PREVIEW / futures_5min / 2009-03-27

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-03-27.parquet
  size:    169 KB
  rows:    9,016

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
2009-03-27 00:00:00	ES	Futures	790.31	790.31	789.59	790.07	211.0
2009-03-27 00:05:00	ES	Futures	790.31	790.55	790.07	790.31	216.0
2009-03-27 00:10:00	ES	Futures	790.07	790.55	789.83	790.07	186.0
2009-03-27 00:15:00	ES	Futures	790.07	790.31	789.83	790.31	107.0
2009-03-27 00:20:00	ES	Futures	790.31	791.03	789.83	789.83	379.0
2009-03-27 00:25:00	ES	Futures	789.83	790.79	789.59	790.79	255.0
2009-03-27 00:30:00	ES	Futures	790.79	790.79	789.83	789.83	163.0
2009-03-27 00:35:00	ES	Futures	789.83	789.83	789.35	789.59	184.0
2009-03-27 00:40:00	ES	Futures	789.83	790.55	789.83	790.07	133.0
2009-03-27 00:45:00	ES	Futures	790.31	790.55	790.07	790.31	118.0
2009-03-27 00:50:00	ES	Futures	790.31	790.31	789.83	789.83	74.0
2009-03-27 00:55:00	ES	Futures	790.07	790.07	790.07	790.07	27.0
2009-03-27 01:00:00	ES	Futures	790.07	790.79	790.07	790.07	116.0
2009-03-27 01:05:00	ES	Futures	790.07	790.55	790.07	790.31	99.0
2009-03-27 01:10:00	ES	Futures	790.31	790.31	789.83	789.83	123.0
2009-03-27 01:15:00	ES	Futures	789.59	789.83	789.11	789.35	100.0
2009-03-27 01:20:00	ES	Futures	789.59	790.07	789.35	790.07	70.0
2009-03-27 01:25:00	ES	Futures	790.07	790.07	788.87	788.87	390.0
2009-03-27 01:30:00	ES	Futures	788.87	789.11	788.63	788.87	195.0
2009-03-27 01:35:00	ES	Futures	788.87	788.87	788.63	788.87	140.0
2009-03-27 01:40:00	ES	Futures	788.87	788.87	788.63	788.87	88.0
2009-03-27 01:45:00	ES	Futures	788.87	788.87	788.63	788.87	73.0
2009-03-27 01:50:00	ES	Futures	788.87	788.87	788.63	788.87	137.0
2009-03-27 01:55:00	ES	Futures	788.63	788.87	788.63	788.63	289.0
2009-03-27 02:00:00	ES	Futures	788.87	788.87	788.63	788.87	103.0
2009-03-27 02:05:00	ES	Futures	788.87	789.35	788.63	788.87	260.0
2009-03-27 02:10:00	ES	Futures	788.87	789.83	788.63	789.59	241.0
2009-03-27 02:15:00	ES	Futures	789.59	789.83	789.35	789.59	81.0
2009-03-27 02:20:00	ES	Futures	789.35	789.83	789.35	789.83	52.0
2009-03-27 02:25:00	ES	Futures	789.59	789.59	788.87	789.11	113.0
2009-03-27 02:30:00	ES	Futures	788.87	789.11	788.4	788.63	236.0
2009-03-27 02:35:00	ES	Futures	788.63	788.87	788.4	788.63	94.0
2009-03-27 02:40:00	ES	Futures	788.4	788.87	788.16	788.4	303.0
2009-03-27 02:45:00	ES	Futures	788.63	789.35	788.4	789.11	214.0
2009-03-27 02:50:00	ES	Futures	789.11	789.35	788.63	788.87	141.0
2009-03-27 02:55:00	ES	Futures	789.11	789.59	789.11	789.35	118.0
2009-03-27 03:00:00	ES	Futures	789.35	790.07	789.11	790.07	605.0
2009-03-27 03:05:00	ES	Futures	790.07	791.03	789.83	790.79	463.0
2009-03-27 03:10:00	ES	Futures	790.55	790.55	790.31	790.31	195.0
2009-03-27 03:15:00	ES	Futures	790.55	790.79	790.31	790.79	242.0
2009-03-27 03:20:00	ES	Futures	791.03	791.27	790.79	791.27	276.0
2009-03-27 03:25:00	ES	Futures	791.51	791.51	791.27	791.51	220.0
2009-03-27 03:30:00	ES	Futures	791.27	791.51	789.59	790.07	935.0
2009-03-27 03:35:00	ES	Futures	790.07	790.07	788.87	789.11	631.0
2009-03-27 03:40:00	ES	Futures	789.11	789.11	787.92	788.4	1098.0
2009-03-27 03:45:00	ES	Futures	788.4	788.63	788.16	788.4	1114.0
2009-03-27 03:50:00	ES	Futures	788.4	789.11	788.16	788.4	548.0
2009-03-27 03:55:00	ES	Futures	788.87	789.35	788.63	788.63	656.0
2009-03-27 04:00:00	ES	Futures	788.4	789.35	787.68	787.92	2533.0
2009-03-27 04:05:00	ES	Futures	787.92	789.11	787.68	789.11	1914.0

> showing 50 of 9,016 rows — these rows as CSV

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