PREVIEW / futures_5min / 2009-04-01

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-04-01.parquet
  size:    188 KB
  rows:    10,767

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
2009-04-01 00:00:00	ES	Futures	751.01	751.01	750.05	750.53	608.0
2009-04-01 00:05:00	ES	Futures	750.53	750.53	748.86	749.33	1038.0
2009-04-01 00:10:00	ES	Futures	749.33	749.57	748.86	748.86	258.0
2009-04-01 00:15:00	ES	Futures	748.86	749.33	748.38	749.33	564.0
2009-04-01 00:20:00	ES	Futures	749.57	750.05	749.57	749.81	204.0
2009-04-01 00:25:00	ES	Futures	749.57	750.05	749.1	749.1	278.0
2009-04-01 00:30:00	ES	Futures	749.1	750.29	748.62	750.29	380.0
2009-04-01 00:35:00	ES	Futures	750.05	751.01	750.05	751.01	325.0
2009-04-01 00:40:00	ES	Futures	751.01	751.01	750.29	750.53	146.0
2009-04-01 00:45:00	ES	Futures	750.77	750.77	750.05	750.05	101.0
2009-04-01 00:50:00	ES	Futures	750.29	750.29	749.57	749.81	498.0
2009-04-01 00:55:00	ES	Futures	749.81	749.81	749.33	749.57	280.0
2009-04-01 01:00:00	ES	Futures	749.57	749.81	748.86	748.86	406.0
2009-04-01 01:05:00	ES	Futures	748.86	749.57	748.86	749.33	91.0
2009-04-01 01:10:00	ES	Futures	749.33	749.57	749.33	749.33	180.0
2009-04-01 01:15:00	ES	Futures	749.33	749.81	749.33	749.57	414.0
2009-04-01 01:20:00	ES	Futures	749.57	750.05	749.33	749.57	956.0
2009-04-01 01:25:00	ES	Futures	749.33	749.81	749.33	749.57	799.0
2009-04-01 01:30:00	ES	Futures	749.33	749.33	749.1	749.33	177.0
2009-04-01 01:35:00	ES	Futures	749.1	749.57	748.62	748.86	626.0
2009-04-01 01:40:00	ES	Futures	748.86	749.57	748.86	749.33	174.0
2009-04-01 01:45:00	ES	Futures	749.33	750.53	749.1	750.29	1064.0
2009-04-01 01:50:00	ES	Futures	750.29	751.49	750.29	751.49	718.0
2009-04-01 01:55:00	ES	Futures	751.25	752.45	751.25	751.73	1042.0
2009-04-01 02:00:00	ES	Futures	751.73	753.65	751.73	753.17	2018.0
2009-04-01 02:05:00	ES	Futures	753.41	754.13	753.17	753.89	934.0
2009-04-01 02:10:00	ES	Futures	753.89	753.89	752.45	752.93	729.0
2009-04-01 02:15:00	ES	Futures	753.17	753.89	752.93	753.17	738.0
2009-04-01 02:20:00	ES	Futures	753.17	753.41	752.93	753.17	173.0
2009-04-01 02:25:00	ES	Futures	753.17	753.17	752.69	752.93	414.0
2009-04-01 02:30:00	ES	Futures	752.69	753.41	752.69	753.17	333.0
2009-04-01 02:35:00	ES	Futures	753.41	753.89	752.93	753.89	777.0
2009-04-01 02:40:00	ES	Futures	753.65	754.85	753.65	754.85	694.0
2009-04-01 02:45:00	ES	Futures	754.85	755.81	754.85	755.57	1171.0
2009-04-01 02:50:00	ES	Futures	755.57	756.04	755.33	755.81	488.0
2009-04-01 02:55:00	ES	Futures	755.81	756.76	755.57	756.52	2264.0
2009-04-01 03:00:00	ES	Futures	756.52	758.92	756.52	758.44	8008.0
2009-04-01 03:05:00	ES	Futures	758.44	758.68	756.04	756.76	5373.0
2009-04-01 03:10:00	ES	Futures	756.52	756.76	755.33	755.57	2585.0
2009-04-01 03:15:00	ES	Futures	755.81	756.52	755.33	756.28	1732.0
2009-04-01 03:20:00	ES	Futures	756.28	757.96	756.28	757.0	2071.0
2009-04-01 03:25:00	ES	Futures	757.0	757.48	755.81	756.04	1274.0
2009-04-01 03:30:00	ES	Futures	756.28	756.28	753.89	754.13	3503.0
2009-04-01 03:35:00	ES	Futures	754.37	754.61	753.65	753.89	1972.0
2009-04-01 03:40:00	ES	Futures	753.89	754.13	753.17	753.89	2621.0
2009-04-01 03:45:00	ES	Futures	753.65	753.65	751.73	751.97	2280.0
2009-04-01 03:50:00	ES	Futures	751.97	752.21	751.01	751.01	2193.0
2009-04-01 03:55:00	ES	Futures	751.01	751.73	749.81	750.77	2458.0
2009-04-01 04:00:00	ES	Futures	751.01	751.49	750.05	750.77	2276.0
2009-04-01 04:05:00	ES	Futures	750.77	750.77	749.57	750.77	2121.0

> showing 50 of 10,767 rows — these rows as CSV

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