PREVIEW / futures_5min / 2009-03-30

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-03-30.parquet
  size:    178 KB
  rows:    9,996

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
2009-03-30 00:00:00	ES	Futures	773.3	773.54	770.18	770.9	2482.0
2009-03-30 00:05:00	ES	Futures	771.14	772.1	770.18	772.1	816.0
2009-03-30 00:10:00	ES	Futures	771.86	772.1	770.18	770.66	1017.0
2009-03-30 00:15:00	ES	Futures	770.18	770.9	769.7	769.94	1886.0
2009-03-30 00:20:00	ES	Futures	770.18	770.18	768.98	769.22	2509.0
2009-03-30 00:25:00	ES	Futures	769.22	769.7	768.98	769.22	499.0
2009-03-30 00:30:00	ES	Futures	769.22	769.7	768.75	769.22	1346.0
2009-03-30 00:35:00	ES	Futures	769.22	769.7	768.98	769.7	395.0
2009-03-30 00:40:00	ES	Futures	769.7	770.18	769.46	769.94	458.0
2009-03-30 00:45:00	ES	Futures	769.7	769.94	769.46	769.94	425.0
2009-03-30 00:50:00	ES	Futures	769.94	770.18	769.7	769.7	242.0
2009-03-30 00:55:00	ES	Futures	769.7	769.94	769.46	769.46	96.0
2009-03-30 01:00:00	ES	Futures	769.7	769.7	769.22	769.7	176.0
2009-03-30 01:05:00	ES	Futures	769.7	769.94	769.22	769.46	149.0
2009-03-30 01:10:00	ES	Futures	769.46	769.7	769.22	769.7	123.0
2009-03-30 01:15:00	ES	Futures	769.46	769.7	768.75	768.75	177.0
2009-03-30 01:20:00	ES	Futures	768.98	768.98	768.27	768.51	898.0
2009-03-30 01:25:00	ES	Futures	768.27	768.51	767.55	768.27	830.0
2009-03-30 01:30:00	ES	Futures	768.03	768.27	767.79	768.03	474.0
2009-03-30 01:35:00	ES	Futures	767.79	767.79	767.31	767.55	694.0
2009-03-30 01:40:00	ES	Futures	767.55	767.79	767.07	767.79	730.0
2009-03-30 01:45:00	ES	Futures	767.55	768.27	767.55	768.03	663.0
2009-03-30 01:50:00	ES	Futures	768.03	768.27	767.31	767.79	400.0
2009-03-30 01:55:00	ES	Futures	767.55	768.03	767.55	767.55	493.0
2009-03-30 02:00:00	ES	Futures	767.55	768.03	767.07	767.55	1169.0
2009-03-30 02:05:00	ES	Futures	767.55	767.55	765.15	765.15	2564.0
2009-03-30 02:10:00	ES	Futures	765.15	765.15	764.19	764.67	2312.0
2009-03-30 02:15:00	ES	Futures	764.67	766.11	764.43	766.11	859.0
2009-03-30 02:20:00	ES	Futures	766.35	766.59	765.39	765.63	417.0
2009-03-30 02:25:00	ES	Futures	765.63	765.63	764.91	764.91	695.0
2009-03-30 02:30:00	ES	Futures	765.15	765.63	764.91	765.15	972.0
2009-03-30 02:35:00	ES	Futures	764.91	765.63	764.67	764.91	813.0
2009-03-30 02:40:00	ES	Futures	764.91	765.87	764.67	765.63	737.0
2009-03-30 02:45:00	ES	Futures	765.87	766.35	765.39	766.11	631.0
2009-03-30 02:50:00	ES	Futures	766.11	766.35	765.63	765.63	710.0
2009-03-30 02:55:00	ES	Futures	765.63	766.83	765.39	766.83	1043.0
2009-03-30 03:00:00	ES	Futures	766.83	768.27	766.35	767.07	3772.0
2009-03-30 03:05:00	ES	Futures	767.07	767.31	764.91	764.91	2600.0
2009-03-30 03:10:00	ES	Futures	764.91	765.63	761.8	762.04	7004.0
2009-03-30 03:15:00	ES	Futures	762.04	762.99	759.88	759.88	5043.0
2009-03-30 03:20:00	ES	Futures	759.88	760.6	758.2	760.12	7982.0
2009-03-30 03:25:00	ES	Futures	760.12	761.8	759.4	761.56	4387.0
2009-03-30 03:30:00	ES	Futures	761.56	761.8	757.48	757.96	5771.0
2009-03-30 03:35:00	ES	Futures	758.2	758.44	756.76	757.48	3689.0
2009-03-30 03:40:00	ES	Futures	757.24	759.16	756.76	757.96	2643.0
2009-03-30 03:45:00	ES	Futures	757.96	760.12	757.0	759.88	3906.0
2009-03-30 03:50:00	ES	Futures	759.88	760.36	759.4	760.12	1659.0
2009-03-30 03:55:00	ES	Futures	760.12	761.32	759.16	760.36	3124.0
2009-03-30 04:00:00	ES	Futures	760.36	760.36	758.92	759.88	3279.0
2009-03-30 04:05:00	ES	Futures	759.88	760.6	758.92	759.4	2164.0

> showing 50 of 9,996 rows — these rows as CSV

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