PREVIEW / futures_5min / 2009-03-29

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-03-29.parquet
  size:    29 KB
  rows:    1,206

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
2009-03-29 18:00:00	ES	Futures	778.81	779.53	777.37	779.05	3524.0
2009-03-29 18:05:00	ES	Futures	779.05	779.77	778.81	779.05	869.0
2009-03-29 18:10:00	ES	Futures	779.29	779.29	778.57	779.05	318.0
2009-03-29 18:15:00	ES	Futures	778.81	779.05	778.57	778.81	124.0
2009-03-29 18:20:00	ES	Futures	779.05	779.29	779.05	779.05	193.0
2009-03-29 18:25:00	ES	Futures	779.29	779.29	778.81	778.81	43.0
2009-03-29 18:30:00	ES	Futures	778.81	779.29	778.81	779.05	89.0
2009-03-29 18:35:00	ES	Futures	779.05	779.77	778.81	779.77	354.0
2009-03-29 18:40:00	ES	Futures	779.53	780.01	779.53	780.01	262.0
2009-03-29 18:45:00	ES	Futures	780.01	780.25	779.77	780.25	317.0
2009-03-29 18:50:00	ES	Futures	780.25	780.97	780.01	780.97	364.0
2009-03-29 18:55:00	ES	Futures	780.73	781.21	780.25	781.21	283.0
2009-03-29 19:00:00	ES	Futures	780.97	781.45	780.73	780.73	325.0
2009-03-29 19:05:00	ES	Futures	780.73	781.21	780.73	780.73	81.0
2009-03-29 19:10:00	ES	Futures	780.73	780.97	780.49	780.73	147.0
2009-03-29 19:15:00	ES	Futures	780.73	780.97	780.49	780.49	36.0
2009-03-29 19:20:00	ES	Futures	780.73	780.73	780.49	780.49	36.0
2009-03-29 19:25:00	ES	Futures	780.49	780.49	779.77	780.01	350.0
2009-03-29 19:30:00	ES	Futures	780.01	780.25	779.05	779.05	349.0
2009-03-29 19:35:00	ES	Futures	779.05	779.05	777.85	777.85	394.0
2009-03-29 19:40:00	ES	Futures	778.09	778.33	777.85	778.33	146.0
2009-03-29 19:45:00	ES	Futures	778.33	778.81	777.61	778.33	398.0
2009-03-29 19:50:00	ES	Futures	778.33	778.33	777.85	777.85	94.0
2009-03-29 19:55:00	ES	Futures	777.85	779.77	777.85	779.53	321.0
2009-03-29 20:00:00	ES	Futures	779.53	780.25	779.53	779.77	238.0
2009-03-29 20:05:00	ES	Futures	780.01	780.01	779.05	779.05	264.0
2009-03-29 20:10:00	ES	Futures	779.05	779.29	777.85	777.85	546.0
2009-03-29 20:15:00	ES	Futures	778.09	778.33	777.85	777.85	258.0
2009-03-29 20:20:00	ES	Futures	777.85	778.81	777.61	778.57	201.0
2009-03-29 20:25:00	ES	Futures	778.57	779.05	778.33	778.81	237.0
2009-03-29 20:30:00	ES	Futures	779.05	779.77	778.81	779.53	309.0
2009-03-29 20:35:00	ES	Futures	779.53	779.77	779.53	779.77	193.0
2009-03-29 20:40:00	ES	Futures	779.53	779.77	779.05	779.29	267.0
2009-03-29 20:45:00	ES	Futures	779.29	779.53	779.05	779.05	391.0
2009-03-29 20:50:00	ES	Futures	778.81	779.05	778.33	778.33	206.0
2009-03-29 20:55:00	ES	Futures	778.33	778.81	778.33	778.57	101.0
2009-03-29 21:00:00	ES	Futures	778.81	779.05	778.09	778.09	135.0
2009-03-29 21:05:00	ES	Futures	778.09	778.09	777.37	777.61	388.0
2009-03-29 21:10:00	ES	Futures	777.37	777.61	776.89	777.13	477.0
2009-03-29 21:15:00	ES	Futures	777.13	777.13	776.41	776.89	500.0
2009-03-29 21:20:00	ES	Futures	776.65	777.13	776.65	776.65	202.0
2009-03-29 21:25:00	ES	Futures	776.65	776.89	774.98	775.45	1922.0
2009-03-29 21:30:00	ES	Futures	775.22	775.93	774.98	775.22	736.0
2009-03-29 21:35:00	ES	Futures	775.22	775.45	774.5	775.22	520.0
2009-03-29 21:40:00	ES	Futures	775.22	775.69	774.98	775.22	229.0
2009-03-29 21:45:00	ES	Futures	775.22	775.22	773.78	774.02	613.0
2009-03-29 21:50:00	ES	Futures	774.26	774.26	773.78	773.78	259.0
2009-03-29 21:55:00	ES	Futures	773.78	774.02	771.86	772.58	1716.0
2009-03-29 22:00:00	ES	Futures	772.58	773.3	772.58	773.3	221.0
2009-03-29 22:05:00	ES	Futures	773.3	773.54	772.82	773.3	478.0

> showing 50 of 1,206 rows — these rows as CSV

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