	ES	Futures	781.45	782.4	781.45	781.93	182.0
2009-03-26 00:20:00	ES	Futures	781.93	782.64	781.93	782.64	38.0
2009-03-26 00:25:00	ES	Futures	782.4	782.64	782.16	782.16	100.0
2009-03-26 00:30:00	ES	Futures	782.16	782.64	781.69	782.4	431.0
2009-03-26 00:35:00	ES	Futures	782.4	782.88	781.93	782.16	205.0
2009-03-26 00:40:00	ES	Futures	782.16	782.16	781.21	781.69	180.0
2009-03-26 00:45:00	ES	Futures	781.69	782.16	781.45	781.93	201.0
2009-03-26 00:50:00	ES	Futures	781.93	782.16	781.69	781.93	48.0
2009-03-26 00:55:00	ES	Futures	781.93	781.93	781.69	781.69	95.0
2009-03-26 01:00:00	ES	Futures	781.45	781.93	781.45	781.69	196.0
2009-03-26 01:05:00	ES	Futures	781.69	782.16	781.69	781.93	149.0
2009-03-26 01:10:00	ES	Futures	781.93	782.16	781.93	781.93	107.0
2009-03-26 01:15:00	ES	Futures	782.16	782.64	781.69	782.4	416.0
2009-03-26 01:20:00	ES	Futures	782.4	782.64	782.16	782.64	193.0
2009-03-26 01:25:00	ES	Futures	782.64	782.88	782.16	782.16	119.0
2009-03-26 01:30:00	ES	Futures	782.16	782.88	782.16	782.88	300.0
2009-03-26 01:35:00	ES	Futures	782.88	783.84	782.88	783.6	1101.0
2009-03-26 01:40:00	ES	Futures	783.6	784.08	783.36	783.6	324.0
2009-03-26 01:45:00	ES	Futures	783.36	784.08	783.36	783.84	184.0
2009-03-26 01:50:00	ES	Futures	783.84	784.08	783.6	784.08	142.0
2009-03-26 01:55:00	ES	Futures	784.08	784.56	783.84	783.84	396.0
2009-03-26 02:00:00	ES	Futures	783.84	784.8	783.84	784.56	575.0
2009-03-26 02:05:00	ES	Futures	784.56	785.04	784.08	784.8	355.0
2009-03-26 02:10:00	ES	Futures	784.8	785.52	784.8	785.28	686.0
2009-03-26 02:15:00	ES	Futures	785.04	785.52	785.04	785.28	349.0
2009-03-26 02:20:00	ES	Futures	785.28	785.52	785.04	785.28	689.0
2009-03-26 02:25:00	ES	Futures	785.52	786.24	785.04	785.76	954.0
2009-03-26 02:30:00	ES	Futures	786.0	786.24	785.52	785.76	483.0
2009-03-26 02:35:00	ES	Futures	785.76	786.96	785.76	786.48	719.0
2009-03-26 02:40:00	ES	Futures	786.72	787.92	786.48	787.68	808.0
2009-03-26 02:45:00	ES	Futures	787.44	787.92	787.2	787.44	372.0
2009-03-26 02:50:00	ES	Futures	787.44	787.68	786.48	786.72	420.0
2009-03-26 02:55:00	ES	Futures	786.72	786.96	786.24	786.72	245.0
2009-03-26 03:00:00	ES	Futures	786.48	786.72	784.8	786.0	2902.0
2009-03-26 03:05:00	ES	Futures	786.24	786.72	785.28	786.0	858.0
2009-03-26 03:10:00	ES	Futures	786.0	786.0	784.8	785.04	556.0
2009-03-26 03:15:00	ES	Futures	785.04	786.0	784.8	785.04	631.0
2009-03-26 03:20:00	ES	Futures	785.04	785.76	784.56	785.28	486.0
2009-03-26 03:25:00	ES	Futures	785.52	785.76	785.28	785.28	368.0
2009-03-26 03:30:00	ES	Futures	785.28	786.0	785.28	785.76	305.0
2009-03-26 03:35:00	ES	Futures	786.0	786.48	785.76	785.76	336.0
2009-03-26 03:40:00	ES	Futures	785.52	785.52	784.8	784.8	711.0
2009-03-26 03:45:00	ES	Futures	784.8	785.04	783.12	783.12	1722.0
2009-03-26 03:50:00	ES	Futures	783.36	784.08	782.88	784.08	1104.0
2009-03-26 03:55:00	ES	Futures	784.32	784.32	783.6	783.84	398.0
2009-03-26 04:00:00	ES	Futures	784.08	784.56	782.16	782.64	2432.0
2009-03-26 04:05:00	ES	Futures	782.88	783.84	782.64	783.36	1529.0

> showing 50 of 10,673 rows — these rows as CSV

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