PREVIEW / futures_5min / 2009-03-31

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-03-31.parquet
  size:    192 KB
  rows:    10,885

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
2009-03-31 00:00:00	ES	Futures	756.52	756.76	756.04	756.52	362.0
2009-03-31 00:05:00	ES	Futures	756.52	757.0	756.28	757.0	303.0
2009-03-31 00:10:00	ES	Futures	757.0	757.48	756.04	756.52	413.0
2009-03-31 00:15:00	ES	Futures	756.28	756.76	755.33	755.33	474.0
2009-03-31 00:20:00	ES	Futures	755.57	755.81	755.33	755.33	252.0
2009-03-31 00:25:00	ES	Futures	755.09	755.33	754.61	754.85	486.0
2009-03-31 00:30:00	ES	Futures	755.09	755.09	754.37	754.61	522.0
2009-03-31 00:35:00	ES	Futures	754.61	755.09	754.37	754.37	205.0
2009-03-31 00:40:00	ES	Futures	754.37	756.04	754.37	756.04	462.0
2009-03-31 00:45:00	ES	Futures	755.81	756.52	755.81	756.52	523.0
2009-03-31 00:50:00	ES	Futures	756.52	756.52	755.09	755.57	448.0
2009-03-31 00:55:00	ES	Futures	755.81	755.81	754.37	754.37	372.0
2009-03-31 01:00:00	ES	Futures	754.61	754.61	753.65	753.65	860.0
2009-03-31 01:05:00	ES	Futures	753.89	754.13	753.65	753.89	137.0
2009-03-31 01:10:00	ES	Futures	753.89	755.57	753.89	755.33	470.0
2009-03-31 01:15:00	ES	Futures	755.33	755.57	754.13	754.13	439.0
2009-03-31 01:20:00	ES	Futures	754.13	754.37	753.41	754.13	349.0
2009-03-31 01:25:00	ES	Futures	753.89	755.09	753.89	754.61	299.0
2009-03-31 01:30:00	ES	Futures	754.85	754.85	753.41	753.89	333.0
2009-03-31 01:35:00	ES	Futures	753.89	753.89	753.17	753.41	364.0
2009-03-31 01:40:00	ES	Futures	753.41	753.65	753.41	753.41	110.0
2009-03-31 01:45:00	ES	Futures	753.41	753.65	752.45	752.45	1044.0
2009-03-31 01:50:00	ES	Futures	752.69	752.69	751.73	751.97	1015.0
2009-03-31 01:55:00	ES	Futures	751.97	752.45	751.73	752.21	597.0
2009-03-31 02:00:00	ES	Futures	752.21	752.93	751.49	752.69	1211.0
2009-03-31 02:05:00	ES	Futures	752.69	753.41	752.45	752.93	976.0
2009-03-31 02:10:00	ES	Futures	752.93	753.41	752.69	752.69	476.0
2009-03-31 02:15:00	ES	Futures	752.93	753.65	752.69	753.17	814.0
2009-03-31 02:20:00	ES	Futures	753.17	753.65	752.93	753.17	411.0
2009-03-31 02:25:00	ES	Futures	753.17	753.89	753.17	753.41	436.0
2009-03-31 02:30:00	ES	Futures	753.65	753.65	752.93	753.17	618.0
2009-03-31 02:35:00	ES	Futures	753.41	756.52	753.17	756.28	2536.0
2009-03-31 02:40:00	ES	Futures	756.28	757.48	756.04	757.0	1678.0
2009-03-31 02:45:00	ES	Futures	756.76	756.76	756.04	756.04	565.0
2009-03-31 02:50:00	ES	Futures	756.04	756.52	755.33	755.57	1376.0
2009-03-31 02:55:00	ES	Futures	755.33	756.52	755.33	756.04	681.0
2009-03-31 03:00:00	ES	Futures	756.28	757.48	756.04	757.24	2603.0
2009-03-31 03:05:00	ES	Futures	757.0	757.48	756.28	757.24	1899.0
2009-03-31 03:10:00	ES	Futures	757.0	758.2	757.0	757.0	3332.0
2009-03-31 03:15:00	ES	Futures	757.0	757.24	755.81	756.28	2118.0
2009-03-31 03:20:00	ES	Futures	756.52	757.0	756.04	757.0	1315.0
2009-03-31 03:25:00	ES	Futures	757.24	758.2	757.0	757.96	2927.0
2009-03-31 03:30:00	ES	Futures	757.72	758.2	756.76	757.96	2253.0
2009-03-31 03:35:00	ES	Futures	757.96	758.44	757.48	758.2	2197.0
2009-03-31 03:40:00	ES	Futures	758.2	758.44	757.48	757.96	2647.0
2009-03-31 03:45:00	ES	Futures	757.72	758.68	757.72	758.44	1860.0
2009-03-31 03:50:00	ES	Futures	758.2	759.4	757.96	758.92	5273.0
2009-03-31 03:55:00	ES	Futures	758.92	759.4	758.44	759.16	1864.0
2009-03-31 04:00:00	ES	Futures	759.16	760.12	758.68	759.88	3164.0
2009-03-31 04:05:00	ES	Futures	759.88	760.12	759.4	759.64	1298.0

> showing 50 of 10,885 rows — these rows as CSV

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